Robust Performance Bounds based on Lyapunov Functions for Uncertain Systems

Robust Performance Bounds based on Lyapunov Functions for Uncertain Systems

V. Balakrishnan

Proc. Annual Allerton Conf. on Communication, Control and Computing
pages 142-151, Allerton House, Monticello, Illinois, October 1996


Abstract: The robust stability analysis of uncertain systems, with various assumptions on the nature of the uncertainties (sector-bounded nonlinear, linear time-invariant, parametric, etc.), as well as their structure (diagonal, block-diagonal, etc.), can be performed in a unified manner using multiplier theory and LMI-based convex optimization. The multipliers used in the stability analysis can be shown to yield a convex parametrization of a subset of Lyapunov functions that provide a certificate of robust stability. We show how these Lyapunov functions can in turn be used to derive bounds on various robust performance measures of the system. We illustrate our approach with three specific robust performance analysis problems.
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