Stability and Robust Stability of Linear Time-Invariant Delay Differential-Algebraic Equations

Necessary and sufficient conditions for exponential stability of linear time-invariant delay differential-algebraic equations are presented. The robustness of this property is studied when the equation is subjected to structured perturbations and a computable formula for the structured stability radius is derived. The results are illustrated by several examples.

[1]  Guangdi Hu,et al.  Real stability radii of linear time-invariant time-delay systems , 2003, Syst. Control. Lett..

[2]  Nguyen Khoa Son,et al.  Stability radius of linear delay systems , 1999, Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251).

[3]  Qing-Chang Zhong,et al.  Robust Control of Time-delay Systems , 2006 .

[4]  E. Griepentrog,et al.  Differential-algebraic equations and their numerical treatment , 1986 .

[5]  Stephen L. Campbell Nonregular 2D descriptor delay systems , 1995 .

[6]  F. R. Gantmakher The Theory of Matrices , 1984 .

[7]  Jiang Wei,et al.  Eigenvalue and stability of singular differential delay systems , 2004 .

[8]  Volker Mehrmann,et al.  Analysis of Linear Variable Coefficient Delay Differential-Algebraic Equations , 2014 .

[9]  Stephen L. Campbell,et al.  Stability criteria for differential-algebraic equations with multiple delays and their numerical solutions , 2009, Appl. Math. Comput..

[10]  P. Rentrop,et al.  Differential-Algebraic Equations , 2006 .

[11]  Linda R. Petzold,et al.  Numerical solution of initial-value problems in differential-algebraic equations , 1996, Classics in applied mathematics.

[12]  L. Mirsky,et al.  The Theory of Matrices , 1961, The Mathematical Gazette.

[13]  Volker Mehrmann,et al.  Where is the nearest non-regular pencil? , 1998 .

[14]  C. Baker,et al.  Differential algebraic equations with after-effect , 2002 .

[15]  L. Shampine,et al.  Delay-differential-algebraic equations in control theory , 2006 .

[16]  S. Lang Complex Analysis , 1977 .

[17]  D. Hinrichsen,et al.  Stability radii of linear systems , 1986 .

[18]  J. Willems,et al.  On Differential Algebraic Systems , 1995 .

[19]  A. Bellen,et al.  Numerical methods for delay differential equations , 2003 .

[20]  Nancy Nichols,et al.  On the stability radius of a generalized state-space system , 1993 .

[21]  Linda R. Petzold,et al.  Asymptotic stability of Hessenberg delay differential-algebraic equations of retarded or neutral type , 1998 .

[22]  Wim Michiels,et al.  Spectrum-based stability analysis and stabilisation of systems described by delay differential algebraic equations , 2011 .

[23]  W. R. Howard,et al.  Mathematical Systems Theory I: Modelling, State Space Analysis, Stability and Robustness , 2005 .

[24]  Tatjana Stykel,et al.  On criteria for asymptotic stability of differential-algebraic equations , 2002 .

[25]  E. Hairer,et al.  Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems , 2010 .

[26]  T. Stykel Analysis and Numerical Solution of Generalized Lyapunov Equations , 2002 .

[27]  S. Campbell Singular systems of differential equations II , 1980 .

[28]  Uri M. Ascher,et al.  The numerical solution of delay-differential-algebraic equations of retarded and neutral type , 1995 .

[29]  Volker Mehrmann,et al.  Lyapunov, Bohl and Sacker-Sell Spectral Intervals for Differential-Algebraic Equations , 2009 .

[30]  Linda R. Petzold,et al.  Asymptotic stability of linear delay differential-algebraic equations and numerical methods , 1997 .

[31]  Do Duc Thuan,et al.  Stability radius of implicit dynamic equations with constant coefficients on time scales , 2011, Syst. Control. Lett..

[32]  Peter C. Müller On the stability of linear descriptor systems by applying modified Lyapunov equations , 2003 .

[33]  Diederich Hinrichsen,et al.  Mathematical Systems Theory I , 2006, IEEE Transactions on Automatic Control.

[34]  Dirk Roose,et al.  Periodic Solutions of Differential Algebraic Equations with Time Delays: Computation and Stability Analysis , 2006, Int. J. Bifurc. Chaos.

[35]  Hongjiong Tian,et al.  Asymptotic Stability of Linear Neutral Delay Differential-Algebraic Equations and Linear Multistep Methods , 2011, SIAM J. Numer. Anal..

[36]  René Lamour,et al.  Differential-Algebraic Equations: A Projector Based Analysis , 2013 .

[37]  D. Hinrichsen,et al.  Stability radius for structured perturbations and the algebraic Riccati equation , 1986 .

[38]  Volker Mehrmann,et al.  Stability properties of differential-algebraic equations and Spin-stabilized discretizations. , 2007 .

[39]  Volker Mehrmann,et al.  ANALYSIS AND REFORMULATION OF LINEAR DELAY DIFFERENTIAL-ALGEBRAIC EQUATIONS ‡ , 2012 .

[40]  E. Fridman Stability of linear descriptor systems with delay: a Lyapunov-based approach , 2002 .

[41]  Shengyuan Xu,et al.  Robust stability and stabilization for singular systems with state delay and parameter uncertainty , 2002, IEEE Trans. Autom. Control..

[42]  Ricardo Riaza,et al.  Differential-Algebraic Systems: Analytical Aspects and Circuit Applications , 2008 .

[43]  J. Hale Theory of Functional Differential Equations , 1977 .

[44]  Ernst Hairer,et al.  Computing breaking points in implicit delay differential equations , 2008, Adv. Comput. Math..

[45]  Vu Hoang Linh,et al.  Robust Stability of Differential-Algebraic Equations , 2013 .

[46]  Volker Mehrmann,et al.  Differential-Algebraic Equations: Analysis and Numerical Solution , 2006 .