A Unified Framework for Deterministic and Probabilistic \mathscr {D}-Stability Analysis of Uncertain Polynomial Matrices

DOI10.1109/TAC.2017.2699281zbMATH Open1390.93623arXiv1604.02031OpenAlexW3098357063MaRDI QIDQ4566909FDOQ4566909

Publication date: 27 June 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: Many problems in systems and control theory can be formulated in terms of robust D-stability analysis, which aims at verifying if all the eigenvalues of an uncertain matrix lie in a given region D of the complex plane. Robust D-stability analysis is an NP-hard problem and many polynomial-time algorithms providing either sufficient or necessary conditions for an uncertain matrix to be robustly D-stable have been developed in the past decades. Despite the vast literature on the subject, most of the contributions consider specific families of uncertain matrices, mainly with interval or polytopic uncertainty. In this work, we present a novel approach providing sufficient conditions to verify if a family of matrices, whose entries depend polynomially on some uncertain parameters, is robustly D-stable. The only assumption on the stability region D is that its complement is a semialgebraic set described by polynomial constraints, which comprises the main important cases in stability analysis. Furthermore, the D-stability analysis problem is formulated in a probabilistic framework. In this context, the uncertain parameters characterizing the considered family of matrices are described by a set of non a priori specified probability measures. Only the support and some of the moments (e.g., expected values) are assumed to be known and, among all possible probability measures, we seek the one which provides the minimum probability of D-stability. The robust and the probabilistic D-stability analysis problems are formulated in a unified framework, and relaxations based on the theory of moments are used to solve the D-stability analysis problem through convex optimization. Application to robustness and probabilistic analysis of dynamical systems is discussed.

Full work available at URL: https://arxiv.org/abs/1604.02031

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Semidefinite programming (90C22) Robust stability (93D09)

Cited In (3)

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