A systematic method to obtain ultimate bounds for perturbed systems

Abstract

Abstract In this paper, we develop a systematic method to obtain ultimate bounds for both continuous- and discrete-time perturbed systems. The method is based on a componentwise analysis of the system in modal coordinates and thus exploits the system geometry as well as the perturbation structure without requiring calculation of a Lyapunov function for the system. The method is introduced for linear systems having constant componentwise perturbation bounds and is then extended to the case of state-dependent perturbation bounds. This extension enables the method to be applied to non-linear systems by treating the perturbed non-linear system as a linear system with a perturbation bounded by a non-linear function of the state. Examples are provided where the proposed systematic method yields bounds that are tighter or at least not worse than those obtained via standard Lyapunov analysis. We also show how our method can be combined with Lyapunov analysis to improve on the bounds provided by either approach.