Finite horizon robustness analysis of LTV systems using integral quadratic constraints

Peter J Seiler Jr, Robert M. Moore, Chris Meissen, Murat Arcak, Andrew Packard

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

The goal of this paper is to assess the robustness of an uncertain linear time-varying (LTV) system on a finite time horizon. The uncertain system is modeled as an interconnection of a known LTV system and a perturbation. The input/output behavior of the perturbation is described by time-domain, integral quadratic constraints (IQCs). Typical notions of robustness, e.g. nominal stability and gain/phase margins, can be insufficient for finite-horizon analysis. Instead, this paper focuses on robust induced gains and bounds on the reachable set of states. Sufficient conditions to compute robust performance bounds are formulated using dissipation inequalities and IQCs. The analysis conditions are provided in two equivalent forms as Riccati differential equations and differential linear matrix inequalities, and an algorithm is developed leveraging both forms.

Original languageEnglish (US)
Pages (from-to)135-143
Number of pages9
JournalAutomatica
Volume100
DOIs
StatePublished - Feb 1 2019

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Time varying systems
Uncertain systems
Linear matrix inequalities
Differential equations

Keywords

  • Integral quadratic constraints
  • Linear time varying
  • Robustness

Cite this

Finite horizon robustness analysis of LTV systems using integral quadratic constraints. / Seiler Jr, Peter J; Moore, Robert M.; Meissen, Chris; Arcak, Murat; Packard, Andrew.

In: Automatica, Vol. 100, 01.02.2019, p. 135-143.

Research output: Contribution to journalArticle

Seiler Jr, Peter J ; Moore, Robert M. ; Meissen, Chris ; Arcak, Murat ; Packard, Andrew. / Finite horizon robustness analysis of LTV systems using integral quadratic constraints. In: Automatica. 2019 ; Vol. 100. pp. 135-143.
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