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Certificates of Nonexistence for Lyapunov-Based Stability, Stabilizability and Detectability of LPV Systems

T. J. Meijer, V. S. Dolk, W. P. M. H. Heemels

Abstract

By computing Lyapunov functions of a certain, convenient structure, Lyapunov-based methods guarantee stability properties of the system or, when performing synthesis, of the relevant closed-loop or error dynamics. In doing so, they provide conclusive affirmative answers to many analysis and design questions in systems and control. When these methods fail to produce a feasible solution, however, they often remain inconclusive due to (a) the method being conservative or (b) the fact that there may be multiple causes for infeasibility, such as ill-conditioning, solver tolerances or true infeasibility. To overcome this, we develop LMI-based theorems of alternatives based upon which we can guarantee, by computing a so-called certificate of nonexistence, that no poly-quadratic Lyapunov function exists for a given linear parameter-varying system. We extend these ideas to also certify the nonexistence of controllers and observers for which the corresponding closed-loop/error dynamics admit a poly-quadratic Lyapunov function. Finally, we illustrate our results in some numerical case studies.

Certificates of Nonexistence for Lyapunov-Based Stability, Stabilizability and Detectability of LPV Systems

Abstract

By computing Lyapunov functions of a certain, convenient structure, Lyapunov-based methods guarantee stability properties of the system or, when performing synthesis, of the relevant closed-loop or error dynamics. In doing so, they provide conclusive affirmative answers to many analysis and design questions in systems and control. When these methods fail to produce a feasible solution, however, they often remain inconclusive due to (a) the method being conservative or (b) the fact that there may be multiple causes for infeasibility, such as ill-conditioning, solver tolerances or true infeasibility. To overcome this, we develop LMI-based theorems of alternatives based upon which we can guarantee, by computing a so-called certificate of nonexistence, that no poly-quadratic Lyapunov function exists for a given linear parameter-varying system. We extend these ideas to also certify the nonexistence of controllers and observers for which the corresponding closed-loop/error dynamics admit a poly-quadratic Lyapunov function. Finally, we illustrate our results in some numerical case studies.
Paper Structure (14 sections, 8 theorems, 30 equations)

This paper contains 14 sections, 8 theorems, 30 equations.

Key Result

Theorem 1

For any matrices $A_i\in\mathbb{R}^{n\times n}$, $i\in\mathcal{N}\coloneqq\{1,2,\hdots,N\}$, $N\in\mathbb{N}_{\geqslant 1}$, exactly one of the following statements is true:

Theorems & Definitions (18)

  • Theorem 1
  • Definition 1
  • Definition 2
  • Definition 3
  • Definition 4
  • Theorem 2
  • Definition 5
  • Theorem 3
  • Theorem 4
  • Definition 6
  • ...and 8 more