Lyapunov-based stability of delayed linear differential algebraic systems
The authors study the stability of linear and time-invariant delay-differential algebraic systems of index one governed by the equations \[ E \dot{x}(t) = A x(t) + B x(t-\tau), \;\;\; t>0. \] They provide sufficient conditions under which asymptotic stability holds as well as values of amplitude \(A\) and convergence rate \(\alpha > 0\) such that \(\|x(t)\| \leq A e^{-\alpha t}\). The approach leverages the Weierstraß canonical form of the system; the associated change of variable \(x \to y = (y_1, y_2)\) provides \[ \begin{array}{rlc} \dot{y}_1(t) &=& J y_1(t) + C_{1} y(t-\tau), \\ 0 &=& y_2(t) + C_{2} y(t-\tau). \end{array} \] In this setting, the study of a Lyapunov-Krasovskii functional with structure \[ V = y_1(t)^T P y_1(t) + \int_{-\tau}^0 \frac{\|y(t+\theta)\|^2}{\tau - \theta} d \theta, \;\;\; P = P^T > 0 \] leads to an exponential convergence for \(y_1(t)\) provided that some linear matrix inequality is met. An additional matrix-norm sufficient condition involving \(A\) and \(B\) yields exponential convergence (with the same convergence rate) for the \(y_2(t)\) component and thus for \(x(t)\).
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