An Overview of Integral Quadratic Constraints for Delayed Nonlinear and Parameter-Varying Systems

A general framework is presented for analyzing the stability and performance of nonlinear and linear parameter varying (LPV) time delayed systems. First, the input/output behavior of the time delay operator is bounded in the frequency domain by integral quadratic constraints (IQCs). A constant delay is a linear, time-invariant system and this leads to a simple, intuitive interpretation for these frequency domain constraints. This simple interpretation is used to derive new IQCs for both constant and varying delays. Second, the performance of nonlinear and LPV delayed systems is bounded using dissipation inequalities that incorporate IQCs. This step makes use of recent results that show, under mild technical conditions, that an IQC has an equivalent representation as a finite-horizon time-domain constraint. Numerical examples are provided to demonstrate the effectiveness of the method for both class of systems

Fast generation of stability charts for time-delay systems using continuation of characteristic roots

Many dynamic processes involve time delays, thus their dynamics are governed by delay differential equations (DDEs). Studying the stability of dynamic systems is critical, but analyzing the stability of time-delay systems is challenging because DDEs are infinite-dimensional. We propose a new approach to quickly generate stability charts for DDEs using continuation of characteristic roots (CCR). In our CCR method, the roots of the characteristic equation of a DDE are written as implicit functions of the parameters of interest, and the continuation equations are derived in the form of ordinary differential equations (ODEs). Numerical continuation is then employed to determine the characteristic roots at all points in a parametric space; the stability of the original DDE can then be easily determined. A key advantage of the proposed method is that a system of linearly independent ODEs is solved rather than the typical strategy of solving a large eigenvalue problem at each grid point in the domain. Thus, the CCR method significantly reduces the computational effort required to determine the stability of DDEs. As we demonstrate with several examples, the CCR method generates highly accurate stability charts, and does so up to 10 times faster than the Galerkin approximation method.Comment: 12 pages, 6 figure

Spectrum analysis of LTI continuous-time systems with constant delays: A literature overview of some recent results

In recent decades, increasingly intensive research attention has been given to dynamical systems containing delays and those affected by the after-effect phenomenon. Such research covers a wide range of human activities and the solutions of related engineering problems often require interdisciplinary cooperation. The knowledge of the spectrum of these so-called time-delay systems (TDSs) is very crucial for the analysis of their dynamical properties, especially stability, periodicity, and dumping effect. A great volume of mathematical methods and techniques to analyze the spectrum of the TDSs have been developed and further applied in the most recent times. Although a broad family of nonlinear, stochastic, sampled-data, time-variant or time-varying-delay systems has been considered, the study of the most fundamental continuous linear time-invariant (LTI) TDSs with fixed delays is still the dominant research direction with ever-increasing new results and novel applications. This paper is primarily aimed at a (systematic) literature overview of recent (mostly published between 2013 to 2017) advances regarding the spectrum analysis of the LTI-TDSs. Specifically, a total of 137 collected articles-which are most closely related to the research area-are eventually reviewed. There are two main objectives of this review paper: First, to provide the reader with a detailed literature survey on the selected recent results on the topic and Second, to suggest possible future research directions to be tackled by scientists and engineers in the field. © 2013 IEEE.MSMT-7778/2014, FEDER, European Regional Development Fund; LO1303, FEDER, European Regional Development Fund; CZ.1.05/2.1.00/19.0376, FEDER, European Regional Development FundEuropean Regional Development Fund through the Project CEBIA-Tech Instrumentation [CZ.1.05/2.1.00/19.0376]; National Sustainability Program Project [LO1303 (MSMT-7778/2014)

Polynomial two-parameter eigenvalue problems and matrix pencil methods for stability of delay-differential equations

Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some similarities between the different types of these so-called matrix pencil methods, the general ideas used as well as the proofs differ considerably. Moreover, the available theory hardly reveals the relations between the different methods. In this work, a different derivation of various matrix pencil methods is presented using a unifying framework of a new type of eigenvalue problem: the polynomial two-parameter eigenvalue problem, of which the quadratic two-parameter eigenvalue problem is a special case. This framework makes it possible to establish relations between various seemingly different methods and provides further insight in the theory of matrix pencil methods. We also recognize a few new matrix pencil variants to determine DDE stability. Finally, the recognition of the new types of eigenvalue problem opens a door to efficient computation of DDE stability