Small gain problem in coupled differential‐difference equations,time‐varying delays,and direct Lyapunov method

This article presents a Lyapunov–Krasovskii formulation of scaled small gain problem for systems described by coupled differential‐difference equations. This problem includes H_∞ problem with block‐diagonal uncertainty as a special case. A discretization may be applied to reduce the conditions into linear matrix inequalities. As an application, the stability problem of systems with time‐varying delays is transformed into the scaled small gain problem through a process of either one‐term approximation or two‐term approximation. The cases of time‐varying delays with and without derivative upper‐bound are compared. Finally, it is shown that similar conditions can also be obtained by a direct Lyapunov–Krasovskii functional method for coupled differential‐functional equations. Numerical examples are presented to illustrate the effectiveness of the method in tackling systems with time‐varying delays. Copyright © 2010 John Wiley & Sons, Ltd.