Automatica 50 (2014) 1691–1697
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Automatica
journal homepage: www.elsevier.com/locate/automatica
Brief paper
Estimating stable delay intervals with a discretized
Lyapunov–Krasovskii functional formulation
✩
Yongmin Li
a
, Keqin Gu
b,1
, Jianping Zhou
c
, Shengyuan Xu
d
a
School of Science, Huzhou Teachers College, Huzhou 313000, Zhejiang, China
b
Department of Mechanical & Industrial Engineering, Southern Illinois University Edwardsville, Edwardsville, IL 62026-1805, USA
c
School of Computer Science, Anhui University of Technology, Ma’anshan, Anhui 243002, China
d
School of Automation, Nanjing University of Science and Technology, Nanjing, Jiangsu 210094, China
a r t i c l e i n f o
Article history:
Received 2 June 2013
Received in revised form
22 November 2013
Accepted 18 March 2014
Available online 9 May 2014
Keywords:
Systems with time delays
Analysis of systems with uncertainties
Discretized Lyapunov–Krasovskii functional
a b s t r a c t
In general, a system with time delay may have multiple stable delay intervals. Especially, a stable delay
interval does not always contain zero. Asymptotically accurate stability conditions such as discretized
Lyapunov–Krasovskii functional (DLF) method and sum-of-square (SOS) method are especially effective
for such systems. In this article, a DLF-based method is proposed to estimate the maximal stable delay
interval accurately without using bisection when one point in this interval is given. The method is for-
mulated as a generalized eigenvalue problem (GEVP) of linear matrix inequalities (LMIs), and an accurate
estimate may be reached by iteration either in a finite number of steps or asymptotically. The coupled
differential–difference equation formulation is used to illustrate the method. However, the idea can be
easily adapted to the traditional differential–difference equation setting.
© 2014 Elsevier Ltd. All rights reserved.
1. Introduction
Due to their wide applications in various disciplines of science
and engineering, time-delay systems have been an important topic
in control systems for at least seven decades, and they have re-
ceived renewed interest in recent years. As demonstrated in Boese
(1989) and Cooke and Grossman (1982), as the delay increases
from zero, a system may switch from stable to unstable and back to
stable many times. An accurate estimate of stable delay intervals
is obviously of interest in practice. Asymptotically accurate Lya-
punov–Krasovskii functional-based methods of stability analysis,
such as discretized Lyapunov–Krasovskii functional (DLF) method
(Gu, 2001), sum-of-square method (Peet, Papachristodoulou, &
Lall, 2009), and delay-partitioning method (Gouaisbaut & Peau-
celle, 2006), are especially effective for such a purpose.
It should be noted that the original form of these asymptotically
accurate methods is designed to check the stability of the system
✩
The material in this paper was presented at the 10th IEEE International
Conference on Control & Automation, June 12–14, 2013, Hangzhou, China. This
paper was recommended for publication in revised form by Associate Editor Emilia
Fridman under the direction of Editor Ian R. Petersen.
E-mail addresses: ymlwww@163.com (Y. Li), kgu@siue.edu (K. Gu),
jpzhou2010@yahoo.com (J. Zhou), syxu@njust.edu.cn (S. Xu).
1
Tel.: +1 618 650 2803; fax: +1 618 650 2555.
with a given delay. Take the DLF method as an example: as cor-
rectly pointed out in Feng, Lam, and Gao (2011), if the DLF method
concludes that a system is asymptotically stable when the delay r
is equal to some given value r
∗
, the system is not necessarily sta-
ble for all r ∈ [0, r
∗
] in general. More generally, if the DLF method
concludes that the system is asymptotically stable when r = r
1
and
r = r
2
, it does not follow automatically that the system is stable for
all r ∈ [r
1
, r
2
]. Therefore, a bisection process applied to an asymp-
totically accurate stability condition has the potential of leading to
a wrong conclusion about stable delay intervals.
In this article, it is shown how the DLF method can be refor-
mulated in a form that is suitable to find the maximal stable delay
intervals without bisection. The formulation is in the form of a
generalized eigenvalue problem (GEVP) in linear matrix inequal-
ity (LMI), and the coupled differential–difference equation (CDDE)
formulation is used to illustrate the method. The idea can be eas-
ily adapted to other settings, such as the traditional differential–
difference equation formulation studied in Gu (2001). While a
single step in positive and negative directions can generate a rather
large stable delay interval, iteration is needed in order to obtain ac-
curate stability limits.
The remaining part of this article is organized as follows: Sec-
tion 2 introduces coupled differential–difference equations. Sec-
tion 3 reviews the stability condition (in the form of LMIs) using
the DLF method given in Gu and Liu (2009). Section 4 re-writes the
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