IQC Analysis of Uncertain LTV Systems with Rational Dependence on Time

Abstract

The goal of this paper is to assess the robustness of an uncertain linear time-varying (LTV) system on a finite time horizon. The uncertain system is modeled as a connection of a known LTV system and a perturbation. The state matrices of the LTV system are assumed to be rational functions of time. This is used to model the uncertain LTV system as an connection of a time invariant system and an augmented perturbation that includes time. The input/output behavior of the perturbation is described by time-domain, integral quadratic constraints (IQCs). Static and dynamic IQCs are developed for the multiplication by time. A sufficient condition to bound the induced $L_{2}$ gain is formulated using dissipation inequalities and IQCs. The approach is demonstrated with two simple examples.