Bounding the Trajectories of Continuous-Time LPV Systems with Parameters known in Real Time

Abstract

Predicting the exact future of a Linear Parameter-Varying (LPV) system with its parameter exclusively known in real time is by definition an impossible task. In particular, it is difficult to quantify the error induced by a Zero-Order Hold (ZOH) discretization of the parameter which is not verified in practice (e.g. when the parameter depends on the states, inputs or outputs of the continuous-time system). Under a Lipschitz assumption, this paper upper bounds — in terms of uncertain matrices — the greatest possible discrepancy between the real future of the system and its estimate based on the last known values of the input and parameter. This not only upper bounds the error due to the ZOH discretization, but also provides sufficient conditions for controllability and observability of the system in the near future by bounding its Gramians.