On Lyapunov stability robustness bounds for linear discrete-time systems with structured time-varying uncertainty |
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| Authors: | J S LUO A JOHNSON P P J VAN DEN BOSCH |
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| Affiliation: | 1. Kramers Laboratory, Delft University of Technology , Prins Bernhardlaan.6, 2628 BW Delft, The Netherlands Phone: Tel: +(31) 15781323 Fax: Tel: +(31) 15781323;2. Electrical Engineering Department , Delft University of Technology , Mekelweg 4, 2628 CD Delft, The Netherlands |
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| Abstract: | In this paper we analyse the stability robustness of linear discrete-time systems which are described by a state-space model but are perturbed with structured time-varying uncertainty. We present new Lyapunov stability robustness bounds in which the freedom of the matrix Q is utilized more effectively than that used by Kolla et al. (1989) to obtain a larger bound of tolerable time-varying uncertainty, and the similarity transformation is employed more directly and usefully than that proposed by Kolla and Farison (1990) to reduce conservation. Further, the relationship between the matrix Q and the similarity transformation matrix M is given. Improvements are illustrated by an application of our proposed method to a macroeconomic system |
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