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考虑了具有时变时滞的离散系统的稳定性。 设计了新的依赖于延迟的稳定性标准,该标准取决于最小和最大延迟范围。 初步分析得出一个标准,该标准取决于涉及可自由选择的某些矩阵的不等式。 通过仔细选择它们以反映不同时间之间状态之间的适当关系,可以得到更严格的标准。 此外,在线性矩阵不等式(LMI)框架的基础上,提供了具有时变时滞的不确定系统的时滞相关鲁棒镇定的新结果。 由于没有使用严格的LMI条件来表示为存在可接受的控制器而获得的条件,因此使用了锥互补线性化程序来找到合适的控制器。 最后,所获得的结果,包括稳定性分析,静态输出反馈稳定和动态输出反馈稳定,被进一步扩展到具有不确定参数但有范数约束的离散时滞系统。 数值例子证明了所提出方法的有效性
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Delay-dependent robust stabilisation of discrete-time
systems with time-varying delay
X.G. Liu, R.R. Martin, M. Wu and M.L. Tang
Abstract: The stability of discrete systems with time-varying delay is considered. New delay-
dependent stability criteria are devised, which are dependent on the minimum and maximum
delay bounds. An initial analysis leads to a criterion depending on an inequality involving
certain matrices that can be freely chosen. By carefully choosing them to reflect the appropriate
relationship between states at differing times, a stricter criterion is thereby obtained.
Furthermore, new results for delay-dependent robust stabilisation of uncertain systems with
time-varying delay are provided on the basis of a linear matrix inequality (LMI) framework. As
the conditions obtained for the existence of admissible controllers are not expressed using strict
LMI conditions, a cone complementary linearisation procedure is used to find suitable controllers.
Finally, the results obtained, including the stability anal ysis, static output-feedback stabilisation
and dynamic output feedback stabilisation are further extended to discrete time-delay systems
having uncertain but norm-bounded parameters. Numerical examples demonstrate the validity of
the approach proposed.
1 Introduction
Time delays often appear in control systems and are often a
source of instability and oscillations in such systems.
Assessing and controlling the stability of such systems
with delay are of theoretical and practical importanc e.
Increasing attention has been paid to the problem of feed-
back stabilisation of systems with state delay. Most of the
results obtained have been derived using delay-independent
approaches (see, e.g. Li and De Souza [1]). As the time
delay is not taken into consideration using these approaches
to design controllers, the results are generally more conser-
vative than ones using a delay-dependent approach.
However, previous delay-dependent methods for systems
with time-varying delays have mainly considered the con-
tinuous systems [2 –12]. Relatively, few papers have con-
sidered the time-varying delay case for discrete-time
systems [13]. Recently, Gao et al. [14] studied delay-depen-
dent output-feedback stabilisation of discrete-time systems
with time-varying state delay. A new stability condition
was proposed, which is dependent on the delay bounds.
Their results are based on an inequality on the inner
product of two vectors proved by Moon et al. [8], which
we repeat as Lemma 1 here. Given the system state x(k),
where k is discrete time , with time-dependent delay d(k),
this ineq uality is typically used to evaluate the bounds on
a weighted cross-product between x(k) and the difference
x(k) 2 x(k 2 d(k)), needed in the analysis of the delay-
dependent stability problem. The use of this inequality
leads to conservatism in the delay-dependent stability
conditions obtained.
This paper pres ents a new approach to establ ish a stricter
delay-dependent stability criterion for time-varying delay
systems, using relations between all system states x(k),
without requiring any system model transformation. An
initial criterion is found on the basis of an inequality invol-
ving various matrices that can be freely chosen, and an
improved criterion is then found by carefully choosing
these matrices to reflect the correlation between system
states at differing delays. Moon’s inequalities are not
needed in our approach. Our new stability condition is
very simple. Going further, cone complementary linearisa-
tion algorithms as used in El Ghaoui et al. [15] are exploited
to enable us to solve the inequalities needed to provide
static and dynamic output-feedback stabilisation of such
systems. Numerical examples are given to demonstrate
that the asymptotic stability results derived in this paper
are effective and less conservative than those derived by
Gao et al. [14].
2 Problem description
Consider the following discrete-time system with a
time-varying delay in the state
xðk þ 1Þ¼AxðkÞþA
1
xðk dðkÞÞ þ BuðkÞ
yðkÞ¼CxðkÞþC
1
xðk dðkÞÞ
xðkÞ¼
f
ðkÞ for k ¼d
max
; d
max
þ 1; ...; 0
ð1Þ
where k is discrete time, x(k) [ R
n
the state vector,
y(k) [ R
m
the measured output and u(k) [ R
l
the controlled
input. A, A
1
, C and C
1
are system matrices with compatible
dimensions. d(k), appearing in both the dynamic and
measurement equations, is the state delay, as frequently
# The Institution of Engineering and Technology 2006
IEE P roceedings online no. 20050223
doi:10.1049/ip-cta:20050223
Paper first received 9th June and in revised form 9th December 2005
X.G. Liu and M.L. Tang are with the School of Mathematical Science and
Computing Technology, Central South University, Changsha, Hunan 410083,
People’s Republic of China
R.R. Martin and X.G. Liu are with the School of Computer Science, Cardiff
University, Cardiff, UK
M. Wu and X.G. Liu are with the School of Information Science and
Engineering, Central South University, Changsha, Hunan 410083, People’s
Republic of China
E-mail: liuxgliuhua@163.com
IEE P roc.-Control Theory Appl., Vol. 153, No. 6, November 2006
689
Authorized licensed use limited to: Central South University. Downloaded on December 6, 2008 at 08:32 from IEEE Xplore. Restrictions apply.
encountered in various engineering systems.
f
(k),
k ¼ 2d
max
, 2d
max
þ 1, ..., 0, is a given initial condition
sequence. A natural assumption on d(k) can be made as
follows.
Assumption 1: The time delay d(k) is assumed to vary with
time between som e limits, satisfying d
min
d(k) d
max
,
where d
min
and d
max
are positive constants representing
minimum and maximum delays, respectively.
The time-varying delay d(k) reduces to a constant delay d
when d
min
¼ d
max
¼ d.
In this paper, it is assumed that the state variables are not
fully measurable, that is, we know only partial information
about x(k), for example, several components of x(k), and
that we are interested in designing output-feedback control-
lers such that the resulting closed-loop system is asymptoti-
cally stable. In order to analyse the performance of discrete
time-delay systems, we introduce the following definitions
of stability and asymptotic stability for discrete systems.
Definition 1: The discrete time-delay system given in (1),
when u(k) ¼ 0, is said to be stable if, for any 1 . 0, there
is a
d
(1) . 0 such that jx(k) j
2
, 1, k . 0, when
sup
d
max
s0
j
f
ðsÞj
2
,
d
ð1Þ
In addition, if lim
k!1
jx(k) j
2
¼ 0 for any initial conditions,
then the system given in (1) with u(k) ¼ 0issaidtobe
asymptotically stable.
Assumption 2: We assume that the matrices A and A
1
in the
system given in (1) have the following forms
A ¼ A
0
þ DA; A
1
¼ A
10
þ DA
1
where A
0
and A
10
are known constant matrices of appropri-
ate dimensions and DA and DA
1
real-valued time-varying
matrix functions representing norm-bounded admissible
uncertainties.
Definition 2: The uncertain time-delay system given in (1)
under Assumption 2 is said to be robustly stable if the
trivial solution x(k) ¼ 0 of the functional difference
equation associated with the system given in (1) wi th
u(k) ¼ 0 is globally uniformly asymptotically stable for
all admissible uncertainties.
Moon et al. [8] proved the following lemma, which we
use later.
Lemma 1: Assume that
a
[ R
a
,
b
[ R
b
and N [ R
ab
.
Then, for any matrices X [ R
aa
, Y [ R
ab
and
Z [ R
bb
, the following inequality holds
2
a
T
N
b
a
b
T
XY N
Y
T
N
T
Z
a
b
provided that matrices X, Y and Z satisfy
XY
Y
T
Z
. 0
The goal of the rest of this paper is to establish new
asymptotic stability criteria and new robust stability criteria
and to develop a procedure to design stabilising output feed-
back controllers for discrete systems with time-varying
delay.
For simplicity, in the rest of the paper, in symmetric
block matrices or long matrix expressions, we use ‘’to
represent a term that is induced by symmetry.
3 Asymptotic stability analysis
In this section, we aim to establish an asymptotic stability
criterion for the system given in (1), when u(k ) ¼ 0, using
the Lyapunov method combined with the linear matrix
inequality (LMI) technique as previously described [14].
Thus, the stability analysis result is based on the following
unforced system
xðk þ 1Þ¼AxðkÞþA
1
xðk dðkÞÞ ð2Þ
xðkÞ¼
f
ðkÞ for k ¼d
max
; d
max
þ 1; ...; 0
This criterion can be stated in the following form.
Theorem 1: The unforced system given in (2) with time -
varying delay is asymptotically stable if there exist n n
matrices P . 0, Q . 0, R, S and T satisfying the following
LMI
G R þ S
T
R þ T
T
ðA þ A
1
Þ
T
P
Q S S
T
S T
T
0
T T
T
A
T
1
P
P
2
6
6
4
3
7
7
5
, 0 ð3Þ
where G ¼ 2P þ(d
max
2 d
min
þ 1)Q þ R þ R
T
.
Proof: Let y(k) ¼ x(k þ 1) 2 x(k)and
h
(k) ¼
P
m¼k 2 d(k)
k21
y(m). Choose as a Lyapunov functional candidate
V ðkÞ¼V
1
ðkÞþV
2
ðkÞþV
3
ðkÞð4Þ
where
V
1
ðkÞ¼x
T
ðkÞPxðkÞ
V
2
ðkÞ¼
X
k1
i¼kdðkÞ
x
T
ðiÞQxðiÞ
V
3
ðkÞ¼
X
d
min
þ1
j¼d
max
þ2
X
k1
i¼kþj1
x
T
ðiÞQxðiÞ
and P and Q are positive definite matrices to be determined.
Define DV ¼ V(k þ 1) 2 V(k) and so on. Then, using (2),
we have
DV
1
¼ x
T
ðk þ 1ÞPxðk þ 1Þx
T
ðkÞPx ðkÞ
¼ x
T
ðkÞ½ðA þ A
1
Þ
T
PðA þ A
1
ÞPxðkÞ
þ
X
k1
m¼kdðkÞ
2x
T
ðkÞðA þ A
1
Þ
T
PA
1
yðmÞ
þ A
1
X
k1
m¼kdðkÞ
yðmÞ
"#
T
PA
1
X
k1
m¼kdðkÞ
yðmÞ
"#
¼ x
T
ðkÞ½ðA þ A
1
Þ
T
PðA þ A
1
ÞPxðkÞ2 x
T
ðkÞ
ðA þ A
1
Þ
T
PA
1
h
ðkÞþ
h
ðkÞ
T
A
T
1
PA
1
h
ðkÞð5Þ
DV
2
¼
X
k
i¼kþ1dðkþ1Þ
x
T
ðiÞQxðiÞ
X
k1
i¼kdðkÞ
x
T
ðiÞQxðiÞ
¼ x
T
ðkÞQxðkÞx
T
ðk dðkÞÞ Qxðk dðkÞÞ
þ
X
k1
i¼kdðkþ1Þþ1
x
T
ðiÞQxðiÞ
X
k1
i¼kdðkÞþ1
x
T
ðiÞQxðiÞð6Þ
IEE Proc.-Control Theory Appl., Vol. 153, No. 6, November 2006690
Authorized licensed use limited to: Central South University. Downloaded on December 6, 2008 at 08:32 from IEEE Xplore. Restrictions apply.
As
X
k1
i¼kdðkþ1Þþ1
x
T
ðiÞQxðiÞ¼
X
k1
i¼kd
min
þ1
x
T
ðiÞQxðiÞ
þ
X
kd
min
i¼kdðkþ1Þþ1
x
T
ðiÞQxðiÞ
X
k1
i¼kdðkÞþ1
x
T
ðiÞQxðiÞ
þ
X
kd
min
i¼kd
max
þ1
x
T
ðiÞQxðiÞð7Þ
we have
DV
2
x
T
ðkÞQxðkÞx
T
ðk dðkÞÞQxðk dðkÞÞ
þ
X
kd
min
i¼kd
max
þ1
x
T
ðiÞQxðiÞð8Þ
Note that
DV
3
¼
X
d
min
þ1
j¼d
max
þ2
½x
T
ðkÞQxðkÞx
T
ðk þ j 1ÞQxð k þ j 1Þ
¼ðd
max
d
min
Þx
T
ðkÞQxðkÞ
X
kd
min
i¼kd
max
þ1
x
T
ðiÞQxðiÞ
ð9Þ
In addition
xðkÞxðk dðkÞÞ
h
ðkÞ¼0 ð10Þ
Therefore for any appropriately dimensioned matrices R,
S and T, we have the following equation
2½x
T
ðkÞR þ x
T
ðk dðkÞÞS þ
h
ðkÞ
T
T
½xðkÞxðk dðkÞÞ
h
ðkÞ ¼ 0 ð11Þ
It follows by adding (5), inequality (8), and (9) and (11) that
DV ¼ DV
1
þ DV
2
þ DV
3
x
T
ðkÞ½ðA þ A
1
Þ
T
PðA þ A
1
ÞPxðkÞ
2x
T
ðkÞðA þ A
1
Þ
T
PA
1
h
ðkÞ
þ
h
ðkÞ
T
A
T
1
PA
1
h
ðkÞþx
T
ðkÞQxðkÞ
x
T
ðk dðkÞÞQxðk dðkÞÞ
þ
X
kd
min
i¼kd
max
þ1
x
T
ðiÞQxðiÞþðd
max
d
min
Þx
T
ðkÞQxðkÞ
X
kd
min
i¼kd
max
þ1
x
T
ðiÞQxðiÞ
þ 2x
T
ðkÞRxðkÞþx
T
ðkÞ½ 2R þ 2S
T
xðk dðkÞÞ
þ x
T
ðkÞ½ 2 R þ 2T
T
h
ðkÞ
2x
T
ðk dðkÞÞ Sx ðk dðkÞÞ
þ x
T
ðk dðkÞÞ½2S 2T
T
h
ðkÞ
2
h
ðkÞ
T
T
h
ðkÞ
¼ x
T
ðkÞ½ðA þ A
1
Þ
T
PðA þ A
1
Þ
P þðd
max
d
min
þ 1ÞQ þ 2RxðkÞ
þ x
T
ðkÞ½2R þ 2S
T
xðk dðkÞÞ þ x
T
ðkÞ
½2ðA þ A
1
Þ
T
PA
1
2R þ 2T
T
h
ðkÞ
þ x
T
ðk dðkÞÞ½Q 2Sxðk dðkÞÞ
þ x
T
ðk dðkÞÞ½2S 2T
T
h
ðkÞ
þ
h
ðkÞ
T
½A
T
1
PA
1
2T
h
ðkÞ
¼
j
ðkÞ
T
Vj
ðkÞð12Þ
where we define
j
(k)
T
¼ [x
T
(k), x
T
(k 2 d(k)),
h
(k)
T
] and
V
¼
V
11
R þ S
T
ðA þ A
1
Þ
T
PA
1
R þ T
T
Q S S
T
S T
T
A
T
1
PA
1
T T
T
2
6
4
3
7
5
ð13Þ
where V
11
¼ (A þ A
1
)
T
P(A þ A
1
) 2 P þ (d
max
2 d
min
þ 1)
Q þ R þ R
T
.
From this, it follows that the inequality
V
, 0 guarantees
that DV , 0 for all non-zero
j
(k). Hence,
V
, 0 guarantees
that the unforced system given in (2) is asymptotically
stable for all time-varying delay d(k) satisfying d
min
d(k) d
max
. By Schur complement,
V
, 0 is equivalent
to LMI (3). This completes the proof of Theorem 1. A
Remark 1: Note that Theorem 1 only depends on the differ-
ence between the maximum and minimum delay bounds,
that is it only depends on the delay interval and not on the
actual delays themselves. Thus, Theorem 1 is not a delay-
dependent sufficient condition for asymptotic stability of
the system given in (2).
Theorem 1 presents a stability result that depends on the
difference between the maximum and minimum delay
bounds. Thus, for the constant delay case, as minimum
and maximum bounds in Assumption 1 are identical, d
min
¼
d
max
¼ d: Theorem 1 does not depend on the delay, which
gives the following.
Corollary 1: The unforced system given in (2) with constant
delay d(k) ¼ d is asymptotically stable if there exist n n
matrices P . 0, Q . 0, R, S and T satisfying the following
LMI
P þ Q þ R þ R
T
R þ S
T
Q S S
T
2
6
6
6
4
R þ T
T
ðA þ A
1
Þ
T
P
S T
T
0
T T
T
A
T
1
P
P
3
7
7
7
5
, 0 ð14Þ
IEE P roc.-Control Theory Appl., Vol. 153, No. 6, November 2006 691
Authorized licensed use limited to: Central South University. Downloaded on December 6, 2008 at 08:32 from IEEE Xplore. Restrictions apply.
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