A Dissipative Dynamical Systems Approach To Stability Analysis of Time Delay Systems

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
Int. J. Robust Nonlinear Control 2005; 15:2533

Published online 5 October 2004 in Wiley InterScience (www.interscience.wiley.com). DOI: 10.1002/rnc.965
A dissipative dynamical systems approach to stability

analysis of time delay systems
VijaySekhar Chellaboina1,n,y, Wassim M. Haddad2,z and Ajeet Kamath1,}
1
Mechanical and Aerospace Engineering, University of Missouri, Columbia, MO 65211, U.S.A.

School of Aerospace Engineering, Georgia Institute of Technology, Atlanta, GA 30332-0150, U.S.A.
SUMMARY
In this paper the concepts of dissipativity and the exponential dissipativity are used to provide sucient
conditions for guaranteeing asymptotic stability of a time delay dynamical system. Specically,
representing a time delay dynamical system as a negative feedback interconnection of a nite-dimensional
linear dynamical system and an innite-dimensional time delay operator, we show that the time delay
operator is dissipative with respect to a quadratic supply rate and with a storage functional involving an
integral term identical to the integral term appearing in standard LyapunovKrasovskii functionals.
Finally, using stability of feedback interconnection results for dissipative systems, we develop sucient
conditions for asymptotic stability of time delay dynamical systems. The overall approach provides a
dissipativity theoretic interpretation of LyapunovKrasovskii functionals for asymptotically stable
dynamical systems with arbitrary time delay. Copyright # 2004 John Wiley & Sons, Ltd.
KEY WORDS:
time delay systems; stability theory; dissipativity theory; dissipativity of delay operators;
LyapunovKrasovskii functionals
1. INTRODUCTION
Modern complex engineering systems involve a multitude of information and communication
networks. A key physical limitation of such systems is that power transfers between
interconnecting system components are not instantaneous and realistic models for capturing
the dynamics of such systems should account for information in transit [1]. To accurately
describe the evolution of these complex systems, it is necessary to include in any mathematical
Correspondence to: V. S. Chellaboina, Mechanical and Aerospace Engineering, University of Missouri, Columbia,
MO 65211, U.S.A.
y
E-mail: chellaboinav@missouri.edu
z
E-mail: wm.haddad@aerospace.gatech.edu
}
E-mail: agkq45@mizzou.edu
Contract/grant sponsor: U.S. National Science Foundation; contract/grant number: ECS-0133038
Contract/grant sponsor: Air Force Oce of Scientic Research; contract/grant number: F49620-03-1-0178
Copyright # 2004 John Wiley & Sons, Ltd.
Received 11 February 2004

Revised 24 May 2004
Accepted 13 July 2004
26
V. S. CHELLABOINA, W. M. HADDAD AND A. KAMATH
model of the system dynamics some information of the past systems states. This leads to
(innite-dimensional) delay dynamical systems. Time delay dynamical systems have been
extensively studied in the literature (see References [110] and the numerous references therein).
Since time delay can severely degrade system performance and in many cases drive the system to
instability, stability analysis of time delay dynamical systems remains a very important area of
research [811]. A key method for analyzing stability of time delay dynamical systems is
Lyapunovs second method as applied to functional dierential equations. Specically, stability
analysis of a given linear time delay dynamical is typically shown using a LyapunovKrasovskii
functional [4,11]. Standard LyapunovKrasovskii functionals involve a xed quadratic function
and an integral functional explicitly dependent on the system delay. As in classical absolute
stability theory [12], the xed quadratic part of the LyapunovKrasovskii functional is
associated with the stability of the forward delay-independent part of the retarded dynamical
system. However, the system theoretic foundation of the integral part of the Lyapunov
Krasovskii functional is less understood.
In this paper, using the notions of dissipativity [13] and exponential dissipativity [14] theory,
we present sucient conditions for guaranteeing asymptotic stability of time delay dynamical
systems. Specically, representing a time delay dynamical system as a negative feedback
interconnection of a nite-dimensional linear dynamical system and an innite-dimensional time
delay operator, we show that the time delay operator is dissipative with respect to a quadratic
supply rate and with a storage functional involving an integral term which is identical to the
integral term appearing in the LyapunovKrasovskii functional. Next, using stability of
feedback interconnection results based on dissipativity of feedback systems, we develop
sucient conditions for asymptotic stability of time delay dynamical systems that are consistent
with the results in the literature yet providing a system theoretic foundation for the Lyapunov
Krasovskii functional forms. The overall approach provides a dissipativity theoretic
interpretation of LyapunovKrasovskii functionals for asymptotically stable dynamical systems
with arbitrary time delay.
2. MATHEMATICAL PRELIMINARIES
In this section we introduce notation, several denitions, and some key results concerning
dynamical systems that are necessary for developing the main results of this paper. Specically,
R denotes the reals and Rn is an n-dimensional linear vector space over the reals with Euclidean
norm jj jj: Let Ca; b; Rn denote a Banach space of continuous functions mapping the interval
a; b into Rn with the topology of uniform convergence. For a given real number t50 if
a; b t; 0 we let C Ct; 0; Rn and designate the norm of an element f in C by jjjfjjj
supy2t;0 jjfyjj: If a; b 2 R and x 2 Ca t; a b; Rn ; then for every t 2 a; a b; we let
xt 2 C be dened by xt y xt y; y 2 t; 0: Furthermore, for M 2 Rmn ; we write M T for
the transpose of M and M50 (resp., M > 0) to denote the fact that the symmetric matrix M is
h
i
A B
non-negative (resp., positive) denite. Let Gs
denote a state space realization of a
C
transfer function Gs; that is, Gs CsI A1 B D: The notation min is used to denote a
minimal realization. Finally, we write In to denote the n n identity matrix and C 0 to denote
continuous functions.
DISSIPATIVE DYNAMICAL APPROACH TO TIME DELAY SYSTEMS
27
In this paper we represent dynamical systems G dened on the semi-innite interval 0; 1

as a mapping between function spaces satisfying an appropriate set of axioms. For the following
denition U is an input space and is a subset of bounded continuous U-valued functions
on 0; 1: The set U Rm contains the set of input values; that is, at any time t; ut 2 U:
The space U is assumed to be closed under the shift operator; that is, if u 2 U; then the function
uT dened by uT t ut T is contained in U for all T50: Furthermore, Y is an output
space and is a subset of continuous Y-valued functions on 0; 1: The set Y Rl contains
the set of output values; that is, each value of yt 2 Y; t50: The space Y is assumed to be
closed under the shift operator; that is, if y 2 Y; then the function yT dened by yT t yt T
is contained in Y for all T50: Finally, D is a metric space with topology of uniform
convergence and metric r : D D ! 0; 1: Hence, the notions of openness, convergence,
continuity, and compactness that we use in the paper refer to the topology generated on D by
the metric r; :
Denition 2.1 (Willems [13])
A stationary dynamical system on D is the octuple D; U; U; Y; Y; 0; 1; s; q; where s :
0; 1 D U ! D and q : D U ! Y are such that the following axioms hold:
(i) (Continuity): s; ; u is jointly continuous for all u 2 U:
(ii) (Consistency): s0; x0 ; u x0 for all x0 2 D and u 2 U:
(iii) (Determinism): st; x0 ; u1 st; x0 ; u2 for all t 2 0; 1; x0 2 D; and u1 ; u2 2 U satisfying
u1 t u2 t; t4t:
(iv) (Semi-group property): st; st; x0 ; u; u st t; x0 ; u for all x0 2 D; u 2 U; and t; t 2
0; 1:
(v) (Read-out map): There exists y 2 Y such that yt qst; x0 ; u; ut for all x0 2 D;
u 2 U; and t50:
Henceforth, we denote the dynamical system D; U; U; Y; Y; 0; 1; s; q by G: Furthermore, we
refer to st; x0 ; u; t50; as the trajectory or state transition operator of G corresponding to x0 2 D
and u 2 U: For a given trajectory st; x0 ; u; t50; we refer to x0 2 D as the initial condition of G:
For the dynamical system G given by Denition 2.1, a function r : U Y ! R is called a supply
rate [13]R if it is locally integrable; that is, for all inputoutput pairs u 2 U and y 2 Y; r;
t
satises t12 jrus; ysj ds51; t1 ; t2 50:
Denition 2.2 (Willems [13], Chellaboina and Haddad [14])
A dynamical system G is exponentially dissipative with respect to the supply rate ru; y if there
exists a C 0 non-negative-denite function Vs : D ! R; called a storage function, and a scalar
e > 0 such that the dissipation inequality
Z t
et
et1
e Vs xt4e Vs xt1
ees rus; ys ds
1
t1
is satised for all t1 ; t50 and where xt st; x0 ; ut; t5t1 ; with x0 2 D and ut 2 U: A
dynamical system G is dissipative with respect to the supply rate ru; y if there exists a C 0 nonnegative-denite function Vs : D ! R such that (1) is satised with e 0:
28
Remark 2.1
Recall that a (nite-dimensional) linear dynamical system G with transfer function
h
i
A
B
Gs
is exponentially dissipative with respect to the quadratic supply rate r
C
u; y yT Qy 2yT Su uT Ru if and only if [14] there exists a positive-denite matrix P 2 Rnn

and a scalar e > 0 such that
"
AT P PA eP C T QC
PB C T S QD
BT P S QDT C
R S T D DT S
#
40
Next, we present a result on stability of feedback interconnections of dissipative dynamical

systems. Specically, in Reference [14] using the notion of dissipative and exponentially
dissipative dynamical systems, with appropriate storage functions and supply rates, we
constructed Lyapunov functions for interconnected dynamical systems by appropriately
combining storage functions of each subsystem. Here, we present an innite-dimensional
version of the feedback interconnection result given in Reference [14] by considering the
negative feedback interconnection of dynamical system G with a feedback dynamical system Gd
given by an octuple Dd ; Ud ; Ud ; Yd ; Yd ; sd ; qd : Note that with the feedback interconnection
given in Figure 1, u yd and ud y: The following denition is needed for the statement of
the next result.
Denition 2.3
A dynamical system G with inputoutput pair u; y is zero-state observable if ut 0 and
yt 0 implies st; x0 ; u 0:
For the statement of the next resultSlet jjj jjjs and jjj jjjm denote operator norms on D and Dd ;
respectively, and let g x0 ; xd0 t50 fst; x0 ; u; sd t; xd0 ; ud g; with u yd and ud y;
denote the positive orbit of the feedback system G and Gd : Furthermore, recall that g x0 ; xd0 is
precompact if g x0 ; xd0 can be enclosed in the union of a nite number of e-balls around
elements of g x0 ; xd0 :
Theorem 2.1
Consider the feedback interconnection consisting of the stationary dynamical systems G and Gd
with inputoutput pairs u; y and ud ; yd ; respectively, and with ud y and u yd : Assume
that G and Gd are dissipative with respect to the supply rates ru; y and rd ud ; yd and with C0
storage functions Vs : D ! R and Vsd : Dd ! R; respectively, such that Vs 0 0; Vsd 0 0;
Figure 1. Feedback interconnection of G and Gd :

29
and
ajjjxjjjs 4Vs x;
ad jjjxd jjjm 4Vsd xd ;
x2D
xd 2 D d
where a; ad : 0; 1 ! 0; 1 are class K1 functions. Furthermore, assume that for each initial
condition x0 ; xd0 2 D Dd ; the positive orbit g x0 ; xd0 of the feedback interconnection G
and Gd is precompact. Finally, assume there exists a scalar s > 0 such that ru; y srd
ud ; yd 40: Then the following statements hold:
(i) The negative feedback interconnection of G and Gd is Lyapunov stable.
(ii) If G is exponentially dissipative with respect to the supply rate ru; y and Gd is zero-state
observable, then the negative feedback interconnection of G and Gd is globally
asymptotically stable.
Proof
The proof follows from standard Lyapunov theory and invariant set arguments as applied to
innite-dimensional dynamical systems [11,15] using the Lyapunov function Vx; xd Vs
x sVsc xd ; where xt; xd t st; x0 ; u; sd t; xd0 ; y; u yd ; and ud y: For details of a
similar proof see Reference [14].
&
3. STABILITY THEORY FOR TIME DELAY DYNAMICAL SYSTEMS

USING DISSIPATIVITY THEORY
In this section we consider linear time delay dynamical systems G of the form,
x t Axt Ad xt t;
xy fy;
t4y40; t50
where xt 2 Rn ; t50; A 2 Rnn ; Ad 2 Rnn ; t50; and f 2 C Ct; 0; Rn is a continuous

vector-valued function specifying the initial state of the system. Note that the state of (5) at time
t is the piece of trajectories x between t t and t; or, equivalently, the element xt in the space of
continuous functions dened on the interval t; 0 and taking values in Rn ; that is, xt 2
Ct; 0; Rn : Hence, xt y xt y; y 2 t; 0: Furthermore, since for a given time t the piece
of the trajectories xt is dened on t; 0; the uniform norm jjjxt jjj supy2t;0 jjxt yjj is used
for the denitions of Lyapunov and asymptotic stability of (5). For further details see
References [4,11].
Next, we rewrite (5) as a feedback system so that
x t Axt Ad ut;
x0 f0;
t50
yt xt
yd t Gd ud t
where ut yd t; ud t yt; and Gd : Ct; 1; Rn ! C0; 1; Rn denotes a delay

operator dened by Gd ud tY ud t t: Note that (6)(8) is a negative feedback
30
interconnection of a linear nite-dimensional system G with transfer function

h
i
A Ad
Gs
and the innite-dimensional delay operator Gd : Hence, stability of (5) is
In
equivalent to stability of the negative feedback interconnection of Gs and Gd : Next, we present

a key result that shows that the delay operator Gd is dissipative with respect to a quadratic
supply rate. First, however, we show that the inputoutput operator Gd can be characterized as a
stationary dynamical system on C: Specically, let Ud Ct; 1; Rn ; Yd C0; 1; Rn ;
and Ud Yd Rn : Now, for every f 2 C; dene sy : 0; 1 C Ud ! C by
sy t; f; ud ud t y;
y 2 t; 0; t50
where ud y fy; y 2 t; 0: Finally, dene qd : C Ud ! Yd by

qd sy t; f; ud ; ud t st t; f; ud ud t t Gd ud t
10
Note that the octuple C; Ud ; Ud ; Yd ; Yd ; 0; 1; sy ; qd satises Axioms (i)(v) of Denition 2.1

which implies that the octuple C; Ud ; Ud ; Yd ; Yd ; 0; 1; sy ; qd is a stationary dynamical system
on C: For notational convenience we refer to this dynamical system as Gd :
Theorem 3.1
Consider the dynamical system Gd dened by the octuple C; Ud ; Ud ; Yd ; Yd ; 0; 1; sy ; qd ;
where sy and qd are given by (9) and (10), respectively. Then Gd is dissipative with respect to the
supply rate rd ud ; yd uTd Qud yTd Qyd ; where Q 2 Rnn is a positive-denite matrix.
Furthermore,
Z 0
cT yQcy dy; c 2 C
11
Vsd c
t
is a storage functional for Gd :

Proof
Note that the storage functional Vsd evaluated on the trajectory sy t; f; ud is given by
Z 0
sTy t; f; ud Qsy t; f; ud dy
Vsd sy
t
t
uTd t yQud t y dy
tt
uTd yQud y dy
Hence, the directional derivative of the storage functional along the trajectory sy t; f; ud is
given by
Vsd sy uT tQud t uT t tQud t t
d
uTd tQud t
yTd tQyd t
which implies (1) with rd ud ; yd uTd Qud yTd Qyd and e 0: Thus, Gd is dissipative with
respect to the supply rate rd ud ; yd uTd Qud yTd Qyd and with storage functional Vsd c;
c 2 C:
&
31
Next, using Theorem 3.1, we present a sucient condition on Gs that guarantees asymptotic
stability of the negative feedback interconnection of G Gs and Gd or, equivalently, the
stability of time delay dynamical system given by (5).
Theorem 3.2
h
A
Consider the linear dynamical system G Gs
In
Ad
with inputoutput pair u; y;
and the dynamical system Gd given by (9) and (10) with inputoutput pair ud ; yd : Assume
that G is exponentially dissipative with respect to the supply rate ru; y uT Qu yT Qy; where
Q 2 Rnn is a positive-denite matrix. Then the negative feedback interconnection of G and Gd is
globally asymptotically stable.
Proof
It follows from Theorem 3.1 that Gd is dissipative with respect
R 0 to the supply rate rd
ud ; yd uTd Qud yTd Qyd and with storage functional Vsd c t cT yQcy dy; c 2 C:
Furthermore, it can be easily shown that Gd is zero-state observable and Vsd is positive
denite and radially unbounded. Now, it follows from Remark 2.1 that if G is exponentially
dissipative with respect to the quadratic supply rate ru; y uT Qu yT Qy; then there exists a
positive-denite matrix P 2 Rnn such that Vs x xT Px is a storage function for G: Next, note
that
smax Pjjxjj2 4Vs x;
smax Qjjjcjjj2 4Vsd c;
x 2 Rn
c2C
12
13
where jj jj2 and jjj jjj2 denote the Euclidean and L2 norms on Rn and C; respectively. Hence, (3)
and (4) are satised with jjj jjjs jj jj2 ; jjj jjjm jjj jjj2 ; az smax Pz; and ad z smax Qz;
z 2 0; 1: Finally, it follows from Lemma 1.4 of Reference [11, p. 103] that g x0 ; f is
precompact for every x0 ; f 2 Rn C: Now, the result follows as a direct consequence of
Theorem 2.1.
&
Remark 3.1
Note that it follows from Remark 2.1 that G is exponentially dissipative with respect to the
supply rate ru; y uT Qu yT Qy if and only if there exists a positive-denite matrix P 2 Rnn
and a scalar e > 0 such that
" T
#
A P PA eP Q PAd
40
14
ATd P
Q
or, equivalently,
05AT P PA eP Q PAd Q1 ATd P
15
Hence, asymptotic stability of the linear time delay dynamical system given by (5) can be cast as
a linear matrix inequality feasibility problem [9,10] involving (14).
32
Remark 3.2
It follows from Theorem 2.1 that
Vx; c xT Px
cT yQcy dy;
x 2 Rn ; c 2 C
16
t
where P satises (14), is a Lyapunov function for the linear time delay dynamical system given
by (5). Thus, dissipativity notions can be used to provide a systematic procedure for
constructing LyapunovKrasovskii functionals for time delay dynamical systems by exploring
the dissipativity properties of the delay operator.
4. CONCLUSION
The concepts of dissipativity and the exponential dissipativity were used to provide sucient
conditions for guaranteeing asymptotic stability of a time delay dynamical system. Specically,
representing a time delay dynamical system as a negative feedback interconnection of a nitedimensional linear dynamical system and an innite-dimensional time delay operator, we
showed that the time delay operator is dissipative with respect to a quadratic supply rate.
Furthermore, the storage functional was shown to be identical to the integral term appearing in
LyapunovKrasovskii functionals used for guaranteeing stability of linear delay dynamical
systems. Finally, based on this result, we developed sucient conditions for asymptotic stability
of time delay dynamical systems. The overall approach provides a dissipativity theoretic
interpretation of LyapunovKrasovskii functionals for asymptotically stable dynamical systems
with arbitrary time delay.
ACKNOWLEDGEMENTS
This research was supported in part by the U.S. National Science Foundation under Grant ECS-0133038
and the Air Force Oce of Scientic Research under Grant F49620-03-1-0178.
REFERENCES
1. Baldi P, Atiya AF. How delays eect neural dynamics and learning. IEEE Transactions on Neural Networks 1994;
5:621621.
2. Tsypkin YZ. The systems with delayed feedback. Avtomatika i Telemekhanika 1946; 7:107129.
3. Smith OJM. A controller to overcome dead time. Instrument Society of America Journal 1959; 6:2833.
4. Krasovskii NN. Stability of Motion. Stanford University Press: Stanford, 1963.
5. Barnea DI. A method and new results for stability and instability of autonomous functional dierential equations.
SIAM Journal on Applied Mathematics 1969; 17:681697.
6. Kato J. Liapunovs second methods in functional dierential equations. Tohuku Mathematical Journal 1980;
332:487492.
7. Kharitonov VI. Robust stability analysis of time delay systems: a survey. Proceedings of the IFAC Conference on
Systems, Structure and Control, Nantes, France, 1998.
8. Kolmanovskii VB, Myshkis AD. Applied Theory of Functional Dierential Equations. Kluwer: Dordrecht, The
Netherlands, 1992.
9. Dugard L, Verriest EE. Stability and Control of Time-Delay Systems. Springer: New York, 1998.
10. Niculescu SI. Delay Eects on Stability: A Robust Control Approach. Springer: New York, 2001.
11. Hale JK, Verduyn Lunel SM. Introduction to Functional Dierential Equations. Springer: New York, 1993.
12. Narendra KS, Taylor JH. Frequency Domain Criteria for Absolute Stability. Academic Press: New York, 1973.
33
13. Willems JC. Dissipative dynamical systems Part I: general theory. Archive for Rational Mechanics and Analysis 1972;
45:321351.
14. Chellaboina V, Haddad WM. Exponentially dissipative nonlinear dynamical systems: a nonlinear extension of strict
positive realness. Proceedings of the American Control Conference, Chicago, IL, 2000; 31233127.
15. Baker RA, Bergen AR. Lyapunov stability and Lyapunov functions of innite dimensional systems. IEEE
Transactions on Automatic Control 1969; AC-14:325334.

A Dissipative Dynamical Systems Approach To Stability Analysis of Time Delay Systems

Încărcat de

Informații document

Titlu original

Drepturi de autor

Formate disponibile

Partajați acest document

Partajați sau inserați document

Opțiuni de partajare

Vi se pare util acest document?

Este necorespunzător acest conținut?

Drepturi de autor:

Formate disponibile

A Dissipative Dynamical Systems Approach To Stability Analysis of Time Delay Systems

Încărcat de

Drepturi de autor:

Formate disponibile

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL

Int. J. Robust Nonlinear Control 2005; 15:2533