Automatica, Vol.38, No.9, 1485-1497, 2002
Robustness of trajectories with finite time extent
The problem of estimating perturbation bounds of finite trajectories is considered. The trajectory is assumed to be generated by a linear system with uncertainty characterized in terms of integral quadratic constraints. It is shown that such perturbation bounds can be obtained as the solution to a nonconvex quadratic optimization problem, which can be addressed using Lagrange relaxation. The result can be used in robustness analysis of hybrid systems and switched dynamical systems.
Keywords:integral quadratic constraints;trajectory sensitivity;robustness;optimal control;optimization;hybrid systems