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In this paper, we examine the problem of the stability analysis for linear delay-differential systems. Using Lyapunov method, we present sufficient conditions for the stability of the system…Full description

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ISSN (online): 2349-6010

**A Stability Analysis for Linear Delay-Differential
**

Systems

Umesha. V Dr. S. Padmanabhan. S

Department of Mathematics Department of Mathematics

Dayananda Sagar College of Engineering Bangalore-78 R.N.S Institute of Technology, Bangalore-98

Abstract

In this paper, we examine the problem of the stability analysis for linear delay-differential systems. Using Lyapunov method, we

present sufficient conditions for the stability of the systems in terms of linear matrix inequality (LMI) Based on the Lyapunov–

Krasovskii functional techniques which can be easily solved by using YALMIP Tool box. Numerical examples are given to

illustrate our results.

Keywords: Linear Delay-Differential Systems, Lyapunov Function, Linear Matrix Inequality (LMI), Time Delay, Delay

Dependence

_______________________________________________________________________________________________________

I. INTRODUCTION

Over the decades, the stability analysis of various delay-differential systems such as Neural Network systems, robust stability

analysis, H2 &H∞ system of equations air-craft stabilization, control-systems stability problems, microwave oscillator, and many

more engineering problems are done by many Researchers in various methodologies.

In this Linear Matrix Inequality tool playing a very important role, Utilizing of Lyapunov function generate a LMI which

should be satisfied necessary and sufficient conditions for the stability. This can be applied for various systems of equations, it is

one of the broad way of analyzing stability problems. Here we utilize the sufficient conditions for asymptotic stability from the

Ju.H (2000) and applied for various system of equation , it shows in our illustrative examples.

Cao and He (2004) and park (2002) shows that system of equations are globally stable in there articles, M.Liu (2006) shows

that system of equations are exponentially stable in his paper. Here we using Ju.H (2000) conditions for asymptotic stability

which shows as a Theorem 1 in our paper and applied to Cao and He (2004) and park (2002) problems and shows that it is

initially a asymptotically stable with good stable value. And reduced Theorem 1 with C constant Matrix considered as zero

which shows in Corollary 1 and Applied to M.Liu (2006) shown that asymptotically stable with good stability solutions.

II. MAIN RESULT

**Consider a Linear delay-differential system of the form
**

ẋ (t) = Ax(t) + Bx(t − h) + Cẋ (t − h) (1)

With the initial condition function

x(t 0 + θ) = ∅(θ), for all θ ∈ (−h, 0) (2)

x(t) ∈ Rn is the state vector, A, B and C ∈ Rn∗n are constant matrices, h is a positive constant time-delay∅(. ). is the given

continuously differentiable function on (h, 0)and the system matrix A is assumed to be a Hurwitz matrix. The system given in

(1) often appears in the theory of automatic control or population dynamics. First, we establish a delay-independent criterion, for

the asymptotic stability of the neutral delay-differential system (1) using Lyapunov method in terms of LMI.

Theorem 1

System (1) is asymptotically stable for all h ≥ 0, if there exist positive definite

Matrices P > 0 and R > 0 satisfying the following LMI:

AT P + PA + R + AT A PB + AT B PC + AT C

[ BTP + BTA BTB − R BTC ] < 0 (3)

T T T T

C P+C A C B C C−I

Proof

Let the Lyapunov functional candidate be

V = x T (t)Px(t) + v1 + v2 (4)

Where

0

v1 = ∫−h ẋ T (t + s)ẋ (t + s)ds (5)

0

v2 = ∫−h x T (t + s)Rx(t + s)ds (6)

**All rights reserved by www.ijirst.org 52
**

A Stability Analysis for Linear Delay-Differential Systems

(IJIRST/ Volume 3 / Issue 08/ 010)

**The time derivative of V along the solution of (1) is given by
**

V̇ = x T (AT P + PA)x + 2x T PBxh + 2x T PCẋ h + v1 ̇ + v2̇ (7)

Where x, xh , ẋ h denote x(t), x(t − h), ẋ (t − h) respectively. From 5 & 6 we obtain

v1̇ = ẋ T ẋ − ẋ h T ẋ h

=x A Ax + xh B Bxh + ẋ h C Cẋ h − ẋ hT ẋ h + 2x T AT Bxh + 2x T AT Cẋ h + 2ẋ hT B T Cẋ h

T T T T T T

(8)

v2̇ = x T Rx − xh T Rxh . (9)

Substituting 8 & 9 into 7 we have

T

x(t) AT P + PA + R + AT A PB + AT B PC + AT C x(t)

̇V = [x(t − h)] [ BTP + BTA BTB − R B T C ] [x(t − h)] (10)

ẋ (t − h) CTP + CTA CTB C T C − I ẋ (t − h)

Corollary 1

System (1) is asymptotically stable for allh ≥ 0, if there exist positive definite Matrices P > 0 and R > 0 by considering C

unknown Matrix as zero satisfying the following LMI:

AT P + PA + R + AT A PB + AT B PC + AT C

[ BTP + BTA BTB − R 0 ]<0 (11)

0 0 −I

Proof

Let the Lyapunov functional candidate be

V = v1 + v2 + v3 (12)

Where

v1 = x T (t)Px(t)

0 T

v1 = ∫−h ẋ (t + s)ẋ (t + s)ds (13)

0

v3 = ∫ x T (t + s)Rx(t + s)ds

−h

Taking derivative of the Lyapunov-Krasovskii functional and rearranging the terms results equation (10)

?

?(?) ?? ? + P? + ? + ?? ? ?? + ?? ? ?? + ?? ? ?(?)

?̇ = [?(? − ℎ)] [ ?? ? + ?? ? ?? ? − ? ?? ? ] [?(? − ℎ)] (14)

?̇ (? − ℎ) ??? + ??? ??? ? ? ? − ? ?̇ (? − ℎ)

The Unknown Matrix considering as zero we get

?? ? + ?? + ? + ?? ? ?? + ?? ? ?? + ?? ?

[ ?? ? + ?? ? ?? ? − ? 0 ] (15)

0 0 −?

Remark

Now days many researchers are working on Stability with time delay system of equations using Lyapunov function. This proves

gives the alternate solution for time delay system. Even this Theorem exist in (Ju.H -2000), In order to show the superiority of

the results than the existing; we continued the work and reduced the theorem by considering with unknown matrix as zero shows

in Corollary 1.

III. NUMERICAL EXAMPLES

To illustrate the usefulness of the proposed approach, we present the following three simulation examples are given

Example 1: Consider the following system (Cao and He 2004)

?̇ (?) = ??(?) + ??(? − ℎ) + ??̇ (? − ℎ) (16)

−3 −2 0.2 0.5 0.3 0.1

Where ? = [ ], ? = [ ], ? = [ ]

1 0 −0.3 −0.4 −0.2 0.1

Example 1 is Example 4.2 in (Cao and He 2004), whose approach is to judge the global asymptotical stability of system

equation. However, according to Theorem 1, solving the linear delay Differential system of equation by invoking the LMI solver

of YALMIP, we obtain the solutions as maximum allowable delay bound of time varying delay is 1.193577 with P and R values

correspondingly

4.3921 3.7271 5.1640 1.9915

P=[ ], ? = [ ]

3.7271 8.5449 1.9915 4.0202

Example 2: Consider the following system (park 2002)

?̇ (?) = ??(?) + ??(? − ?) + ??̇ (? − ℎ) (17)

Where

**All rights reserved by www.ijirst.org 53
**

A Stability Analysis for Linear Delay-Differential Systems

(IJIRST/ Volume 3 / Issue 08/ 010)

−2 0 0 1 0.5 0

?=[ ], ? = [ ], ? = [ ]

0 −1 0.9 0 0 0.4

Example 2 is in (park 2002), whose approach is to judge the global asymptotical stability of system equation. However, by

applying Theorem 1, solving the Differential equation by invoking the LMI solver of YALMIP, we get the solution satisfies with

the minimum allowable Lower bound -0.029172 with P and R values correspondingly

1.8625 0 1.9272 0

?=[ ], ? = [ ]

0 1.6980 0 1.6393

Example 3: Consider the following system (M.Liu 2006)

?̇ (?) = ??(?) + ?? ?(? − ℎ) (18)

Where

−2 0 −1 0

?=[ ], ? = [ ]

0 −0.9 ? −1 −1

Example 3 is in (M.Liu 2006), whose approach is to judge the exponentially asymptotical stability of system equation, Here

by using Corollary.1 solving the Differential equation by invoking the LMI solver of YALMIP, we obtain the solutions as

maximum allowable delay bound of time varying delay 0.790096 with P and R values correspondingly

4.4197 0 6.2231 0

?=[ ], ? = [ ]

0 0 0 0

IV. CONCLUSION

Here we study about the sufficient conditions for Asymptotic stability using the existing Theorem 1 in Ju.H (2000) and reduced

the theorem by considering unknown matrix as zero and shows in corollary 1 .The results of this paper indeed give us one more

alternative for the stability examination of Linear delay-differential systems. The results were obtained in the literature with the

help of YALMIP solver. In these our result has shown systems of equations are asymptotically stable with good conservative

results.

REFERENCES

[1] Umesha.V.et.al. (2016). A comparative study of robust stability in time interval delay systems with delay-dependence. IJMRC, Volume II, Issue 9: Page

No.23 – 28, ISSN: 2454-3659 (P), 2454-3861(E).

[2] Stepen boyd , L.EI Ghaoui, E.Feron and V.Balakrishnan, (1994) Linear matrix inequalities in system and control theory. Philadelphia , siam .

[3] Gu, K. (1997). Discretized LMI set in the stability problem of linear uncertain time-delay systems.Internat. J. Control 68, 923–934.

[4] Moon, Y. S., P. Park, W. H. Kwon and Y. S. Lee(2001). Delay-dependent robust stabilization of uncertain state-delayed systems. Int. J. Control74, 1447–

1455.

[5] Han, Q.L. (2002). Robust stability of uncertain delay differential systems of neutral type. Automatica 38, 719–723.

[6] Fridman, E. (2002). Stability of linear descriptor systems with delay: A lyapunov-based approach.Journal of Mathematical Analysis and Applications

273(1), 24–44.

[7] Xu, S. and J. Lam (2005). Improved delay-dependent stability criteria for time-delay systems. IEEE Trans. Aut. Control 50(3), 384–387.

[8] Suplin, V., E. Fridman and U. Shaked (2004). A projection approach to h1 control of time-delay systems.In: Proc. 43th IEEE CDC’04. Atlantis, Bahamas.

[9] Fridman, E. and U. Shaked (2002b). An improved stabilization method for linear time-delay systems.IEEE Trans. Aut. Control 47(11), 1931–1937.

[10] Fr´ed´eric Gouaisbaut _ Dimitri Peaucelle (2006)_DELAY-DEPENDENT ROBUST STABILITY OF TIME DELAY SYSTEMS "5th IFAC Symposium

on Robust Control Design, Toulouse : France (2006)" DOI: 10.3182/20060705-3-FR-2907.00078 ·

[11] D.Q. Cao and P. He, ‘‘Stability criteria of linear neutral systems with a single delay’’, Applied Mathematics and Computation, 148,pp. 135–143, 2004.

[12] J.H. Park, ‘‘Stability criterion for neutral differential systems with mixed multiple time-varying delay arguments’’, Mathematics and Computers in

Simulation, 59, pp. 401–412, 2002.

[13] Ju.H. Park, Stability analysis for neutral delay-differential systems, Journal of the Franklin Institute 337 (2000) 1-9.

[14] M. LIU, Global exponential stability analysis for neutral delay-differential systems: an LMI approach International Journal of Systems Science .Vol. 37,

No. 11, 15 September 2006, 777–783.

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