What ODE-Approximation Schemes of Time-Delay Systems Reveal about Lyapunov-Krasovskii Functionals

Autor: Scholl, Tessina H., Hagenmeyer, Veit, Gröll, Lutz
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
DOI: 10.1109/TAC.2023.3347497
Popis: The article proposes an approach to complete-type and related Lyapunov-Krasovskii functionals that neither requires knowledge of the delay-Lyapunov matrix function nor does it involve linear matrix inequalities. The approach is based on ordinary differential equations (ODEs) that approximate the time-delay system. The ODEs are derived via spectral methods, e.g., the Chebyshev collocation method (also called pseudospectral discretization) or the Legendre tau method. A core insight is that the Lyapunov-Krasovskii theorem resembles a theorem for Lyapunov-Rumyantsev partial stability in ODEs. For the linear approximating ODE, only a Lyapunov equation has to be solved to obtain a partial Lyapunov function. The latter approximates the Lyapunov-Krasovskii functional. Results are validated by applying Clenshaw-Curtis and Gauss quadrature to a semi-analytical result of the functional, yielding a comparable finite-dimensional approximation. In particular, the article provides a formula for a tight quadratic lower bound, which is important in applications. Examples confirm that this new bound is significantly less conservative than known results.
Comment: 16 pages, 4 figures; This article has been accepted for publication in the IEEE Transactions on Automatic Control, see https://doi.org/10.1109/TAC.2023.3347497
Databáze: arXiv