Delay Robustness Mirkin

Model transformations
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
An Opinionated View on Delay Robustness

Leonid Mirkin
Faculty of Mechanical Engineering
Technion IIT
May 18, 2006
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Single-delay system with uncertain delay

Consider LTI system
x(t)
= A0 x(t) + A1 x(t h),
x() = 0, [h, 0]
or, equivalently, in the s-domain:
(s) + A1 esh x
(s).
s
x(s) = A0 x
Wed like to be able to check
for some h
> 0.
whether this system is stable h [0, h]
This clearly requires that
A 1 : delay-free system is stable, i.e., A0 + A1 is Hurwitz.
Small Gain Theorem
Some comparisons
Refinements
Precise methods
Methods yielding exact stability intervals:
Nyquist criterion
(Tsypkin, 1946)
Delay-sweeping arguments
(Cooke & Grossman, 1982; Walton & Marshall, 1987)
Schur-Cohn criterion inspirations

(J. Chen, G. Gu, & Nett, 1995)
Common pitfalls:
not suitable for analytic controller design
not readily extendible to multiple-delay systems
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Precise methods
Methods yielding exact stability intervals:
Nyquist criterion
(Tsypkin, 1946)
Delay-sweeping arguments
(Cooke & Grossman, 1982; Walton & Marshall, 1987)
Schur-Cohn criterion inspirations

(J. Chen, G. Gu, & Nett, 1995)
Common pitfalls:
not suitable for analytic controller design
not readily extendible to multiple-delay systems
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
The quest for alternatives

Has intensified during the last decade:
a zillion of papers published
dominated by Lyapunov-Krasovski (LK) methods
(LMI solutions derived via state-space LK technique)
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Outline
Lyapunov-Krasovski methods & model transformations
Good ol (scaled) Small Gain Theorem
Some comparisons
Possible refinements
Concluding remarks
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Outline
Some comparisons
Concluding remarks
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Lyapunov-Krasovski methods
Analysis based on
1. constructing a Lyapunov-Krasovski functional (storage function), like
V = x(t) P1 x(t) + 2x(t)
Z0
P2 ()x(t + )d
Z0 Z0
x (t + )P3 (, )x(t + )dd + ,
h h
2. calculating its derivative along system trajectory,

3. completing squares via approximating some cross-terms,
4. ending up with LMI conditions guaranteeing that V < 0.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Lyapunov-Krasovski methods: transformations

Apparent obstacle in the use of this approach is that
equation x(t)
= A0 x(t) + A1 x(t h) is not quite compatible
with Lyapunov-Krasovski techniques (not LK-friendly).
Conventional way to circumvent this obstacle is to

transform this model to more suitable form
by rearranging its terms.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Lyapunov-Krasovski methods: transformations

Apparent obstacle in the use of this approach is that
equation x(t)
= A0 x(t) + A1 x(t h) is not quite compatible
with Lyapunov-Krasovski techniques (not LK-friendly).
Conventional way to circumvent this obstacle is to

transform this model to more suitable form
by rearranging its terms.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
The first transformation

Rewrite
= (A0 + A1 )
+ A1 esh x
x A1 (1 esh )
x
s
x = A0 x
sh
= (A0 + A1 )
x A1 1es
= (A0 + A1 )
x A1
1esh
s
s
x
)
+ A1 esh x
(A0 x
or in the time domain:
x(t)
= (A0 + A1 )x(t) A1
Zh
0

A0 x(t ) + A1 x(t h ) d.
Turns out to be more LK-friendly, yet introduces additional dynamics:

sh
(s) = det sI A0 A1 esh det sI A1 1es
,
stability of which is hard to check (source of additional conservatism).
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
The first transformation

Rewrite
= (A0 + A1 )
+ A1 esh x
x A1 (1 esh )
x
s
x = A0 x
sh
= (A0 + A1 )
x A1 1es
= (A0 + A1 )
x A1
1esh
s
s
x
)
+ A1 esh x
(A0 x
x(t)
= (A0 + A1 )x(t) A1
Zh
0

A0 x(t ) + A1 x(t h ) d.
Turns out to be more LK-friendly, yet introduces additional dynamics:

sh
(s) = det sI A0 A1 esh det sI A1 1es
,
stability of which is hard to check (source of additional conservatism).
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
The second transformation

Rewrite

+ A1 esh x
s
x = A0 x
d
x(t) + A1
dt
Zh
0
sh
I + A1 1es
s
x = (A0 + A1 )
x

x(t )d = (A0 + A1 )x(t).
Turns out to be more LK-friendly, yet

requires the stability of
sh
det I + A1 1es
= 0 or, equiv., of x(t) = A1
Zh
x(t )d,
which is hard to verify, so it might be source of additional conservatism too.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
The second transformation

Rewrite

+ A1 esh x
s
x = A0 x
d
x(t) + A1
dt
Zh
0
sh
I + A1 1es
s
x = (A0 + A1 )
x

x(t )d = (A0 + A1 )x(t).
Turns out to be more LK-friendly, yet

requires the stability of
sh
det I + A1 1es
= 0 or, equiv., of x(t) = A1
Zh
x(t )d,
which is hard to verify, so it might be source of additional conservatism too.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
The third transformation

Rewrite
sh
= (A0 + A1 )
+ A1 esh x
x A1 1es
s
x = A0 x
s
x
(in fact, this is midway toward first transformation) or in the time domain:
x(t)
= (A0 + A1 )x(t) A1
Zh
)d.
x(t
Somehow is also LK-friendly, yet claimed to

introduce additional terms to V
i.e., leads to overdesign (might be source of additional conservatism too).
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
The third transformation

Rewrite
sh
= (A0 + A1 )
+ A1 esh x
x A1 1es
s
x = A0 x
s
x
(in fact, this is midway toward first transformation) or in the time domain:
x(t)
= (A0 + A1 )x(t) A1
Zh
)d.
x(t
Somehow is also LK-friendly, yet claimed to

introduce additional terms to V
i.e., leads to overdesign (might be source of additional conservatism too).
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
The fourth transformation

Rewrite
+ A1 esh x

s
x = A0 x
s
x=y
sh
= (A0 + A1 )
y
x A1 1es
or in the time domain as descriptor system
I 0
0 0

Zh
0
I
x(t)
x(t)
0
=
y(t )d.
y(t)
A0 + A1 I y(t)
A1 0
Not surprise that it is also considered LK-friendly. Moreover, it is

claimed to be less conservative.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
The fourth transformation

Rewrite
+ A1 esh x

s
x = A0 x
s
x=y
sh
= (A0 + A1 )
y
x A1 1es
or in the time domain as descriptor system
I 0
0 0

Zh
0
I
x(t)
x(t)
0
=
y(t )d.
y(t)
A0 + A1 I y(t)
A1 0
Not surprise that it is also considered LK-friendly. Moreover, it is

claimed to be less conservative.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
What bothers me
conservatism sources are hidden
LK functional choice, cross-terms approximations, model transformation,. . .
rationale behind model transformations is obscure (recondite?)

(mysteriously, they all concentrated on
1esh
,
s
yet I found no hint why)
Small Gain Theorem
Some comparisons
Refinements
Outline
Some comparisons
Concluding remarks
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
The Small Gain Theorem

(s)
G(s)
Theorem
Let G(s) and (s) be stable and such that
kk 6 1
and
kGk < 1.
Then the closed-loop system is internally stable.
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Delay as unstructured uncertaintyI

Straightforward approach is to exploit the facts that
kesh k 6 1,
Then,
h.
+ A1 esh x
stable h > 0
s
x = A0 x
{z
}
|
if
}|
{
z
+ A1 x
stable kk 6 1
s
x = A0 x
We then end up with delay-independent (sufficient) condition
which is easily solvable.
k(sI A0 )1 A1 k < 1,
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Delay as unstructured uncertaintyI

Straightforward approach is to exploit the facts that
kesh k 6 1,
Then,
h.
+ A1 esh x
stable h > 0
s
x = A0 x
{z
}
|
if
}|
{
z
+ A1 x
stable kk 6 1
s
x = A0 x
We then end up with delay-independent (sufficient) condition
which is easily solvable.
k(sI A0 )1 A1 k < 1,
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Delay as unstructured uncertaintyI (contd)

Conservatism can be a bit reduced by noticing that
Mesh = esh M,
M Rnn
Then,
+ A1 esh x
stable h > 0
s
x = A0 x
{z
}
|
if
}|
{
z
+ A1 x
stable kk 6 1 such that M = M
s
x = A0 x
We then end up with delay-independent condition
M = M > 0 such that kM(sI A0 )1 A1 M1 k < 1,
which is LMI-able.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

Advantages:
easily understandable
easily tractable
easily extendible to multiple-delay problems
easily incorporable into controller design (H optimization)
Disadvantages:
delay independent, hence too conservative
(not so many, if any, problems, where delays can become arbitrarily large)
all phase information about delay is neglected
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

Advantages:
easily tractable
Disadvantages:
delay independent, hence too conservative
(not so many, if any, problems, where delays can become arbitrarily large)
all phase information about delay is neglected
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Delay as unstructured uncertaintyII

Rewrite
= (A0 + A1 )
+ A1 esh x
x A1 (1 esh )
x.
s
x = A0 x
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

Rewrite
= (A0 + A1 )
+ A1 esh x
x.
x A1 (1 esh )
s
x = A0 x
Term 1 esh is a better candidate for approximations because its
size (norm) does depend on the phase lag of ejh .
1 ej1 h
Im
1 ej2 h
Re
Here 1 < 2 < 3 .
Im
1 ej3 h
Re
Im
Re
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

Rewrite
= (A0 + A1 )
+ A1 esh x
x.
x A1 (1 esh )
s
x = A0 x
Term 1 esh is a better candidate for approximations because its
size (norm) does depend on the phase lag of ejh .
1 ej1 h
Im
1 ej2 h
Re
Here 1 < 2 < 3 .
Im
1 ej3 h
Re
Im
Re
Small Gain Theorem
Some comparisons
Refinements
Covering 1 esh
Im
)
(
l h
1
Re
Simple geometry yields that
2 sin 2h
lh () =
2
6
if h
>
if h
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Delay as unstructured uncertaintyII (contd)

Then,
x stable h [0, h]
s
x = (A0 + A1 )
x A1 (1 esh )
|
{z
}
if
}|
{
z
stable k/lh k 6 1
s
x = (A0 + A1 )
x + A1 x
We then have delay-dependent (sufficient) condition
k(sI A0 A1 )1 A1 lh (s)k < 1,
which might not be easy to check though, because

lh
() is not rational.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

Then,
x stable h [0, h]
s
x = (A0 + A1 )
x A1 (1 esh )
|
{z
}
if
}|
{
z
stable k/lh k 6 1
s
x = (A0 + A1 )
x + A1 x
We then have delay-dependent (sufficient) condition
k(sI A0 A1 )1 A1 lh (s)k < 1,
which might not be easy to check though, because

lh
() is not rational.
Small Gain Theorem
Some comparisons
Refinements
Rational approximations of lh
We need to construct stable and rational W(s) such that
|W(j)| > lh (),
Some examples:
,
W0 (s) = hs
W1 (s) =
2 3 hs
hs+2
3
W3 (s) =
s2 +1.567s+
2.007hs
2
s2 +1.283s+
hs+2
.
= 2.358/h
with
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
|W(j)| > lh (),
Some examples:
,
W0 (s) = hs
W1 (s) =
2 3 hs
hs+2
3
W3 (s) =
s2 +1.567s+
2.007hs
2
s2 +1.283s+
hs+2
(note that |W1 (j)| < |W0 (j)| for all > 0),
.
= 2.358/h
with
Small Gain Theorem
Some comparisons
Refinements
|W(j)| > lh (),
Some examples:
,
W0 (s) = hs
W1 (s) =
2 3 hs
hs+2
3
W3 (s) =
s2 +1.567s+
2.007hs
2
s2 +1.283s+
hs+2
.
= 2.358/h
with
We then end up with delay-dependent (sufficient) condition
k(sI A0 A1 )1 A1 W(s)k < 1,
which is easily calculable. . .
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
|W(j)| > lh (),
Some examples:
,
W0 (s) = hs
W1 (s) =
2 3 hs
hs+2
3
W3 (s) =
s2 +1.567s+
2.007hs
2
s2 +1.283s+
hs+2
.
= 2.358/h
with
. . . or, exploiting M(1 esh ) = (1 esh )M, with (sufficient) condition
M = M > 0 such that kM(sI A0 A1 )1 A1 W(s)M1 k < 1,
which is LMI-able.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

The idea is rather old (pre-LK), it
can be traced back to (Owens & Raya, 82; Morari & Zafiriou, 89) and
extensively exposed in (Wang, Lundstrom
& Skogestad, 94).
Advantages:
easily tractable
conservatism sources, unlike LK approach, clearly seen.
Disadvantages:
seems to be too conservative in general
conservatism sources, unlike LK approach, clearly seen1 .
1
This appears to harm the acceptance of the method.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

& Skogestad, 94).
Advantages:
easily tractable
Disadvantages:
1
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

& Skogestad, 94).
Advantages:
easily tractable
Disadvantages:
1
Small Gain Theorem
Some comparisons
Refinements
Outline
Some comparisons
Concluding remarks
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
SG isnt more conservative than LK

Two papers in the early 2000s showed that in many cases
LK conditions might actually be more conservative than SG conditions.
These are
(Huang & Zhou, 00), who cast delay robustness problem as -problem and
claimed that LK-based solutions are much more conservative
(LK derivations mostly use W0 -bound and static scaling);
(Zhang, Knospe, & Tsiotras, 01), who proved that several LK-based results
are equivalent to (statically scaled) SG-based results, which
use W0 -bound on |1 ejh |.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

These are
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

These are
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Descriptor approach vs. Small Gain Theorem

. We have that our system is
Consider covering of |1 ejh | with W0 = sh
stable h [0, h] if
x(s)
s
x(s) = (A0 + A1 )
x(s) A1 (s)hs
is stable for all kk 6 1 such that M = M for all M. In principle, this
is guaranteed if M = M > 0 such that to

1
kM I + (A0 + A1 )(sI A0 A1 )1 A1 M1 k < h
,
yet we may want to rewrite it as

1

0
I
0
0 M s I 0
< 1
1

A0 + A1 I
A1 M
0 0
h
and end up with the problem of
calculating H norm of a descriptor system.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Descriptor approach vs. Small Gain Theorem

. We have that our system is
Consider covering of |1 ejh | with W0 = sh
stable h [0, h] if
x(s)
s
x(s) = (A0 + A1 )
x(s) A1 (s)hs
is stable for all kk 6 1 such that M = M for all M. In principle, this
is guaranteed if M = M > 0 such that to

1
kM I + (A0 + A1 )(sI A0 A1 )1 A1 M1 k < h
,
yet we may want to rewrite it as

1

0
I
0
< 1
0 M s I 0
1

A0 + A1 I
A1 M
0 0
h
and end up with the problem of
calculating H norm of a descriptor system.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
H norm of descriptor systems
Theorem (Rehm & Allgover,

99)
Let det(sE A) 6 0, then kC(sE A)1 Bk < iff

A X + X A X B C
B X
I 0 < 0.
X such that E X = X E > 0 and
C
0 I
In our case,
E X = X E > 0
I 0
0 0

X11 X12
X11 X21
I 0
=
> 0.
X22
X12
X21 X22
0 0
Hence
X12 = 0 and X11 = X11

> 0.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

99)

A X + X A X B C
B X
I 0 < 0.
C
0 I
In our case,
E X = X E > 0
I 0
0 0

X11 X12
X11 X21
I 0
=
> 0.
X22
X12
X21 X22
0 0
Hence
X12 = 0 and X11 = X11

> 0.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks

99)

A X + X A X B C
B X
I 0 < 0.
C
0 I
In our case,
E X = X E > 0
I 0
0 0

X11 0
X11 X21
I 0
=
> 0.
0 X22
X21 X22
0 0
Hence
> 0.
X12 = 0 and X11 = X11
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Descriptor approach vs. Small Gain Theorem (contd)

Proceedings further, we get LMI solvability condition
+ AX
22 X A1 M1 0
X21 + X A
X11 X21
A
21
21
1 M
X11 X21 + X22

X
X
X
22
22 A1 M
22
<0
1
1
0
M A1 X21
M A1 X22
h I
1
0
M
0
h
I
or, equivalently (via Schur complement of the (4, 4) term), LMI
+ AX
22 X A1 h
X21 + X A
X11 X21
A
21
21
A h
< 0,
X22 X
hY
X11 X21 + X A
X22
1
22
22
hY
hA1 X22
hA1 X21
.
.
=
where A
A0 + A1 and Y = M2 .
This is
exactly the condition of (Fridman, 01) derived via LK technique.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Descriptor approach vs. Small Gain Theorem (contd)

Proceedings further, we get LMI solvability condition
+ AX
22 X A1 M1 0
X21 + X A
X11 X21
A
21
21
1 M
X11 X21 + X22

X
X
X
22
22 A1 M
22
<0
1
1
0
M A1 X21
M A1 X22
h I
1
0
M
0
h
I
or, equivalently (via Schur complement of the (4, 4) term), LMI
+ AX
22 X A1 h
X21 + X A
X11 X21
A
21
21
A h
< 0,
X22 X
hY
X11 X21 + X A
X22
1
22
22
hY
hA1 X22
hA1 X21
.
.
=
where A
A0 + A1 and Y = M2 .
This is
exactly the condition of (Fridman, 01) derived via LK technique.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Descriptor approach is a version of SGT too

Thus, we have that
descriptor transformation leads to conditions, which are equivalent to
application of scaled Small Gain Theorem under
> |1 ejh | (in a sense, the weakest covering)
covering jh
bringing in some redundancy into state-space realization via
1
A1 + (A0 + A1 ) sI A0 A1
A1

1

I 0
0
I
0
0 I s
,
0 0
A0 + A1 I
A1
which does not introduce any additional dynamics.
In other words, descriptor transformation appears to be

smart solution to problem one should not have gotten into in the first
place.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Descriptor approach is a version of SGT too

Thus, we have that
descriptor transformation leads to conditions, which are equivalent to
application of scaled Small Gain Theorem under
> |1 ejh | (in a sense, the weakest covering)
covering jh
bringing in some redundancy into state-space realization via
1
A1 + (A0 + A1 ) sI A0 A1
A1

1

I 0
0
I
0
0 I s
,
0 0
A0 + A1 I
A1
which does not introduce any additional dynamics.
In other words, descriptor transformation appears to be

smart solution to problem one should not have gotten into in the first
place.
Small Gain Theorem
Some comparisons
Refinements
Example
Consider the system (Kolmanovski & Richard, 99):

1 0.5
2 2
x(t)
=
x(t) +
x(t h)
0.5 1
2 2
The following stability bounds are available:
Method
max
h
IV
0.271
where unscaled SGT was used.
SGT+W0
0.2716
SGT+W1
0.3042
SGT+lh
0.3047
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Some arguments in favor of SGT
Lyapunov-Krasovski functional:
1. Pros and cons obscure
(?)
2. Hinges upon W0 (s) = hs
Small Gain Theorem:

1. Pros and cons transparent
2. Can use tighter coverings
3. Hinges upon static scalings
3. Can use dynamic scalings ()
4. Design limited to FD controllers
4. Design can use Smith predictors
(hence nominal delay has to be h0 = 0)
(hence nominal delay may be h0 =
h
)
2
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
(?)
Small Gain Theorem:

h
)
2
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
(?)
Small Gain Theorem:

h
)
2
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
(?)
Small Gain Theorem:

h
)
2
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
(?)
Small Gain Theorem:

h
)
2
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
(?)
Small Gain Theorem:

The question is
what makes LK methods so dominating ?
h
)
2
Small Gain Theorem
Some comparisons
Refinements
Outline
Some comparisons
Concluding remarks
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Trading off DIS-DDS

as
+ A1 esh x
We can also rewrite equation s
x = A0 x
,
s
x = (A0 + A1 )
x A1 (1 esh )
x A1 ( I)esh x
where is arbitrary. If
= 0, delay-independent conditions recovered
= I, delay-dependent conditions recovered
In general, brings more freedom and this freedom is LMI-able.

This freedom is exploited in LK methods too,
either explicitly (parametrized model transformation)
or implicitly (via so-called Parks inequality for bounding cross-terms)
(connection not quite transparent, though Zhang, Knospe & Tsiotras (01) showed it via
equivalence of resulting LMIs)
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Trading off DIS-DDS

as
+ A1 esh x
We can also rewrite equation s
x = A0 x
,
s
x = (A0 + A1 )
x A1 (1 esh )
x A1 ( I)esh x
where is arbitrary. If
= 0, delay-independent conditions recovered
= I, delay-dependent conditions recovered
In general, brings more freedom and this freedom is LMI-able.

This freedom is exploited in LK methods too,
either explicitly (parametrized model transformation)
or implicitly (via so-called Parks inequality for bounding cross-terms)
(connection not quite transparent, though Zhang, Knospe & Tsiotras (01) showed it via
equivalence of resulting LMIs)
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Trading off DIS-DDS: example

An (almost classical) example of (Li & de Souza, 97) considers the system

2 0
1 0
x(t)
=
x(t)
x(t h).
0 0.9
1 1
This system can be presented as the cascade
x2
1
s+0.9+esh
esh
x1
1
s+2+esh
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks


2 0
1 0
x(t)
=
x(t)
x(t h).
0 0.9
1 1
x2
1
s+0.9+esh
Delay-dependent
esh
x1
1
s+2+esh
Delay-independent stable
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks


2 0
1 0
x(t)
=
x(t)
x(t h).
0 0.9
1 1
x2
1
s+0.9+esh
esh
x1
Delay-dependent
This means that the choice =
1
s+2+esh
Delay-independent stable
0 0
0 I
yields

2 0
0 0
1 0 sh
sh
+
s
x=
x
(1 e
)
x
e
x
0 1.9
0 1
1 0
and effectively reduces this system to s
x2 = 1.9
x2 + (1 esh )
x2 .
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Trading off DIS-DDS: example (contd)

Thus
s
x=

2 0
1 0 sh
x
x
e
0 0.9
1 1
stability
2 .
s
x2 = 0.9
x2 esh x
It then becomes clear why some methods are less conservative than others
on this particular example (and alike).
Method
max
h
I
.99
II
.99
III+PI
4.36
I+
4.35
II+
4.35
IV+PI
4.47
SGT+W3
4.84
Exact
6.17
More successful methods get rid of x1 , either explicitly (via ) or implicitly

(via Parks inequality).
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Beyond SGT
Small Gain Theorem is not the only frequency-domain robustness tool. We
may try to
combine small gain and passivity arguments
to end up with less conservative results. This can be done in the

IQC framework
for example, as shown in (Megretski & Rantzer, 97).
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Shifted covering
Clearly,
= (A0 + A1 V(s))
+ A1 esh x
x.
x A1 (V(s) esh )
s
x = A0 x
We may then try to
choose V(s) to reduce conservatism of covering |V(j) ejh |.
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Shifted covering: how to choose V(s)

Im
Im
)
(
l h
Re
Re
V(j)
Simple geometry yields then:

cos 2h ej 2
V(j) =
0
6
if h
>
if h
1
() = 2 lh
().
and lh,V
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Shifted covering: how to choose V(s)

Im
Im
)
(
l h
Re
Re
V(j)
Simple geometry yields then:

cos 2h ej 2
V(j) =
0
6
if h
>
if h
1
() = 2 lh
().
and lh,V
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Shifted covering: rational approximation
Frequency response cos 2h ej 2 can be quite accurately approximated by
2
V1 (s) =
.
hs + 2
Covering radii are then:
5
1
lh,V
lh
5
10
lh,V
15
20
25
2
10
10
10
Small Gain Theorem
Some comparisons
Refinements
Outline
Some comparisons
Concluding remarks
Concluding remarks
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Concluding remarks
Advantages of LK-methods are in no proportion to their popularity
Relations between LK and SGT are yet to be understood

(it looks like that all we can show is that they result in the same LMIs; it would be of
great value to have clear correspondence between intermediate steps of each method)
Small Gain Theorem
Some comparisons
Refinements
Concluding remarks
Concluding remarks
Advantages of LK-methods are in no proportion to their popularity
Relations between LK and SGT are yet to be understood

(it looks like that all we can show is that they result in the same LMIs; it would be of
great value to have clear correspondence between intermediate steps of each method)

Delay Robustness Mirkin

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Model transformations

Small Gain Theorem

An Opinionated View on Delay Robustness

May 18, 2006

Small Gain Theorem

Single-delay system with uncertain delay

or, equivalently, in the s-domain:

Wed like to be able to check

A 1 : delay-free system is stable, i.e., A0 + A1 is Hurwitz.

Small Gain Theorem

Schur-Cohn criterion inspirations

Small Gain Theorem

Schur-Cohn criterion inspirations

Small Gain Theorem

The quest for alternatives

Small Gain Theorem

Small Gain Theorem

Small Gain Theorem

V = x(t) P1 x(t) + 2x(t)

x (t + )P3 (, )x(t + )dd + ,

2. calculating its derivative along system trajectory,

Small Gain Theorem

Lyapunov-Krasovski methods: transformations

= A0 x(t) + A1 x(t h) is not quite compatible

with Lyapunov-Krasovski techniques (not LK-friendly).

Conventional way to circumvent this obstacle is to

by rearranging its terms.

Small Gain Theorem

Lyapunov-Krasovski methods: transformations

= A0 x(t) + A1 x(t h) is not quite compatible

with Lyapunov-Krasovski techniques (not LK-friendly).

Conventional way to circumvent this obstacle is to

by rearranging its terms.

Small Gain Theorem

The first transformation

or in the time domain:

Turns out to be more LK-friendly, yet introduces additional dynamics:

stability of which is hard to check (source of additional conservatism).

Small Gain Theorem

The first transformation

or in the time domain:

Turns out to be more LK-friendly, yet introduces additional dynamics:

stability of which is hard to check (source of additional conservatism).

Small Gain Theorem

The second transformation

Turns out to be more LK-friendly, yet

= 0 or, equiv., of x(t) = A1

which is hard to verify, so it might be source of additional conservatism too.

Small Gain Theorem

The second transformation

Turns out to be more LK-friendly, yet

= 0 or, equiv., of x(t) = A1

which is hard to verify, so it might be source of additional conservatism too.

Small Gain Theorem

The third transformation

Somehow is also LK-friendly, yet claimed to

Small Gain Theorem

The third transformation

Somehow is also LK-friendly, yet claimed to

Small Gain Theorem

The fourth transformation

or in the time domain as descriptor system

Not surprise that it is also considered LK-friendly. Moreover, it is