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Abstract: This paper is concerned with stability of linear neutral systems. Firstly, a new
approach, a delay decomposition approach, is proposed to deal with the stability issue. The idea
of the approach is that the delay interval is uniformly divided into N segments with N a positive
integer, and a proper Lyapunov-Krasovskii functional is chosen with different weighted matrices
corresponding to different segments in the Lyapunov-Krasovskii functional. Secondly, based on
the delay decomposition approach, some new delay-dependent stability criteria for linear neutral
systems are derived. These criteria are much less conservative and include some existing results
as their special cases. Finally, numerical examples show that significant improvement using
the delay decomposition approach is achieved over some existing method even for coarse delay
decomposition.
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17th IFAC World Congress (IFAC'08)
Seoul, Korea, July 6-11, 2008
neutral delay; φ(·) is a continuous vector valued initial hAT R1 hAT R2 · · · hAT RN
⎛ ⎞
function; A ∈ Rn×n , Ad ∈ Rn×n and C ∈ Rn×n are ⎜ 0 0 ··· 0 ⎟
constant matrices. 0 0 ··· 0
⎜ ⎟
(3)
⎜ ⎟
Π =⎜ .. .. .. .. ⎟,
Define xt as xt = x(t + θ), ∀θ ∈ [−max{r, τ }, 0], and the
⎜
. . . .
⎟
operator Dxt = x(t) − Cx(t − τ ). We assume that
⎜ ⎟
⎝ 0 0 ··· 0 ⎠
Assumption 1. |λi (C)| < 1 ( i = 1, 2, · · · , n). T T T
hAd R1 hAd R2 · · · hAd RN
(5)
Π = hC T R1 hC T R2 · · · hC T RN ,
Choose a Lyapunov-Krasovskii functional candidate as
N t−(i−1)h
T Π(6) = diag ( −R1 −R2 · · · −RN ) .
xT (ξ)Qi x(ξ)dξ
V (t, xt )=(Dxt ) P (Dxt )+
i=1 t−ih
In order to prove Proposition 2, we need the following
N −(i−1)h t lemma.
ẋT (ξ)(hRi )ẋ(ξ)dξdθ
+ Lemma 3. (Han, 2005a) For any constant matrix W ∈
i=1 −ih t+θ
Rn×n , W = W T > 0, scalar r > 0, and vector valued
t t
function ẋ : [−r, 0] → Rn such that the following integra-
T
+ x (ξ)S1 x(ξ)dξ + ẋT (ξ)S2ẋ(ξ)dξ (16)
t−τ t−τ
tion is well defined, then
t
where h = r/N and N is the number of divisions of the
− ẋT (ξ)(rW )ẋ(ξ)dξ
interval [−r, 0], and h is the length of each division; and t−r
P = P T > 0, Qi = QTi > 0, Ri = RiT > 0 (i =
−W W
x(t)
1, 2, · · · , N ), Sj > 0 (j = 1, 2). ≤ xT (t) xT (t − r)
.
W −W x(t − r)
We now state and establish the following result.
Proposition 2. Under Assumption 1, for given scalars Proof of Proposition 2. Taking the derivative of V (t, xt )
r > 0 and τ > 0, the system described by (14) and with respect to t along the trajectory of (14) yields
(15) is asymptotically stable if there exist real n × n V̇ (t, xt ) = xT (t)(AT P + P A + S1 )x(t)
matrices P > 0, Qi > 0, Ri > 0 (i = 1, 2, · · · , N ) and
Sj > 0 (j = 1,⎛2) such that +2xT (t)P Ad x(t − N h) − 2xT (t)AT P Cx(t − τ )
Π(1) Π(2) 0 Π(3) Π(4) −2xT (t − N h)ATd P Cx(t − τ )
⎞
⎜ ∗ −S1 0 0 0 ⎟
⎜ (5) T
⎟ −xT (t − τ )S1 x(t − τ ) − ẋT (t − τ )S2 ẋ(t − τ )
Π=⎜ ∗
⎜ ∗ −S2 Π C S2 ⎟ ⎟ < 0, (17)
N
⎝ ∗ ∗ ∗ Π(6) 0 ⎠
xT (t − (i − 1)h)Qi x(t − (i − 1)h)
+
∗ ∗ ∗ ∗ −S2
i=1
where ⎛ (1) N
Π11 R1 0 · · · 0
⎞
xT (t − ih)Qi x(t − ih)
P Ad −
⎜ ∗ Π(1) R · · · 0 0
2 i=1
⎟
⎜ 22 ⎟
(1)
∗ ∗ Π · · · 0 0 N
⎜ ⎟
(1)
⎜ 33 ⎟
ẋT (t)(h2 Ri )ẋ(t) + ẋT (t)S2 ẋ(t)
Π =⎜ . ⎜ . . . . . ⎟ +
⎜ .. .. .. .. .. .. ⎟
i=1
⎟
⎝ ∗ (1)
∗ ∗ · · · ΠN N
⎜ ⎟
RN ⎠ N t−(i−1)h
(1)
ẋT (ξ)(hRi )ẋ(ξ)dξ.
∗ ∗ ∗ ··· ∗ ΠN +1 N +1 − (18)
i=1 t−ih
with
(1) Δ
Π11 = AT P + P A + Q1 − R1 + S1 , Rewrite system (14) as
(1) Δ
Π22 = −Q1 − R1 + Q2 − R2 , ẋ(t) = Ax(t) + Bx(t − N h) + C ẋ(t − τ ). (19)
(1) Δ Then we have
Π33 = −Q2 − R2 + Q3 − R3 ,
ẋT (t)(h2 Ri )ẋ(t) = η T (t)T (h2 Ri )η(t), (20)
..
. and
(1) Δ ẋT (t)S2 ẋ(t) = η T (t)T S2 η(t), (21)
ΠN N = −QN −1 − RN −1 + QN − RN ,
where
(1) Δ
ΠN +1 N +1 = −QN − RN , η T (t) = η1T (t) · · · η2T (t) η3T (t) ,
with
and
η1T (t) = xT (t) xT (t − h) xT (t − 2h) ,
T T
−A P C −A S2
⎛ ⎞ ⎛ ⎞
0 0 η2T (t) = xT (t − (N − 1)h) xT (t − N h) ,
⎜ ⎟ ⎜ ⎟
0 0
⎜ ⎟ ⎜ ⎟
Π(2) = ⎜ (4) η3T (t) = xT (t − τ ) ẋT (t − τ ) ,
⎜ ⎟ ⎜ ⎟
.. ⎟ , Π = ⎜ .. ⎟,
. .
⎜ ⎟ ⎜ ⎟
and
⎜ ⎟ ⎜ ⎟
⎝ 0 ⎠ ⎝ 0 ⎠
T T = ( A 0 0 · · · 0 Ad 0 C ) .
−Ad P C −Ad S2
Use Lemma 3 to obtain
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17th IFAC World Congress (IFAC'08)
Seoul, Korea, July 6-11, 2008
t−(i−1)h (1)
···
⎛ ⎞
T Ξ11 R1 0 0 P Ad
− ẋ (ξ)(hRi )ẋ(ξ)dξ ⎜ ∗ Ξ(1) R
t−ih ⎜ 22 2 ··· 0 0 ⎟
⎟
(1)
−Ri Ri ⎜ ∗ ∗ Ξ33 ···
0 0
⎜ ⎟
T
≤ ζ (t) Ξ(1)
⎟
ζ(t), (22) =⎜
Ri −Ri ⎜ .. .. .. .. .. .. ⎟
.
⎟
⎜ . . . . . ⎟
x(t − (i − 1)h)
⎝ ∗ (1)
∗ ∗ · · · ΞN N
⎜ ⎟
where ζ(t) = . Then from (18), (20), RN ⎠
x(t − ih) (1)
∗ ∗ ∗ · · · ∗ ΞN +1 N +1
(21) and (22), we have
(1) (1) (1) (1)
Π(1) Π(2) 0 with Ξ11 = Π11 − S1 , Ξii = Πii (i = 2, · · · , N + 1), and
⎛ ⎞
(1) (1)
If τ = 0, then system (14) becomes system (1). The follow- ΩN +1 N +1 = ΠN +1 N +1 − ATd P C − C T P Ad , and
ing corollary is immediately implied by using Proposition hAT R1 hAT R2 · · · hAT RN AT S3
⎛ ⎞
2. ⎜ 0 0 ··· 0 0 ⎟
Corollary 5. For a given scalar r > 0, the system described
⎜
⎜ 0 0 ··· 0 0 ⎟⎟
by (1) and (2) is asymptotically stable if there exist real (2)
⎜ .. .. . .. .
.. . ⎟
.. ⎟
Ω =⎜ ⎜
. . ⎟,
n × n matrices P > 0, i > 0 (i = 1, 2, · · · , N )
Qi(1)> 0,(2)R
such that
⎜ 0 0 · · · 0 0 ⎟
Ξ Ξ ⎜
⎝ hAT R hAT R · · · hAT R AT S ⎠
⎟
Ξ= < 0, (25) d 1 d 2 d N d 3
Ξ(2)T Ξ(3)
hC T R1 hC T R2 · · · hC T RN C T S3
where
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17th IFAC World Congress (IFAC'08)
Seoul, Korea, July 6-11, 2008
i=1 t−ih
N −(i−1)h t
ẋT (ξ)(hRi )ẋ(ξ)dξdθ
+
i=1 −ih t+θ
Fig. 1. Small PEEC model for metal strip
t
T elements, that is, the partial inductances of the form
+ ẋ (ξ)S4 ẋ(ξ)dξ (31) d
t−τ Lpij dt (ij (t − r)) are coupled by the retarded dependent
we can conclude that current sources of the form pij /pii icj (t − r). This model
usually results in a neutral delay differential equation. The
Proposition 7. For given scalars r > 0 and τ > 0, the
mathematical model for the PEEC shown in Figure 1 can
system (30) is asymptotically stable if there exist real n×n
be given as
matrices P > 0, Qi > 0, Ri > 0 (i = 1, 2, · · · , N ) and
C0 ẏ(t) + G0 y(t) + C1 ẏ(t−r) + G1 y(t − r)
S4 > 0 such that (1) (2)
Φ Φ = Bu(t, t − r), t ≥ t0 (33)
Φ= < 0, (32) y(t) = g(t), t ≤ t0
Φ(2)T Φ(3)
where C0 is a diagonal matrix. The associated delay
where
⎛ (1) differential equation of neutral type is
Φ11 R1 0 · · · 0
⎞
P Ad PC
d
⎜ ∗ Φ(1) R · · · 0
2 0 0 ⎟ [y(t)−Cy(t − r)] = Ay(t)+Ad y(t − r), t ≥ t0 (34)
⎜ 22 ⎟ dt
⎜ ∗
⎜ (1)
∗ Φ33 · · · 0 0 0 ⎟
⎟ y(t) = g(t), t ≤ t0
Φ(1) = ⎜ . .. .. . . . .. .. ⎟
⎜ ⎟
⎜ .. . . . .. . . ⎟ Consider the system (34) with
(1)
⎜ ∗ ∗ ∗ · · · 0 −3
⎜ ⎟
Φ R 0 β 1 2 1
NN N
⎟
(1) A = 100× 3 −9 0 , Ad = 100 × −0.5 −0.5 −1 ,
⎜ ⎟
⎝ ∗ ∗ ∗ · · · ∗ ΦN +1 N +1 0 ⎠
∗ ∗ ∗ ··· ∗ ∗ −S4 1 2 −6 −0.5 −1.5 0
−1 5 2
(1) (1) (1) (1)
with Φ11 = Π11 − S1 , Φii = Πii (i = 2, · · · , N + 1), and 1
C= × 4 03 .
72 −2 4 1
hAT R1 hAT R2 · · · hAT RN AT S4
⎛ ⎞
⎜ 0 0 ··· 0 0 ⎟ For β = −7, Bellen et al. (1999) studied the stability
⎜
⎜ 0 0 ··· 0 0 ⎟⎟ problem of the system and concluded that the system is
(2)
⎜ .
. .
. . . .
. .. ⎟ asymptotically stable. However, the result is independent
Φ =⎜ ⎜
. . . . . ⎟
⎟
⎜ 0 0 ··· 0 0 ⎟ of the delay. In Han (2005c), the author claimed that the
⎜
⎝ hAT R hAT R · · · hAT R AT S ⎠
⎟ system is asymptotically stable independent of the delay
d 1 d 2 d N d 4 for β ≤ −2.106.
hC T R1 hC T R2 · · · hC T RN C T S4
Applying the Proposition 6 in this paper and the criteria
Φ(3) = diag ( −R1 −R2 · · · −RN −S4 ) . in Han (2005c) and Yue and Han (2004), Table 1 lists the
Remark 8. Notice that for N = 1, the Lyapunov- maximum allowed time-delay rmax for asymptotic stability
Krasovskii functionals (28) and (31) for systems (26) and for different β. From this table, one can clearly see that
(30) reduce to the ones used in Han (2005b). Similar to for N = 1, the results in Han (2005c) are recovered; for
Corollary 4, we can have the corresponding results which N ≥ 2, the results using Proposition 6 can provide much
recover the results in Han (2005b). less conservative results than the criteria in Han (2005c);
Remark 9. Similar to Han (2005b), one can address robust Yue and Han (2004).
stability issue for neutral systems subject to parameter Table 1. Comparison of rmax using different
uncertainty. Due to page limit, it is omitted. methods
3. EXAMPLES Method β = −2.105 β = −2.103 β = −2.1
Han (2005c) 1.0874 0.3709 0.2433
Yue and Han (2004) 1.1413 0.3892 0.2553
In order to show significant improvements over some exist- Proposition 6 (N = 1) 1.0874 0.3709 0.2433
ing results in the literature, we employ a Partial Element Proposition 6 (N = 2) 1.5318 0.5185 0.3381
Equivalent Circuit (PEEC) model, which is recurring an Proposition 6 (N = 3) 1.6238 0.5490 0.3577
increasingly important role in many practical applications, Proposition 6 (N = 4) 1.6567 0.5599 0.3647
especially in combined electromagnetic and circuit analy-
sis. Figure 1 shows a small PEEC model for metal strip We now consider another example to show significant
(Bellen et al., 1999), in which there are delayed circuit improvements over some existing results in the literature.
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17th IFAC World Congress (IFAC'08)
Seoul, Korea, July 6-11, 2008
Example 10. Consider the system (26) with neutral type. IEEE Trans. Circ. Syst.-I: Fundamental
−0.9 0.2
−1.1 −0.2
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0.1 −0.9 −0.1 −1.1
for asymptotic stability of a lass of neutral systems via a
−0.2 0
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The analytical delay limit for stability can be calculated E. Fridman. New Lyapunov-Krasovskii functionals for
as ranalytical = 2.2255. Using some existing criteria and stability of linear retarded and neutral type systems.
Proposition 6 in this paper the maximum allowed time- Syst. Control Lett., 43 (4): 309-319, 2001.
delay rmax is compared in Table 2 . It is clear to see that E. Fridman and U. Shaked. A descriptor system approach
for this example the criterion in this paper can provide to H∞ control of linear time-delay systems. IEEE Trans.
much less conservative results than some existing ones Autom. Control, 47 (2): 253-270, 2002.
mentioned in Table 2. From this table, one can also see K. Gu. A further refinement of discretized Lyapunov func-
that as N increases, the results converge to the analytical tional method for the stability of time-delay systems.
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methods J.K. Hale and S.M. Verduyn Lunel. Introduction to
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Lien et al. (2000) 0.3 York, 1993.
Chen et al. (2001) 0.5658 Q.-L. Han. Robust stability of uncertain delay-differential
Fridman (2001) 0.74 systems of neutral type. Automatica, 38 (4): 719-723,
Lien and Chen (2003) 0.8844 2002.
Han (2004) 1.61 Q.-L. Han. A descriptor system approach to robust sta-
He et al. (2004a) 1.6527 bility of uncertain neutral systems with discrete and
Fridman and Shaked (2002) 1.7191 distributed delays. Automatica, 40 (8): 1791-1796, 2004.
Han (2005b) 1.7858 Q.-L. Han. Absolute stability of time-delay systems with
Proposition 6 (N = 1) 1.7858 sector-bounded nonlinearity. Automatica, 41 (12): 2171-
Proposition 6 (N = 2) 2.1077 2176, 2005.
Proposition 6 (N = 3) 2.1708 Q.-L. Han. A new delay-dependent stability criterion for
Proposition 6 (N = 4) 2.1932 linear neutral systems with norm-bounded uncertainties
Proposition 6 (N = 5) 2.2036
in all system matrices. Int. J. Systems Sci., 36 (8): 469-
Proposition 6 (N = 6) 2.2093
Proposition 6 (N = 7) 2.2121
475, 2005.
Proposition 6 (N = 8) 2.2149
Q.-L. Han. Stability analysis for a partial element equiva-
Proposition 6 (N = 9) 2.2164 lent circuit (PEEC) model of neutral type. Int. J. Circ.
Proposition 6 (N = 10) 2.2175 Theory App., 33: 321-332, 2005.
Proposition 6 (N = 15) 2.2201 Y. He, M. Wu, J.H. She, and G.P. Liu. Parameter-
Proposition 6 (N = 20) 2.2210 dependent Lyapunov functional for stability of time-
delay systems with polytopic-type uncertainties. IEEE
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4. CONCLUSION
Y. He, M. Wu, J.H. She and G.P. Liu. Delay-dependent
robust stability criteria for uncertain neutral systems
We have considered the problem of stability of linear with mixed delays. Syst. Control Lett., 51: 57-65, 2004.
neutral systems. The main contribution of this paper is C.-H. Lien and J.-D. Chen. Discrete-delay-independent
that we have proposed a delay decomposition approach to and discrete-delay-dependent criteria for a class of neu-
address the problem. The delay decomposition approach tral systems. ASME J. Dyn. Syst. Measu. Control, 125:
has opened a door in the area of time-delay systems how 33-41, 2003.
to use simple Lyapunov-Krasovskii functionals to derive C.-H. Lien, K. W. Yu, and J.G. Hsieh. Stability conditions
much less conservative results for stability analysis and for a class of neutral systems with multiple time delays.
controller design. For a stability issue, employing the J. Math. Anal. Appl., 245: 20-27, 2000.
delay decomposition approach, we have obtained some P.G. Park. A delay-dependent stability criterion for sys-
new stability criteria which are much less conservative tems with uncertain time-invariant delays. IEEE Trans.
than some existing ones using simple Lyapunov-Krasovskii Autom. Control, 44 (4): 876-877, 1999.
functionals. The stability limit can be approached with fine D. Yue and Q.-L. Han. A delay-dependent stability crite-
delay decomposition. rion of neutral systems and its application to a partial
It should be pointed out that one can use the delay element equivalent circuit model. IEEE Trans. Circ.
decomposition approach to address controller design and Syst.-II: Express Briefs, 51 (12): 685-689, 2004.
filtering for time-delay systems. Due to page limit, we have
left these issues in other papers.
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