On stabilizability-holdability problem for linear discrete time systems

Abstract

Consider the following problem. Given a linear discrete-time system, find if possible a linear state-feedback control law such that under this law all system trajectories originating in the non-negative orthant remain non-negative while asymptotically converging to the origin. This problem is called feedback stabilizability-holdabiltiy problem (FSH). If, in addition, the requirement of non-negativity is imposed on the controls, the problem is a positive feedback stabilizability-holdabiltiy problem (PFSH). It is shown that the set of all linear state feedback controllers that make the open-loop system holdable and asymptotically stable is a polyhedron and the external representation of this polyhedron is obtained. Necessary and sufficient conditions for identifying when the open-loop system is not positive feedback R+n-invariant (and therefore there is no solution to the PFSH problem) are obtained in terms of the system parameters. A constructive linear programming based approach to the solution of FSH and PFSH problems is developed in the paper. This approach provides not only a simple computational procedure to find out whether the FSF, respectively the PFSH problem, has a solution or not but also to determine a linear state feedback controller (respectively, a non-negative linear state feedback controller) that endows the closed-loop (positive) system with a maximum stability margin and guarantees the fastest possible convergence to the origin.