IEEE Transactions on Automatic Control, Vol.41, No.3, 436-442, 1996
Affine Parameter-Dependent Lyapunov Functions and Real Parametric Uncertainty
This paper presents new tests to analyze the robust stability and/or performance of linear systems with uncertain real parameters. These tests are extensions of the notions of quadratic stability and performance where the fixed quadratic Lyapunov function is replaced by a Lyapunov function with affine dependence on the uncertain parameters. Admittedly with some conservatism, the construction of such parameter-dependent Lyapunov functions can be reduced to a linear matrix inequality (LMI) problem and hence is numerically tractable. These LMI-based tests are applicable to constant or time-varying uncertain parameters and are less conservative than quadratic stability in the case of slow parametric variations. They also avoid the frequency sweep needed in the real-mu analysis, and numerical experiments indicate that they often compare favorably with mu analysis for time-invariant parameter uncertainty.