The Infinite-Dimensional Standard and Strict Bounded Real Lemmas in Continuous Time: The Storage Function Approach

J. A. Ball, S. ter Horst, M. Kurula*

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

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Abstract

The bounded real lemma (BRL) is a classical result in systems theory, which provides a linear matrix inequality criterium for dissipativity, via the Kalman-Yakubovich-Popov (KYP) inequality. The BRL has many applications, among others in H control. Extensions to infinite dimensional systems, although already present in the work of Yakubovich, have only been studied systematically in the last few decades. In this context various notions of stability, observability and controllability exist, and depending on the hypothesis one may have to allow the KYP-inequality to have unbounded solutions which forces one to consider the KYP-inequality in a spatial form. In the present paper we consider the BRL for continuous time, infinite dimensional, linear well-posed systems. Via an adaptation of Willems’ storage function approach we present a unified way to address both the standard and strict forms of the BRL. We avoid making use of the Cayley transform and work only in continuous time. While for the standard bounded real lemma, we obtain analogous results as there exist for the discrete time case, when treating the strict case additional conditions are required, at least at this stage. This might be caused by the fact that the Cayley transform does not preserve exponential stability, an important property in the strict case, when transferring a continuous-time system to a discrete-time system.

Original languageEnglish
Article number84
Number of pages77
JournalComplex Analysis and Operator Theory
Volume16
Issue number6
DOIs
Publication statusPublished - Sept 2022
MoE publication typeA1 Journal article-refereed

Keywords

  • Bounded real lemma
  • Continuous time
  • Kalman-Yakubovich-Popov inequality
  • Passive systems
  • Schur functions
  • Storage functions
  • Well-posed linear systems

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