Majorant Lyapunov Equation: A Nonnegative Matrix Equation for Robust Stability and Performance of Large Scale Systems

摘要

A new robust stability and performance analysis technique is developed. The approach involves replacing the state covariance by its block-norm matrix, i.e., the nonnegative matrix whose elements are the norms of subblocks of the covariance matrix partitioned according to subsystems dynamics. A bound (i.e., majorant) for the block norm matrix is given by the majorant Lyapunov equation, a Lyapunov-type nonnegative matrix equation. Existence, uniqueness, and computational tractability of solutions to the majorant Lyapunov equations are shown to be completely characterized in terms of M matrices. Two examples are considered. For a damped simple harmonic oscillator with uncertain but constant natural frequency, the majorant Lynapunov equation predicts unconditional stability. And, for a pair of nominally uncoupled oscillators with uncertain coupling, the majorant Lyapunov equation shows that the range of nondestabilizing couplings is proportional to the frequency separation between the oscillators, a result not predictable from quadratic or vector Lyapunov functions.