2000
DOI: 10.1006/jmaa.1999.6693
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The Strict Bounded Real Lemma for Linear Time-Varying Systems

Abstract: In this paper, we present a strict bounded real lemma for linear time-varying systems in the infinite-horizon case. Using some operator methods, we show that the strict bounded realness for the related IrO operators is equivalent to the solvability of a semidefinite or definite Riccati equation. We also apply this result to the problem of disturbance attenuation and H -optimization. All our results

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Cited by 9 publications
(6 citation statements)
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“…The next theorem states an equivalence between a bound on the quadratic cost J and the existence of a solution to a Riccati Differential Equation (RDE) or Riccati Differential Inequality (RDI). The theorem is expressed in terms of strict inequalities and generalizes existing results for the induced L 2 gain of LTV systems [29,24,10,4].…”
Section: Strict Bounded Real Lemmasupporting
confidence: 61%
See 1 more Smart Citation
“…The next theorem states an equivalence between a bound on the quadratic cost J and the existence of a solution to a Riccati Differential Equation (RDE) or Riccati Differential Inequality (RDI). The theorem is expressed in terms of strict inequalities and generalizes existing results for the induced L 2 gain of LTV systems [29,24,10,4].…”
Section: Strict Bounded Real Lemmasupporting
confidence: 61%
“…These conditions can be equivalently re-written with a Riccati Differential Equation (RDE). This equivalence is based on a variation of the strict bounded real lemma (Theorem 1 in Section 2) which generalizes existing results in [29,24,10,4]. The algorithm to compute finite horizon robustness metrics (Section 4) leverages both forms of these conditions.…”
Section: Introductionmentioning
confidence: 88%
“…Proof. Since the equivalence between statements 2), 3) and 4) has been proved in [45], we here only prove the equivalence between 1) and 2). For a given storage function V (x(t)) = x(t) T P(t)x(t), we calculate…”
Section: Dissipation Propertiesmentioning
confidence: 91%
“…This follows from the Schur complement lemma 34 and R(t, 𝜆) < 0. * The Bounded Real Lemma for LTV systems [17][18][19][20][21] states that there exists a differentiable function P satisfying P(T) ≽ 0 and ( 19) if and only if Condition 3 holds. The precise version of the LTV Bounded Real Lemma used here is Theorem 1 in References 10 and 11.…”
Section: There Exists a Differentiable Function Ymentioning
confidence: 99%
“…This step relies on a connection to Riccati differential equations (RDEs) using the LTV Bounded Real Lemma. [17][18][19][20][21] This connection can also be used to compute subgradients with minimal computational cost (Section 4.2). This builds on related prior work by As a result the ellipsoid algorithm can be used to solve the optimization to within a desired accuracy (Section 4.3).…”
Section: Introductionmentioning
confidence: 99%