Parameter-Dependent Lyapunov Functions for Linear Systems With Constant Uncertainties

Robust stability of linear time-invariant systems with respect to structured uncertainties is considered. The small gain condition is sufficient to prove robust stability and scalings are typically used to reduce the conservatism of this condition. It is known that if the small gain condition is satisfied with constant scalings then there is a single quadratic Lyapunov function which proves robust stability with respect to all allowable time-varying perturbations. In this technical note we show that if the small gain condition is satisfied with frequency-varying scalings then an explicit parameter dependent Lyapunov function can be constructed to prove robust stability with respect to constant uncertainties. This Lyapunov function has a rational quadratic dependence on the uncertainties

Structured Singular Value of a Repeated Complex Full-Block Uncertainty

The structured singular value (SSV), or mu, is used to assess the robust stability and performance of an uncertain linear time-invariant system. Existing algorithms compute upper and lower bounds on the SSV for structured uncertainties that contain repeated (real or complex) scalars and/or non-repeated complex full blocks. This paper presents algorithms to compute bounds on the SSV for the case of repeated complex full blocks. This specific class of uncertainty is relevant for the input output analysis of many convective systems, such as fluid flows. Specifically, we present a power iteration to compute a lower bound on SSV for the case of repeated complex full blocks. This generalizes existing power iterations for repeated complex scalar and non-repeated complex full blocks. The upper bound can be formulated as a semi-definite program (SDP), which we solve using a standard interior-point method to compute optimal scaling matrices associated with the repeated full blocks. Our implementation of the method only requires gradient information, which improves the computational efficiency of the method. Finally, we test our proposed algorithms on an example model of incompressible fluid flow. The proposed methods provide less conservative bounds as compared to prior results, which ignore the repeated full block structure.Comment: Submitted to the International Journal of Robust and Nonlinear Contro

Stability and Performance Analysis of Systems Under Constraints

All real world control systems must deal with actuator and state constraints. Standard conic sector bounded nonlinearity stability theory provides methods for analyzing the stability and performance of systems under constraints, but it is well-known that these conditions can be very conservative. A method is developed to reduce conservatism in the analysis of constraints by representing them as nonlinear real parametric uncertainty

On the formulation of a minimal uncertainty model for robust control with structured uncertainty

In the design and analysis of robust control systems for uncertain plants, representing the system transfer matrix in the form of what has come to be termed an M-delta model has become widely accepted and applied in the robust control literature. The M represents a transfer function matrix M(s) of the nominal closed loop system, and the delta represents an uncertainty matrix acting on M(s). The nominal closed loop system M(s) results from closing the feedback control system, K(s), around a nominal plant interconnection structure P(s). The uncertainty can arise from various sources, such as structured uncertainty from parameter variations or multiple unsaturated uncertainties from unmodeled dynamics and other neglected phenomena. In general, delta is a block diagonal matrix, but for real parameter variations delta is a diagonal matrix of real elements. Conceptually, the M-delta structure can always be formed for any linear interconnection of inputs, outputs, transfer functions, parameter variations, and perturbations. However, very little of the currently available literature addresses computational methods for obtaining this structure, and none of this literature addresses a general methodology for obtaining a minimal M-delta model for a wide class of uncertainty, where the term minimal refers to the dimension of the delta matrix. Since having a minimally dimensioned delta matrix would improve the efficiency of structured singular value (or multivariable stability margin) computations, a method of obtaining a minimal M-delta would be useful. Hence, a method of obtaining the interconnection system P(s) is required. A generalized procedure for obtaining a minimal P-delta structure for systems with real parameter variations is presented. Using this model, the minimal M-delta model can then be easily obtained by closing the feedback loop. The procedure involves representing the system in a cascade-form state-space realization, determining the minimal uncertainty matrix, delta, and constructing the state-space representation of P(s). Three examples are presented to illustrate the procedure

Equivalence of robust stabilization and robust performance via feedback

One approach to robust control for linear plants with structured uncertainty as well as for linear parameter-varying (LPV) plants (where the controller has on-line access to the varying plant parameters) is through linear-fractional-transformation (LFT) models. Control issues to be addressed by controller design in this formalism include robust stability and robust performance. Here robust performance is defined as the achievement of a uniform specified $L^{2}$-gain tolerance for a disturbance-to-error map combined with robust stability. By setting the disturbance and error channels equal to zero, it is clear that any criterion for robust performance also produces a criterion for robust stability. Counter-intuitively, as a consequence of the so-called Main Loop Theorem, application of a result on robust stability to a feedback configuration with an artificial full-block uncertainty operator added in feedback connection between the error and disturbance signals produces a result on robust performance. The main result here is that this performance-to-stabilization reduction principle must be handled with care for the case of dynamic feedback compensation: casual application of this principle leads to the solution of a physically uninteresting problem, where the controller is assumed to have access to the states in the artificially-added feedback loop. Application of the principle using a known more refined dynamic-control robust stability criterion, where the user is allowed to specify controller partial-state dimensions, leads to correct robust-performance results. These latter results involve rank conditions in addition to Linear Matrix Inequality (LMI) conditions.Comment: 20 page

Robust Stability Under Mixed Time Varying, Time Invariant and Parametric Uncertainty

Robustness analysis is considered for systems with structured uncertainty involving a combination of linear time-invariant and linear time-varying perturbations, and parametric uncertainty. A necessary and sufficient condition for robust stability in terms of the structured singular value μ is obtained, based on a finite augmentation of the original problem. The augmentation corresponds to considering the system at a fixed number of frequencies. Sufficient conditions based on scaled small-gain are also considered and characterized

On stability robustness with respect to LTV uncertainties

It is shown that the well-known (D,G)-scaling upper bound of the structured singular value is a nonconservative test for robust stability with respect to certain linear time-varying uncertaintie