Robustness of trajectories with finite time extent

The problem of estimating perturbation bounds of finite trajectories is considered. The trajectory is assumed to be generated by a linear system with uncertainty characterized in terms of integral quadratic constraints. It is shown that such perturbation bounds can be obtained as the solution to a nonconvex quadratic optimization problem, which can be addressed using Lagrange relaxation. The result can be used in robustness analysis of hybrid systems and switched dynamical systems.

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