Brief A practical method for analyzing the stability of neutral type LTI-time delayed systems

It is widely known that the solutions of Lyapunov equations can be used to compute the H2 norm of linear time-invariant (LTI) dynamical systems. In this paper, we show how this theory extends to dynamical systems with delays. The first result is that the H2 norm can be computed from the solution of a generalization of the Lyapunov equation, which is known as the delay Lyapunov equation. From the relation with the delay Lyapunov equation we can prove an explicit formula for the H2 norm if the system has commensurate delays, here meaning that the delays are all integer multiples of a basic delay. The formula is explicit and contains only elementary linear algebra operations applied to matrices of finite dimension. The delay Lyapunov equations are matrix boundary value problems. We show how to apply a spectral discretization scheme to these equations for the general, not necessarily commensurate, case. The convergence of spectral methods typically depends on the smoothness of the solution. To this end we describe the smoothness of the solution to the delay Lyapunov equations, for the commensurate as well as for the non-commensurate case. The smoothness properties allow us to completely predict the convergence order of the spectral method.

Characterizing and Computing the ${\cal H}_{2}$ Norm of Time-Delay Systems by Solving the Delay Lyapunov Equation

Lyapunov matrices for time-delay systems

Quadratic Lyapunov functionals with a given time derivative for the case of neutral type time delay systems have been presented in Rodriguez et al. (“Robust stability of neutral systems: a Lyapunov–Krasovskii constructive approach”, International Journal of Robust and Nonlinear Control, 14, pp. 1345–1358, 2004). In this contribution a new form of the functionals is proposed. The functionals now do not include the time derivative of the system state. This modification provides new quadratic bounds for the functionals and makes them useful in computation of exponential estimates for solutions of the systems, as well as in calculation of the robustness bounds. Special attention has also been paid to the Lyapunov matrices which define the functionals. A new definition of the matrices is given, and their properties are analysed in detail.

Lyapunov functionals and Lyapunov matrices for neutral type time delay systems: a single delay case

In recent decades, increasingly intensive research attention has been given to dynamical systems containing delays and those affected by the after-effect phenomenon. Such research covers a wide range of human activities and the solutions of related engineering problems often require interdisciplinary cooperation. The knowledge of the spectrum of these so-called time-delay systems (TDSs) is very crucial for the analysis of their dynamical properties, especially stability, periodicity, and dumping effect. A great volume of mathematical methods and techniques to analyze the spectrum of the TDSs have been developed and further applied in the most recent times. Although a broad family of nonlinear, stochastic, sampled-data, time-variant or time-varying-delay systems has been considered, the study of the most fundamental continuous linear time-invariant (LTI) TDSs with fixed delays is still the dominant research direction with ever-increasing new results and novel applications. This paper is primarily aimed at a (systematic) literature overview of recent (mostly published between 2013 to 2017) advances regarding the spectrum analysis of the LTI-TDSs. Specifically, a total of 137 collected articles–which are most closely related to the research area–are eventually reviewed. There are two main objectives of this review paper: First, to provide the reader with a detailed literature survey on the selected recent results on the topic and Second, to suggest possible future research directions to be tackled by scientists and engineers in the field.

Spectrum Analysis of LTI Continuous-Time Systems With Constant Delays: A Literature Overview of Some Recent Results

The author considers autonomous neutral or retarded matrix delay differential systems. The imaginary axis eigenvalues of such a system are shown to be contained in the set of generalized eigenvalues of an associated matrix pair. If the system is not a singular neutral system, one can replace generalized eigenvalues by the eigenvalues of a single matrix. We also show in both the neutral and retarded cases that system pure imaginary eigenvalues are limited to the values at which an associated second degree matrix polynomial becomes singular. Associated system eigenvectors are also eigenvectors of this matrix polynomial. Examples are given in which the matrix, the matrix pair, and the matrix polynomial are used for stability analysis.

J. Louisell

Papers

A matrix method for determining the imaginary axis eigenvalues of a delay system