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Automatica
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monotonicity of positive coupled differential–difference equations Remark 1. The delay function τ (t ) is not assumed to be differen-
(with appropriately chosen initial conditions) subject to constant tiable or to have its derivative less than 1 since this is not needed
delays. It is worth noting that the selection of initial conditions in this paper. Such an assumption often arises when the Lya-
is rather important since not all the state trajectories of positive punov–Krasovskii functional method is utilized. On the other hand,
coupled differential–difference equations with constant delays are when D is Schur and τ (t ) = 0 (t ≥ 0), one can easily calculate that
monotonic. Indeed, the state trajectory of a positive coupled dif- y(t ) = (I − D)−1 Cx(t ) and thus ẋ(t ) = (A + B(I − D)−1 C )x(t ), whose
ferential–difference system with time-varying delays is entrywise solution exists and is asymptotically stable when A + B(I − D)−1 C
upper bounded by that of the corresponding constant delay system is Hurwitz.
with suitable initial conditions. Our results reveal that the asymp-
totic stability of positive coupled differential–difference equations Definition 1 (Farina & Rinaldi, 2000). System (1) is said to be
is robust against bounded time-varying delays. (internally) positive, if for any initial condition ψ ≽ 0 and φ(s) ≽
0, (s ∈ [−h, 0)), the state trajectory of system (1) satisfies that
2. Preliminaries x(t ; ψ, φ) ≽ 0 and y(t ; ψ, φ) ≽ 0 for all t ≥ 0.
Hurwitz stable Metzler matrix is well known in the literature. x(t0 ) = eAt0 x(0) + eA(t0 −s) (y(s − τ (s)) + w(s))ds ≻ 0.
0
Lemma 1 (Farina & Rinaldi, 2000). Suppose that matrix A is Metzler. Note that
Then A is Hurwitz if and only if
y(t0 ) = Cx(t0 ) + Dy(t0 − τ (t0 )) + u(t0 ) ≻ 0
(i) there exists a column vector λ ≻ 0, such that Aλ ≺ 0.
(ii) A is nonsingular and −A−1 is a nonnegative matrix. if τ (t0 ) ̸= 0, while
Proposition 1. Suppose that A is Metzler, B, C and D are nonnegative. Lemma 1, it can be concluded that there exists a column vector
If for any initial condition ψ and φ , the state trajectory of λ ≻ 0, such that
system (1) satisfies that
(A + B(I − D)−1 C )λ ≺ 0. (4)
lim x(t ; ψ, φ) = lim y(t ; ψ, φ) = 0,
t →+∞ t →+∞ Define
Proof. First note that A + B(I − D)−1 C is nonsingular, since then for sufficiently small ϵ > 0, we have that ξ ≻ 0 and Aλ+ Bξ ≺
otherwise one can find a nonzero vector θ such that (A + B(I − 0 hold simultaneously.
D)−1 C )θ = 0, which results in that x(t ) ≡ θ , y(t ) ≡ (I − D)−1 C θ is In the following, we focus on constant delay system (3) with
an equilibrium point (contradicting with x(t ; θ , (I − D)−1 C θ ) → 0 special constant initial condition ψ = λ, φ(s) = ξ , (s ∈ [−τ , 0)).
as t → +∞). Given a positive vector v ≻ 0, define We aim to unravel the monotonicity and asymptotic behaviors
of its state trajectory. Before moving on, the following lemma is
x̃(t ) , x(t ) − (A + B(I − D)−1 C )−1 v, needed.
ỹ(t ) , y(t ) − (I − D)−1 C (A + B(I − D)−1 C )−1 v. Lemma 3. Suppose that λ ≻ 0 satisfies inequality (4) and that ξ ≻ 0
Then, x̃ and ỹ satisfy defined in (5) satisfies Aλ + Bξ ≺ 0. Then, the state trajectory of
constant delay system (3) satisfies that
x̃˙ (t ) = Ax̃(t ) + Bỹ(t − τ (t )) + v,
(i) x̄(t ; λ, ξ ) ≼ λ and ȳ(t ; λ, ξ ) ≼ ξ for t ≥ 0.
ỹ(t ) = C x̃(t ) + Dỹ(t − τ (t )). (ii) x̄(t ; λ, ξ ) ≼ x̄(s; λ, ξ ) and ȳ(t ; λ, ξ ) ≼ ȳ(s; λ, ξ ) for any t ≥
s ≥ 0.
By Lemma 2, it can be deduced that x̃(t ; ψ̃, φ̃) ≽ 0 (t ≥ 0) for
nonnegative initial conditions ψ̃ and φ̃ . Since Proof. (i) Define ex (t ) , λ − x̄(t ; λ, ξ ), and ey (t ) , ξ − ȳ(t ; λ, ξ ).
Then, ex and ey satisfy a new coupled differential–difference
lim x̃(t ; ψ̃, φ̃) = −(A + B(I − D)−1 C )−1 v ≽ 0, equation subject to a special constant input:
t →+∞
Noting that
one can conclude that for sufficiently small σ > 0, it holds that
λ ≻ 0 and −(Aλ + Bξ ) ≻ 0 and (I − D)ξ − C λ = ϵ(I − D)η ≻ 0,
(A + B(I − D) C )λ = −v + σ (A + B(I − D) C )1 ≺ 0.
−1 −1 by Lemma 2, it immediately follows that ex (t ) ≽ 0 and ey (t ) ≽ 0
for all t ≥ 0. This implies that x̄(t ; λ, ξ ) ≼ λ and ȳ(t ; λ, ξ ) ≼ ξ for
This, by Lemma 1, implies that A + B(I − D)−1 C is Hurwitz. t ≥ 0, which completes the proof of (i).
(ii) For any given h > 0, we define x̃(t ) , x̄(t ; λ, ξ ) − x̄(t +
Remark 2. It is possible that general linear system (1) with delays h; λ, ξ ), ỹ(t ) , ȳ(t ; λ, ξ ) − ȳ(t + h; λ, ξ ). Clearly, x̃ and ỹ satisfy
is asymptotically stable while the corresponding delay-free system
is not. However, this will never happen when positivity is imposed x̃˙ (t ) = Ax̃(t ) + Bỹ(t − τ ), ỹ(t ) = C x̃(t ) + Dỹ(t − τ ).
on system (1).
Note that
Following the above discussion, in the sequel, it is natural to x̃(0) = x̄(0; λ, ξ ) − x̄(h; λ, ξ ) = λ − x̄(h; λ, ξ ) ≽ 0
make the following assumptions on system (1) and (2).
due to statement (i). Similarly, for −τ ≤ t < 0, we have
Assumption 1. (i) A is Metzler, B and C are nonnegative matri- ỹ(t ) = ȳ(t ; λ, ξ ) − ȳ(t + h; λ, ξ ) = ξ − ȳ(t + h; λ, ξ ) ≽ 0.
ces, D is a nonnegative Schur matrix.
(ii) A + B(I − D)−1 C is Hurwitz. Therefore, by Lemma 2, it can be deduced that x̃(t ) ≽ 0 and
(iii) There exists a unique solution in [0, +∞) for system (2). ỹ(t ) ≽ 0 for all t ≥ 0. This completes the proof.
In the light of the above two lemmas, the convergence of constant
Remark 3. The assumption on the existence and uniqueness of delay system (3) is presented below. Unlike most existing works,
the solution of coupled differential–difference equations is also we do not employ the Lyapunov–Krasovskii functional method, but
adopted in the existing literature (see, e.g., Gu and Liu (2009); Pepe resort to the Final Value Theorem in the convergence analysis.
(2005); Pepe and Verriest (2003)). How to relax this assumption
would be an interesting topic for future research. Lemma 4. Assume that λ ≻ 0 satisfies inequality (4) and that ξ ≻ 0
defined in (5) satisfies Aλ + Bξ ≺ 0. Then, the state trajectory of
Our purpose is to prove that as long as A + B(I − D) C is −1
system (3) satisfies that
Hurwitz, positive system (1) with bounded time-varying delays
is asymptotically stable regardless of the magnitude of delays. To lim x̄(t ; λ, ξ ) = lim ȳ(t ; λ, ξ ) = 0.
t →∞ t →∞
this end, some properties are firstly unveiled for the constant delay
system:
Proof. From Lemma 3, it is clear that x̄(t ; λ, ξ ) and ȳ(t ; λ, ξ ) are
x̄˙ (t ) = Ax̄(t ) + Bȳ(t − τ ), entrywise monotonically non-increasing and have a lower bound.
ȳ(t ) = C x̄(t ) + Dȳ(t − τ ).
(3) This, in turn, implies that limt →∞ x̄(t ; λ, ξ ) and limt →∞ ȳ(t ; λ, ξ )
exist. Suppose that limt →+∞ ȳ(t ; λ, ξ ) = M, and thus limt →+∞ x̄
Several simple facts can be readily obtained as follows. Since D (t ; λ, ξ ) = (I − D)−1 CM from the second equation of system
is a nonnegative Schur matrix, D − I is Metzler and Hurwitz. By (3). Since x̄(t ; λ, ξ ) and ȳ(t ; λ, ξ ) are bounded on [0, +∞) due
Lemma 1, there exists η ≻ 0, such that (I − D)η ≻ 0. Again by to Lemma 3 and thus x̄˙ (t ; λ, ξ ) is bounded as well, the Laplace
126 J. Shen, W.X. Zheng / Automatica 57 (2015) 123–127
lim sL(ȳ(t ; λ, ξ )) = M .
s→0
= lim s(sL(x̄(t ; λ, ξ )) − λ)
s→0
ex (t ) , x̄(t ; λ, ξ ) − x(t ; λ, ξ ), Remark 4. Among the earliest works which pointed out that
ey (t ) , ȳ(t ; λ, ξ ) − y(t ; λ, ξ ). positive systems are robust against time-varying delays, we
would like to mention Ait Rami (2009), which considered the
Simple manipulations yield that
asymptotic stability of positive linear systems with bounded time-
ėx (t ) = Aex (t ) + Bey (t − τ (t )) varying delays. In this paper, we generalize the delay-independent
+ B(ȳ(t − τ ; λ, ξ ) − ȳ(t − τ (t ); λ, ξ )), stability results to coupled differential–difference equations under
positivity constraints.
ey (t ) = Cex (t ) + Dey (t − τ (t ))
+ D(ȳ(t − τ ; λ, ξ ) − ȳ(t − τ (t ); λ, ξ )). 4. Numerical example
Then it follows from Lemma 3 that
Consider coupled delay differential–difference system (1) with
ȳ(t − τ ; λ, ξ ) − ȳ(t − τ (t ); λ, ξ ) ≽ 0, ∀t ≥ 0 . system matrices given by
Therefore, by Lemma 2, one can deduce that ex (t ) ≽ 0 and ey (t ) ≽ −2.5 0.3 0 0.2 0.1
0 for all t ≥ 0. A = 0.5 −2 0.1 , B= 0.5 0.3 ,
0.4 0.6 −3 0 0.4
The following result is a direct consequence of the linearity and
0.3 0.4 0.1 0.6 0.3
positivity of system (1).
C = , D= .
0.2 0.2 0 0.1 0.2
Lemma 6. For any initial conditions satisfying ψ1 ≼ ψ2 and φ1 (s) ≼
The delay is given as τ (t ) = 4 + cos(0.1t ). Note that A is
φ2 (s) for s ∈ [−τ , 0), we have x(t ; ψ1 , φ1 ) ≼ x(t ; ψ2 , φ2 ) and
Metzler, B, C and D are nonnegative matrices, which implies that
y(t ; ψ1 , φ1 ) ≼ y(t ; ψ2 , φ2 ).
system (1) is internally positive due to Lemma 2. It can be read-
Now we are in a position to present the main theorem, which states ily verified that D is Schur and A + B(I − D)−1 C is Hurwitz, by
that the asymptotic stability of positive system (1) is insensitive to which we can conclude that system (1) is asymptotically stable
the magnitude of time-varying delays. for any bounded delays owing to Theorem 1. The state trajecto-
ries of system (1) with initial conditions ψ = [2 1.5 3]T and
Theorem 1. Under Assumption 1, for any delays satisfying 0 ≤ φ = [1 + cos(0.1π s) 3 + 2 sin(0.05π s)]T (s ∈ [−5, 0)) are de-
τ (t ) ≤ τ , system (1) is asymptotically stable. picted in Figs. 1 and 2, respectively. It can be observed that the state
trajectory is always nonnegative and system (1) is asymptotically
Proof. Under Assumption 1, one can always find λ ≻ 0 and ξ ≻ 0
stable, which confirms the conclusion in Theorem 1.
(as defined in (5)), such that inequalities (A + B(I − D)−1 C )λ ≺ 0
and Aλ + Bξ ≺ 0 hold. Since λ and ξ are strictly positive vectors,
5. Conclusion
for any initial condition x(0) = ψ ≽ 0 and y(s) = φ(s) ≽ 0,
(s ∈ [−τ , 0)), for sufficiently large scalar k > 0, one has ψ ≺ kλ
In this paper, we have provided a necessary and sufficient con-
and φ(s) ≺ kξ , (s ∈ [−τ , 0)). By Lemmas 3, 5 and 6, it can be
dition on the asymptotic stability of a class of coupled delay dif-
concluded that
ferential–difference equations with time-varying delays, which
x(t ; ψ, φ) ≼ x(t ; kλ, kξ ) ≼ x̄(t ; kλ, kξ ) ≼ kλ. possess internal positive characteristics. A characterization on the
J. Shen, W.X. Zheng / Automatica 57 (2015) 123–127 127