Hisaya Fujioka
Department of Applied Analysis and Complex Dynamical
Systems
Graduate School of Informatics
Kyoto University
Kyoto
606-8501
Japan
IQC analysis for finite-horizon systems
abstract:
We consider the following IQC (integral quadratic
constraint) feasibility problem: For a given symmetrix matrix and a
finite-dimensional state-space system, determine that the system satisfies the
time-domain IQC defined by the symmetric matrix or not. The difference from the
standard setup is twofold: (i) the time-horizon is finite, and (ii) the two
point boundary conditions are given for the system. We encounter this problem
in, e.g., robust control of a class of PWM systems, and robustness analysis of
sampled-data feedback systems. We derive a finite dimensional condition to
verify the IQC as a counterpart of the KYP lemma in the infinite-horizon case.
We then consider the related IQC optimization problem and a cutting plane
algorithm is derived, where we generate cutting hyperplanes by using infeasible
parameters.