Chapter 7

Stability and Robust Stability of a Large-Scale NCS

Abstract

Stability and robust stability are essential for a system to work properly. In this chapter, we investigate verifications of these two important properties of a large-scale system. We mainly focus on computational complexity of a verification criterion. As in the previous chapters, the large-scale system under investigation is permitted to have subsystems with completely different dynamics and fixed but arbitrary subsystem connections. We derive some necessary and sufficient conditions that explicitly depend on the subsystem connection matrix. In addition, we also obtain conditions that essentially depend separately on parameter matrices of each individual subsystem and its out-degrees.

Keywords

large-scale system; linear matrix inequality; networked system; robust stability; stability

7.1 Introduction

To guarantee a satisfactory work of a system, it is necessary that its behavior can automatically return to its original trajectory after being perturbed by some external disturbances and/or when the system is not been originally set to the desirable states at the initial time instant. A system with this property is usually called stable. In other words, stability must be first guaranteed for a system to accomplish its expected tasks properly. In addition, as modeling errors are generally unavoidable, stability of a system must be kept even if some of its model parameters deviate from their nominal values and/or even if some other dynamics enter into the system behavior that are not included in its model. Due to the importance of these properties, verification of the stability and robust stability attracted extensive attentions for a long time in various fields, especially in the fields of systems and control [1]. Well-known results include Lyapunov stability theory, the Routh–Horwitz criterion for continuous-time systems, the Jury criterion for discrete-time systems, and so on. Although numerous milestone conclusions have been established, various important issues still require further investigations.

Especially, when a large-scale networked system is concerned, development of less conservative, more computationally efficient criteria is still theoretically challenging. Stimulated by the development of network and communication technologies and so on, renewed interests in this problem have extensively raised recently [24].

In [2], by means of introducing a spatial ZImage-transformation, some sufficient conditions have been derived, which are computationally attractive for the verification of the stability of spatially distributed systems. On the other hand, in [5], situations are clarified under which these conditions become also necessary for a spatially distributed system to be stable. Through adopting some parameter-dependent Lyapunov functions, in [6], a less conservative sufficient condition for this stability verification was derived. In addition, [7] reveals some important relations between the stability of a large-scale networked system and the structured singular value of a matrix. To apply these results, however, it is required that every subsystem has the same dynamics and that all subsystems are connected regularly and along some particular spatial directions. On the other hand, when a large-scale system has a so-called sequentially semiseparable structure, an iterative method is successfully developed in [8] for its stability verifications.

The concept of diagonal stability has also been utilized in the stability verification of a large-scale system. Particularly, stability of a networked system is investigated in [3] for systems consisting of only passive subsystems and having special structures. Influence of time delays on the stability of a large-scale system has been studied in [9] using a description of the so-called integral quadratic constraints. On the basis of the same descriptions for modeling errors, a sufficient condition is derived in [10] for the verification of the robust stability of the large-scale networked system described by Eqs. (6.1) and (6.2) with both its subsystem parameters and its subsystem connection matrix being time invariant. When modeling errors affect system input–output behaviors in a linear fractional way, some results are established in [11] on influence of subsystem interactions on the stability and robust stability of a networked system. Necessary and sufficient conditions are expressed there explicitly using the subsystem connection matrix of a networked system, and influence of the out-degree of a subsystem on the stability and robust stability of a networked system have also been clarified.

In this chapter, we summarize the results developed in [10,11] for the stability and robust stability of a large-scale NCS. Some necessary and sufficient conditions are given that explicitly take system structures into account, as well as some necessary or sufficient conditions that depend separately only on parameters of each subsystem and the subsystem connection matrix. Although the latter conditions are not necessary and sufficient, they can be verified independently for each individual subsystem and are therefore attractive for a large-scale NCS from the viewpoint of both numerical stability and computational costs. In addition, when the robust stability of an NCS is under investigation, both parametric modeling errors and unmodeled dynamics are permitted.

7.2 A Networked System With Discrete-Time Subsystems

In this section, we attack stability and robust stability of a networked system under the condition that each of its subsystem is described by a discrete-time model. Parallel results can be developed for a system with its subsystem dynamics described by a continuous-time model, that is, a set of first-order differential equations.

7.2.1 System Description

The NCS Σ investigated in this section is the same as that of the previous chapters, which has also been adopted in [1012]. This system is constituted from N linear time-invariant dynamic subsystems, whereas the dynamics of its ith subsystem ΣiImage is described by the following state space model like representation:

[ x ( k + 1 , i ) z ( k , i ) y ( k , i ) ] = [ A xx ( i ) A xv ( i ) B x ( i ) A zx ( i ) A zv ( i ) B z ( i ) C x ( i ) C v ( i ) D u ( i ) ] [ x ( k , i ) v ( k , i ) u ( k , i ) ] ,

Image (7.1)

where i=1,2,,NImage. Moreover, its subsystems are connected through

v ( k ) = Φ z ( k ) .

Image (7.2)

As in the previous chapters, here z(k)Image and v(k)Image are respectively defined as z(k)=col{z(k,i)|i=1N}Image and v(k)=col{v(k,i)|i=1N}Image. Moreover, k and i stand respectively for the temporal variable and the index number of a subsystem, x(k,i)Image represents the state vector of the ith subsystem ΣiImage at the time instant k, z(k,i)Image/v(k,i)Image represent its output/input vector to/from other subsystems, and y(k,i)Image and u(k,i)Image represent respectively its output and input vectors. Once again, as in the previous chapters, to distinguish z(k,i)Image and v(k,i)Image respectively from y(k,i)Image and u(k,i)Image, z(k,i)Image and v(k,i)Image are called internal output/input vectors, whereas y(k,i)Image and u(k,i)Image are called external output/input vectors.

Throughout this section, the dimensions of the vectors x(k,i)Image, v(k,i)Image, u(k,i)Image, z(k,i)Image, and y(k,i)Image, are assumed respectively to be mxiImage, mviImage, muiImage, mziImage, and myiImage. Moreover, we assume that every row of the matrix Φ has only one nonzero element, which is equal to one. As argued in the previous chapters, this assumption does not sacrifice any generality of the adopted system model. Note also that an approximate power-law degree distribution exists extensively in science and engineering systems, such as gene regulation networks, protein interaction networks, internet, electrical power systems, and so on. For these systems, interactions among subsystems are sparse, and the matrix Φ usually has a dimension significantly smaller than that of its state vector [10,1214]. Under such a situation, results given in this section work well in general.

7.2.2 Stability of a Networked System

To develop a computationally attractive criterion for the stability of system Σ and for its robust stability against both parametric modeling errors and unmodeled dynamics, the following results are at first introduced, which are well known in system theories [1,1517].

Lemma 7.1

Concerning a discrete LTI system with its state space model being x(k+1)=Ax(k)+Bu(k)Image, y(k)=Cx(k)+Du(k)Image, it is stable if and only if ρ(A)<1Image.

Note that well-posedness is essential for a system to work properly. In fact, a plant that does not satisfy this requirement is usually hard to be controlled, and/or its states are in general difficult to be estimated [1,4,12]. It is therefore assumed in the following discussions that the networked system Σ under investigation is well-posed, which can be explicitly expressed as a requirement that the associated matrix is invertible.

When each its subsystem is linear and time-invariant and the subsystem connection matrix is also time invariant, the networked system Σ itself is also linear and time invariant. From Lemma 7.1 it is clear that the requirement that the networked system Σ is stable can be equivalently expressed as that all the eigenvalues of its state transition matrix are smaller than 1 in magnitude. To make mathematical derivations more concise, we first define the following matrices: A#=diag{A#(i)|i=1N}Image, B=diag{B(i)|i=1N}Image, C=diag{C(i)|i=1N}Image, and Du=diag{Du(i)|i=1N}Image, where ,#=xImage, v or z. Moreover, denote col{u(k,i)|i=1N}Image, col{x(k,i)|i=1N}Image, and col{y(k,i)|i=1N}Image respectively by u(k)Image, x(k)Image, and y(k)Image. Then straightforward algebraic manipulations show that the well-posedness of the networked system Σ is equivalent to the regularity of the matrix IAzvΦImage, that is, this matrix is invertible. Moreover, when the networked system Σ is well-posed, its dynamics can be equivalently described by the following state space model:

[ x ( k + 1 ) y ( k ) ] = { [ A xx B x C x D u ] + [ A xv C v ] Φ [ I A zv Φ ] 1 [ A zx B z ] } [ x ( k ) u ( k ) ] .

Image (7.3)

This expression gives a lumped state space model of the networked system Σ and is completely the same as that adopted in Lemma 7.1. This property can be understood more easily if we define the matrices A, B, C, and D respectively as

A = A xx + A xv Φ ( I A zv Φ ) 1 A zx , B = B x + A xv Φ ( I A zv Φ ) 1 B z , C = C x + C v Φ ( I A zv Φ ) 1 A zx , D = D u + C v Φ ( I A zv Φ ) 1 B z .

Image

Clearly, all these matrices are time invariant. Moreover, the input–output relation of the networked system Σ has been rewritten completely in the same form as that in Lemma 7.1. As in the verification of controllability and observability of the networked system, this relation enables application of Lemma 7.1 to the stability and robust stability analysis of the networked system Σ. However, it is worth noting that a networked system usually has a great amount of subsystems, which means that the dimensions of the associated matrices in the lumped model are in general high. Hence, when a large-scale networked system is under investigation, it is usually not numerically feasible to straightforwardly apply the results of Lemma 7.1 to its analysis and synthesis. In addition, note that the inverse of the matrix IAzvΦImage is required in the aforementioned expressions, and this inversion is in general not numerically stable when the dimension of this matrix is high and/or when this matrix is nearly singular. These imply that calculations of the parameter matrices A, B, C, and D of the lumped model itself might not be reliable. As discussed in Chapter 3, these difficulties happen also to verifications of the controllability and/or the observability of the networked system Σ.

To develop a computationally feasible and numerically reliable criterion for the stability of the networked system Σ, the following properties of the matrix A is first established.

Lemma 7.2

Assume that the networked system Σ is well-posed. Then, a complex number λ is not an eigenvalue of the matrix A if and only if |IΦG(λ)|0Image. Here, the transfer function matrix G(λ)Image is defined as G(λ)=Azv+Azx(λIAxx)1AxvImage.

Proof

When system Σ is well-posed, we have that |IAzvΦ|0Image, which is equivalent to |IΦAzv|0Image. From this inequality and the definition of the matrix A, direct algebraic manipulations show that for an arbitrary complex number λ,

| [ λ I A xx A xv Φ A zx I Φ A zv ] | = | I Φ A zv | × | λ I A | .

Image (7.4)

Hence |λIA|0Image can be equivalently expressed as

| [ λ I A xx A xv Φ A zx I Φ A zv ] | 0 .

Image (7.5)

Note that λIAxxImage is of full normal rank. On the basis of the definition of the transfer function matrix G(λ)Image, the following formal expression can be derived straightforwardly:

| [ λ I A xx A xv Φ A zx I Φ A zv ] | = | λ I A xx | × | I Φ G ( λ ) | .

Image (7.6)

Assume that |λIAxx|0Image. Then, we can declare from Eqs. (7.5) and (7.6) that |λIA|0Image if and only if |IΦG(λ)|0Image.

Note that the dimension of the matrix AxxImage is finite. We can claimed that its eigenvalues only take isolated values. Hence, if |λIAxx|=0Image, then there always exists ε>0Image such that, for each δ(ε,0)(0,ε)Image, |(λ+δ)IAxx|0Image. Assume further that |λIA|0Image. Then, by Eq. (7.4),

lim δ 0 | [ ( λ + δ ) I A xx A xv Φ A zx I Φ A zv ] | = | [ λ I A xx A xv Φ A zx I Φ A zv ] | = | I Φ A zv | × | λ I A | 0 .

Image (7.7)

Therefore, we can declare from Eq. (7.6) that

| I Φ G ( λ ) | = lim δ 0 | I Φ G ( λ + δ ) | 0 .

Image (7.8)

On the contrary, assume that |IΦG(λ)|0Image. If |λIA|=0Image, then we can declare from Eq. (7.4) that there exist vectors α and β such that col{α,β}0Image and

( λ I A xx ) α + A xv β = 0 ,

Image (7.9)

Φ A zx α + ( I Φ A zv ) β = 0 .

Image (7.10)

From Eq. (7.9) it is clear that AxvβImage belongs to the image of the matrix λIAxxImage. We can therefore declare from matrix theories [18] that even though |λIAxx|=0Image, the vector α can still be expressed as α=(λIAxx)AxvβImage, where ()Image denotes the pseudo-inverse of a matrix. We can claim from this expression that β0Image.

Substituting the expression for α into Eq. (7.10), we have that

{ I Φ [ A zv + A zx ( λ I A xx ) A xv ] } β = 0 .

Image

This further leads to

| I Φ [ A zv + A zx ( λ I A xx ) A xv ] | = 0 .

Image

Hence from the definition of the transfer function matrix G(λ)Image and consistencies between the inverse and the pseudo-inverse of a matrix we can declare that |IΦG(λ)|=0Image. This is a contradiction with the assumption. We can therefore claim that |λIA|0Image. This completes the proof. □

On the basis of Eq. (7.5), it can be shown that the networked system Σ is stable, only when all the unstable modes of each of its subsystems are both controllable and observable. This conclusion can be established through a similarity transformation that divide the state space of each subsystem into a stable subspace and an unstable subspace, utilizing the relation of the following Eq. (7.11).

From Lemmas 7.1 and 7.2 it is clear that a necessary and sufficient condition for the networked system Σ to be stable is that, for every complex number λ satisfying |λ|1Image, the matrix IΦG(λ)Image is regular. However, it is worth noting that when the networked system under investigation is constructed from a large amount of subsystems, although the subsystem connection matrix Φ is usually sparse, its dimension is still usually high. Moreover, the associated inequality must be checked for each complex number λ satisfying |λ|1Image. This is generally impossible through straightforward computations. By these observations it is safe to declare that some further efforts are still required to make the results of Lemma 7.2 applicable to a large-scale networked system.

To achieve these objectives, we recall the following property for the subsystem connection matrix Φ stated and proven in Chapter 3.

Let m(i)Image stand for the number of subsystems that is directly affected by the ith element of the vector z(k)Image, i=1,2,,MzImage. Define the matrices Θ(j)Image, j=1,2,,NImage, and Θ respectively as Θ(j)=diag{m(i)|i=Mz,j1+1Mz,j}Image and Θ=diag{m(i)|i=1Mz}Image. It has been proven in [11] and Chapter 3 that

Φ T Φ = Θ 2 = diag { Θ 2 ( j ) | j = 1 N } .

Image (7.11)

On the basis of these results, we derive a necessary and sufficient condition for the stability of the networked system Σ, which explicitly takes the structure of the networked system into account and is computationally attractive.

Theorem 7.1

System Σ is stable if and only if there exists a positive definite matrix (PDM) P such that

[ P A xx T P A xx + A zx T Θ 2 A zx A zx T Θ 2 A zv A xx T P A xv A zv T Θ 2 A zx A xv T P A xx A zv T Θ 2 A zv A xv T P A xv + I ] [ 0 A zx T Φ T Φ A zx Φ A zv + A zv T Φ T ] > 0 .

Image (7.12)

Proof

Note that |IΦG(λ)|0Image is equivalent to [IΦG(λ)]H[IΦG(λ)]>0Image. Moreover,

I Φ G ( λ ) = [ Φ A zx I Φ A zv ] [ ( λ I A xx ) 1 A xv I ] ,

Image

and |λ|1Image is equivalent to

[ λ 1 ] H [ 1 0 0 1 ] [ λ 1 ] 0 .

Image

On the other hand, straightforward matrix operations show that

[ I λ I ] [ A xx A xv I 0 ] [ ( λ I A xx ) 1 A xv I ] = 0 ,

Image

which implies that, for each fixed λ, a vector, say α, that can be expressed as

α = [ A xx A xv I 0 ] [ ( λ I A xx ) 1 A xv I ] ξ ,

Image

where ξ is a complex vector with a compatible dimension, belongs to the null space of the matrix [IλI]Image. In other words, when the Laplacian variable λ is prescribed to a particular value, we have the following relation:

S p a n { [ A xx A xv I 0 ] [ ( λ I A xx ) 1 A xv I ] } N u l l { [ I λ I ] } .

Image

In addition, note also that

S p a n { [ λ I I ] } = N u l l { [ I λ I ] } ,

Image

which can be directly proven from Definitions 2.5 and 2.6.

On the basis of these relations, similar arguments as those in the proof of Theorems 1 and 3 of [19] and those in [5,10] show that |IΦG(λ)|0Image, |λ|1Image, can be equivalently expressed as the existence of a positive definite matrix P such that

[ A xx A xv I 0 ] T [ P 0 0 P ] [ A xx A xv I 0 ] + [ Φ A zx I Φ A zv ] T [ Φ A zx I Φ A zv ] > 0 .

Image (7.13)

On the other hand, direct algebraic manipulations show that

[ Φ A zx I Φ A zv ] T [ Φ A zx I Φ A zv ] = [ A zx T Θ 2 A zx A zx T Θ 2 A zv A zx T Φ T A zv T Θ 2 A zx Φ A zx A zv T Θ 2 A zv + I Φ A zv A zv T Φ T ] ,

Image (7.14)

[ A xx A xv I 0 ] T [ P 0 0 P ] [ A xx A xv I 0 ] = [ A xx T P A xx P A xx T P A xv A xv T P A xx A xv T P A xv ] .

Image (7.15)

The proof can now be completed by substituting Eqs. (7.14) and (7.15) into Eq. (7.13). □

Compared with the available results, such as those of [2,3,6,7], an attractive characteristic of Theorem 7.1 is that there exist no restrictions on the model of the networked system Σ and the condition is both necessary and sufficient. On the other hand, note that the left-hand side of Eq. (7.12) depends linearly on the matrix P and that the structure of the networked system Θ, which is represented by the subsystem connection matrix Φ, is explicitly included in this equation. For a small size problem, feasibility of this matrix inequality can in general be easily verified using available linear matrix inequality (LMI) solvers. On the other hand, note that all the matrices A#Image with , #Image = x, z are block diagonal and a networked system usually has a sparse structure, which is reflected by the subsystem connection matrix Φ. In addition, efficient methods have been developed for sparse semidefinite programming, such as those in [10,20,21]. It is expected that the above condition works well also for a moderate size problem. This expectation has been confirmed through some numerical simulations reported in [11].

From its proof it is clear that although the matrices A#Image with ,#=xImage, v, or z are block diagonal, the matrix P is usually dense. In addition, when the square of the matrix Θ in inequality (7.12) is replaced by ΦTΦImage, the results of Theorem 7.1 become valid for an arbitrary subsystem connection matrix Φ. On the other hand, a necessary condition for the feasibility of this inequality obviously is

P A xx T P A xx + A zx T Θ 2 A zx > 0 ,

Image

which can be proved to be equivalent to the existence of positive definite matrices P(i)Image for i=1,2,,NImage such that

P ( i ) A xx T ( i ) P ( i ) A xx ( i ) + A zx T ( i ) Θ i 2 A zx ( i ) > 0 .

Image

The last inequality can be verified for each subsystem independently.

It is worth pointing out that from Lyapunov stability theory we can directly declare that system Σ is stable if and only if there exists a positive definite matrix P such that PATPA>0Image, which is also a linear matrix inequality. However, as argued in [10,12] and the previous chapters, although the subsystem connection matrix Φ is generally sparse, the state transition matrix A is usually dense. This implies that computational complexity for feasibility verification of this equation is usually significantly greater than that of inequality (7.12), especially when the plant consists of a large amount of subsystems. Similar observations have also been reported in [10] for robust stability verification of system Σ with IQC described uncertainties.

When a system is of a very large-scale, numerical difficulties may still arise in verifying the condition of Theorem 7.1. To overcome these difficulties, one possibility is to find some matrices Θij[]=diag{Θij[](k)|k=1N}Image with i,j=1,2Image and =l,hImage that have dimensions and partitions compatible with the matrix AxxImage such that

[ Θ 11 [ l ] Θ 21 [ l ] T Θ 21 [ l ] Θ 22 [ l ] ] [ 0 A zx T Φ T Φ A zx Φ A zv + A zv T Φ T ] [ Θ 11 [ h ] Θ 21 [ h ] T Θ 21 [ h ] Θ 22 [ h ] ] .

Image (7.16)

With availability of these matrices, direct algebraic operations show that a necessary condition for the stability of system Σ is the existence of a PDM P(i)Image for each 1iNImage such that

[ P ( i ) A xx T ( i ) P ( i ) A xx ( i ) + A zx T ( i ) Θ 2 ( i ) A zx ( i ) Θ 11 [ l ] ( i ) A zx T ( i ) Θ 2 ( i ) A zv ( i ) A xx T ( i ) P ( i ) A xv ( i ) Θ 21 [ l ] T ( i ) A zv T ( i ) Θ 2 ( i ) A zx ( i ) A xv T ( i ) P ( i ) A xx ( i ) Θ 21 [ l ] ( i ) A zv T ( i ) Θ 2 ( i ) A zv ( i ) A xv T ( i ) P ( i ) A xv ( i ) + I Θ 22 [ l ] ( i ) ] > 0 .

Image

Moreover, when the superscript l is replaced by h, these inequalities become a sufficient condition. Clearly, these inequalities depend linearly on P(i)Image, and their dimensions are completely and independently determined by each individual system. These properties make them much more computationally attractive than Eq. (7.12). However, further efforts are required to find the matrices Θij[](k)Image in Eq. (7.16) with i,j=1,2Image, =h,lImage, and k=1,2,,NImage such that the associated inequalities are both tight and computationally attractive.

Based on the properties of the SCM Φ, another computationally attractive sufficient condition is derived for the stability of system Σ.

Theorem 7.2

Denote the TFM Azv(i)+Azx(i)[λIAxx(i)]1Axv(i)Image by Gi(λ)Image and assume that ΘiGi(λ)Image <1 for each subsystem. Then system Σ is stable.

Proof

From the definitions of the TFMs Gi(λ)Image and G(λ)Image it is obvious that G(λ)=diag{Gi(λ)|i=1N}Image. Based on this relation and Eq. (7.11), we can directly prove that

[ Φ G ( λ ) ] H Φ G ( λ ) = G H ( λ ) Φ T Φ G ( λ ) = diag { [ Θ i G i ( λ ) ] H Θ i G i ( λ ) | i = 1 N } .

Image (7.17)

From the definition of the HImage norm of a TFM we can declare that if ΘiGi(λ)<1Image, then σ¯(ΘiGi(λ))<1Image for |λ|1Image. Note that ρ()σ¯()Image for every square matrix [18]. We can therefore further claim that when |λ|1Image and ΘiGi(λ)<1Image, i=1,2,,NImage, it is certain that

ρ ( Φ G ( λ ) ) σ ¯ ( Φ G ( λ ) ) = max 1 i N σ ¯ ( Θ i G i ( λ ) ) < 1 ,

Image (7.18)

and hence |IΦG(λ)|0Image. This completes the proof. □

Note that ΘiGi(λ)Image is completely determined by the SCM Φ and the parameters of the ith subsystem, and efficient methods exist for computing an upper bound of the HImage norm of a TFM. Therefore, the condition of Theorem 7.2 can be easily verified, and its computational complexity increases only linearly with the increment of the subsystem number N. This means that for a large-scale networked system, the computation cost of Theorem 7.2 is in general significantly lower than that of Theorem 7.1. However, it is worth emphasizing that this condition is only sufficient and its conservativeness is still not clear. On the other hand, the numerical simulation results reported in [11] show that with the increment of the subsystem number and/or the magnitude of the subsystem matrix elements, conservativeness of Theorem 7.2 usually increases.

Note also that the finiteness of ΘiGi(λ)Image implies the stability of the subsystem ΣiImage. Moreover, from the definition of the TFM HImage norm we can see that ΘiGi(λ)Image decreases monotonically with the decrement of any diagonal element of the matrix ΘiImage. Theorem 7.2 therefore also makes it clear that for an NS consisting of stable subsystems, sparse connections are helpful in maintaining its stability, and subsystem interaction reduction can make an unstable system stable.

On the basis of the results given in [19], here we provide a linear matrix inequality-based condition for the verification of the HImage norm-based condition.

Note that σ¯(ΘiGi(λ))<1Image is equivalent to

[ Θ i G i ( λ ) I ] H [ I 0 0 I ] [ Θ i G i ( λ ) I ] > 0 .

Image (7.19)

It can be directly proved from the structure of col{ΘiGi(λ),I}Image that the condition of Theorem 7.2 can be equivalently expressed as the following matrix inequality:

[ ] H [ A zx T ( i ) Θ i 2 A zx ( i ) A zx T ( i ) Θ i 2 A zv ( i ) A zv T ( i ) Θ i 2 A zx ( i ) A zv T ( i ) Θ i 2 A zv ( i ) + I ] [ ( λ I A xx ( i ) ) 1 A xv ( i ) I ] > 0

Image (7.20)

for every complex number λ such that |λ|1Image.

Recall that |λ|1Image is equivalent to

[ λ 1 ] H [ 1 0 0 1 ] [ λ 1 ] 0 .

Image

Based on the definition of the HImage norm of a transfer function matrix and Theorems 1 and 3 of [19], we can directly claim that ΘiGi(λ)<1Image is equivalent to the existence of a positive definite matrix P(i)Image such that

[ ] T [ P ( i ) 0 0 P ( i ) ] [ A xx ( i ) A xv ( i ) I 0 ] [ A zx T ( i ) Θ i 2 A zx ( i ) A zx T ( i ) Θ i 2 A zv ( i ) A zv T ( i ) Θ i 2 A zx ( i ) A zv T ( i ) Θ i 2 A zv ( i ) + I ] < 0 ,

Image (7.21)

which can be reexpressed as

[ P ( i ) A xx T ( i ) P ( i ) A xx ( i ) A zx T ( i ) Θ i 2 A zx ( i ) A xx T ( i ) P ( i ) A xv ( i ) A zx T ( i ) Θ i 2 A zv ( i ) A xv T ( i ) P ( i ) A xx ( i ) A zv T ( i ) Θ i 2 A zx ( i ) I A xv T ( i ) P ( i ) A xv ( i ) A zv T ( i ) Θ i 2 A zv ( i ) ] > 0 .

Image (7.22)

Clearly, the left-hand side of this matrix inequality depends linearly on the matrix P(i)Image, and its dimension is completely determined by that of the ith subsystem ΣiImage. Therefore, feasibility of this inequality can be effectively verified in general.

Note that a necessary condition for the feasibility of inequality (7.22) is the existence of a positive definite matrix P(i)Image such that

P ( i ) A xx T ( i ) P ( i ) A xx ( i ) A zx T ( i ) Θ i 2 A zx ( i ) > 0 .

Image

This inequality further leads to

P ( i ) A xx T ( i ) P ( i ) A xx ( i ) > 0 .

Image

According to the Lyapunov stability theory [1,2,4], this means that the matrix Axx(i)Image is stable. In other words, a necessary condition for the feasibility of inequality (7.22) is that when every subsystem of system Σ is completely isolated from interactions with all the other subsystems of the plant, then all they are stable. Clearly, this is generally not required to guarantee the stability of the whole system, noting that a controllable and observable open loop unstable system can be stabilized by an appropriately designed feedback controller. From these aspects it is also clear that the associated condition is generally conservative.

7.2.3 Robust Stability of a Networked System

Modeling errors are unavoidable in practical engineering. A general requirement about a system property is that it is not sensitive to modeling errors, which is widely known as robustness of this property. This section investigates the robust stability of a networked system when there exist both parametric modeling errors and unmodeled dynamics in a state space model of each of its subsystems. To deal with this problem, an extra input vector and an extra output vector are introduced into the description of the dynamics of its ith subsystem ΣiImage with the purpose of reflecting influences of modeling errors while the subsystem connections remain unchanged. More precisely, the state space model of Eq. (7.1) is modified into the following form:

[ x ( k + 1 , i ) w ( k , i ) z ( k , i ) y ( k , i ) ] = [ A xx ( i ) A xd ( i ) A xv ( i ) B x ( i ) A wx ( i ) A wd ( i ) A wv ( i ) B w ( i ) A zx ( i ) A zd ( i ) A zv ( i ) B z ( i ) C x ( i ) C d ( i ) C v ( i ) D u ( i ) ] [ x ( k , i ) d ( k , i ) v ( k , i ) u ( k , i ) ] .

Image (7.23)

In addition, the unmodeled dynamics in this subsystem and the parametric errors in the matrices A#(i)Image with ,#=x,d,v,w,zImage are respectively described by

d ( k , i ) = Δ u ( q , i ) w ( k , i ) , Δ u ( q , i ) 1 ,

Image (7.24)

A ( i ) = A 0 ( i ) + E i Δ p ( i ) F i , σ ¯ ( Δ p ( i ) ) 1 ,

Image (7.25)

A ( i ) = [ A xx ( i ) A xd ( i ) A xv ( i ) A wx ( i ) A wd ( i ) A wv ( i ) A zx ( i ) A zd ( i ) A zv ( i ) ] .

Image (7.26)

Here q stands for the one-step forward shift operator, Δu(q,i)Image and Δp(i)Image have respectively a prescribed structure represented by Δu(i)Image and Δp(i)Image. Moreover, EiImage and FiImage are known matrices with compatible dimensions. In this description, the matrices EiImage and FiImage are introduced to reflect how parametric errors influence subsystem parameters, whereas Δu(q,i)Image and Δp(i)Image denote respectively unmodeled dynamics and parametric errors existing in the state space model. This description is general enough to describe a large class of system dynamics. Moreover, a widely adopted structure for modeling errors is that they are block diagonal [1,22].

With this uncertainty model, the following results are obtained for the robust stability of the networked system Σ. Their proof is given in the appendix attached to this chapter.

Theorem 7.3

Let ζ denote the variable of ZImage-transformation. Define the matrix GiImage and the uncertainty structure Δ(i)Image respectively as

G i = [ 0 F i diag { I m x i , I m w i , Θ i } [ E i A 0 ( i ) ] ] , Δ ( i ) = { Δ | Δ = diag { Δ p ( i ) , δ I m x i , Δ u ( ζ , i ) , Δ ( ζ ) } Δ p ( i ) Δ p ( i ) , δ C Δ u ( ζ , i ) Δ u ( i ) , Δ ( ζ ) H } .

Image

Assume that all subsystems Σi|i=1NImage are well posed. If μΔ(i)(Gi)<1Image for each i=1,2,,NImage, then the networked system Σ is robustly stable against all the modeling errors described by Eqs. (7.24)(7.26).

Note that the condition of Theorem 7.3 can be verified independently for each subsystem. This means that the well-developed SSV analysis methods can be directly applied to its verification in general. Compared with the results of [10], Theorem 7.3 is valid for a wider class of uncertainty models and have a lower computational complexity. As a matter of fact, its computational complexity increases only linearly with the increment of the subsystem number N.

On the other hand, from Eq. (7.A.4) we can derive another SSV-based sufficient condition for the robust stability of system Σ simultaneously using all subsystem parameter matrices and the subsystem connection matrix. However, the corresponding matrix and the uncertainty structure generally have a high dimension, which is not appropriate to be applied to a large-scale networked system.

7.3 A Networked System With Continuous-Time Subsystems

In this section, we investigate the robust stability of a networked system when its subsystem is described by a set of first-order differential equations and its modeling errors are described by several IQCs, which stand for integral quadratic constraint, and is to some extent a little abstract description. As in the previous section, similar arguments can lead to parallel results for am NCS with discrete-time subsystems.

7.3.1 Modeling Errors Described by IQCs

In the description of modeling errors, a well-known but relatively abstract expression is the so-called integral quadratic constraints (IQCs) [23,24]. As its name indicates, in this description, both integration and a quadratic form are utilized. More precisely, let Π(,t)Image be a bounded self-adjoint operator, and let Δ(,t)Image be a bounded and causal operator that maps a p-dimensional signal to a q-dimensional signal. If for each p-dimensional signal v(t)Image with finite energy, that is, v(t)L2pImage,

0 [ v ( t ) Δ ( v ( t ) , t ) ] T Π ( [ v ( t ) Δ ( v ( t ) , t ) ] , t ) d t 0 ,

Image (7.27)

then we say that the operator Δ(,t)Image satisfies the IQC defined by the operator Π(,t)Image, which is usually denoted by ΔIQC(Π(,t))Image. This inequality is capable of describing many modeling errors adopted in system analysis and synthesis. For example, a q×pImage-dimensional parametric modeling error Δ with σ¯(Δ)<γImage can be easily seen to satisfy

0 [ v Δ ( v ) ] T [ I p 0 0 γ 2 I q ] [ v Δ ( v ) ] d t 0 , v ( t ) L 2 p ,

Image

whereas the q×pImage-dimensional unmodeled dynamics Δ()Image with Δ<γImage can be straightforwardly proved to meet the IQC

0 [ v Δ ( v ) ] T [ I p 0 0 γ 2 I q ] [ v Δ ( v ) ] d t 0 , v ( t ) L 2 p .

Image

In addition to these, IQCs are also able to describe system properties like passivity, and combine several IQCs into a single IQC [25,26].

Utilization of IQCs in system analysis and synthesis can be traced back to the 1960s, in which they are extensively applied to the absolute stability analysis of a nonlinear system, whereas their applications to the analysis and synthesis of a system with modeling errors were started around the beginning of the 1990s [2326]. A particularly important property of IQCs is that they have a clear frequency domain interpretation, which makes engineering intuition in system analysis and synthesis much clearer and easier to be understood. In particular, if the operator Π(,t)Image of Eq. (7.27) is linear and time invariant and has a transfer function matrix representation, then the IQC of Eq. (7.27) can be equivalently rewritten as

[ v ( j ω ) Δ ( v ) ( j ω ) ] H Π ( j ω ) [ v ( j ω ) Δ ( v ) ( j ω ) ] d ω 0 .

Image (7.28)

In addition to this, an IQC constraint is also capable of describing nonlinear dynamic uncertainties, which makes the associated system analysis and synthesis methods able to cope with nonlinear modeling errors.

The following results are fundamental in robust stability analysis of a system with IQC described uncertainties [10,25]. They also play central roles in the derivations of a criterion for the robust stability of a networked system, which is the main objective of this section.

Lemma 7.3

Consider a feedback system with y(s)=G(s)u(s)Image and u(t)=Δ(y(t))Image, where G(s)RHp×qImage and Δ()IQC(Π())Image. Moreover, let Π()Image be a bounded and self-adjoint operator. Suppose that

  • •  for each δ[0,1]Image, the feedback system with u(t)=Δ(y(t))Image replaced by u(t)=δΔ(y(t))Image is well-posed;
  • •  δΔ()IQC(Π())Image for arbitrary δ[0,1]Image;
  • •  there exists a positive number ε such that for an arbitrary angular frequency ω[0,]Image, the following inequality is satisfied:

[ G ( j ω ) I ] H Π ( j ω ) [ G ( j ω ) I ] ε I .

Image (7.29)

Then, the feedback system is robustly stable with respect to the uncertain operator Δ()Image.

Remark 7.1

For a particular uncertain operator Δ()Image, there may exist various bounded and self-adjoint operators Π()Image such that Δ()IQC(Π())ΠΔImage. This is a well-encountered case in actual system analysis and synthesis [23]. Under such a situation, Lemma 7.3 declares that among these bounded and self-adjoint operators Π()Image, if one of them satisfies inequality (7.29), then the feedback system consisting of y(s)=G(s)u(s)Image and u(t)=Δ(y(t))Image is robustly stable. Note that the conditions of Lemma 7.3 are only sufficient. An appropriate selection of this bounded self-adjoint operator Π()Image is important in the reduction of the conservativeness of these conditions.

7.3.2 Robust Stability With IQC-Described Modeling Errors

In this section, we investigate once again the robust stability of a networked system with dynamics described similarly as in Eqs. (7.23) and modeling errors for each subsystem described by an IQC. Rather than a discrete-time system, a continuous-time system is dealt with, that is, interactions among its subsystems are still described by an equation similar to Eq. (7.2), and the input–output relation of its ith subsystem by an equation similar to Eq. (7.23) with the signal transfer from w(t,i)Image to d(t,i)Image described by

d ( t , i ) = Δ ( w ( t , i ) , i , t ) .

Image (7.30)

Moreover, there exists a bounded self-adjoint operator Π(,i,t)Image, such that Δ(,i,t)IQC(Π(,i,t))Image. To avoid awkward presentations, we assume that there are no longer any other modeling uncertainties in the subsystem matrices A#(i)Image with ,#=x,d,v,w,zImage.

More precisely, the dynamics of the ith subsystem ΣiImage is described by

[ d x ( t , i ) d t w ( t , i ) z ( t , i ) y ( t , i ) ] = [ A xx ( i ) A xd ( i ) A xv ( i ) B x ( i ) A wx ( i ) A wd ( i ) A wv ( i ) B w ( i ) A zx ( i ) A zd ( i ) A zv ( i ) B z ( i ) C x ( i ) C d ( i ) C v ( i ) D u ( i ) ] [ x ( t , i ) d ( t , i ) v ( t , i ) u ( t , i ) ] ,

Image (7.31)

whereas the subsystem interactions are described by

v ( t ) = Φ z ( t ) ,

Image (7.32)

where the vectors v(t)Image and z(t)Image are defined similarly to the vectors v(k)Image and z(k)Image of Eq. (7.2), which are stacked respectively by the internal input vectors v(t,i)|i=1NImage and the internal output vectors z(t,i)|i=1NImage row by row.

When the modeling errors in each subsystem of the networked system are described by Eq. (7.30), define the operators Δ()Image and Π()Image as

Δ ( w ( t ) ) = col { Δ ( w ( t , i ) , i , t ) | i = 1 N } and Π ( ) = diag { Π ( , i , t ) | i = 1 N } ,

Image (7.33)

where w(t)=col{w(t,i)|i=1N}Image. Moreover, denote the vector col{d(t,i)|i=1N}Image by d(t)Image. Then it is clear from these definitions that

d ( t ) = Δ ( w ( t ) ) .

Image (7.34)

Note that

0 [ w ( t ) d ( t ) ] T Π ( [ w ( t ) d ( t ) ] , t ) d t = 0 [ w ( t ) Δ ( w ( t ) , t ) ] T Π ( [ w ( t ) Δ ( w ( t ) , t ) ] , t ) d t = i = 1 N 0 [ w ( t , i ) Δ ( w ( t , i ) , i , t ) ] T Π ( [ w ( t , i ) Δ ( w ( t , i ) , i , t ) ] , t , i ) d t .

Image (7.35)

It is clear that if the modeling errors of each subsystem can be described by an IQC, then the total modeling errors of the whole networked system can also be described by an IQC. More precisely, we can straightforwardly prove from the definition of an integral quadratic constraint that the operator Δ()Image belongs to the set IQC(Π(,t))Image if and only if for each i{1,2,,N}Image, the uncertainty operator Δ((),i)Image of the subsystem ΘiImage belongs to the set IQC(Π(,i,t))Image. The proof is quite obvious and is therefore omitted.

The above relations can be expressed in a more explicit and concise way if the IQC associated inequality is described in the frequency domain for the modeling errors of each subsystem. More precisely, assume that for the ith subsystem ΣiImage, its modeling error d(t,i)=Δ(w(t,i),i,t)Image is described by

[ w ( j ω , i ) d ( j ω , i ) ] H Π ( j ω , i ) [ w ( j ω , i ) d ( j ω , i ) ] d ω 0 ,

Image (7.36)

where Π(jω,i)Image is a complex matrix-valued function that is Hermitian at each angular frequency ω. Partition this matrix-valued function as

Π ( j ω , i ) = [ Π w w ( j ω , i ) Π w d ( j ω , i ) Π d w ( j ω , i ) Π d d ( j ω , i ) ] ,

Image (7.37)

where Πpq(jω,i)Image is an (mpi×mqi)Image-dimensional complex matrix-valued function. Here p,q=w,dImage. Using these functions, define the complex matrix-valued functions Πpq(jω)=diag{Πpq(jω,i)|i=1L}Image for p,q=w,dImage. Moreover, on the basis of these complex matrix-valued functions, define the other complex matrix-valued function

Π ( j ω ) = [ Π w w ( j ω ) Π w d ( j ω ) Π d w ( j ω ) Π d d ( j ω ) ] .

Image (7.38)

Then it is obvious that this complex matrix-valued function is Hermitian. In addition, for signals w(t)Image and d(t)Image defined by Eq. (7.34), straightforward algebraic manipulations show that

[ w ( j ω ) d ( j ω ) ] H Π ( j ω ) [ w ( j ω ) d ( j ω ) ] d ω 0 .

Image (7.39)

In this section, we discuss only situations where each operator Π(,i,t)|i=1NImage is time invariant. The temporal variable t is therefore omitted to have a concise expression in the following investigations.

As in the previous section, the Laplace transform of a time series is denoted by the same symbol with temporal variable t replaced by s, the variable of the Laplace transform. Taking the Laplace transformation on both sides of Eqs. (7.31) and (7.32), we have that

[ s x ( s , i ) w ( s , i ) z ( s , i ) y ( s , i ) ] = [ A xx ( i ) A xd ( i ) A xv ( i ) B x ( i ) A wx ( i ) A wd ( i ) A wv ( i ) B w ( i ) A zx ( i ) A zd ( i ) A zv ( i ) B z ( i ) C x ( i ) C d ( i ) C v ( i ) D u ( i ) ] [ x ( s , i ) d ( s , i ) v ( s , i ) u ( s , i ) ] ,

Image (7.40)

v ( s ) = Φ z ( s ) .

Image (7.41)

Substitute the expression for the vector v(s)Image given by Eq. (7.41) into Eq. (7.40). Straightforward algebraic manipulations show that

[ w ( s ) y ( s ) ] = [ G wd [ l ] ( s ) G wu [ l ] ( s ) G yd [ l ] ( s ) G yu [ l ] ( s ) ] [ d ( s ) u ( s ) ] ,

Image (7.42)

where

[ G wd [ l ] ( s ) G wu [ l ] ( s ) G yd [ l ] ( s ) G yu [ l ] ( s ) ] = [ A wd B w C d D u ] + [ A wx A wv C x C v ] [ I 0 0 Φ ] × ( [ s I 0 0 I ] [ A xx A xv A zx A zv ] [ I 0 0 Φ ] ) 1 [ A xd B x A zd B z ] .

Image

Clearly, when the dynamics of the networked system Σ are described by Eqs. (7.34) and (7.42), connections between its nominal system and modeling errors are completely the same as in Lemma 7.3. This implies that the results of this lemma may be straightforwardly applicable to the aforementioned networked system. More precisely, by Lemma 7.3 we have that when the modeling errors are described by Eq. (7.30) for each subsystem of the networked system described by Eqs. (7.23) and (7.32), there exists a Hermitian complex matrix-valued function Π(jω)Image satisfying

[ G wd [ l ] ( j ω ) I ] H Π ( j ω ) [ G wd [ l ] ( j ω ) I ] ε I

Image (7.43)

at each angular frequency ω, and then this networked system is robustly stable against these modeling errors.

However, it is worth mentioning that, completely as the difficulties encountered in dealing with other issues related to a networked system with a large number of subsystems, such as controllability and/or observability verifications, and so on, the dimension of the transfer function matrix Gwd[l](s)Image is generally high when the amount of subsystems is large. In addition to this, note that the inverse of a sparse matrix is in general dense. This means that in spite that the matrices A,#Image with ,#=w,d,v,xImage are block diagonal, both matrices BwImage and BxImage are also block diagonal, and that the subsystem connection matrix Φ is usually sparse, the transfer function matrix Gwd[l](s)Image is usually dense. Hence, for a large-scale networked system, direct applications of Lemma 7.3 may suffer from both computational cost and numerical stability problems.

To overcome these problems, the structure of the networked system is utilized in this section in its robust stability analysis, which has also been performed in the previous section when the modeling errors are described by Eqs. (7.24)(7.26). For this purpose, the influences among the subsystems of the networked system, which is given by Eq. (7.2), is first expressed equivalently as an IQC.

Note that Eq. (7.2) is equivalent to that, for an arbitrary positive definite matrix X with an appropriate dimension, the following inequality is satisfied:

[ v ( t ) Φ z ( t ) ] T X [ v ( t ) Φ z ( t ) ] 0 .

Image (7.44)

Hence, the subsystem interactions can be equivalently expressed as

0 [ v ( t ) z ( t ) ] T [ Φ T X Φ Φ T X X Φ X ] [ v ( t ) z ( t ) ] d t 0 , z ( t ) L 2 M z .

Image (7.45)

Define the operator Δ¯()Image as

Δ ¯ ( [ w ( t ) z ( t ) ] ) = [ Δ ( w ( t ) ) Φ z ( t ) ] = [ Δ Φ ] ( [ w ( t ) z ( t ) ] ) .

Image

Then, obviously from the definitions of the associated vectors we have the equality

[ d ( t ) v ( t ) ] = Δ ¯ ( [ w ( t ) z ( t ) ] ) .

Image (7.46)

On the other hand, similarly to the derivation of Eq. (7.42), we can straightforwardly prove from Eq. (7.40) that

[ w ( s ) z ( s ) y ( s ) ] = [ G wd ( s ) G wv ( s ) G wu ( s ) G zd ( s ) G zv ( s ) G zu ( s ) G yd ( s ) G yv ( s ) G yu ( s ) ] [ d ( s ) v ( s ) u ( s ) ] ,

Image (7.47)

where

[ G wd ( s ) G wv ( s ) G wu ( s ) G zd ( s ) G zv ( s ) G zu ( s ) G yd ( s ) G yv ( s ) G yu ( s ) ] = [ A wd A wv B w A zd A zv B z C d C v D u ] + [ A wx A zx C x ] ( s I A xx ) 1 [ A xd A xv B x ] .

Image

Differently from the transfer function matrices Gpq[l](jω)Image with p=w,dImage and q=u,yImage, which are defined in Eq. (7.42) and are usually dense, all the transfer function matrices Gpq(jω)Image with p=w,z,yImage and q=d,v,uImage are block diagonal.

Note that when δ=0Image, δΦ does not satisfy the IQC (7.44). This means that although Eqs. (7.46) and (7.47) construct a feedback connection as that of Lemma 7.3, its results cannot be directly applied to the verification of the robust stability of the networked system since its second condition is not satisfied. However, due to the specific structure of the transfer function matrix Gwd[l](jω)Image, we can prove that satisfaction of the associated condition is equivalent to the feasibility of the matrix inequality of Eq. (7.43). As a matter of fact, we have the following results with their proof deferred to the appendix attached to this chapter.

Theorem 7.4

There exists a complex matrix-valued Hermitian function Π(jω)Image satisfying Eq. (7.43) if and only if there exist a complex matrix-valued function Π¯(jω)Image, a positive scalar x, and a positive scalar ε¯Image such that

Π ¯ ( j ω ) = [ Π ¯ w w ( j ω ) Π ¯ w d ( j ω ) Π ¯ d w ( j ω ) Π ¯ d d ( j ω ) ] , Π ¯ H ( j ω ) = Π ¯ ( j ω ) ,

Image (7.48)

and for each s=jωImage with ωRImage, we have the matrix inequality

[ G wd ( s ) G wv ( s ) G zd ( s ) G zv ( s ) I 0 0 I ] H [ Π ¯ w w ( s ) 0 Π ¯ w d ( s ) 0 0 x Φ T Φ 0 x Φ T Π ¯ d w ( s ) 0 Π ¯ d d ( j ω ) 0 0 x Φ 0 x I ] [ G wd ( s ) G wv ( s ) G zd ( s ) G zv ( s ) I 0 0 I ] ε ¯ I .

Image (7.49)

Compared to Eq. (7.43), all the transfer function matrices in Eq. (7.49) are block diagonal. In addition, the subsystem connection matrix Φ is generally sparse for a large-scale networked system. This makes it possible to use results about sparse matrix computations in the feasibility verification of the associated matrix inequality, for which many efficient algorithms have been developed [21,27]. Numerical studies in [10] show that it really can significantly reduce computation costs for various types of large-scale networked systems.

7.4 Concluding Remarks

In summary, this chapter investigates both stability and robust stability for a networked system with nominal LTI subsystems and time-independent subsystem connections. The plant subsystems can have different nominal TFMs, and there do not exist any restrictions on their interactions. Some sufficient and necessary conditions have been derived. These conditions only depend on the subsystem connection matrix and parameter matrices of each plant subsystem, which make their verification easily implementable in general for a large-scale networked system. However, under some situations, for example, when plant subsystems are densely interconnected, both the subsystem connection matrix Φ and some of the transfer function matrices Gi(λ)|i=1NImage may have a high dimension. In this case, results of this chapter usually do not significantly reduce computation costs, and further efforts are required to develop computationally more efficient methods.

In addition to these, influence of many important factors on the stability and robust stability of a networked system, such as signal transmission delays between subsystems, data droppings, and so on, have not been explicitly discussed here. Some of these factors, however, can be incorporated into a system model as modeling uncertainties [22,23], which may enable application of the results in this chapter to these situations.

7.5 Bibliographic Notes

Results of this chapter are on the basis of [10] and [11]. There are also various other researches on the stability and robust stability of a networked system, where its model has some special constraints, and different concepts of stability are utilized. For example, diagonal stability is investigated for a networked system in [3] with a cactus graph structure, which is basically based on system passivity analysis. In [2], the spatial ZImage-transformation is utilized in the analysis and synthesis of a networked system that has identical subsystem dynamics, regular subsystem interactions, and infinite number of subsystems. Some sufficient conditions have been established there respectively for the stability and contractiveness of the networked system, and situations are clarified in [5], where this sufficient condition also becomes necessary. A less conservative stability condition is derived in [6] using the geometrical structure of the null space of a matrix polynomial and a necessary and sufficient condition based on the idea of parameter-dependent linear matrix inequalities. On the basis of dissipativity theory, some sufficient conditions are derived in [29] for the stability and contractiveness of a networked system in which each subsystem may have different dynamics and subsystem connections are arbitrary, provided that the number of signals transferred from the ith subsystem to the jth subsystem is equal to that from the jth subsystem to the ith subsystem. A sequentially semiseparable approach is adopted in [28] for the analysis and synthesis of a networked system with a string subsystem interconnection, in which each subsystem is permitted to have different dynamics, but the conditions for stability and contractiveness are only sufficient.

Appendix 7.A

7.A.1 Proof of Theorem 7.3

Denote the ZImage-transform of a time series using the same symbol but replacing the temporal variable k by ζ. Taking the ZImage-transformation on both sides of Eq. (7.23), we have that

[ ζ x ( ζ , i ) w ( ζ , i ) z ( ζ , i ) y ( ζ , i ) ] = [ A xx ( i ) A xd ( i ) A xv ( i ) B x ( i ) A wx ( i ) A wd ( i ) A wv ( i ) B w ( i ) A zx ( i ) A zd ( i ) A zv ( i ) B z ( i ) C x ( i ) C d ( i ) C v ( i ) D u ( i ) ] [ x ( ζ , i ) d ( ζ , i ) v ( ζ , i ) u ( ζ , i ) ] .

Image (7.A.1)

From this equation and Eq. (7.24) straightforward algebraic manipulations show that

[ z ( ζ , i ) y ( ζ , i ) ] = [ G zv ( ζ , i ) G zu ( ζ , i ) G yv ( ζ , i ) G yu ( ζ , i ) ] [ v ( ζ , i ) u ( ζ , i ) ] ,

Image (7.A.2)

where

[ G zv ( ζ , i ) G zu ( ζ , i ) G yv ( ζ , i ) G yu ( ζ , i ) ] = [ A zv ( i ) B z ( i ) C v ( i ) D u ( i ) ] + [ A zx ( i ) A zd ( i ) C x ( i ) C d ( i ) ] [ ζ 1 I Δ u ( ζ , i ) ] × ( I [ A xx ( i ) A xd ( i ) A wx ( i ) A wd ( i ) ] [ ζ 1 I Δ u ( ζ , i ) ] ) 1 [ A xv ( i ) B x ( i ) A wv ( i ) B w ( i ) ] .

Image

Define G#(ζ)=diag{G#(ζ,i)|i=1N}Image with ,#=z,y,v,uImage. Then

[ z ( ζ ) y ( ζ ) ] = [ G zv ( ζ ) G zu ( ζ ) G yv ( ζ ) G yu ( ζ ) ] [ v ( ζ ) u ( ζ ) ] .

Image (7.A.3)

On the other hand, from Eq. (7.2) we have that v(ζ)=Φz(ζ)Image. Substituting this relation into the last equation, we have that y(ζ)=[Gyu(ζ)+Gyv(ζ)(IΦGzv(ζ))1ΦGzu(ζ)]u(ζ)Image. Then, by Lemma 7.1 we can declare that system Σ is stable if and only if

| I Φ G zv ( ζ ) | 0 , | ζ | 1 .

Image (7.A.4)

As in Theorem 7.2 we can prove that the above inequality is satisfied if ΘiGzv(ζ,i)<1Image for every i=1,,NImage, which is equivalent to

| I Θ i G zv ( ζ , i ) Δ a ( ζ , i ) | 0 , Δ a ( ζ , i ) BH .

Image (7.A.5)

In addition, from the well-posedness assumption on each subsystem ΣiImage we can declare that the matrix

I [ A xx ( i ) A xd ( i ) A wx ( i ) A wd ( i ) ] [ ζ 1 I m x i Δ u ( ζ , i ) ]

Image

is of full normal rank. By Theorem 2.3 and the definition of the transfer function matrix Gzv(ζ,i)Image straightforward algebraic manipulations show that Eq. (7.A.5) is equivalent to that for all |δ|1Image, Δu(ζ,i)BΔu(i)Image, and Δa(ζ,i)BHImage,

| I [ Θ i A zv ( i ) Θ i A zx ( i ) Θ i A zd ( i ) A xv ( i ) A xx ( i ) A xd ( i ) A wv ( i ) A wx ( i ) A wd ( i ) ] [ Δ a ( ζ , i ) δ I m x i Δ u ( ζ , i ) ] | 0 .

Image (7.A.6)

By Eq. (7.26) this inequality can be rewritten as

| I diag { I m x i , I m w i , Θ i } A ( i ) diag { δ I m x i , Δ u ( ζ , i ) , Δ a ( ζ , i ) } | 0 .

Image (7.A.7)

Substitute Eqs. (7.25) into this inequality. Note that to guarantee the satisfaction of Eq. (7.A.7) for each Δp(i)BΔp(i)Image, it is necessary that this inequality is satisfied for Δp(i)=0Image. This means that

| I diag { I m x i , I m w i , Θ i } A 0 ( i ) diag { δ I m x i , Δ u ( ζ , i ) , Δ a ( ζ , i ) } | 0 .

Image

Combining these two equations, we can claim from Theorem 2.3 that Eq. (7.A.7) is equivalent to

| I [ diag { I m x i , I m w i , Θ i } [ A 0 ( i ) E i ] F i 0 ] diag { δ I m x i , Δ u ( ζ , i ) , Δ a ( ζ , i ) , Δ p ( i ) } | 0 .

Image (7.A.8)

Note that

diag { δ I m x i , Δ u ( ζ , i ) , Δ a ( ζ , i ) , Δ p ( i ) } = [ 0 I I 0 ] diag { Δ p ( i ) , δ I m x i , Δ u ( ζ , i ) , Δ a ( ζ , i ) } [ 0 I I 0 ] .

Image

Direct matrix operations show that the above inequality is further equivalent to

| I G i diag { Δ p ( i ) , δ I m x i , Δ u ( ζ , i ) , Δ a ( ζ , i ) } | 0 .

Image

The proof can now be completed through a direct application of Definition 2.4 of the structured singular value.  □

7.A.2 Proof of Theorem 7.4

To prove Theorem 7.4, we first construct the following matrix inequality:

[ G wd ( j ω ) G wv ( j ω ) G zd ( j ω ) G zv ( j ω ) I 0 0 I ] H [ Π ¯ w w ( j ω ) 0 Π ¯ w d ( j ω ) 0 0 Φ T X Φ 0 Φ T X Π ¯ d w ( j ω ) 0 Π ¯ d d ( j ω ) 0 0 Φ X 0 X ] × [ G wd ( j ω ) G wv ( j ω ) G zd ( j ω ) G zv ( j ω ) I 0 0 I ] ε ¯ I ,

Image (7.A.9)

where X is a positive definite matrix with a compatible dimension. Assume that it is feasible.

Note that

[ G wd ( j ω ) G wv ( j ω ) G zd ( j ω ) G zv ( j ω ) I 0 0 I ] = [ I 0 0 0 0 0 I 0 0 I 0 0 0 0 0 I ] [ G wd ( j ω ) G wv ( j ω ) I 0 G zd ( j ω ) G zv ( j ω ) 0 I ] .

Image

Substitute this relation into Eq. (7.A.9). Straightforward matrix manipulations show that it is equivalent to

[ G wd ( j ω ) G wv ( j ω ) I 0 G zd ( j ω ) G zv ( j ω ) 0 I ] H [ Π ¯ w w ( j ω ) Π ¯ w d ( j ω ) 0 0 Π ¯ d w ( j ω ) Π ¯ d d ( j ω ) 0 0 0 0 Φ T X Φ Φ T X 0 0 Φ X X ] × [ G wd ( j ω ) G wv ( j ω ) I 0 G zd ( j ω ) G zv ( j ω ) 0 I ] ε ¯ I ,

Image (7.A.10)

that is,

[ G wd ( j ω ) G wv ( j ω ) I 0 ] H Π ¯ ( j ω ) [ G wd ( j ω ) G wv ( j ω ) I 0 ] + [ G zd ( j ω ) G zv ( j ω ) 0 I ] H × ( [ Φ T I ] X [ Φ I ] ) [ G zd ( j ω ) G zv ( j ω ) 0 I ] ε ¯ I ,

Image (7.A.11)

which can be reexpressed as

[ G wd ( j ω ) G wv ( j ω ) I 0 ] H Π ¯ ( j ω ) [ G wd ( j ω ) G wv ( j ω ) I 0 ] + [ Φ G zd ( j ω ) I Φ G zv ( j ω ) ] H X [ Φ G zd ( j ω ) I Φ G zv ( j ω ) ] ε ¯ I .

Image (7.A.12)

On the other hand, from Eqs. (7.42) and (7.47) direct but tedious matrix manipulations show that

G wd [ l ] ( s ) = G wd ( s ) + G wv ( s ) [ I Φ G zv ( s ) ] 1 Φ G zd ( s ) .

Image (7.A.13)

Multiply both sides of Eq. (7.A.12) from left and right respectively by

[ I 0 [ I Φ G zv ( j ω ) ] 1 Φ G zd ( j ω ) I ] H and [ I 0 [ I Φ G zv ( j ω ) ] 1 Φ G zd ( j ω ) I ] .

Image

Based on Eq. (7.A.13), we obtain the inequality

[ G wd [ l ] ( j ω ) G wv ( j ω ) I 0 ] H Π ¯ ( j ω ) [ G wd [ l ] ( j ω ) G wv ( j ω ) I 0 ] + [ 0 I Φ G zv ( j ω ) ] H X [ 0 I Φ G zv ( j ω ) ] ε ˜ I ,

Image (7.A.14)

where

ε ˜ = ε ¯ inf ω R σ min 2 ( [ I 0 [ I Φ G zv ( j ω ) ] 1 Φ G zd ( j ω ) I ] ) .

Image

Note that the matrix [I0[IΦGzv(jω)]1ΦGzd(jω)I]Image is of full rank at each ωRImage. It is obvious that ε˜Image is also a positive number.

According to the Schur complement theorem (Lemma 2.4), the satisfaction of inequality (7.A.14) is equivalent to the satisfaction of the following two inequalities:

[ G wd [ l ] ( j ω ) I ] H Π ¯ ( j ω ) [ G wd [ l ] ( j ω ) I ] ε ˜ I ,

Image (7.A.15)

[ G wv ( j ω ) 0 ] H Π ¯ ( j ω ) [ G wv ( j ω ) 0 ] [ I Φ G zv ( j ω ) ] H X [ I Φ G zv ( j ω ) ] + ( [ G wv ( j ω ) 0 ] H Π ¯ ( j ω ) [ G wd [ l ] ( j ω ) I ] ) H × ( [ G wd [ l ] ( j ω ) I ] H Π ¯ ( j ω ) [ G wd [ l ] ( j ω ) I ] + ( ε ˜ + δ ) I ) 1 × ( [ G wv ( j ω ) 0 ] H Π ¯ ( j ω ) [ G wd [ l ] ( j ω ) I ] ) ε ˜ I ,

Image (7.A.16)

where δ is a very small positive number.

From the well-posedness assumption about the networked system we can declare that the matrix IΦGzv(s)Image is of full rank at every complex value of the Laplace transform variable s. This implies that when inequality (7.A.15) is satisfied, there always exists a positive definite matrix X such that inequality (7.A.16) is also satisfied. As a matter of fact, we can even declaim that under such that a situation, there always exists a positive scalar x such that the positive definite matrix X=xIImage satisfies inequality (7.A.16). To clarify this point, define the scalars

κ l = inf ω R σ min ( I Φ G zv ( j ω ) ) and κ h = sup ω R λ max { [ G wv ( j ω ) 0 ] H Π ¯ ( j ω ) [ G wv ( j ω ) 0 ] + ( [ G wv ( j ω ) 0 ] H Π ¯ ( j ω ) [ G wd [ l ] ( j ω ) I ] ) H × ( [ G wd [ l ] ( j ω ) I ] H Π ¯ ( j ω ) [ G wd [ l ] ( j ω ) I ] + ( ε ˜ + δ ) I ) 1 × ( [ G wv ( j ω ) 0 ] H Π ¯ ( j ω ) [ G wd [ l ] ( j ω ) I ] ) } .

Image

Then, from the well-posedness of the networked system and the satisfaction of inequality (7.A.15) we can directly claim that

κ l > 0 and κ h < + .

Image

Define the matrix

X = max { α , κ h + ε ˜ κ l 2 } I ,

Image (7.A.17)

where α is an arbitrary positive number. Then, X is positive definite and satisfies inequality (7.A.16).

Therefore, feasibility of inequality (7.43) is equivalent to inequality (7.A.9) and to inequality (7.49). This completes the proof. □

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