Phase Limitations of Zames–Falb Multipliers

Phase limitations of both continuous-time and discrete-time Zames–Falb multipliers and their relation with the Kalman conjecture are analyzed. A phase limitation for continuous-time multipliers given by Megretski is generalized and its applicability is clarified; its relation to the Kalman conjecture is illustrated with a classical example from the literature. It is demonstrated that there exist fourth-order plants where the existence of a suitable Zames– Falb multiplier can be discarded and for which simulations show unstable behavior. A novel phase limitation for discrete-time Zames–Falb multipliers is developed. Its application is demonstrated with a second-order counterexample to the Kalman conjecture. Finally, the discrete-time limitation is used to show that there can be no direct counterpart of the off-axis circle criterion in the discrete-time domain.

[1]  Carsten W. Scherer,et al.  Full‐block multipliers for repeated, slope‐restricted scalar nonlinearities , 2017 .

[2]  Nikolay V. Kuznetsov,et al.  Hidden attractors in Dynamical Systems. From Hidden oscillations in Hilbert-Kolmogorov, Aizerman, and Kalman Problems to Hidden Chaotic Attractor in Chua Circuits , 2013, Int. J. Bifurc. Chaos.

[3]  J. Wen,et al.  Robustness analysis of LTI systems with structured incrementally sector bounded nonlinearities , 1995, Proceedings of 1995 American Control Conference - ACC'95.

[4]  Michael G. Safonov,et al.  All stability multipliers for repeated MIMO nonlinearities , 2005, Syst. Control. Lett..

[5]  A. Megretski Combining L1 and L2 methods in the robust stability and performance analysis of nonlinear systems , 1995, Proceedings of 1995 34th IEEE Conference on Decision and Control.

[6]  Michael Safonov,et al.  Computer-aided stability analysis renders Papov criterion obsolete , 1987, 26th IEEE Conference on Decision and Control.

[7]  U. Jonsson,et al.  Stability analysis of systems with nonlinearities , 1996, Proceedings of 35th IEEE Conference on Decision and Control.

[8]  Joaquín Carrasco,et al.  Stability analysis of asymmetric saturation via generalised Zames-Falb multipliers , 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

[9]  P. Olver Nonlinear Systems , 2013 .

[10]  N. Barabanov,et al.  On the Kalman problem , 1988 .

[11]  Guang Li,et al.  Comments on "On the Existence of Stable, Causal Multipliers for Systems With Slope-Restricted Nonlinearities" , 2012, IEEE Trans. Autom. Control..

[12]  Joaquín Carrasco,et al.  Phase limitations of discrete-time Zames-Falb multipliers , 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

[13]  K. Narendra,et al.  An off-axis circle criterion for stability of feedback systems with a monotonic nonlinearity , 1968 .

[14]  Andrew Plummer,et al.  Stability and robustness for discrete-time systems with control signal saturation , 2000 .

[15]  U.T. Jonsson,et al.  A MATLAB toolbox for robustness analysis , 2004, 2004 IEEE International Conference on Robotics and Automation (IEEE Cat. No.04CH37508).

[16]  Matthew C. Turner,et al.  On the Existence of Stable, Causal Multipliers for Systems With Slope-Restricted Nonlinearities , 2009, IEEE Transactions on Automatic Control.

[17]  Carsten W. Scherer,et al.  Robust stability and performance analysis based on integral quadratic constraints , 2016, Eur. J. Control.

[18]  H. Piaggio Mathematical Analysis , 1955, Nature.

[19]  R. Fitts,et al.  Two counterexamples to Aizerman's conjecture , 1966 .

[20]  Michael G. Safonov,et al.  Computation of Zames-Falb multipliers revisited , 2010, 49th IEEE Conference on Decision and Control (CDC).

[21]  Benjamin Recht,et al.  Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints , 2014, SIAM J. Optim..

[22]  A. Rantzer,et al.  System analysis via integral quadratic constraints , 1997, IEEE Trans. Autom. Control..

[23]  Manuel de la Sen,et al.  Second-order counterexamples to the discrete-time Kalman conjecture , 2015, Autom..

[24]  Alexander Lanzon,et al.  LMI searches for anticausal and noncausal rational Zames-Falb multipliers , 2014, Syst. Control. Lett..

[25]  Ulf Jönsson,et al.  Robustness Analysis of Uncertain and Nonlinear Systems , 1996 .

[26]  Ya. Z. Tsypkin,et al.  A Criterion for Absolute Stability of Automatic Pulse Systems with Monotonic Characteristics of the Nonlinear Element , 1964 .

[27]  Joaquín Carrasco,et al.  LMI searches for discrete-time Zames-Falb multipliers , 2013, 52nd IEEE Conference on Decision and Control.

[28]  C. A. Desoer,et al.  Nonlinear Systems Analysis , 1978 .

[29]  Murti V. Salapaka,et al.  A generalized Zames-Falb multiplier , 2011, Proceedings of the 2011 American Control Conference.

[30]  Guang Li,et al.  LMI-Based Stability Criteria for Discrete-Time Lur'e Systems With Monotonic, Sector- and Slope-Restricted Nonlinearities , 2013, IEEE Transactions on Automatic Control.

[31]  J. Bechhoefer Kramers–Kronig, Bode, and the meaning of zero , 2011, 1107.0071.

[32]  R. O'Shea,et al.  A frequency-time domain stability criterion for sampled-data systems , 1967, IEEE Transactions on Automatic Control.

[33]  E. I. Jury,et al.  On the absolute stability of nonlinear sample-data systems , 1964 .

[34]  Alexander Lanzon,et al.  On multipliers for bounded and monotone nonlinearities , 2013, 2013 European Control Conference (ECC).

[35]  Alexandre Megretski,et al.  New results for analysis of systems with repeated nonlinearities , 2001, Autom..

[36]  Joaquín Carrasco,et al.  A Less Conservative LMI Condition for Stability of Discrete-Time Systems With Slope-Restricted Nonlinearities , 2015, IEEE Transactions on Automatic Control.

[37]  Zongli Lin,et al.  On the estimation of the domain of attraction for linear systems with asymmetric actuator saturation via asymmetric Lyapunov functions , 2016, 2016 American Control Conference (ACC).

[38]  Matthew C. Turner,et al.  L gain bounds for systems with sector bounded and slope-restricted nonlinearities , 2012 .

[39]  P. Falb,et al.  Stability Conditions for Systems with Monotone and Slope-Restricted Nonlinearities , 1968 .

[40]  M. Safonov,et al.  Zames-Falb multipliers for MIMO nonlinearities , 2000, Proceedings of the 2000 American Control Conference. ACC (IEEE Cat. No.00CH36334).

[41]  E. I. Jury,et al.  On the stability of a certain class of nonlinear sampled-data systems , 1964 .

[42]  R. Saeks,et al.  The analysis of feedback systems , 1972 .

[43]  Matthew C. Turner,et al.  On the existence of multipliers for MIMO systems with repeated slope-restricted nonlinearities , 2009, 2009 ICCAS-SICE.

[44]  D. Altshuller Frequency Domain Criteria for Absolute Stability: A Delay-integral-quadratic Constraints Approach , 2012 .

[45]  Matthew C. Turner,et al.  Zames-Falb multipliers for absolute stability: From O'Shea's contribution to convex searches , 2015, 2015 European Control Conference (ECC).

[46]  Adrian Wills,et al.  Zames-Falb Multipliers for Quadratic Programming , 2007, IEEE Transactions on Automatic Control.

[47]  J. Willems,et al.  Some new rearrangement inequalities having application in stability analysis , 1968 .

[48]  Peter J Seiler,et al.  Robustness analysis of uncertain discrete‐time systems with dissipation inequalities and integral quadratic constraints , 2017 .

[49]  Alexander Lanzon,et al.  Equivalence between classes of multipliers for slope-restricted nonlinearities , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[50]  C. Harris,et al.  The stability of input-output dynamical systems , 1983 .

[51]  Yoshifumi Okuyama,et al.  Robust stability analysis for nonlinear sampled-data control systems in a frequency domain , 1999, ECC.

[52]  A. Rantzer Friction analysis based on integral quadratic constraints , 2001 .

[53]  Joaquín Carrasco,et al.  A complete and convex search for discrete-time noncausal FIR Zames-Falb multipliers , 2014, 53rd IEEE Conference on Decision and Control.

[54]  R. O'Shea An improved frequency time domain stability criterion for autonomous continuous systems , 1966, IEEE Transactions on Automatic Control.