Affine Parameter-Dependent Lyapunov Functions for LPV Systems With Affine Dependence

This paper deals with the certification problem for robust quadratic stability, robust state convergence, and robust quadratic performance of linear systems that exhibit bounded rates of variation in their parameters. We consider both continuous-time (CT) and discrete-time (DT) parameter-varying systems. In this paper, we provide a uniform method for this certification problem in both cases and we show that, contrary to what was claimed previously, the DT case requires a significantly different treatment compared to the existing CT results. In the established uniform approach, quadratic Lyapunov functions, which are affine in the parameter, are used to certify robust stability, robust convergence rates, and robust performance in terms of linear matrix inequality feasibility tests. To exemplify the procedure, we solve the certification problem for $\mathscr {L}_2$ -gain performance both in the CT and the DT cases. A numerical example is given to show that the proposed approach is less conservative than a method with slack variables.

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