Optimization and Systems Theory Seminar
Friday, July 15, 2005, 11.00-12.00, Room 3721, Lindstedtsvägen 25

Hisaya Fujioka
Department of Applied Analysis and Complex Dynamical Systems
Graduate School of Informatics
Kyoto University
Kyoto 606-8501
Japan

IQC analysis for finite-horizon systems

abstract:
 We consider the following IQC (integral quadratic constraint) feasibility problem: For a given symmetrix matrix and a finite-dimensional state-space system, determine that the system satisfies the time-domain IQC defined by the symmetric matrix or not. The difference from the standard setup is twofold: (i) the time-horizon is finite, and (ii) the two point boundary conditions are given for the system. We encounter this problem in, e.g., robust control of a class of PWM systems, and robustness analysis of sampled-data feedback systems. We derive a finite dimensional condition to verify the IQC as a counterpart of the KYP lemma in the infinite-horizon case. We then consider the related IQC optimization problem and a cutting plane algorithm is derived, where we generate cutting hyperplanes by using infeasible parameters.


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