Lyapunov characterization of forced oscillations

Authors:
Tingshu Hu;Andrew R. Teel;Zongli Lin
Affiliations:
Department of Electrical and Computer Engineering, University of Massachusetts Lowell, Lowell, MA 01854, USA;Department of Electrical and Computer Engineering, University of California, Santa Barbara, CA 93106-9560, USA;Department of Electrical and Computer Engineering, University of Virginia, Charlottesville, VA 22904-4743, USA
Venue:
Automatica (Journal of IFAC)
Year:
2005

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Abstract

This paper develops a Lyapunov approach to the analysis of input-output characteristics for systems under the excitation of a class of oscillatory inputs. Apart from sinusoidal signals, the class of oscillatory inputs include multi-tone signals and periodic signals which can be described as the output of an autonomous system. The Lyapunov approach is developed for linear systems, homogeneous systems (differential inclusions) and nonlinear systems (differential inclusions), respectively. In particular, it is established that the steady-state gain can be arbitrarily closely characterized with Lyapunov functions if the output response converges exponentially to the steady-state. Other output measures that will be characterized include the peak of the transient response and the convergence rate. Tools based on linear matrix inequalities (LMIs) are developed for the numerical analysis of linear differential inclusions (LDIs). This paper's results can be readily applied to the evaluation of frequency responses of general nonlinear and uncertain systems by restricting the inputs to sinusoidal signals. Guided by the numerical result for a second order LDI, an interesting phenomenon is observed that the peak of the frequency response can be strictly larger than the L"2 gain.