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This note represents a first attempt to provide a definition and characterisation of negative imaginary systems for not necessarily rational transfer functions via a sign condition expressed in the entire domain of analyticity, along the same lines of the classic definition of positive real systems. Under the standing assumption of symmetric transfer functions, we then derive a necessary and sufficient condition that characterises negative imaginary transfer functions in terms of a matrix sign condition restricted to the imaginary axis, once again following the same line of argument of the standard positive real case. Using this definition, even transfer functions with a pole at the origin with double multiplicity, as well as with a possibly negative relative degree, can be negative imaginary

This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the classic infinite-horizon linear quadratic (LQ) control problem. In particular, a geometric analysis is used to study the relationship existing between the solutions of the generalised Riccati equation and the output-nulling subspaces of the underlying system and the corresponding reachability subspaces. This analysis reveals the presence of a subspace that plays an important role in the solution of the related optimal control problem, which is reflected in the generalised eigenstructure of the corresponding extended symplectic pencil. In establishing the main results of this paper, several ancillary problems on the discrete Lyapunov equation and spectral factorisation are also addressed and solved

A closed-form expression parameterizing the solutions of the extended symplectic difference equation over a finite time interval is given under the mild assumption of modulus-controllability. This representation is expressed in terms of the strongly unmixed solution of a discrete ARE and of an algebraic Stein equation. The most important application of this result is a generalized version of the finite-horizon LQ regulator: In particular our framework enables different kind of boundary conditions to be treated in a unified fashion, without resorting to the Riccati difference equation for the computation of the optimal control function

Geometric control theory is used to investigate the problem of fault detection and isolation for 3D linear systems described by FornasiniMarchesini models with the aim using these results in applications areas such as wireless sensor networks.. Necessary and sufficient conditions for the existence of a solution to this problem are established together with constructive methods for the design of observers for fault detection and identification.

A generalization of the finite-horizon linear quadratic regulator problem is proposed for LTI continuous-time controllable systems. In particular, a formulation of the linear quadratic (LQ) problem is considered, with affine constraints on the initial and the terminal states and with general quadratic costs in the initial and terminal states. The solution presented is simple and attractive from a computational point of view, and is based on the solutions of an algebraic Riccati equation and of a Lyapunov equation, that enable all the solutions of the Hamiltonian differential equation to be parametrized inclosed form

In this paper we lay the foundations of a not necessarily rational negative imaginary systems theory and its relations with positive real systems theory. In analogy with the theory of positive real functions, in our general framework negative imaginary systems are defined in terms of a domain of analyticity of the transfer function and of a sign condition that must be satisfied in such domain. In this way, we do not require to restrict the attention to systems with a rational transfer function. In this work, we also define various grades of negative imaginary systems and aim to provide a unitary view of the different notions that have appeared so far in the literature within the framework of positive real and in the more recent theory of negative imaginary systems, and to show how these notions are characterized and linked to each other.

In this paper, a new methodology is developed for the closed-form solution of a generalized version of the finite-horizon linear-quadratic regulator problem for LTI discrete-time systems. The problem considered herein encompasses the classical version of the LQ problem with assigned initial state and weighted terminal state, as well as the so-called fixed-end point version, in which both the initial and the terminal states are sharply assigned. The present approach is based on a parametrization of all the solutions of the extended symplectic system. In this way, closed-form expressions for the optimal state trajectory and control law may be determined in terms of the boundary conditions. By taking advantage of standard software routines for the solution of the algebraic Riccati and Stein equations, our results lead to a simple and computationally attractive approach for the solution of the considered optimal control problem without the need of iterating the Riccati difference equation