Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality

Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality

Available online at www.sciencedirect.com Journal of the Franklin Institute ] (]]]]) ]]]–]]] www.elsevier.com/locate/jfranklin Improved results on s...

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Journal of the Franklin Institute ] (]]]]) ]]]–]]] www.elsevier.com/locate/jfranklin

Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality O.M. Kwona, M.J. Parka, Ju H. Parkb,n, S.M. Leec, E.J. Chad a

School of Electrical Engineering, Chungbuk National University, 52 Naesudong-ro, Heungduk-gu, Cheongju 362-763, Republic of Korea b Nonlinear Dynamics Group, Department of Electrical Engineering, Yeungnam University, 280 Daehak-ro, Kyongsan 712-749, Republic of Korea c School of Electronics Engineering, Daegu University, Gyungsan 712-714, Republic of Korea d Department of Biomedical Engineering, School of Medicine, Chungbuk National University, 52 Naesudong-ro, Heungduk-gu, Cheongju 362-763, Republic of Korea Received 23 January 2014; received in revised form 8 August 2014; accepted 30 September 2014

Abstract In this paper, the problem of stability analysis for linear systems with time-varying delays is considered. By the consideration of new augmented Lyapunov functionals, improved delay-dependent stability criteria for asymptotic stability of the system are proposed for two cases of conditions on time-varying delays with the framework of linear matrix inequalities (LMIs), which can be solved easily by various efficient convex optimization algorithms. The enhancement of the feasible region of the proposed criteria is shown via three numerical examples by the comparison of maximum delay bounds. & 2014 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

n

Corresponding author. E-mail addresses: [email protected] (O.M. Kwon), [email protected] (M.J. Park), [email protected] (J.H. Park), [email protected] (S.M. Lee), [email protected] (E.J. Cha). http://dx.doi.org/10.1016/j.jfranklin.2014.09.021 0016-0032/& 2014 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

O.M. Kwon et al. / Journal of the Franklin Institute ] (]]]]) ]]]–]]]

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1. Introduction Stability analysis for dynamic systems is one of the basic research in control society and a prerequisite job before designing controllers. Specially, stability analysis of time-delay systems has been one of the hot issue since physical and industrial systems naturally have time-delays such as transport, communication, or measurement delays [1]. In other words, since the occurrence of time-delays causes undesirable dynamic behaviors such as performance degradation, instability or oscillation, it is strongly needed to investigate the stability problem for time-delay systems before implementing various control strategies. In line with this view, in order to check the conservatism of stability criteria, an important index is to obtain maximum delay bounds for guaranteeing asymptotic stability of time-delay systems as large as possible. Therefore, in the field of stability analysis, how to construct a Lyapunov–Krasovskii functional, augmented vectors and the derivation of a stability condition from the time-derivative of such a functional with some appropriate techniques play key roles in enhancing the feasible regions of stability criteria. For more details, see [2–10] and references therein. Moreover, the field of stability analysis of time-delay systems can be classified into two categories, i.e., delay-dependent stability criteria and delay-independent ones. Also, it is well known that delay-dependent stability criteria, which make the use of the information on the size of time-delays, are less conservative than delay-independent ones. Thus, more attention has been paid to the derivation of delay-dependent stability criteria for time-delay systems. Naturally, in order to improve results for this problem, various methods were introduced. Simply put, the integral inequality lemmas [11–13], Jensen's inequality [14], the reciprocally convex approach [15], the augmented model [16,17], new cross-term bounding technique [18], triple integral terms [16,19–21], parameterized neutral model transformation method [22] and free weighting matrices technique [23,24] had contributed to enhance the feasible regions of stability criteria for systems with time-delays. Specifically, since estimating a lower bound of the quadratic integral Rt term such as th xT ðsÞQxðsÞ dsðQ40Þ is one of the major topics studied in research field on time-delay systems, Jensen's inequality has been used in plenty as a key lemma in obtaining delay-dependent stability criteria during the last decade. Very recently, the Wirtinger-based integral inequality which reduced the conservatism of Jensen's inequality was introduced in [25] and its advantage was shown via the comparison of maximum delay bounds for various systems such as systems with constant and known delay, systems with a time-varying delay, and sampled-data systems. However, the work [25] focused on the application of the Wirtinger-based integral inequality and some new Lyapunov–Krasovskii functionals were not considered as mentioned in [25]. Therefore, there is still room for a further improvement on the reduction of conservatism in stability analysis for a system with time-varying delays, which motivated this research. In this paper, the problem of delay-dependent stability analysis is investigated by utilizing the Wirtinger-based integral inequality [25]. Unlike the method [25], some new Lyapunov– Krasovskii functionals will be introduced and utilized in stability analysis for systems with different conditions on time-varying delays. The obtained stability criteria are derived in terms of LMIs which can be solved efficiently by using standard convex optimization algorithms such as interior-point methods [26]. Finally, three numerical examples are included to illustrate the effectiveness of the proposed methods. Notation: Throughout this paper, the used notations are standard. Rn is the n-dimensional Euclidean vector space, and Rmn denotes the set of all m  n real matrices. Cn;h ¼ Cð½  h; 0; Rn Þ denotes the Banach space of continuous functions mapping the interval ½ h; 0 into Rn , with the Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

O.M. Kwon et al. / Journal of the Franklin Institute ] (]]]]) ]]]–]]]

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topology of uniform convergence. For symmetric matrices X and Y, X4Y means that the matrix X  Y is positive definite, whereas X Z Y means that the matrix X  Y is nonnegative. In, 0n and 0mn denote n  n identity matrix, n  n and m  n zero matrices, respectively. diagf⋯g denotes the block diagonal matrix. For square matrix X, symfXg means the sum of X and its symmetric matrix XT; i.e., symfXg ¼ X þ X T . X ½f ðtÞ A Rmn means that the elements of matrix X ½f ðtÞ include the scalar value of f(t); i.e., X ½f 0  ¼ X ½f ðtÞ ¼ f 0  . 2. Problem statement and preliminaries Consider the following systems with time-varying delays: x_ ðtÞ ¼ AxðtÞ þ Ad xðt  hðtÞÞ; xðsÞ ¼ ϕðsÞ; s A ½  hM ; 0;

ð1Þ

where xðtÞA R is the state vector; ϕðsÞA Cn;hM is a given vector-valued initial function; A and Ad are known constant matrices with appropriate dimensions; the delay, h(t), is a time-varying continuous function that satisfies the following two conditions: n

 

_ (H1) 0r hðtÞr hM and hðtÞr huD , u _ (H2) 0r hðtÞr hM and  hD r hðtÞr huD o1,

where hM, and huD are positive known constant values. The purpose of this paper is to investigate delay-dependent criteria for asymptotic stability of the systems (1) with Conditions (H1) and (H2). Before deriving our main results, the following lemma will be utilized in main results. Lemma 1 (Seuret and Gouaisbaut [25]). For a given matrix M40, the following inequality holds for all continuously differentiable function x in ½a; b-Rn : Z b 1 T 3 T ξ1 ðt ÞMξ1 ðt Þ þ ξ ðt ÞMξ2 ðt Þ x_ T ðsÞM x_ ðsÞ ds Z b  a b  a 2 a Rb where ξ1 ðtÞ ¼ xðbÞ xðaÞ and ξ2 ðtÞ ¼ xðbÞ þ xðaÞ  ð2=ðb aÞÞ a xðsÞ ds. 3. Main results In this section, new stability criteria for the systems (1) with (H1) and (H2) will be derived in Theorems 1 and 2, respectively. For the sake of simplicity on matrix representation in Theorem 1, the notations of several matrices are defined as ei ¼ ½0nði  1Þn ; I n ; 0nð6  iÞn T ði ¼ 1; 2; …; 6Þ;  ζ ðt Þ ¼ col xðtÞ; xðt  hðtÞÞ; xðt  hM Þ; x_ ðtÞ;  Z t Z thðtÞ 1 1 xðsÞ ds; xðsÞ ds ; hðtÞ thðtÞ hM  hðtÞ thM Π 1;1 ¼ ½e1  e2 ; e1 þ e2  2e5 ; Π 1;2 ¼ ½e2  e3 ; e2 þ e3  2e6 ; " # diagfR; 3Rg M Ψ¼ ; MT diagfR; 3Rg Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

O.M. Kwon et al. / Journal of the Franklin Institute ] (]]]]) ]]]–]]]

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2

0n

In

6 Γ ½hðtÞ ¼ 4 0n 0n

3

7 hðtÞI n 5; ðhU  hðtÞÞI n

Ξ 1½hðtÞ ¼ symf½e1 ; e5 ; e6 Γ ½hðtÞ P½e4 ; e1  e3 T g þ e1 Q1 eT1  e3 Q1 eT3 þ½e1 ; 06nn Q2 ½e1 ; 06nn T  ð1 huD Þ½e2 ; e1  e2 Q2 ½e2 ; e1  e2 T   þsym ½e5 ; e1  e5 ðhðtÞQ2 Þ½06nn ; e4 T þ h2M e4 ReT4 ; Ξ 2 ¼ ½Π 1;1 ; Π 1;2 Ψ ½Π 1;1 ; Π 1;2 T ; Ξ½hðtÞ ¼ Ξ 1½hðtÞ  Ξ 2 ; Υ ¼ AeT1 þ Ad eT2  eT4 :

ð2Þ

Then, the following theorem is given as a main result. Theorem 1. For given positive scalars hM and huD, the systems (1) are asymptotically stable for _ 0r hðtÞr hM and hðtÞr huD , if there exist positive definite matrices P A R2n2n , Q1 A Rnn , 2n2n Q2 ¼ ½Q2;ij 22 A R , R A Rnn and any matrix M A R2n2n satisfying the following LMIs: ðΥ ? ÞT Ξ½0 Υ ? o0;

ð3Þ

ðΥ ? ÞT Ξ½hM  Υ ? o0;

ð4Þ

Ψ Z 0;

ð5Þ

where all the notations in Eqs. (3)–(5) are defined in Eq. (2). Proof. Let us consider the following Lyapunov–Krasovskii functional candidate as Z t Z t T T x ðsÞQ1 xðsÞ ds þ ϖ T2 ðt; sÞQ2 ϖ 2 ðt; sÞ ds V ¼ ϖ 1 ðtÞPϖ 1 ðtÞ þ thM thðtÞ Z t Z t þhM x_ T ðuÞR_x ðuÞ du ds; thM s n o   Rt Rt where ϖ 1 ðtÞ ¼ col xðtÞ; thM xðsÞ ds and ϖ 2 ðt; sÞ ¼ col xðsÞ; s x_ ðuÞ du . The time-derivative of V can be calculated as 2 3T xðtÞ  R  # 6 7 " t 1 x_ ðtÞ 6 7 x ð s Þ ds h ð t Þ hðtÞ thðtÞ 7 V_ r 26 6   7 P xðtÞ  xðt  hM Þ R thðtÞ 4 5 1 þðhM  hðt ÞÞ hM  hðtÞ thM xðsÞ ds " þxT ðtÞQ1 xðtÞ xT ðt  hM ÞQ1 xðt  hM Þ þ "

#T

"

xðtÞ 0n1

#T

" Q2 #

xðtÞ

ð6Þ

#

0n1

xðt  hðtÞÞ xðt  hðtÞÞ Q2 xðtÞ xðt  hðtÞÞ xðtÞ xðt  hðtÞÞ Z t " xðsÞ #T " 0 # Z t n1 2 T R Q2 x_ T ðsÞR_x ðsÞ ds: þ2 ds þ hM x_ ðtÞR_x ðtÞ hM t _ ðuÞ du x_ ðtÞ s x thðtÞ thM  ð1  hD Þ

ð7Þ

Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

O.M. Kwon et al. / Journal of the Franklin Institute ] (]]]]) ]]]–]]]

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Rt By utilizing Lemma 1, a lower bound of the term hM thM x_ T ðsÞR_x ðsÞ ds can be estimated as Z t Z thðtÞ hM x_ T ðsÞR_x ðsÞ ds þ hM x_ T ðsÞR_x ðsÞ ds thðtÞ

thM

1 1 diagfR; 3RgΠ T1;1 ζ ðt Þ þ ζ T ðt ÞΠ 1;2 diagfR; 3RgΠ T1;2 ζ ðt Þ Z ζ ðt ÞΠ 1;1 αðtÞ 1  αðtÞ T

ð8Þ where αðtÞ ¼ hðtÞ=hM . As a result, by the reciprocally convex approach in [15] with any matrix M, it can be obtained as follows: Z t  hM ð9Þ x_ T ðsÞR_x ðsÞ ds r  ζ T ðtÞΞ 2 ζðtÞ: thM

Then a new stability condition for the system (1) can be V_ r ζ T ðtÞðΞ 1½hðtÞ  Ξ 2 ÞζðtÞo0:

ð10Þ

For any free weighting matrix X with an appropriate dimension, the following zero equality holds:   0 ¼ ζ T ðtÞ X Υ þ Υ T X T ζðtÞ: ð11Þ Therefore, Ξ 1½hðtÞ  Ξ 2 þ X Υ þ Υ T X T o0

ð12Þ

hold, then V_ is negative definite. By multiplying ðΥ ? ÞT and ðΥ ? Þ by pre- and post-side of the inequality (12), then it can be obtained as ðΥ ? ÞT ðΞ 1½hðtÞ  Ξ 2 ÞðΥ ? Þo0:

ð13Þ

Since the inequality (13) depends on h(t) affinely, if LMIs (3)–(4) hold, then the systems (1) are _ asymptotically stable for 0 r hðtÞ r hU and hðtÞr huD . This completes our proof. □ Rt Remark 1. In RTheorem 1, by calculating the time-derivative of thðtÞ ϖ T2 ðt; sÞQ2 ϖ 2 ðt; sÞ ds t unlike the term t  hðtÞ xT ðsÞGxðsÞ dsðG A Rnn 40Þ which has been extensively utilized in delay_ dependent stability criteria when 0r hðtÞr hM and hðtÞr huD , some new augmented terms such as # " #T " xðt  hðtÞÞ xðt  hðtÞÞ  ð1  huD Þ Q2 ð14Þ xðtÞ  xðt  hðtÞÞ xðtÞ xðt  hðtÞÞ and Z

t

2 thðtÞ

"

xðsÞ Rt _ ðuÞ du s x

"

#T Q2

# 0n1 ds x_ ðtÞ

ð15Þ

are incorporated into the stability condition as shown in Eq. (10). Eq. (15) can be represented as Z t " xðsÞ #T " 0 # n1 Rt Q2 2 ds _ x ðuÞ du _ x ðtÞ s thðtÞ Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

O.M. Kwon et al. / Journal of the Franklin Institute ] (]]]]) ]]]–]]]

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Z ¼2

T

t

xðsÞ ds t  hðtÞ

Z Q2;12 x_ ðt Þ þ 2 hðtÞxðtÞ 

T

t

xðsÞ ds

t  hðtÞ

Q2;22 x_ ðt Þ



T

T Z t Z t     1 1 ¼2 xðsÞ ds hðtÞQ2;12 x_ ðt Þ þ 2 xðt Þ  xðsÞ ds hðtÞQ2;22 x_ ðt Þ hðtÞ t  hðtÞ hðtÞ t  hðtÞ   ¼ ζT ðtÞ symf½e5 ; e1 e5 ðhðtÞQ2 Þ½06nn ; e4 g ζðtÞ:

ð16Þ

In section, it will be shown that the proposed Lyapunov–Krasovskii functional, R t the next T ϖ ðt; sÞQ 2 ϖ 2 ðt; sÞ ds, plays anRimportant role to reduce the conservatism by comparing the 2 thðtÞ t results with the method employing t  hðtÞ xT ðsÞGxðsÞ ds. In the second place, a new stability criterion for the systems (1) with (H2) will be derived in Theorem 2. The notations of several matrices in Theorem 2 are defined for simplicity: ei ¼ ½0nði  1Þn ; I n ; 0nð8  iÞn T

ði ¼ 1; 2; …; 8Þ;

 ζ^ ðt Þ ¼ col xðtÞ; xðt  hðtÞÞ; xðt  hM Þ; x_ ðtÞ; x_ ðt  hM Þ;  Z t Z thðtÞ 1 1 xðsÞ ds; xðsÞ ds; x_ ðt  hðt ÞÞ hðtÞ thðtÞ hM  hðtÞ thM Π^ 1;1 ¼ ½e1 ; e2 ; e3 ; e6 ; e7 ; Π^ 1;2 ¼ ½e1 ; e2 ; e3 ; e4 ; e5 ; e8  Π^ 2;1 ¼ ½e1 ; e4 ; 08nn ; Π^ 2;2 ¼ ½e2 ; e8 ; e1  e2 ; Π^ 2;3½hðtÞ ¼ ½hðtÞe6 ; e1  e3 ; hðtÞðe1  e6 Þ; Π^ 2;4 ¼ ½08n2n ; e4 ; Π^ 3;1 ¼ ½e3 ; e5 ; e1  e3 ; Π^ 3;2½hðtÞ ¼ ½ðhM  hðtÞÞe7 ; e2  e3 ; ðhM  hðtÞÞðe1  e7 Þ; Π^ 4;1 ¼ ½e1  e2 ; e1 þ e2  2e6 ; Π^ 4;2 ¼ ½e2  e3 ; e2 þ e3  2e7 ; 3 2 I nn ; 0n4n 7 6 0 ; I ; 0 nn nn n3n 7 6 7 6 7; 0 ; I ; 0 Γ^ ½hðtÞ ¼ 6 n2n nn n2n 7 6 6 0 ; hðtÞI ; 0 7 nn nn 5 4 n3n 0n4n ; ðhU  hðtÞÞI nn 3 2 0n3n ; I nn ; 0n2n 7 6 _ 0n5n ; ð1  hðtÞÞI nn 7 6 7 6 ^Λ _ ¼ 6 7; 0n4n ; I nn ; 0nn ½hðtÞ 7 6 7 6 I ;  ð1  hðtÞÞI _ nn nn ; 0n4n 5 4 _ 0nn ; ð1  hðtÞÞI nn ;  I nn ; 0n3n ^ T1;2 g þ e1 Q1 eT1  e3 Q1 eT3 þ e4 Q2 eT4  e5 Q2 eT5 Ξ^ 1½hðtÞ;hðtÞ ¼ symfΠ^ 1;1 Γ^ ½hðtÞ P Λ^ ½hðtÞ _ _ Π _ Π^ 2;2 Q3 Π^ þ symfΠ^ 2;3½hðtÞ Q3 Π^ g þΠ^ 2;1 Q3 Π^ 2;1  ð1 hðtÞÞ 2;2 2;4 T

T

T

_ Π^ 2;2 Q4 Π^  Π^ 3;1 Q4 Π^ þ symfΠ^ 3;2½hðtÞ Q4 Π^ g þ h2 e4 ReT ; þð1 hðtÞÞ M 4 2;2 3;1 2;4 T

T

T

Ξ^ 2 ¼ ½Π^ 4;1 ; Π^ 4;2 Ψ ½Π^ 4;1 ; Π^ 4;2 T ; Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

O.M. Kwon et al. / Journal of the Franklin Institute ] (]]]]) ]]]–]]]

Ξ^ ½hðtÞ;hðtÞ ¼ Ξ^ 1½hðtÞ;hðtÞ  Ξ^ 2 ; _ _ Υ^ ¼ AeT þ Ad eT  I n eT : 1

2

7

ð17Þ

4

Theorem 2. For given positive scalars hM and huD, the systems (1) are asymptotically stable for _ 0 r hðtÞ r hM and  huD r hðtÞr huD o1, if there exist positive definite matrices P A R5n5n , nn 3n3n Qi A R (i¼ 1,2), Qi A R (i¼ 3,4), R A Rnn and any matrix M A R2n2n satisfying the LMIs (5) and ? ? ðΥ^ ÞT Ξ^ ½0;  huD  Υ^ o0; ?

ð18Þ

?

ðΥ^ ÞT Ξ^ ½0;huD  Υ^ o0;

ð19Þ

? ? ðΥ^ ÞT Ξ^ ½hM ;  huD  Υ^ o0;

ð20Þ

? ? ðΥ^ ÞT Ξ^ ½hM ;huD  Υ^ o0;

ð21Þ

where all the notations of Eqs. (18)–(21) are defined in Eq. (17). Proof. Based on a newly Lyapunov–Krasovskii functional given by Z t Z t T T ^ V ¼ϖ ^ 1 ðtÞP ϖ ^ 1 ðtÞ þ x ðsÞQ1 xðsÞ ds þ x_ T ðsÞQ2 x_ ðsÞ ds Z þ

thM

Z

t

thM

thðtÞ

ϖ ^ T2 ðt; sÞQ3 ϖ ^ 2 ðt; sÞ ds þ ϖ ^ T2 ðt; sÞQ4 ϖ ^ 2 ðt; sÞ ds thðtÞ thM Z t Z t þhM ð22Þ x_ T ðuÞR_x ðuÞ du ds; thM s n o Rt R thðtÞ where ϖ ^ 1RðtÞ ¼ col xðtÞ; xðt  hðtÞÞ; xðt  hM Þ; thðtÞ xðsÞ ds; thM xðsÞ ds and ϖ ^ 2 ðt; sÞ ¼ colf t xðsÞ; x_ ðsÞ; s x_ ðuÞ dug, its time-derivative can be calculated as 3 2 2 3 xðtÞ x_ ðtÞ 7 6 6 7 xðt  hðtÞÞ _ x ðt  hðtÞÞ 7 6 6 ð1 hðtÞÞ_ 7 7 6 6 7 7 6 6 xðt  hM Þ 7 _ x ðt  h Þ P V^_ ¼ 26 M 7 R 7 6 t 7 6 6 1 7 hðt Þ hðtÞ x ð s Þ ds _ 7 6 thðtÞ xðtÞ ð1  hðtÞÞxðt  hðtÞÞ 5 4 5 4 R thðtÞ 1 _ ð1 hðtÞÞxðt  hðtÞÞ xðt  hM Þ ðhM  hðt ÞÞ h  hðtÞ th xðsÞ ds M

M

þx ðtÞQ1 xðtÞ x ðt  hM ÞQ1 xðt  hM Þ þ x_ T ðtÞQ2 x_ ðtÞ x_ T ðt  hM ÞQ2 x_ ðt  hM Þ 2 3 2 3 2 3 2 3 xðt  hðtÞÞ xðt  hðtÞÞ xðtÞ xðtÞ T 6 7 6 7 7 6 7 _ 6 þ4 x_ ðtÞ 5 Q3 4 x_ ðtÞ 5  ð1  hðtÞÞ 4 x_ ðt  hðtÞÞ 5Q3 4 x_ ðt  hðtÞÞ 5 T

T

xðtÞ xðt  hðtÞÞ 0n1 3 " # xðsÞ Z t 02n1 6 x_ ðsÞ 7 þ2 ds 4R 5 Q3 x_ ðtÞ t thðtÞ _ x ðuÞ du s 0n1

2

xðtÞ xðt  hðtÞÞ

Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

O.M. Kwon et al. / Journal of the Franklin Institute ] (]]]]) ]]]–]]]

8

2

xðt  hðtÞÞ x_ ðt  hðtÞÞ

_ 6 þð1  hðtÞÞ 4 2 6 4

2

3T

6 7 5 Q4 4

xðt  hðtÞÞ x_ ðt  hðtÞÞ

3 7 5

xðtÞ  xðt  hðtÞÞ xðtÞ  xðt  hðtÞÞ 3 2 3 xðt  hM Þ xðt  hM Þ 6 7 x_ ðt  hM Þ 7 5Q4 4 x_ ðt  hM Þ 5

xðtÞ xðt  hM Þ xðtÞ xðt  hM Þ 2 3 " # xðsÞ Z thðtÞ 02n1 6 x_ ðsÞ 7 þ2 ds 4R 5Q4 x_ ðtÞ t thM _ ðuÞ du s x Z t x_ T ðsÞR_x ðsÞ ds: þh2M x_ T ðtÞR_x ðtÞ hM

ð23Þ

thM

Then the V^_ has a new upper bound as T ^ V^_ r ζ^ ðtÞðΞ^ 1½hðtÞ  Ξ^ 2 ÞζðtÞ:

ð24Þ

From the above inequality, the deriving process of stability condition presented in Eqs. (18)–(21) is very similar to the proof of Theorem 1. Thus, it is omitted. □ Remark 2. In Theorem 2, the state x_ ðt  hðtÞÞ was utilized element of the augmenR t as an T ^ ϖ ^ ðt; sÞQ3 ϖ ^ 2 ðt; sÞ ds where ted vector ζðtÞ in Eq. (17). Thus, the term 2 thðtÞ   Rt ϖ ^ 2 ðt; sÞ ¼ col xðsÞ; x_ ðsÞ; s x_ ðuÞ du was utilized as one of the Lyapunov–Krasovskii R thðtÞ T functionals. Furthermore, the integral term thM ϖ ^ 2 ðt; sÞQ4 ϖ ^ 2 ðt; sÞ ds which has not been proposed yet was introduced in Theorem 2 and utilized in obtaining the stability criterion of _ Eq. (1) with the condition 0 r hðtÞr hM and  huD r hðtÞr huD o1. When huD is larger than one, the stability criterion of Theorem 2 is infeasible because the diagonal term concerning x_ ðt  hðtÞÞ cannot be negative definite in all the inequalities (18)–(21). In Theorem 2, the positiveness of V^ is guaranteed such as P40, Q1 40, Q2 40, Qi ði ¼ 3; 4Þ, and R40. Recently, an approach to relaxing the positive-definiteness restriction of the Lyapunov matrices has been proposed in [27,28]. Inspired by these works, a further improved stability condition of Theorem 2 will be introduced as Theorem 3. For the sake of simplicity of vector and matrix representation in Theorem 3, block entry matrices defined in Theorem 1 ei A R6nn will be used. Assume that Qi 40 ði ¼ 1; 2Þ, Qi 40 ði ¼ 3; 4Þ, and R40. Then, the defined Lyapunov– Krasovskii functional V^ in the proof of Theorem 2 has a lower bound as follows: Z t Z t T T ^ V Zϖ ^ 1 ðtÞP ϖ ^ 1 ðtÞ þ x ðsÞQ1 xðsÞ ds þ x_ T ðsÞQ2 x_ ðsÞ ds: ð25Þ thM

thM

Here, by utilizing Corollary 4 in [25] and Lemma 1, it can be obtained as Z t xT ðsÞQ1 xðsÞ ds thM

Z Z ð1=hM Þ

T

t

t  hM

xðsÞ ds

Z Q1



t

xðsÞ ds t  hM

Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

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9

Z t

T Z t Z s þ ð3=hÞ xðsÞ ds ð2=hM Þ xðuÞ du ds Q1 t  hM Z t

Z t Zt shM t  hM  xðsÞ ds  ð2=hM Þ xðuÞ du ds ;

ð26Þ

t  hM

Z

t

t  hM

t  hM

x_ T ðsÞQ2 x_ ðsÞ ds

thM

Z ð1=hM ÞðxðtÞ  xðt  hM ÞÞT Q2 ðxðtÞ  xðt  hM ÞÞ

T Z t þ ð3=hM Þ xðtÞ þ xðt  hM Þ  ð2=hM Þ xðsÞ ds Q2 t  hM

Z t  xðtÞ þ xðt  hM Þ ð2=hM Þ xðsÞ ds :

ð27Þ

t  hM

From the above two inequalities, V^ has a new lower bound V^ Z ηT ðtÞΦηðtÞ;

ð28Þ

where Z T T T ηðtÞ ¼ x ðtÞ; x ðt  hðtÞÞ; x ðt  hM Þ; Z

t

Z

s

t  hM

t  hðtÞ

T x ðuÞ du ds T

t  hM

t

Z x ðsÞ ds;

t  hðtÞ

T

xT ðsÞ ds;

t  hM

;

ð29Þ

and Φ ¼ ½e1 ; e2 ; e3 ; e4 ; e5 P ½e1 ; e2 ; e3 ; e4 ; e5  þ ð1=hM Þðe4 þ e5 ÞM 1 ðe4 þ e5 ÞT þð3=hM Þðe4 þ e5  ð2=hM Þe6 ÞM 1 ðe4 þ e5  ð2=hM Þe6 ÞT þ ð1=hM Þðe1  e3 ÞM 2 ðe1  e3 ÞT þð3=hM Þðe1 þ e3  ð2=hM Þðe4 þ e5 ÞÞM 2 ðe1 þ e3  ð2=hM Þðe4 þ e5 ÞÞT :

ð30Þ

Therefore, if Φ40 with the condition Qi 40 ði ¼ 1; 2Þ, Qi 40 ði ¼ 3; 4Þ, and R40, the positiveness of V^ in the proof of Theorem 2 can be guaranteed. Therefore, by deleting the positiveness condition of the matrix P and considering Φ40 in Theorem 2, we have the following theorem. Theorem 3. For given positive scalars hM and huD, the systems (1) are asymptotically stable for _ 0 r hðtÞ r hM and  huD r hðtÞr huD o1, if there exist positive definite matrices Qi A Rnn 3n3n (i¼ 1,2), Qi A R (i¼ 3,4), R A Rnn and any matrix M A R2n2n satisfying the LMIs (5), (18)–(21) and Φ40. 4. Numerical examples In this section, three numerical examples are introduced to show the improvements of the proposed theorems. In examples, MATLAB, YALMIP [29] and SeDuMi 1.3 [30] are used to solve LMI problems. Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

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Example 1. Consider the system (1) where 2 0 1 0 : A¼ ; Ad ¼ 0  0:9 1 1

ð31Þ

During the last two decades, this example has been numerously utilized in checking the conservatism _ r hu , the obtained of delay-dependent stability criteria. In Table 1, when 0 r hðtÞr hM and hðtÞ D maximum delay bounds by applying Theorem 1 to the above system are listed and compared with the other literature [18,20,24]. From Table 1, it is clear that all the results of Theorem 1 are larger than the other literature, which means that the proposed Theorem 1 reduces the conservatism of stability criterion. To explain Rthe contribution of Theorem 1, let us refer Corollary R1 when Lyapunov– t t Krasovskii functional thðtÞ ϖ T2 ðt; sÞQ2 ϖ 2 ðt; sÞ ds in Theorem 1 is replaced by t  hðtÞ xT ðsÞGxðsÞ ds where G A Rnn 40. One can confirm that the results of Corollary 1 are still larger than the other literature listed in Table 1 and smaller than those of Theorem 1. This means that the proposed Rt Lyapunov–Krasovskii functional thðtÞ ϖ T2 ðt; sÞQ2 ϖ 2 ðt; sÞ ds plays an important role to enhance the _ feasible region of stability criterion. When 0 r hðtÞ r hM and  huD r hðtÞr huD , the obtained results by applying Theorem 2 are listed and compared with the results published in recent literature [13,16,17,21,25]. From Table 1, it should be noted that all the results listed in Table 1 are more conservative than those of Theorem 2. This implies that the proposed Theorem 2 effectively reduces _ is considered unlike Theorem 1. the conservatism of stability criteria when lower bound of hðtÞ While the number of decision variables of Theorem 7 in [25] is 10n2 þ 3n, the number of decision variables of Theorem 1 is 9n2 þ 3n. It should be noted that the obtained results of Theorem 1 is equal to or slightly larger than those of Theorem 7 in [25] when huD is less than 0.5 in spite of not _ and utilizing fewer number of decision variable. considering lower bound of hðtÞ Example 2. Consider the system (1) with the parameters: 0 0 0 1 A¼ ; Ad ¼ : 0 1 1 1

ð32Þ

Table 2 shows the comparison of maximum delay bounds obtained by the method in other _ literature [11,18,23] and Theorem 1 when 0r hðtÞr hM and hðtÞr huD for different values of huD. Table 1 _ (Example 1). Upper bounds of time-varying delays with different conditions of hðtÞ huD

0

0.1

0.2

0.5

0.8

1

Condition

[24] [20] [18] Theorem 1 Corollary 1

4.472 4.472 4.97 6.0593 5.2305

3.605 3.611 3.86 4.7046 4.1324

3.039 3.047 3.20 3.8347 3.4383

2.043 2.072 2.33 2.4203 2.3845

1.492 1.590 1.93 2.1130 2.1130

1.345 1.529 1.86 2.1130 2.1130

_ rhu hðtÞ D _ rhu hðtÞ D _ rhu hðtÞ D _ rhu hðtÞ D _ rhu hðtÞ

1.499 – 1.529 1.991 2.128 –

_ r hu  huD r hðtÞ D u _ r hu  hD r hðtÞ D _ r hu  huD r hðtÞ D _ r hu  huD r hðtÞ D _ r hu  huD r hðtÞ D _ r hu  huD r hðtÞ D

[13] [21] [16] [17] [25] Theorem 2

4.472 5.3005 4.664 5.120 6.059 6.0593

3.622 3.7304 3.768 4.801 4.703 4.8117

3.087 3.2336 3.257 3.448 3.834 4.1013

2.529 2.5021 2.529 2.528 2.420 3.0615

1.725 2.1728 2.209 2.152 2.137 2.6125

D

Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

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11

From the results in Table 2, one can see that all the results obtained by Theorem 1 are larger than those of other literature listed in Table 2, which shows that Theorem 1 reduces the conservatism of stability criteria. Example 3. Consider the system (1) where 0 1 0 0 A¼ ; Ad ¼ : 1 2 1 1

ð33Þ

_ huD , the comparison of our results obtained by Theorem 2 When 0 r hðtÞ r hM and  huD r hðtÞr with the results in [13,16,17,25] is conducted in Table 3 which shows the less conservatism of Theorem 2 clearly. Furthermore, the results of Theorem 3 show the proposed condition of Theorem 3 which gives slightly larger delay bounds comparing with those of Theorem 2. 5. Conclusions In this paper, the three delay-dependent stability criteria for systems with time-varying delays have been proposed by the use of Lyapunov method and LMI framework. In Theorem 1, by constructing the augmented Lyapunov–Krasovskii functional and utilizing Wirtinger-based inequality, the sufficient condition for asymptotic stability of the system with time-varying delays was derived. Based on the result of Theorem 1, the delay-dependent stability criterion for _ was proposed in Theorem 2 by introducing the systems having the different constraints in hðtÞ newly augmented Lyapunov–Krasovskii functional. With the property of the positiveness of Lyapunov–Krasovskii functional, the further improved stability condition is presented in Theorem 3. Via three numerical examples dealt with in previous works, the improvements of the proposed stability criteria have been successfully verified. Table 2 _ rhu (Example 2). Upper bounds of time-varying delays with conditions of hðtÞ D huD

0

0.05

0.1

0.5

3

[23] [11] [18] Theorem 1

1.82 1.99 2.52 3.0340

1.76 1.81 2.17 2.5502

1.71 1.75 2.02 2.3670

1.38 1.61 1.62 1.6962

– 1.60 1.60 1.6480

Table 3 u _ Upper bounds of time-varying delays with conditions of jhðtÞjrh D (Example 3). huD

0.1

0.2

0.5

0.8

[13] [16] [17] (Theorem 3.1) [17] (Theorem 3.3) [25] Theorem 2 Theorem 3

5.537 5.901 5.823 6.320 6.5906 7.1250 7.1250

3.367 3.839 3.824 3.949 3.6728 4.4131 4.4133

1.183 2.023 2.0083 1.995 1.4118 2.2420 2.2430

0.947 1.404 1.356 1.332 1.2759 1.6599 1.6626

Please cite this article as: O.M. Kwon, et al., Improved results on stability of linear systems with time-varying delays via Wirtinger-based integral inequality, Journal of the Franklin Institute. (2014), http://dx.doi.org/10.1016/j. jfranklin.2014.09.021

12

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Acknowledgements The authors would like to thank the editor and anonymous reviewers for their valuable comments and suggestions. This research was supported by the Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology (2008-0062611), and by a grant of the Korea Healthcare Technology R & D Project, Ministry of Health & Welfare, Republic of Korea (A100054)

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