LMIs in Control/Time-Delay Systems/Continuous Time/LMI for Robust Stability of Retarded Differential Equation with Norm-Bounded Uncertainty

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LMIs in Control/Time-Delay Systems/Continuous Time/LMI for Robust Stability of Retarded Differential Equation with Norm-Bounded Uncertainty

This page describes an LMI for stability analysis of an uncertain continuous-time system with a time-varying delay. In particular, a delay-independent condition is provided to test uniform asymptotic stability of a retarded differential equation with uncertain matrices through feasibility of an LMI. The system under consideration pertains a single discrete delay, with the extent of the delay at any time bounded by some known value. The matrices describing the system are assumed to be uncertain, with the norm of the uncertainty bounded by a value of one. In addition, the delay is assumed to vary only slowly in time, with a temporal derivative bounded by a value less than one. Solving the LMI for a particular value of this bound, uniform asymptotic stability can be shown for any time-delay satisfying this bound, independent of the value of the uncertainty function.

The System[edit | edit source]

The system under consideration is one of the form:

In this description, and are matrices in . The variable denotes a delay in the state at time , assuming a value no greater than some . Moreover, we assume that the function is differentiable at any time, with the derivative bounded by some value , assuring the delay to be slowly-varying in time. The uncertainty is also allowed to vary in time, but at any time must satisfy the inequality:

The uncertainty affects the system through matrices and , which are constant in time and assumed to be known.

The Data[edit | edit source]

To determine stability of the system, the following parameters must be known:

The Optimization Problem[edit | edit source]

Based on the provided data, uniform asymptotic stability can be determined by testing feasibility of the following LMI:

The LMI: Delay-Independent Robust Uniform Asymptotic Stability for Continuous-Time TDS[edit | edit source]

Conclusion:[edit | edit source]

If the presented LMI is feasible, the system will be uniformly asymptotically stable for any delay function satisfying , and any uncertainty satisfying . That is, independent of the values of the delays , uncertainties , and the starting time :

  • For any real number , there exists a real number such that:
  • There exists a real number such that for any real number , there exists a time such that:

Here, we let for denote the delayed state function at time . The norm of this function is defined as the maximal value of the vector norm assumed by the state over the delayed time interval, given by:

The proof of this result relies on the fact that the following inequality holds for any value and constant matrices of appropriate dimensions:

Using this inequality with and , the described LMI can then be derived from that presented in [1], corresponding to a situation without uncertainty.

Implementation[edit | edit source]

An example of the implementation of this LMI in Matlab is provided on the following site:

Note that this implementation requires packages for YALMIP with solver mosek, though a different solver can also be implemented.

Related LMIs[edit | edit source]

  • [2] - Stability LMI for continuous-time RDE with slowly-varying delay without uncertainty
  • [3] - LMI for quadratic stability of continuous-time system with norm-bounded uncertainty
  • [4] - Stability LMI for delayed discrete-time system

External Links[edit | edit source]

The presented results have been obtained from:

  • Fridman E. 2014. Introduction to Time-Delay Systems, Analysis and Control. Springer. ISBN: 978-3-319-09392-5.

Additional information on LMI's in control theory can be obtained from the following resources:

Return to Main Page:[edit | edit source]