Extension of generalized KYP lemma: from LTI systems to LPV systems

TL;DR

This paper extends the generalized KYP lemma from LTI to LPV systems by reformulating frequency ranges to restore key properties, enabling reliable finite-frequency analysis of systems with time-varying parameters.

Contribution

It introduces a reformulation strategy that enlarges the frequency range to maintain the non-negativity property of IQC functions for LPV systems, extending the gKYP lemma.

Findings

Reformulation restores IQC non-negativity for LPV systems.

Extension enables direct finite-frequency analysis of LPV systems.

Numerical examples demonstrate improved efficiency and potential.

Abstract

The generalized Kalman-Yakubovich-Popov (gKYP) lemma, established by Iwasaki and Hara (2005 IEEE TAC), has served as a fundamental tool for finite-frequency analysis and synthesis of linear time-invariant (LTI) systems. Over the past two decades, efforts to extend the gKYP lemma from LTI systems to linear parameter varying (LPV) systems have been hindered by the intricate time-frequency inter-modulation effect between the input signal and the time-varying scheduling parameter. A key element in this framework is the frequency-dependent Integral Quadratic Constraint (IQC) function, which enables time-domain interpretation of the gKYP lemma, as demonstrated by Iwasaki et al in their companion 2005 System and Control Letter paper. The non-negativity property of this IQC function plays a crucial role in characterizing system behavior under frequency-limited inputs. In this paper, we first demonstrate through a counterexample that the IQC non-negativity property may fail for LPV systems, thereby invalidating existing results that rely on this assumption. To address this issue, we propose a reformulation strategy that replaces the original frequency range with an enlarged one, thereby restoring the non-negativity property for LPV systems. Moreover, we establish that the minimal required expansion depends on the interaction(or gap) between the system poles and the original frequency range, as well as a set of controllability Gramians. Building upon this results, an extension of gKYP lemma is presented, which allows us to conduct finite-frequency analysis of LPV systems in a direct and reliable manner. The potential and efficiency compared to existing results are demonstrated through numerical examples.