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Abstract
This paper deals with robust stability analysis of linear state space systems affected by time-varying uncertainties with
bounded variation rate. A new class of parameter-dependent Lyapunov functions is introduced, whose main feature is that
the dependence on the uncertain parameters and the state variables are both expressed as polynomial homogeneous forms.
This class of Lyapunov functions generalizes those successfully employed in the special cases of unbounded variation rates and
time-invariant perturbations. The main result of the paper is a sufficient condition to determine the sought Lyapunov function,
which amounts to solving an LMI feasibility problem, derived via a suitable parameterization of polynomial homogeneous
forms. Moreover, lower bounds on the maximum variation rate for which robust stability of the system is preserved, are shown
to be computable in terms of generalized eigenvalue problems. Numerical examples are provided to illustrate how the proposed
approach compares with other techniques available in the literature.
Key words: Polytopic system, Bounded variation rate uncertainty, Robust stability, Lyapunov function, LMI
2
Before proceeding, let us recall the Square Matricial Let us introduce a suitable representation of v(x, sq(p)),
Representation (SMR) of homogeneous scalar forms. which is a homogeneous form of degree 2m in x and 2s
Let w(x) be a homogeneous form of degree 2m in in p. Following the SMR of scalar forms, one can set
x Rn . The complete SMR of w(x) is defined as
w(x) = x{m} (W + L()) x{m} where x{m} R(n,m) v(x, sq(p)) = (V, s, m) (12)
is a vector containing all monomials of degree m in x,
W R(n,m)(n,m) is any symmetric matrix satisfying where
w(x) = x{m} W x{m} , R(n,m) is a vector of free
parameters and L() is a parameterization of the linear (V, s, m) = p{s} x{m} V p{s} x{m} (13)
{m} {m}
space {L = L : x Lx = 0 x}. The quantities
(n, m) and (n, m) are given respectively by (n, m) = and V is a suitable symmetric matrix (dependence on
(n+m1)! 1
(n1)!m! , (n, m) = 2 (n, m)((n, m) + 1) (n, 2m). x{m} is omitted for ease of notation). Matrix V in (13)
The interested reader is referred to [11] for detailed must belong to the linear space
formulas and algorithms to generate the SMR of a ho-
mogeneous form. It should be remarked that the SMR V = {V = V : (V, s, m) does not contain
is also known in the literature as Gram matrix represen- (14)
monomials pi with any odd power ik .
tation ([15]) and plays a key role in several techniques
for checking positivity of polynomials based on sum-of-
squares decompositions ([26]). The dimension of such linear space V turns out to be
1
(2m, s) = (q, s)(n, m) [(q, s)(n, m) + 1]
3 Stability via HPD-HLFs 2 (15)
[(q, 2s) (q, s)] (n, 2m).
Let us consider problem P1. A sufficient condition to
establish whether (1) is asymptotically stable under the Indeed, observe that the first term on the right side of
constraint (2), can be obtained by finding a HPD-HLF (15) is the number of free entries in a symmetric matrix
v(x, p) such that of size (q, s)(n, m). The second term is the number of
distinct monomials with at least one odd power on the
components of p achievable by the product (V, s, m) in
(
v(x, p) > 0 (x, p) Rn0 P
(8) (13) for some matrix V , that is the number of constraints
v(x, Rn0 P D.
p) < 0 (x, p, p) on the entries of any matrix V V.
Let us remark that v(x, p) is uniquely defined by
We have that
v(x, p) v(x, p) v(x, p) = sqr(p){s} x{m} V sqr(p){s} x{m} .
p) =
v(x, A(p)x + p
x p
!2
q Hence, the set V provides, through equations (12)(13),
v(x, p) X v(x, p)
= A(p)x + pi p (9) a complete parameterization for the HPD-HLFs in (7).
x i=1
p
Let us consider now v(x,
sq(p)). Let D1 (V ) and D2 (V, p)
that is v(x,
p) can be written as a homogeneous form of be suitable symmetric matrices such that
degree 2m in x and s + 1 in p, because qi=1 pi = 1 for
P
all p P. This is important because it allows us to get v(x, sq(p))
rid of the set P in (8) through the following result. (D1 (V ), s + 1, m) = A(sq(p)) x
x
q
!2
Lemma 1 Let g(p) be a homogeneous form. Then, v(x, p) X
2
(D2 (V, p),
s + 1, m) = pi
p.
p p=sq(p) i=1
g(p) > 0 p P g(sq(p)) > 0 p Rq0 . (10)
Notice that D1 (V ) depends linearly on V , while D2 (V, p)
Proof. See Lemma 3 in [10]. is multilinear in V and p,
i.e. it is linear in V for fixed p
and viceversa. From (9), one has
From (9) and Lemma 1, (8) can be rewritten as
( sq(p)) = (D1 (V ), s + 1, m)+(D2 (V, p),
v(x, s + 1, m)
v(x, sq(p)) > 0 (x, p) Rn0 Rq0 = (D1 (V ) + D2 (V, p)
+ N, s + 1, m)
(11)
v(x, Rn0 Rq0 D.
sq(p)) < 0 (x, p, p) (16)
3
where N is any symmetric matrix belonging to It is worth observing that the second inequality in (20)
does not reduce the set of feasible since 0q D.
N = {N = N : (N, s + 1, m) = 0, x p} . (17) The following theorem states that the conservativeness
of the condition of Theorem 1 does not increase by suit-
The linear space N has dimension (2m, s + 1) where ably increasing m and s.
1
(2m, s) = (q, s)(n, m) [(q, s)(n, m) + 1] Theorem 2 If there exist m and s such that the condi-
2 (18) tion of Theorem 1 is satisfied, then it is also satisfied for
(q, 2s)(n, 2m). am and as + b, for all integers a 1 and b 0.
Now we are ready to state the main results of the paper. Proof. We first prove the theorem for b = 0. Let
and 1 , . . . , j be the parameter vectors satisfying (19)
Theorem 1 (Sufficient condition for P1) Let V () and for given m and s, and be v(x, p) the corresponding
N () be linear parameterizations of the sets V and N HPD-HLF. Let us define v(x, p) = {v(x, p)}a . We want
where and are free parameter vectors. Then, (1) is
to show that there exist and 1 , . . . , j correspond-
asymptotically stable under the constraint (2) if there
ing to v(x, p) satisfying (19) for am and as. One has
exist and j , j = 1, . . . , h, such that the following set
of LMIs is satisfied: v(x, sq(p)) = {(V (), s, m)}a = (V , as, am) where
V = H V ()[a] H and H is the matrix satisfying the re-
[a]
lationship p{s} x{m} = H p{as} x{am} for all
0 < V ()
0 > D1 (V ()) + D2 (V (), dj ) + N ( j ) (19) (x, p). Observe that V > 0 because V () > 0 and H is
a full rank vertical matrix. Moreover, V belongs to the
j = 1, . . . , h set V because v(x, sq(p)) does not contain components
of p with odd powers. Hence, there exists satisfying
the first inequality of (19). Let us consider now the time
Proof. Suppose that there exist and j satisfying
derivative in vertex dj . By using standard properties of
(19). Then, the first inequality in (19) implies that
Kroneckers products, it can be shown that v (x, sq(p)) =
v(x, sq(p)) > 0. From the second inequality in (19) one , as+ 1, am),
has that v(x,
sq(p)) in (16) is negative definite in each a{(V (), s, m)}a1 (M, s+ 1, m) = a(M
vertex dj D. Hence, (11) is satisfied because D is the where M = D1 (V ()) + D2 (V (), dj ) + N ( j ),
convex hull of vectors dj , and therefore (8) holds. M = J (V ()[a1] M )J, and J is the matrix satisfying
[a1]
the relationship p{s} x{m} p{s+1} x{m} =
Table 1 shows the total number of free variables involved J p{as+1} x{am} for all (x, p). We have that M
<0
in (19) for some system dimensions.
because V () > 0, M < 0 and J is a full rank vertical
m\s 1 2 3 m\s 1 2 3 matrix. Therefore, there exists j satisfying the second
inequality of (19) in vertex dj .
1 19 45 83 1 45 105 192 We have now to show that the theorem holds also for
2 56 121 213 2 255 531 915 b > 0. This can be done by showing that, if the con-
dition of Theorem 1 is satisfied for m and s, then it
3 115 238 409 3 832 1657 2782
is also satisfied for m and s + 1. Let and 1 , . . . , j
(n = 2) (n = 3) be the parameter vectors satisfying (19) for given m
Table 1 and s, and be v(x, p) the corresponding
Pq HPD-HLF. Let
Total number of parameters (2m, s)+h(2m, s+1) involved us define v(x, p) = v(x, p) ( i=1 pi ) . It follows that
in (19) for q = h = 2 and some values of n, m and s. Pq 2
+ 1, m)
v(x, sq(p)) = (V (), s, m) i=1 pi = (V , s
where V = K1 (V () Iq )K1 and Kr is the matrix
Corollary 1 (Lower bound for P2) Define = b 1 satisfying the relationship p{s+r1} x{m}
p =
where b is the solution of the GEVP Kr p{s+r} x{m}
for all (x, p).
Observe that V > 0 since V () > 0 and K1 is a full
b = inf b rank vertical matrix (i.e., a matrix whose number of
b,, 0 ,..., h
rows is not less than its number of columns). Moreover,
0 < V () V belongs to the set V for s + 1 because v(x, sq(p))
0 > D (V ()) + N ( 0 )
1
does not contain components of p with odd powers.
s.t. Hence, there exists satisfying the first inequality of
0 > b D1 (V ()) + N ( 0 ) + D2 (V (), dj )
(19) for s + 1. Let us consider now the time deriva-
tive in vertex dj . By using (5), one has v (x, sq(p)) =
+N ( j ) j = 1, . . . , h
Pq , s + 2, m)
(20) (M, s + 1, m)p p + v(x, sq(p)) i=1 dji = (M
Then, . where M = D1 (V ()) + D2 (V (), d ) + N ( j ) andj
4
M = K (M Iq )K2 . We have that M < 0 since M < 0 systems in the form (1), for the case of time-invariant
2
and K2 is a vertical matrix with full rank, and that M uncertainty p. It has been shown that HPD-QLFs are
represents v (x, sq(p)). Therefore, there exists j satisfy- nonconservative, that is if the polytope of matrices is
ing the second inequality of (19) in vertex dj for s + 1. robustly stable, then there exists a HPD-QLF with pa-
rameter dependence of suitable degree s. Moreover, an
upper bound on the degree s can be given.
Several remarks can be made on the results above. Finally, the use of HPD-HLFs can be extended to sys-
1) The family of HPD-HLFs in the case m = s = 1 tems in the form (1) where the dependence of A(p(t))
boils down to quadratic Lyapunov functions with affine on p(t) is polynomial instead of linear, as done in [14]
parameter dependence, which have been considered by for the case of HPD-QLFs. This clearly allows one to
several authors ([17, 24, 18]). The condition provided by consider larger classes of uncertain systems.
Theorem 1 is based on the parameterizations (12)-(14)
and (16)-(17), which rely on the SMR of homogeneous
polynomial forms. Since the SMR exploits all the pos- 4 Examples
sible degrees of freedom in the representation of such
forms, the only source of conservatism is the gap be- 4.1 Example 1
tween sum-of-squares and positive homogeneous forms.
Conversely, the cited works are based on specific choices
of the parameterizations of v and v, thus requiring in Let us consider the following system, which is quite pop-
general a smaller number of free LMI parameters and re- ular in the literature ([32, 31, 1, 9, 24]),
sulting usually in a higher degree of conservatism. This " #
fact appears to be supported by the numerical examples 0 1
discussed in the next section.
x(t) = x(t), 0 r(t) k. (21)
2) The conservativeness of Theorem 1 does not increase 2 r(t) 1
by increasing s for a fixed m (see Theorem 2), but may
increase by increasing m for a fixed s 1 (see Example We want to compute the maximum variation rate
1 in Section 4). Instead, it is worth recalling that conser- of r(t), such that (21) is asymptotically stable for any
vativeness does not increase by increasing m for s = 0 |r(t)|
. System (21) can be rewritten as (1)(2) with
(see [9, 22]).
3) It can be observed that conservativeness is generally
" # " #
0 1 0 1
reduced by suitably increasing both m and s (see The- A1 = , A2 =
orem 2 and Figure 1). This confirms that it is useful 2 1 2 k 1
to increase the degree of HPD-HLFs in both the state
h
i h i
variables and the parameters, in presence of bounds on D = co , , , .
k k k k
the parameter variation rate. Notice that this is not the
case if such bound is zero (as there is no need to choose Lower bounds have been computed by using HPD-
m > 1) or infinity (when s = 0 must be chosen). HLFs with m = 1, 2, 3 and s = 0, 1, 2, 3 (see Table 1
for the number of LMI parameters involved). In Fig-
It is also worth remarking that the proposed class of ures 1(a)(c), the obtained lower bounds are plotted
Lyapunov functions is a general tool to check robust versus different values of the parameter bound k. The
stability of polytopic systems. In fact, HPD-HLFs con- bounds are compared to those provided by the suffi-
tain as special cases the following classes: cient conditions in [17] (dash-dot line, 6 LMI parame-
1) Homogeneous Polynomial Lyapunov Functions ters), [24] (dashed line, 6 LMI parameters), and [18] (22
(HPLFs), corresponding to s = 0. This class has been LMI parameters). In this example, the lower bound pro-
proposed in [9] to deal with systems in the form (1), vided by [18] is exactly equal to that obtained by using
for the case of time-varying uncertainty p(t) with un- the HPD-HLF technique proposed in this paper with
bounded variation rate. It turns out that HPLFs are m = s = 1 (solid line corresponding to s = 1 in Figure
nonconservative for such systems, in the sense that if 1(a)). Note that robust stability against unbounded p(t)
the system is robustly asymptotically stable, then there can be guaranteed for k = 6.8643 by using a HPD-HLF
exists a HPLF of sufficiently high degree m, proving with m = 10 and s = 0, i.e. a common Lyapunov func-
robust stability. Indeed, in [4] it has been shown that tion that does not depend on the parameters (see [9] for
robust stability implies the existence of a Lyapunov details). As one can see, the conservativeness of the con-
function which can be written as a sum of squares, dition of Theorem 1 does not increase by increasing s for
while in [22] it has been proven that, for this problem, a fixed m, but may increase by increasing m for a fixed
polynomial Lyapunov functions can be constrained to s. This is clearly shown in Figure 1(d) which reports the
be homogeneous without loss of generality. lower bounds for s = 1 and m = 1, 2, 3.
2) Homogeneously Parameter-Dependent Quadratic In order to show another instance of this behavior of
Lyapunov Functions (HPD-QLFs), corresponding to HPD-HLFs, let us consider system (21) for k = 110
m = 1. This class has been proposed in [10] to deal with and r(t)
0, which is obviously asymptotically stable.
5
30 30
are homogeneous forms of degree 4 in two variables (x1
25 25
and x2 ). Such homogeneous forms are positive if and
only if they admit a positive definite SMR matrix (see
20 20
s=3
Lemma 1 of [9]). Therefore, (22) is satisfied if and only
s=3
15 s=2 15 s=2
if there exist V1 , V2 and 1 , 2 , 3 R such that
s=1 s=1
10 10
Vi > 0 i = 1, 2
s=0 s=0
5 5
2 4 6 8 10 12 14 16 18 20 2 4 6 8 10 12 14 16 18 20
k k Vi Ai + Ai Vi + N
(i ) < 0 i = 1, 2
(a) m = 1 (b) m = 2
(V1 + V2 )(A1 + A2 ) + (A1 + A2 ) (V1 + V2 ) + N (3 ) < 0
30 (23)
25
30
where N (i ) is any linear matricial function satisfying
s=3
25
s=2
15
15
is infeasible, one can conclude that the sought linearly
10
s=1
m=1
parameter-dependent quartic Lyapunov function satis-
s=0
10
m=2
fying (22) does not exist.
5 m=3
2 4 6 8 10 12 14 16 18 20 5
k 2 4 6 8
k
10 12 14 16 18 20
Fig. 1. Example 1: lower bounds versus parameter bound Let us consider the system
k, for s = 0, 1, 2, 3 and m = 1 (a), m = 2 (b) and m = 3 (c);
plots for s = 1 (linear parameter dependence) and m = 1, 2, 3
x(t) = A(p(t); k) x(t), p(t) P, p(t)
D
are compared in (d). The dash-dot plot and the dashed plot P3 (24)
correspond to the lower bounds provided respectively by [17] A(p; k) = pi Ai (k), Ai (k) = A0 + k Ai
i=1
and [24]; the one given by [18] coincides with the solid plot
for m = s = 1.
where
Its robust stability can be ensured by using Theorem 1 2 3 2 3
0.6 1.7 3.1 1.1 0.6 0.3 0.1
with m = 1 and s = 1, in particular a HPD-HLF is 6 7 6 7
2.4
6
6 3.6 7
7 6
6 2.8 7
7
v(x, p) = x (p1 V1 + p2 V2 )x with A0 = 6
6
0.7 2.1 2.6
7, A1 = 6
0.8 0.2 1.1
7
4 0.5 2.4 5 1.6 7
5 6
4 1.9 0.8 1.1 275
" # " # 0.6 2.9 2 0.6 2.4 3.1 3.7 0.1
1 0.14286 47.6085 0.02062
V1 = , V2 = . 2 3 2 3
0.14286 0.42857 0.02062 0.43251 6
0.9
6 3.4
3.4 1.7 1.5
7 6
1 1.4 0.7 0.7
7
1.4 7 6 2.1 2.1 7
2 = 6 7 3 = 6 7
1.4 1.3 0.6 0.1
6
6 7, 6 7.
3.4 7 6 0.7 7
A A
4 1.1 2 1.5 5 4 0.4 1.4 1.3 5
However, robust stability cannot be established by any 0.4 0.5 2.3 1.5 1.5 0.9 0.4 0.5
HPD-HLF with m = 2 and s = 1. Indeed, there does
not even exist any linearly parameter-dependent quar- The set D in (4) is chosen such that h = 2, d1 =
tic Lyapunov function simultaneously verifying the sta- [1, 0, 1] and d2 = [1, 0, 1]. Notice that this corre-
bility of the matrix pencil A(p) at its vertices A([1, 0] ) sponds to |p 1 | , p 2 = 0, |p 3 | , and p 1 + p3 = 0
and A([0, 1] ) and middle point A([ 12 , 12 ] ). In fact, let us (one time-invariant parameter and two time-varying pa-
write such a candidate Lyapunov function as v(x, p) = rameters on the unit simplex). The aim is to compute
the maximum variation rate of p1 (t) and p3 (t) so that
x {2}
p1 V1 + p2 V2 x{2}
where V1 , V2 R33 are sym-
(24) is asymptotically stable, for different values of k.
metric matrices. Then, v(x, p) should satisfy the follow- The lower bounds provided by HPD-HLFs with m =
ing conditions: s = 1 (348 LMI parameters) are plotted against k in Fig-
) (" # " # " #) ure 2, and compared to those provided by the sufficient
v(x, p) > 0 1 1
0 conditions in [24] (dashed line, 30 LMI parameters) and
2
x 6= 0n p , , (22) in [18] (dotted line, 94 LMI parameters). Notice that
1
p) < 0
v(x, 0 2 1 the three plots are based on different sufficient condi-
tions, but they are obtained using Lyapunov functions
where v(x, p) = x{2} H(p)x{2} with H(p) = p21 (V1 A1 + with the same structure (quadratic in the state variables
and linear in the parameters). Figure 2 reports also the
A1 V1 ) + p1 p2 (V1 A2 + V2 A1 + A2 V1 + A1 V2 ) + p22 (V2 A2 + curve corresponding to HPD-HLFs with m = 1, s = 2
A2 V2 ) and Ai R33 is the extended matrix of Ai satis- (1290 LMI parameters), which confirms the benefits of
{2}
fying xx Ai x = Ai x{2} (see [13] for a closed-formula of increasing the degree s of the homogeneous form in the
this extended matrix). For a fixed p, v(x, p) and v(x, p) uncertain parameters p.
6
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