On the stability radii of continuous-time infinite Markov jump linear systems

In this paper we introduce the subject of stability radii for continuous-time infinite Markov jump linear systems (MJLS) with respect to unstructured perturbations. By means of the small-gain approach, a lower bound for the complex radius is derived along with a linear matrix inequality (LMI) optimization method which is new in this context. In this regard, we propose an algorithm to solve the optimization problem, based on a bisectional procedure, which is tailored in such a way that avoids the issue of scaling optimization. In addition, an easily computable upper bound for the real and complex stability radii is devised, with the aid of a spectral characterization of the problem. This seems to be a novel approach to the problem of robust stability, even when restricted to the finite case, which in turn allows us to obtain explicit formulas for the stability radii of two-mode scalar MJLS. We also introduce a connection between stability radii and a certain margin of stability with respect to perturbations on the transition rates of the Markov process. The applicability of the main results is illustrated with some numerical examples.     

Stability radii of positive discrete-time systems under affine parameter perturbations

In this paper we study stability radii of positive linear discrete-time systems under affine parameter perturbations. It is shown that real and complex stability radii of positive systems coincide for arbitrary perturbation structures, in particular, for blockdiagonal disturbances as considered in μ-analysis. Estimates and computable formulae are derived for these stability radii. The results are derived for arbitrary perturbation norms induced by monotonic vector norms (e.g. p-norms, 1⩽p⩽∞). © 1998 John Wiley & Sons, Ltd.     

Directional stability radius: a stability analysis tool for uncertain polynomial systems

Coefficients of characteristic polynomials for stable parametrically uncertain systems are allowed to perturb to some extent for stability. Stability radius is a useful tool to assess the allowance of the stability for the systems. To enhance its usefulness, we modify stability radius so that it takes into account of given restricted perturbations, which we call directional stability radius. For an application, we show shifted-Hurwitz stability conditions and a stability analysis method for interval polynomial systems using the directional stability radii.     

Stability radii of higher order positive difference systems

In this paper we study stability radii of positive polynomial matrices under affine perturbations of the coefficient matrices. It is shown that the real and complex stability radii coincide. Moreover, explicit formulas are derived for these stability radii and illustrated by some examples.     

Robust stability of delay difference systems under fractional perturbations in infinite-dimensional spaces

In this article we study the robust stability of difference systems with delays under fractional perturbations in infinite-dimensional spaces. First, the estimates of the complex stability radius are addressed. Second, it is shown that for positive linear systems, the complex, real and positive stability radii coincide and can be computed by a simple formula. Finally, a simple example is given to illustrate the obtained results.     

Stability radii of differential algebraic equations with structured perturbations

This paper deals with a formula for computing stability radii of a differential algebraic equation of the form AX^′(t)−BX(t)=0, where A,B are constant matrices. A computable formula for the complex stability radius is given and a key difference between the ordinary differential equation (ODEs for short) and the differential algebraic equation (DAEs for short) is pointed out. A special case where the real stability radius and the complex one are equal is considered.     

Stability radii of infinite dimensional systems with stochastic uncertainty and their optimization

In this paper we consider infinite dimensional systems which are subjected to stochastic structured multiperturbations. We first characterize the stability radii of these systems in terms of a Lyapunov equation and the corresponding Lyapunov inequalities. Then we investigate the problem of maximizing the stability radius by linear state feedback. We show that the supremal achievable stability radius can be determined via the resolution of a parametrized Riccati equation. Illustrative examples are included. Copyright © 2006 John Wiley & Sons, Ltd.     

Strong stability radii of positive linear time‐delay systems

In this paper, we study robustness of the strong delay‐independent stability of linear time‐delay systems under multi‐perturbation and affine perturbation of coefficient matrices via the concept of strong delay‐independent stability radius (shortly, strong stability radius). We prove that for class of positive time‐delay systems, complex and real strong stability radii of positive linear time‐delay systems under multi‐perturbations (or affine perturbations) coincide and they are computed via simple formulae. Apart from that, we derive solution of a global optimization problem associated with the problem of computing of the strong stability radii of a positive linear time‐delay system. An example is given to illustrate the obtained results. Copyright © 2005 John Wiley & Sons, Ltd.     

Stability radii of infinite-dimensional systems subjected to unbounded stochastic perturbations

In this paper, we use the framework of stability radii to study the robust stability of linear deterministic systems on real Hilbert spaces which are subjected to unbounded stochastic perturbations. First, we establish an existence and uniqueness theorem of the solution of the abstract equation describing the system. Then we characterize the stability radius in terms of a Lyapunov equation or equivalently in terms of the norm of an input-output operator.     

Robust wedge-stability analysis and design of continuous constrained systems with stability radii

In this paper, based on stability radii, a sufficient condition is first proposed to ensure the robust wedge stability of continuous-time constrained systems with state feedback. The saturated actuator is reformulated as a conditioned linear actuator subject to structured uncertainties and then an auxiliary matrix is introduced so that the closed-loop system can be characterized into a scheme of stability radius approach. We also investigate the issue of maximizing complex stability radius subject to a wedge region by state feedback. Through iteratively solving a parametrized Riccati equation, a desired maximizing state feedback controller corresponding to the prescribed wedge subregion can be obtained. An example is given to illustrate the design algorithm and to reveal the feasibility of stability radius approach for continuous-time constrained systems.     

Stability radii for positive linear time-invariant systems on time scales

We deal with dynamic equations on time scales, where we characterize the positivity of a system. Uniform exponential stability of a system is determined by the spectrum of its matrix. We investigate the corresponding stability radii with respect to structured perturbations and show that, for positive systems, the complex and the real stability radius coincide.     

Robustness assessment via stability radii in delay parameters

This paper focuses on the robust stability analysis of a class of linear systems including multiple delays subjected to constant or time‐varying perturbations. The approach considered makes use of appropriate stability radius concepts (dynamic, static) and relies on a feedback interconnection interpretation of the uncertain system. Various computable bounds on stability radii are obtained that exploit the structure of the problem. Systems including perturbations on both system matrices and delays are also dealt with. Copyright © 2008 John Wiley & Sons, Ltd.     

Stability criteria of matrix polynomials

In this paper, the stability of matrix polynomials is investigated. First, upper and lower bounds are derived for the eigenvalues of a matrix polynomial. The bounds are based on the spectral radius and the norms of the related matrices, respectively. Then, by means of the argument principle, stability criteria are presented which are necessary and sufficient conditions for the stability of matrix polynomials. Furthermore, a numerical algorithm is provided for checking the stability of matrix polynomials. Numerical examples are given to illustrate the main results.     

Stability criteria of high-order delay differential systems

ABSTRACT

In this paper, the delay-dependent stability of linear, high-order delay differential systems is investigated. First, two bounds of the unstable eigenvalues of the systems are derived. The two bounds are based on the spectral radius and the norms of the parameter matrices of the systems, respectively. We emphasise that the bounds of the unstable eigenvalues involve only the spectral radius and norms of the matrices of lower size. They can be obtained with much less computational effort and work well in practice for large problems. Then, using the argument principle, a computable stability criterion is presented which is a necessary and sufficient condition for the delay-dependent stability of the systems. Furthermore, a numerical algorithm is provided for checking the delay-dependent stability of the systems. Numerical examples are given to illustrate the main results.     

Robustness of stability of time-varying index-1 DAEs

We study exponential stability and its robustness for time-varying linear index-1 differential-algebraic equations. The effect of perturbations on the leading coefficient matrix is investigated. An appropriate class of allowable perturbations is introduced. Robustness of exponential stability with respect to a certain class of perturbations is proved in terms of the Bohl exponent and perturbation operator. Finally, a stability radius involving these perturbations is introduced and investigated. In particular, a lower bound for the stability radius is derived. The results are presented by means of illustrative examples.     

On a type of stability of a multicriteria integer linear programming problem in the case of a monotone norm

A multicriteria integer linear programming problem with a finite number of admissible solutions is considered. The problem consists in finding the Pareto set. Lower and upper attainable estimates of the radius of strong stability of the problem are obtained in the case when the norm in the space of solutions is arbitrary, and the norm in the criteria space is monotone. Using the Minkowski-Mahler inequality, a formula for calculating this radius is derived in the case when the Pareto set consists of a single solution. Estimates of the radius are also found in the case of the Hölder norm in the specified spaces. A class of problems is distinguished for which the radius of strong stability is infinite. As corollaries, certain results known earlier are derived. Illustrative numerical examples are also presented.     

On data dependence of stability domains,exponential stability and stability radii for implicit linear dynamic equations

We shall deal with some problems concerning the stability domains, the spectrum of matrix pairs, the exponential stability and its robustness measure for linear implicit dynamic equations of arbitrary index. First, some characterizations of the stability domains corresponding to a convergent sequence of time scales are derived. Then, we investigate how the spectrum of matrix pairs, the exponential stability and the stability radii for implicit dynamic equations depend on the equation data when the structured perturbations act on both the coefficient of derivative and the right-hand side.     

On asymptotic stability of linear neutral delay-differential systems

The stability testing problem for linear neutral delay-differential systems is addressed. By means of the concept of spectral radius, both delay-independent and-dependent stability criteria are derived. These criteria are also extended to the neutral systems with multiple time delays. The main results proposed here are better than those reported in the literature. Compared with the several existing stability criteria, the stability robustness bounds are significantly improved. Some examples are used to show the significance of our results.     

Implicit-system approach to the robust stability for a class of singularly perturbed linear systems

Asymptotic stability and the complex stability radius of a class of singularly perturbed systems of linear differential-algebraic equations (DAEs) are studied. The asymptotic behavior of the stability radius for a singularly perturbed implicit system is characterized as the parameter in the leading term tends to zero. The main results are obtained in direct and short ways which involve some basic results in linear algebra and classical analysis, only. Our results can be extended to other singular perturbation problems for DAEs of more general form.     

On stability of a class of positive linear functional difference equations

We first give a sufficient condition for positivity of the solution semigroup of linear functional difference equations. Then, we obtain a Perron–Frobenius theorem for positive linear functional difference equations. Next, we offer a new explicit criterion for exponential stability of a wide class of positive equations. Finally, we study stability radii of positive linear functional difference equations. It is proved that complex, real and positive stability radius of positive equations under structured perturbations (or affine perturbations) coincide and can be computed by explicit formulae. Pham Huu Anh Ngoc and Toshiki Naito are supported by the Japan Society for Promotion of Science (JSPS) ID No. P 05049.