An Observability Criterion for Dynamical Systems Governed by Riccati Differential Equations - Automatic Control, IEEE Transactions on
نویسنده
چکیده
This paper presents new tests to analyze the robust stabilityand/or performance of linear systems with uncertain real parameters.These tests are extensions of the notions of quadratic stability andperformance where the fixed quadratic Lyapunov functionis replacedby a Lyapunov functionwith affine dependence on the uncertain pa-rameters. Admittedly with some conservatism, the construction of suchparameter-dependent Lyapunov functions can be reducedto a linearmatrix inequality(LMI) problem and hence is numerically tractable.These LMI-based tests are applicable to constant or time-varyinguncertain parameters and are less conservative than quadratic stabilityin the case of slow parametric variations. They also avoid the frequencysweep needed in real-p analysis, and numerical experiments indicatethat they often compare favorably with p analysis for time-invariantparameter uncertainty.
منابع مشابه
An Observability Criterion for Dynamical Systems Governed by Riccati Diierential Equations
| In this short note we present an observability criterion for systems whose state is governed by a matrix Riccati diierential equation and whose output is given by an aane transformation.
متن کاملAn Observability Criterion for Dynamical Systems Governed
| In this short note we present an observability criterion for systems whose state is governed by a matrix Riccati di erential equation and whose output is given by an a ne transformation.
متن کاملRobust Filtering, Prediction, Smoothing, And Observability Of Uncertain Systems - Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on
This paper is concerned with a class of continuoustime uncertain systems which satisfy a certain Integral Quadratic Constraint. The problems of robust filtering, robust prediction, and robust smoothing for such systems are defined, and nonconservative solutions are given in terms of Riccati differential equations. This paper also addresses a problem of robust observability for this class of unc...
متن کاملHomogeneous dynamical systems theory
In this paper, we study controlled homogeneous dynamical systems and derive conditions under which the system is perspective controllable. We also derive conditions under which the system is observable in the presence of a control over the complex base field. In the absence of any control input, we derive a necessary and sufficient condition for observability of a homogeneous dynamical system o...
متن کاملFinite horizon H//sub/spl infin// state-feedback control of continuous-time systems with state delay - Automatic Control, IEEE Transactions on
The finite horizon control of time-invariant linear systems with a finite number of point and distributed time delays is considered. The controller is obtained by solving coupled Riccati-type partial differential equations. The solutions to these equations and the resulting controllers are approximated by series expansions in powers of the largest delay. Unlike the infinite horizon case, these ...
متن کامل