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ThTA07.3
I. INTRODUCTION
Delay systems and especially its asymptotic stability have
been thoroughly studied since several decades [1], [2], [3]
and references therein. The study of the delay phenomenon
is motivated by its applied aspect. Indeed, many processes
include dead-time phenomena in their dynamics such as biology, chemistry, economics, as well as population dynamics
[2]. Moreover, processing time and propagation time in actuators and sensors generally induce such delays, especially
if some devices are faraway from each other. That is the
challenge of the stability of networked controlled systems
[4] as well as networks control [5] [6].
In the case of constant delay, many different techniques
lead to efficient algorithms (mainly based on LMIs) to test
the stability of time delay system. It includes the robust
approach (method based on the use of IQCs, separation
approach or small gain like theorems [3]) and Lyapunov
approach. In this last approach, we aim at finding a Lyapunov
functional depending on the whole state of the system xt ()
which is not an easy task even for a linear time delay system
with one delay. Indeed, for a linear time delay system, some
general functional can be found [3] but is very difficult
to handle. That is the reason why more simple and thus
more conservative Lyapunov-Krasovskii functional (LKF)
have been proposed. Generally, all these approach have to
deal with two main difficulties (see [7] and [3]). The first
one is the choice of the model transformation. The second
problem lies on the bound of some cross terms which appear
in the derivative of the Lyapunov functional. Mainly, two
techniques have been proved to be efficient to reduce the
conservatism. The first one adopt a discretizing scheme of
the L.K. matrices [3]. At a price of an increasing number
of variables to be optimized, the result tends to become a
necessary and sufficient condition. Another interesting approach, developed in a Lyapunov and robust frameworks use
an augmented state vector formulation to construct some new
* Universite de Toulouse, LAAS-CNRS, 7 avenue du Colonel
Roche, 31077 Toulouse, France. Email: yariba@laas.fr,
fgouaisb@laas.fr
3995
ThTA07.3
(1)
|h(t)|
d1
(3)
= Ax(t) + Ad x(t h)
h(t)
),
2
h(t) h(t h(t)/2)
).
x1 (t) =x(t
2
2
th(t)
that highlights the link between signals x1 (t) and x(t h(t).
Remarks that for a constant delay, is reduced to the null
operator. Then, we can prove thatrthe L2 induced norm of
d
1
the operator is bounded by hm
4
1d . Indeed, the L2 -
x(u)du dt
k(x)k2L2 =
(5)
th(t)
th(t)+ 21 (t)
th(t)
x(u)du dt
(t) =
d du
h(u)du
h(t)
h(t)
2
t 2
t 2
for all t R+ . Then, the Cauchy-Schwarz inequality states
that
k(x)k2L2
(4)
hm d
4
th(t)+ 12 (t)
kx(u)k2 dudt
th(t)
hm d
4
hZ
m d/4
hZ
m d/4Z
hm d 1
kx(s)k2 dsdu
4 1d
0
0
2
1
hm d
kxk2L2 .
4
1d
(8)
(6)
3996
S S < 0
(9)
ThTA07.3
and the IQC
where
S = 1 A 0n 0n Ad
U
P
0
0
P
2
V
0
hm R1
2
2
0
=
0 hm R1 hm R1
0
0
0
Q2
1
hm R0
and
0
1
hm R0
Q2
0
Q2
W
(10)
(t, xt ) =
(11)
0
0n2n 0n2n
Q1
02n2n
+ 02nn
02nn 02n2n 02n2n
02n2n
02n2n
02nn
+ 02n2n (1 d/2)Q1 02nn
0n2n
0n2n
0
Q2 [x(s)]ds
and
1/2
where
T
x(t)
x(t)
V 2 (x) =
Q1
x0 (t)
x0 (t)
T
d
x0 (t)
x0 (t)
,
(1 )
Q1
x1 (t)
x1 (t)
2
V 3 (x) =xT (t)Q0 x(t) (1 d)xT (t h(t))Q0 x(t h(t)).
(20)
with x0 (t) and x1 (t) defined as (5) and (6), respectively.
Invoking the Jensens inequality [3], terms V 4 and V 5 can be
bounded by
hm T
V 4 (x)
x (t)R1 x(t)
2
hm T
x (t)R1 x(t)
2
2 T
w (t)R1 w(t)
h(t)
2 T
w (t)R1 w(t)
hm
1 T
v (t)R0 v(t)
V 5 (x) hm x T (t)R0 x(t)
h(t)
1 T
hm x T (t)R0 x(t)
v (t)R0 v(t)
hm
h(t)
2
(14)
V3 (x) =
xT (s)Q0 x(s)ds,
(15)
th(t)
V4 (x) =
Zt Zt
x T (u)R1 x(u)duds,
(16)
Zt Zt
x T (u)R0 x(u)duds,
(17)
t h2m s
V5 (x) =
thm s
(19)
where
1/2
2
2
kPt [[Pt [Q2 x(t)]]]k
.
hm d 2 1
and
with kPt k2
<
1, kk2
4
1d
t
R
1/2
2
kPt [Q2 x(t)]k
=
x T (s)Q2 x(s)ds.
Regrouping all
(18)
T
[x(s)]
Q2 [x(s)]ds.
hm d 2 1
hm
4
1d Q2 + 2 R1 + hm R0 ,
Q0 h2m R1 h1m R0 ,
(1 d)Q0 Q2 h1m R0 .
hm d 2 1
T (s)Q2 x(s)
4
1d x
with
U =
Rt
(21)
W (t, xt ) = V (t, xt ) + hm
4
1d x
(22)
(x)
T Q2 (x)
3997
ThTA07.3
x(t)
x(t)
x(t)
x(t)
h(t)
.
x(t 2 )
x0 (t)
(t) =
=
S S < 0
where S =
U
P
0
1 A
P
V
N
hm R1
0nNn
(24)
Ad
0
N
hm R1
hNm R1
and
0nNn
0 h1m R0
0nNn
0
0Nnn
X
0Nnn
1
hm R0
0
0nNn 0n2n
Q1
0Nn2n
+ 0Nnn
02nn 02nNn 02n2n
02n2n
02nNn
02nn
+ 0Nn2n (1 d/N )Q1 0Nnn
0n2n
0nNn
0
(25)
hm d(N 1)
2N
2
hm
N R1
= Q0 hNm R1 h1m R0 ,
0n(N2)n(N2) 0n(N2)n
0nn(N2)
Q2
=
0nn(N2)
Q2
(27)
x(s)
x(s)
h(s)
h(s)
x(s
Zt
x(s N )
N )
x1 (t)
x1 (t)
V7 (x) =
Q1
ds,
.
.
.
.
h(t)
.
.
t N
xN 2 (t)
xN 2 (t)
(28)
t
t
Z Z
x T (u)Rx(u)duds
(29)
V8 (x) =
m s
t hN
1
T (s)Q2 x(s)
1d x
(30)
T
[x(s)]
Q2 [x(s)]ds
with xi (t) and [.] are defined as (31) and (35), respectively.
As it has been stated in section I, the idea is to provide a
LK functional that takes into account the state between t
and t h(t). Thus, a discretization-like method is employed
considering the state vector shifted by a fraction h(t)
of
N
the delay. The discretized extended state is constructed with
signals:
(i+1)
xi (t) = Dh(t)/N [x(t)].
(31)
Note that these latter variables can be rewritten as xi (t) =
x(ti ) where
(i+1)
h1 (t) =
(26)
1
1d Q2
with
= (1 d)Q0 Q2
1
hm R0 .
+ hm R0 ,
Seeing that
tN 1 (t h(t)) = a1 (N )(t) + a2 (N )(t + h1 (t))
+ . . . + a(N 1) (N )(t + hN 3 (t)),
hm d
[a1 (N ) + . . . + a(N 1) (N )]
,
N
hm d(N 1)
2N
0n(N2)n
,
Q2
W
3998
ThTA07.3
Rt
md
hN
since (t) = t h(t) h(s)ds
and by the same way as
N
(8), the following inequality is derived
2
1
(N 1)hm d
2
kxk2L2 .
(36)
k[x]kL2
2N
1d
Using the same idea developed in the proof of Theorem
1, it can be easily proved that V (x) (27) and the IQC (30)
are positive functions for all x Rn and we have
V (x) = V 1 (x) + V 3 (x) + V 5 (x) + V 7 (x) + V 8 (x)
(37)
x(t)
x(t)
..
..
V 7 (x) =
Q1
.
.
xN 2 (t)
xN 2 (t)
T
h(s)
x(t h(s)
x(t N )
N )
d
..
..
(1 )
Q1
,
.
.
2
xN 1 (t)
xN 1 (t)
hm T
N T
V 8 (x)
x (t)R1 x(t)
m (t)R1 m(t)
N
hm
(38)
with m(t) = x(t) x(t h(t)
).
Invoking,
as
previously,
N
the scaled small gain theorem presented in [3, p287] and
considering the proposed IQC (30), the stability of (1) will
be proved if the functional
2
1)
1
T (t)Q2 x(t)
(39)
is negative. In addition, this latter quantity can be expressed
as W (t, xt ) < T (t)(t) with defined as (26) and
x(t)
x(t)
x(t h(t) )
N
(t) =
(40)
.
..
xN 1 (t)
x(t h(t))
R th(t) T
x (u)R0 x(u)du
(41)
with
h(t)
satisfying
conditions
(2)h (3)
andi
P
[i]
[i]
A() Ad ()
=
i A
Ad
i=1
where = P 1 . . .
belongs to the set
= {i ,
i=1 i = 1}. Note that the matrix S
(25) is linear with respect to the model parameters A[i] and
[i]
Ad . Thus, we denote the parameter dependent matrix
S() =
X
i=1
i S [i] =
X
i=1
1 A[i]
0nNn
[i]
Ad
(42)
=
1 1
0 0.9
(43)
For this academic example, many results were obtained
in the literature. For various d, the maximal allowable delay,
hm , is computed. To demonstrate the effectiveness of our
criterion, results are compared against those obtained in [11],
[1], [15], [17], [19] and [16]. All these papers, except the last
one, use the Lyapunov theory in order to derive some stability
analysis criteria for time delay systems. In [16], the stability
problem is solved by a classical robust control approach: the
IQC framework. Finally, [20] provides a stability criterion
based on a new modelling of time delay systems considering
an augmented state composed of the original state and its
3999
ThTA07.3
TABLE I
T HE MAXIMAL ALLOWABLE DELAYS hm FOR SYSTEM (43)
d
0.1
0.2
0.5
0.8
[11]
[1]
[15]
[16]
[17]
[19]
[20]
Theo 2
N =2
Theo 2
N =4
Theo 2
N =6
4.472
1.632
4.472
4.472
4.472
4.472
5,120
3.604
1.632
3.604
3.604
3.605
3.605
4,081
3.033
1.632
3.033
3.033
3.039
3.039
3,448
2.008
1.632
2.008
2.008
2.043
2.043
2,528
1.364
1.632
1.364
1.364
1.492
1.492
2,152
Nb of
var.
35
32
27
6
42
146
313
5,717
4,286
3,366
2,008
1,364
22
5,967
4,375
3,349
2,008
1,364
48
6,120
4,396
3,321
2,008
1,364
90
TABLE II
T HE MAXIMAL ALLOWABLE DELAYS hm FOR SYSTEM (44)
d
[11]
[1]
[15]
[17]
Theo 2
1.082
0.05
8.330
1.082
8.330
8.331
10.311
0.1
5.459
1.082
5.459
5.461
6.095
0.2
3.255
1.082
3.255
3.264
3.295
0.3
2.176
1.082
2.176
2.195
2.176
0.5
0.999
1.082
0.999
1.082
0.999
=
x(t) +
x(t h(t)). (44)
1 2
1 1
The delay dependent stability analysis of system (44) has
been studied and results are shown in table (II). System
(44) is IOD stable (independent of delay) when the delay
is constant. Once again, it is observed that Theorem 2 (with
N = 2) improves the maximal bound on the delay which
preserves the stability of (44) in the case of slow time-varying
delays.
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VI. CONCLUSION
In this paper, a new condition for the stability analysis of
time-varying delay systems is proposed in the LyapunovKrasovskii framework. This latter criterion is formulated
in terms of LMI which can be solved efficiently. Inherent
conservatism of the Lyapunov-Krasovskii approach is reduced with the use of the delay fractioning methodology.
Then, additional terms for the Lyapunov functional are
required in order to describe as well as possible the system
making the links between the different considered signals.
Finally, a numerical example shows that this method reduced
4000