This repository has been archived by the owner on Nov 13, 2017. It is now read-only.
-
Notifications
You must be signed in to change notification settings - Fork 1
/
analysis.tex
1821 lines (1693 loc) · 94.9 KB
/
analysis.tex
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
\chapter{Analysis}
\label{chap:analysis}
This chapter is based mainly on our publication \cite{polattro} which is partially presented at
\cite{polatACC11,polatIFAC11,polatWH11}. We introduce the IQC analysis framework to unify frequency
based analysis results while preserving the exactness of the conditions or if any without introducing extra
conservatism . Via numerical case studies, we show that the results are precisely the same with those of the
techniques available in the literature. Therefore, we prove that there is no fundamental reason to use a
specialized terminology and set of techniques out of the mainstream robust control theory.
\section{Quadratic Forms for Stability Analysis}
In the sequel, instead of 2-port networks, we rather consider system interconnections as
depicted in \Cref{fig:uncic}. In this setting, $G$ is the model of the nominal bilateral
teleoperation system and $\Delta$ is a block diagonal collection of uncertainties, such as
the human, the environment, delays, etc. Stability tests are based on structural hypotheses
on the diagonal blocks of the operator $\Delta$ such as gain bounds or passivity. These
properties should allow us to develop numerically verifiable conditions for the system $G$ that
guarantee interconnection stability. This is intuitive because we have no access to the actual
$\Delta$ and we can only describe its components by means of indirect properties. Over the
past three decades many classical stability results have been unified and generalized in
this direction by utilizing quadratic forms (see \cite{megretski} and \cite{safonov,carsten2,iwasaki}).
\begin{figure}
\begin{subfigure}[b]{.5\linewidth}
\centering%
\begin{tikzpicture}[>=stealth,scale=0.6]
\node[draw,minimum size=0.75cm] (plant) at (0,0) {$G$};
\node[draw,minimum size=0.75cm] (unc) at (0,1.5) {$\Delta$};
\draw[->] (plant.west) -| ++(-5mm,10mm) node[left] {$v$} |- (unc.west);
\draw[->] (unc.east) -| ++(5mm,-5mm) node[right] {$u$} |- (plant.east);
\end{tikzpicture}
\caption{}\label{fig:uncic}
\end{subfigure}%
\begin{subfigure}[b]{.5\linewidth}
\centering%
\begin{tikzpicture}[>=stealth,scale=0.6]
\node[draw,rectangle, minimum size=0.75cm] (plant) at (0,0) {$G_p$};
\node[draw,rectangle, minimum size=0.75cm] (unc) at (0,1.5cm) {$\Delta$};
\node[draw,circle,inner sep=0.5mm,
label={[inner sep=0.1mm]180:$-$},
label={[inner sep=0,yshift=1mm]135:$v$}
] at ([shift={(-0.55cm,0.6cm)}]plant.west)(junc) {};
\draw[->] (plant.west) -| (junc.south);
\draw[->] (junc.north) |- (unc.west);
\draw[->] (unc.east) -| ++(0.5cm,-0.5cm) node[right]{$u$}|- (plant.east);
\end{tikzpicture}
\caption{}\label{fig:uncicpas}
\end{subfigure}
\caption[The general system interconnections]{The general interconnection (a) and the assumed
interconnection for passive systems (b). In general, the power variables require a sign
change relative to the ``from'' and ``to'' ports in order to indicate the travel direction
which translates to a negative sign in the block diagrams.%
}
\label{fig:2}
\end{figure}
For the sake of completeness, we present the general methodology by sampling a few important special cases.
To begin with, consider the following reformulation of the conditions of the small-gain theorem:
\begin{equation}
\begin{aligned}
\|\Delta\|_\infty &\leq 1\\
\|G\|_\infty &< 1
\end{aligned} \iff
{\scriptstyle \begin{aligned}
\pmatr{\Delta(\iw)\\1}^*\pmatr{-1 &0\\0 &1}\pmatr{\Delta(\iw)\\1} &\geq 0\\
\pmatr{1\\G(\iw)}^*\pmatr{-1 &0\\0 &1}\pmatr{1\\G(\iw)} &< 0
\end{aligned}}
\label{eq:smqf}
\end{equation}
for all $\omega\in\Realext$. The middle {$2\times2$ matrix} on the right-hand side is called the
``\emph{multiplier}'' (typically denoted by $\Pi$). It has been observed that the appearance of the
same multiplier on both inequalities is far from a mere coincidence. In fact, it led to the following
stability test: Assume that $G,\Delta\in \mathcal{RH}^{\bullet \times \bullet}_\infty$. Then, the
$G-\Delta$ interconnection {in \Cref{fig:uncic}} is well posed and stable if there exists a
Hermitian matrix $\Pi$ such that
\begin{equation}
\pmatr{\Delta(\iw)\\I}^*\!\!\!\Pi\pmatr{\Delta(\iw)\\I} \succeq 0,\
\pmatr{I\\G(\iw)}^*\!\!\!\Pi\pmatr{I\\G(\iw)} \prec 0 \label{eq:qcdelta}
\end{equation}
hold for all $\omega\in\Realext$; one only requires the mild technical hypothesis that the left-upper/right-lower
block of $\Pi$ is negative/positive semi-definite. Thus, the intuition that we touched upon above is mathematically
formalized by \eqref{eq:qcdelta}. Indeed, one can see that the former condition constrains the family of uncertainties,
while the latter {provides the related condition} imposed on the plant for interconnection stability, both expressed
in terms of the multiplier $\Pi$. In particular, we recover the passivity theorem in a similar fashion, if {using}
the constant symmetric matrix $\Pi=\left(\begin{smallmatrix}0 &I \\ I &0 \end{smallmatrix} \right)$ as the multiplier
under negative feedback. See \cite{safonov} for a lucid ``topological seperation" argument. Various other classical
stability tests fall under this particular {scenario based on the so-called static (frequency-independent) multipliers
which, therefore, presents} a significantly unified methodology.
If $\Delta$ admits a diagonal structure (as in \Cref{fig:portrep}), it is well known that the small-gain theorem
and passivity theorem are conservative. A natural generalization toward a tighter analysis test is using a frequency-dependent
$\Pi$ matrix, {which can be interpreted as} adding dynamics to the multiplier. Two prominent examples of
interest are the celebrated upper bound computations for $\mu$ or $\kappa_m$ in robust control theory and, as we will
show later, Llewellyn's stability conditions. As a shortcoming, these results are only valid for LTI operators but the
real power and flexibility of these multiplier methods come from {their} generalizations to classes of nonlinear/time-varying
operators via the IQC framework that appeared in \cite{megretski}.
An IQC for the input and output signals of $\Delta$ is expressed as
\begin{equation}
\infint{%
\pmatr{\widehat{\Delta(v)}(\iw)\\\hat{v}(\iw)}^*\Pi(\iw)\pmatr{\widehat{\Delta(v)}(\iw)\\\hat{v}(\iw)}d\omega
} \succeq 0.
\label{eq:IQC}
\end{equation}
A bounded operator $\Delta:\mathcal{L}^m_2\to\mathcal{L}^n_2$ is said to satisfy the constraint defined by $\Pi(\iw)$
if \eqref{eq:IQC} holds for all $v\in\mathcal{L}^m_2$. The following sufficient {stability condition for the interconnection
in \Cref{fig:uncic}} forms the basis for the IQC framework.
\begin{thm}[IQC Theorem, \cite{megretski}]\label{IQCthm} Let $G\in\mathcal{RH}^{m\times n}_\infty$ be given and
let $\Delta:\mathcal{L}^m_2\to\mathcal{L}^n_2$ be a bounded causal operator. Suppose that
\begin{enumerate}
\item for every $\tau\in[0,1]$, the interconnection of $G$ and $\tau\Delta$ is well posed;
\item for every $\tau\in[0,1]$, $\tau\Delta$ satisfies the IQC
defined by $\Pi(\iw)$ which is bounded as a function of $\omega\in\Real$;
\item there exists some $\epsilon>0$ such that
\begin{equation}
\pmatr{I\\G(\iw)}^*\Pi(\iw)\pmatr{I\\G(\iw)} \preceq -\epsilon I\text{\ for all\ }\omega\in\mathbb{\Real}.
\label{eq:IQCthmFDI}
\end{equation}
\end{enumerate}
Then the $G-\Delta$ interconnection {in \Cref{fig:uncic}} is stable.
\end{thm}
Note that in Assumption 2, it is meant to replace $\Delta$ with $\tau\Delta$ in \Cref{eq:IQC}. We include a few
immediate remarks about this result:
\begin{rem}\label{remiqc1}
Note that both properties 1 and 2 in \Cref{IQCthm} have to hold for $\tau\Delta$
if $\tau$ moves from $\tau=0$ (for which stability is obvious) to the target value $\tau=1$
(for which stability is desired). But, the reason for using a scalar $\tau$ is to scale the uncertainty
size, therefore it does not have to be a multiplication operation, e.g., in the delay uncertainty cases,
scaling the uncertainty $\tau e^{-sT}$ is incorrect for the application of IQC theorem. Instead,
the result can still be used if one considers $e^{-s\tau T}$ for $\tau\in[0,1]$, as we will derive
a multiplier class later in this chapter. In summary, the homotopy
argument can be customized and by no means limited to $\tau\Delta$. However, the original result is not
altered in order to comply with the literature.
Let the multiplier $\Pi(\iw)$ partitioned as
\begin{equation}
\Pi = \pmatr{\Pi_1&\Pi_2\\\Pi_2^* &\Pi_3}
\label{eq:Pipart}
\end{equation}
In our examples the left-upper $m\times m$ block is negative semi-definite for all $\omega\in\Realext$
which guarantees concavity. In other words, convex combinations of two particular uncertainty elements
$\Delta_1, \Delta_2$ that satisfy the IQC, also satisfy the IQC since
\[
\pmatr{\tau\Delta_1+(1-\tau)\Delta_2\\ I}^*\pmatr{-&\cdot\\\cdot &\cdot}\pmatr{\tau\Delta_1+(1-\tau)\Delta_2\\I}
\]
is a concave function. Furthermore, we assume that the right-lower $m\times m$ block of $\Pi(\iw)$ is
positive semidefinite for all $\omega\in\Realext$. Then
\[
\pmatr{0\\I}^*\pmatr{\cdot &\cdot\\\cdot &+}\pmatr{0\\ I} \succeq 0
\]
i.e. $0\in\bm{\Delta}$.
Hence, given a $\Delta$ that satisfies the IQC with $\Pi_1 \succeq 0, \Pi_3\preceq 0$, select $\Delta_1 = 0, \Delta_2 = \Delta$,
for every $\tau\in [0,1]$, $\tau\Delta$ satisfies the IQC.
The reason why we are so interested in zero is the fact that when $\Delta=0$, it corresponds to the (unperturbed) nominal
system and, as is for the IQC theorem, many stability results rely on tracking the stability property while traveling on
the nominal system$\to$fully uncertain system path, e.g., root loci, Nyquist test, boundary crossing theorem, $\mu$-analysis
etc.
It is then easy to see that \eqref{eq:qcdelta} implies property 2 in \Cref{IQCthm};
hence one only needs to verify \eqref{eq:qcdelta} for the original uncertainty $\Delta$.
\end{rem}
\begin{rem}\label{remiqc2}
Often $\Pi(\iw)$ is a continuous function of $\omega\in\Realext$. Then property 3 is equivalent to
\begin{equation}
\pmatr{I\\G(\iw)}^*\Pi(\iw)\pmatr{I\\G(\iw)} \prec 0
\text{\ \ for all\ \ }\omega\in\Realext.
\label{eq:IQCthmFDI2}
\end{equation}
If $\Delta$ is LTI then \eqref{eq:IQC} holds for all $v\in\mathcal{L}^m_2$ if and only if
\begin{equation}
\pmatr{\Delta(\iw)\\I}^*\Pi(\iw)\pmatr{\Delta(\iw)\\I} \succeq 0
\text{\ \ for all\ \ }\omega\in\Real.
\label{fdidelta}
\end{equation}
The IQC reduces to a frequency-domain inequality (FDI). This provides the link to our introductory discussion.
Suppose that $\Delta$ is LTI and $\Pi(\iw)$ is a continuous function of $\omega\in\Realext$ and assume that
\eqref{eq:qcdelta} holds for both inequalities for all $\omega$. Then, using the relations, $w=\Delta v,v=G
w$ for all $u,y\in\LL_2$, we obtain the following contradiction
\begin{align}
0 &\preceq v^*\pmatr{\Delta\\I}^*\!\!\!\Pi\pmatr{\Delta\\I}v\\ &=\phantom{v^*}\pmatr{w\\v}^*\Pi\pmatr{w\\v}\\
&=w^*\pmatr{I\\G}^*\!\!\!\Pi\pmatr{I\\G}w \\&\prec 0,
\end{align}
hence
\[
\operatorname{im}\pmatr{I\\G} \cap \operatorname{im}\pmatr{\Delta \\ I} =\{ 0 \} ,\ \forall \omega\in\Realext.
\]
Using this we can conclude that
\[
\det\pmatr{I &\Delta\\G &I}\neq 0\ \forall \omega\in\Realext
\]
and, with an application of Schur complement formula, we have \eqref{eq:IQCthmFDI2} and \eqref{fdidelta} implying
\begin{equation}
\det(I-G(\iw)\Delta(\iw))\neq 0\text{\ \ for all\ \ }\omega\in\Realext,
\end{equation}
which is the precise condition that forms the basis of SSV theory \cite{packdoyle}. This gives some
intuition for the validity of the IQC theorem and relates to $\mu$ in SSV theory.
\end{rem}
\begin{rem}\label{rem:iqc3}
In combination with the previous remarks, properties 2 and 3 imply
$\det(I-\tau G(\infty)\Delta(\infty))\neq 0$ for $\tau\in[0,1]$
which is nothing but property 1.
Two conclusions can be drawn: On one hand, under these circumstances property 1 is redundant in \Cref{IQCthm}. On the other
hand, if 1 and 2 have been verified, it suffices to check \eqref{eq:IQCthmFDI2} only for finite
$\omega\in\Real$ in order to infer stability with the IQC theorem.
\end{rem}
If we have an IQC constraint that is satisfied for all $\Delta\in\bm{\Delta}$ with some particular uncertainty
set $\bm{\Delta}$, checking robust stability boils down to the verification of the corresponding FDI \eqref{eq:IQCthmFDI}
or \eqref{eq:IQCthmFDI2}. Instead of validating these in a frequency-by-frequency fashion, one can make use of
the Kalman - Yakubovich - Popov (KYP) Lemma (see \cite{rantzerkyp} and below) in order to convert the FDI into
a genuine linear matrix inequality (LMI) by using state space representations. For the finite frequency intervals,
one can further use the Generalized KYP Lemma (\cite{genelKYP}) to limit the analysis to some physically relevant frequency band.
\section{Basic IQC Multiplier Classes}
In the previous section, we have shown how classical frequency domain techniques can be embedded into the IQC formulation.
In this section, we focus on the types of existing multipliers for different uncertainty classes. Although they frequently
appear in the robust control literature, we include them for completeness.
\subsection{Parametrized Passivity}\label{sec:osppass}
Another well-known version of the passivity theorem, {which we will denote as} theorem of parameterized passivity (see e.g.
\cite[Thm. VI.5.10]{desvid}), allows to consider cases in which the ''non-passivity'' of some block is compensated by an
excess of passivity in other blocks without endangering stability. This can even be utilized to determine the lowest
tolerable level of passivity of the uncertainties for which a given interconnection remains stable. For output strictly passive
uncertainties, stability can be characterized as in the next result, which is a direct consequence of the general IQC theorem.
\begin{coroll}\label{thm:desvidpass} The interconnection of $G_p,\Delta\in
\mathcal{RH}^{\bullet \times \bullet}_\infty$ as in \Cref{fig:uncicpas} is stable
if there exist a ${p\geq 0}$ such that
\begin{align}
\pmatr{\Delta(\iw)\\I}^*\pmatr{-pI &I\\I &0}\pmatr{\Delta(\iw)\\ I} &\succeq 0 \label{eq:parampas1}\\
\pmatr{I\\ -G_p(\iw)}^*\pmatr{-pI &I\\I &0}\pmatr{I\\ -G_p(\iw)} &\prec 0 \label{eq:parampas2}
\end{align} hold for all $\omega\in\Realext$.
\end{coroll}
\begin{rem}Note that \eqref{eq:parampas1} and \eqref{eq:parampas2} are nothing but
\begin{align}
\Delta(\iw) + \Delta^*(\iw) &\succeq p\Delta^*(\iw)\Delta(\iw),\label{parpas1}\\
G_p(\iw) + G_p^*(\iw) &\succ -pI.\label{parpas2}
\end{align}
The case $p=0$ recovers the classical passivity theorem. Moreover, the larger the value of $p>0$,
the smaller is the set of uncertainties described by \eqref{parpas1}, as illustrated in \Cref{fig:pregions}
for different values of $p$. In fact, this result is used in Colgate's condition thanks to the damping term
$b$ and closely related to the impedance bounds of Bounded Impedance Absolute Stability \cite{haddadizaad}
using ``impedance circles". Input strictly passive uncertainties follow after shifting the uncertainty such
that zero is in the uncertainty set with identical arguments.
\end{rem}
\begin{figure}%
\centering
\begin{tikzpicture}[>=stealth,scale=0.535]
\draw[<->] (-3,0) -- (3,0) node[right] {$Re$};
\draw[<->] (0,-3) -- (0,3) node[left] {$Im$};
\clip (-3,-3) rectangle (3,3);
\draw[pattern = checkerboard,opacity=0.5,color=black!10] (0,-3.5) rectangle (3,3);
\foreach \x in {10,3,2,1}{ \draw (\x,0) circle (\x);}
\draw[thick,->] (0.1,-2.5) -- (1.5,-1.5) node[right] {$p$};
\end{tikzpicture}
\caption[Parametrized strictly output passive uncertainty regions]{%
As $p$ increases, the admissible region for the Nyquist curves of $\Delta$ shrinks to smaller disks in the right half plane.%
}
\label{fig:pregions}%
\end{figure}
\subsection{Dynamic LTI Uncertainties}
Often system identification experiments lead to system representations that match the physical
system within some tolerance levels. There can be also other sources of such frequency dependent
mismatch and they are usually captured by frequency dependent weights. The usual practice
is to define a nominal system that always ``pass through middle point of the error bound'' at
each frequency and the rest is defined either multiplicatively that is in the form of $G_{nom}
(I+W\Delta)$ or additively that is $G_{nom} + W\Delta$ which can be converted from one form to
another.
For the sake of simplicity, let us assume that $\Delta, G_{nom}$ are SISO LTI systems. Since the
magnitude of the uncertainty is scaled by the weight $W$ and in turn the weight can be absorbed
by the plant, without loss of generality, we can assume
that $\norm{\Delta}_\infty\leq 1$ i.e.
\[
1 \geq \Delta(\iw)^*\Delta(\iw) \quad \forall \omega\in\Realext
\]
Obviously, this inequality remains true if we multiply both sides with a positive scalar that is
\[
\lambda \geq \lambda\Delta(\iw)^*\Delta(\iw) \quad \forall \omega\in\Realext ,\lambda>0
\]
We can also represent this inequality as follows,
\[
\pmatr{\Delta(\iw) \\ 1}\pmatr{-\lambda &0\\0 &\lambda}\pmatr{\Delta(\iw) \\ 1}\geq 0, \quad
\forall \omega\in\Realext \lambda>0
\]
Note that, validity of this step relies on the commutative property of
$\Delta \lambda = \lambda\Delta$. Hence, we have parametrized all the unity
norm bounded uncertainty constraints. For some historical reason, this type
of norm-bound multipliers is referred to as $D$ scalings. In particular we have obtained
the family of constant(static) $D$ scalings.
One can see that, we might use a different $\lambda$ at each freqency and the inequality
still holds true.
\[
\pmatr{\Delta(\iw) \\ 1}\pmatr{-\lambda(\iw) &0\\0 &\lambda(\iw)}\pmatr{\Delta(\iw) \\ 1}\geq 0, \lambda(\iw)>0
\quad \forall \omega\in\Realext.
\]
Note again that this result relies on the commutativity property
\[\Delta(\iw)\lambda(\iw) = \lambda(\iw)\Delta(\iw).
\]
This type of multipliers are the celebrated Dynamic $D$-scalings
that are made famous by the $\mu$-syntesis tool $DK$-iteration. Also, one can get a rough
picture of the fast plant size growth in the $DK$-iteration process in the classical
$\mu$-synthesis. Since the approximation quality is increased via higher order terms as we try
to reconstruct a function of $\omega$ from its finitely many discrete points,
the approximate function involving the higher order terms absorbed by the plant at the $D$-analysis
step for another $K$-synthesis step.
Now assume that $\Delta\in\mathcal{RH}^{n\times m}_\infty$. We can follow the same idea,
\[
I\succeq \Delta(\iw)^*\Delta(\iw) \quad \forall\omega\in\Realext.
\]
However, introducing a positive definite matrix $\lambda$ necessitates a particular structure
since we have lost the commutativity property i.e. $\Delta(\iw)\lambda(\iw) \neq \lambda(\iw)
\Delta(\iw)$ in general\footnote{To the best of our knowledge, for an arbitrary matrix $A$ there is no systematic way to
parameterize all matrices that satisfy $AB=BA$ and allow for a convenient description.}. The commutativity
can be restored if we assume a diagonal structure, since $\Delta(\iw)(\lambda_0(\iw)I) =
(\lambda_0(\iw)I)\Delta(\iw)$ where $\lambda_0:\Real\mapsto\Real_+$. Thus, along the same lines
with the SISO case, the constraints take the form
\[
\pmatr{\Delta(\iw) \\ I}\pmatr{-\lambda_0(\iw)I &0\\0 &\lambda_0(\iw)I}\pmatr{\Delta(\iw) \\ I}
\succeq 0, \lambda_0(\iw)>0 \quad \forall \omega\in\Realext
\]
Clearly, one can repeat the same machinery for the repeated SISO $\Delta$ blocks to obtain
``full-block'' $D$-scalings.
As we have mentioned in the previous chapter and also will demonstrate again in this chapter,
this particular multiplier type is the difference between small-gain theorem and $\mu$-analysis,
and a similar argument holds for passivity theorem and Llewellyn's criteria.
Furthermore, although it's conservative, we have to emphasize that constant scalings are often
employed for the analysis of norm-bounded static or time-varying nonlinearities where the Fourier
transform of $\Delta$ does not make sense.
\subsection{Real Parametric Uncertainties}\label{sec:ltvenv}
In many applications, the uncertainties also originate from the lack of the precision
on the actual values of the parameters in the system model. This applies in
particular to the models used in bilateral teleoperation. Parameters such as the
stiffness and the damping of the environment or the human arm are the simplest
examples of this kind. After re-scaling and shifting, the real parametric uncertainties
are assumed to take values in the interval $\left[ -r,r \right]$ centered around
the nominal value zero.
\subsubsection{LTI uncertain parameters} The well-known $DG$ multiplier family (\cite{meinsmafu,fantits})
is used to assess robustness against unknown but constant parameters. In fact, for all bounded functions
$D:\mathbb{R}\mapsto(0,\infty)$ and $G:\mathbb{R}\mapsto i\mathbb{R}$ one has
\begin{equation*}
\pmatr{\delta\\1}^*\pmatr{-D(\omega) &G(\omega)\\G^*(\omega) &r^2D(\omega)}\pmatr{\delta\\1}\geq 0
%\label{eq:DGscalingderiv}
\end{equation*}
for all $\delta\in[-r,r]$, just because it reads as
\[-D(\omega)|\delta|^2 + r^2 D(\omega) + (G(\omega)^*+G(\omega))\delta\geq 0\]
this holds since $|\delta|^2\leq r^2$, $D(\omega)>0$ and $G(\omega)+G(\omega)^*=0$. Hence, the realness property
$\delta=\delta^*$ is exploited via $G$ scalings for all the elements in the uncertainty set which otherwise are only constrained
to be norm bounded by $r$. Similar to the dynamic LTI uncertainties, we enlarge the set of multipliers by adding
dynamics.
As a remark on such multipliers, we give a simple example on how to modify the plant/multiplier if the parameter interval
is not centered around zero which apply to all real parametric uncertainties given in this subsection. We assume that
the parameter lives in the interval $[a,b]$ with/out some physical units with $ab>0$.
\begin{itemize}
\item The first step is always to check whether zero is in the interval. If not, by dummy feedforward/feedback
in the loop one can always set the interval such that zero is included. In other words, the parameter interval $[a,b]$
can be rewritten as $\frac{a+b}{2} + [\frac{a-b}{2},\frac{b-a}{2}]$. Then, including the constant feedthrough term as a
feedback loop in the plant we obtain $[-r,r]$ interval with $r=\frac{b-a}{2}$.
\item Alternatively, we can modify the multiplier using \[\delta\in[a,b] \iff \abs{\delta- \frac{b+a}{2}}^2\leq
\left(\frac{b-a}{2}\right)^2\iff -\delta^2 + (b+a)\delta -ab\geq 0\] and hence,
\[
\pmatr{\delta\\1}^*\pmatr{-D(\omega) & \frac{b+a}{2}D(\omega) + G(\omega)\\
\frac{b+a}{2}D(\omega) + G^*(\omega) &abD(\omega)}\pmatr{\delta\\1}\geq 0.
\]
\end{itemize}
\subsubsection{Time-varying parameters with arbitrary rate of variation}
In this case we employ constant multipliers; the time-varying parameter $\delta:[0,\infty)\mapsto [-r,r]$
satisfies the quadratic constraint
\begin{equation*}
\pmatr{\delta(t)\\1}^*\pmatr{-D &iG\\-iG &r^2D}\pmatr{\delta(t)\\1}\geq 0
%\label{eq:DGscalingderiv_arbfast}
\end{equation*}
for all $D>0$, $G\in\mathbb{R}$ and for all $t\geq 0$. This implies the validity of \eqref{eq:IQC}
for the multiplication operator which maps $v\in \mathcal{L}_2^n$ into $w\in\mathcal{L}_2^n$ with
$w(t)=\delta(t)v(t)$.
\subsubsection{Time-varying parameters with bounded rate of variation}\label{sec:tvrovsec} If there is a known bound on
the rate-of-variation (ROV) of the time-varying parameter, it is conservative to use constant $DG$
scalings. To characterize slowly-varying real parametric uncertainties, we use the so-called ``swapping
lemma" (\cite{helmersson,jonsson,koroglu}, cf. \cite{packardteng}) which allows to take the ROV
bound explicitly into account. For the sake of completeness, we include a scalar version of this
well known result from adaptive control.
\begin{lem}[Swapping Lemma]\label{lem:swap}
Consider the bounded and differentiable function $\delta:[0,\infty)\to\Real$ whose derivative is
bounded as $|\dot{\delta}(t)| \leq d$ for all $t\geq 0$. Moreover, let $T(s) = C(sI-A)^{-1}B+D$
be a transfer function with a stable state-space realization and define
\begin{equation*}
T_c(s) := C(sI-A)^{-1}, \quad T_b(s) := (sI-A)^{-1}B.
%\label{eq:swapfunc}
\end{equation*}
If viewing $T$, $T_c$, $T_b$ and $\delta$ (by point-wise multiplication) as operators
$\mathcal{L}_2\to \mathcal{L}_2$, one has $\delta T = T\delta + T_c \dot{\delta} T_b $ and thus
\begin{equation*}
\underbrace{\pmatr{T &T_c\\0 &I}}_{T_{\mathrm{left}}}\underbrace{
\pmatr{\delta\\ \dot{\delta}T_b}}_{\Delta_s} = \underbrace{\pmatr{\delta &0\\0 & \dot{\delta}I}}_{\Delta_x}
\underbrace{\pmatr{T\\T_b}}_{T_{\mathrm{right}}}
%\label{eq:swapmeq}
\end{equation*}
where $x$, $s$ stand for ``eXtended'' and ``Stacked" respectively.
\end{lem}
We now claim that
\[
\Pi(\iw) = \pmatr{\star}^*{M}_s\pmatr{T_{\mathrm{left}}(\iw) &0\\0 &T_{\mathrm{right}}(\iw)}
\]
with
\[
{M}_s = \pmatr{-D_a &0 &iG_a &0\\0 &-D_b&0&iG_b\\ -iG_a &0 &r^2D_a &0\\0 &-iG_b &0 &d^2D_b}
\]
for $T^*D_aT > 0$, $D_b>0$ and $G_a$, $G_b\in\mathbb{R}$ is a valid IQC multiplier for the uncertainty $\Delta_s$. In fact,
one easily verifies
\[
\pmatr{\Delta_x(t)\\I}^TM_s\pmatr{\Delta_x(t)\\I} \succeq 0
\text{\ \ for all\ \ }t\geq 0
\]
in the time domain. If we choose any $v\in \LL_2$ and define
$w=\pmatr{\Delta_x\\I}T_{right}v,$
we hence infer $\int_0^\infty w(t)^TM_sw(t)\,dt\geq 0$. On the other hand, due to \Cref{lem:swap}, we also have
$$
w=\pmatr{T_{\mathrm{left}}\Delta_s\\T_{\mathrm{right}}}v=\pmatr{T_{\mathrm{left}} &0\\0 &T_{\mathrm{right}}}
\pmatr{\delta \\\dot{\delta}T_b\\1}
$$
which proves the claim. Thus, after augmenting the corresponding channel with zero columns so as to make
the plant compatible with $\Delta_s$, the robustness test can be performed.
\subsection{Delay Uncertainty}\label{sec:delayiqc}
The delay robustness problem has been studied extensively and the dominating approach
is the use of scattering transformations/wave variable techniques, among other methods
(\cite{leungfa, eusebi, andersonspong, nieslotine, nieslotine2, hokayemspong, yokokohji,
lozano, arcara, parkcho, aziminejad, leespong}). We refer to the survey article \cite{hokayemspong}
for a detailed exposition of these methods. A great deal of research has been devoted to
delay robustness tests in robust control that are applicable to a wide class of teleoperation
systems. We also refer to \cite{richard} for a general treatment of the subject (e.g. based on
Lyapunov-Krasovskii functionals as utilized by \cite{delgado1,delgadoisie}) and to IQC based results as e.g.
in \cite{scorletti,junsafonov,kaorantzer,niculescu} (In \cite{delgado2}, it has been reported that
the results of \cite{kaorantzer} is utilized however the conditions and the derivations are omitted).
Here, we consider constant but uncertain delays and the maximum delay duration is bounded
from above by $\bar{\tau} > 0$ seconds. We emphasize that it requires only a simple
modification of the multiplier in order to arrive at robustness tests for different types
of delays as reported in the literature.
If using the uncertainty $\Delta(s)=e^{-s\tau}$ in the configuration of \Cref{fig:uncic},
the nominal value $\tau=0$ leads to $\Delta(s)=1$ and not to zero as desired. This is resolved
by utilizing the shifted uncertainty $\tilde{\Delta}(s)=e^{-s\tau}-1$ and correspondingly
modifying the system to $\tilde{G}$ (by unity feedback around $G$) as in
\Cref{fig:uncicpasdelay2} and without modifying the interconnection (cf. \cite{leungfa}).
\begin{figure}
\begin{subfigure}[b]{.4\linewidth}
\centering%
\begin{tikzpicture}[>=stealth,scale=0.9,transform shape,baseline=-1.25cm]
\draw[loosely dashed,fill=black!5] (-1.4,-0.7) rectangle (1.3,1.1);
\draw[loosely dashed,fill=black!5] (-1.4,1.4) rectangle (1.3,3.2);
\node[draw,inner sep=1mm,minimum height=1cm] (delay) at (0,2.5) {$e^{-s\tau}$};
\node[draw,inner sep=3.5mm] (plant) at (0,0) {$G$};
\path (delay.east) -| ++(0.5,-0.7)
node[draw,
fill=white,
circle,
inner sep=2pt,
label={[inner sep=0mm]above right:\tiny$+$},
label={[inner sep=0mm]below left:\tiny$-$}] (junc1) {} --%
++(0,-1)
node[draw,
fill=white,
circle,
inner sep=2pt,
label={[inner sep=0mm]above right:\tiny$+$},
label={[inner sep=0mm]below left:\tiny$+$}] (junc2) {}%
|- (plant.east);
\draw[->] (plant.west) -| ++(-0.5,1) |- (delay.west);
\draw[->] (delay.east) -| (junc1.north);
\draw[->] (junc1.south) -- (junc2.north);
\draw[->] (junc2.south) |- (plant.east);
\draw[<-] (junc2.west) -- ++(-1.9,0);
\draw[<-] (junc1.west) -- ++(-1.9,0);
\node[above left=2mm and 3.0mm of delay.west] (tildelay) {$\tilde{\Delta}$};
\node[below left=2mm and 3mm of plant.west] (tilplant) {$\tilde{G}$};
\end{tikzpicture}
\phantomsubcaption\label{fig:uncicpasdelay2}%
\end{subfigure}%
\begin{subfigure}[b]{.6\linewidth}
\centering%
\begin{tikzpicture}[scale=0.6]
\begin{semilogxaxis}[%
legend style={at={(0.98,0.2)}},
no markers,
grid=both,
domain=1:400,
ymin=0.220,
ymax=2.1,
xmax=400,
samples=500,
tick style={thick},
xlabel=Frequency {[Hz]},
ylabel=Magnitude {[abs]}]
\addplot{sqrt(((-1+cos(0.02*deg(2*pi*x)))^2 + (sin(0.02*deg(2*pi*x)))^2)};
\addplot[ultra thick]
{sqrt(((1600*pi^2*x^2 + 1)*(10000*pi^2*x^2 + 10387729))/(2500*(1600*pi^4*x^4 + 1028164*pi^2*x^2 + 3805656100))};
\legend{$e^{-0.02s}-1$,$W_d$}
\end{semilogxaxis}
\end{tikzpicture}
\phantomsubcaption\label{fig:delayvsW}%
\end{subfigure}
\caption[Loop transformation and frequency domain covering of the shifted delay
operator.]{(a) Rewriting the interconnection such that $\tau=0$ implies
$\tilde{\Delta}=0$. (b) Frequency domain covering of the shifted delay
operator.}
\label{fig:3}
\end{figure}
The uncertainty is then characterized by using two properties of $\tilde \Delta$: For all
$\omega,\tau$, the complex number $z=e^{-\iw{\tau}}-1$ is located on the unit circle centered
at $(-1,0)$ in the complex plane. Since condition $\abs{z+1}=1$ translates into $z^*z+z^*+z=0$,
we infer for all bounded $\Omega:\Real\to\Real$ that
\begin{equation}
\pmatr{\tilde{\Delta}(\iw)\\1}^*\pmatr{\Omega(\omega) &\Omega(\omega)\\ \Omega(\omega) &0}
\pmatr{\tilde{\Delta}(\iw)\\1} = 0\ \ \forall\omega\in\Real
\label{eq:onthecircle}
\end{equation}
for any delay time $\tau\in\Real$. Furthermore, we need to take the low frequency property of the
magnitude of the frequency response into account. This is typically captured by a frequency dependent
weight. If we define,
\begin{equation*}
W_d(s)= 2\frac{(s+ \frac{4}{\pi\bar{\tau}}) (s+ \frac{\beta}{\bar{\tau}})}%
{(s-\frac{\pi}{2\bar{\tau}}e^{i\theta})(s-\frac{\pi}{2\bar{\tau}}e^{-i\theta})}
\end{equation*}
with $\theta=\left( \frac{\pi}{2}\right)^2$ and some small $\beta>0$, then $W_d$ covers the delay
uncertainty in the sense that $|\tilde{\Delta}(\iw)|\leq |W(\iw)|$ for all $\omega\in\Real$ and
for all $\tau\in [0,\bar{\tau}]$. An example of magnitude covering is shown in \Cref{fig:delayvsW}.
This property, in turn, translates into $(\tilde{\Delta})^*\tilde{\Delta}\leq (W_d)^*W_d$ for all
$\omega\in\Real$. Then we can utilize the classical $D$-scalings to obtain the following constraint
with a dynamic multiplier:
\begin{equation}
\pmatr{\star}^*\pmatr{-\mathcal{D}(\omega) &0\\0 &W_d(\iw)^*\mathcal{D}(\omega)W_d(\iw)}
\pmatr{\tilde{\Delta}(\iw)\\1} \geq 0
\label{eq:normbounded}
\end{equation}
for all bounded $\mathcal{D}:\Real\to (0,\infty)$. Then the overall multiplier family results from a
conic combination of \eqref{eq:onthecircle} and \eqref{eq:normbounded}:
\[
\pmatr{\star}^*\pmatr{-\mathcal{D}+\Omega &\Omega\\
\Omega &W_d^*\mathcal{D}W_d}\pmatr{\tilde{\Delta}\\1}
\geq 0 \quad \forall\omega\in\Real_e
\]
\section{Equivalent IQC Based Stability Tests for Common Stability Analysis Approaches}
\subsection{Llewellyn's Stability Criteria}\label{sec:ana:llewellyn}
%The well known conditions for stability of a two-port network, formulated in
%\cite{llewellyn,bolinder,rollett}, are recalled in the following theorem. An explicit indication of the frequency
% dependence is {often} omitted for notational convenience.
%\begin{thm}[Unconditional Stability]\label{thm:llw}
%A $2$-port network $N$, described by its transfer matrix
%\[
%N(\iw) = \pmatr{N_{11}(\iw) &N_{12}(\iw)\\N_{21}(\iw) &N_{22}(\iw)}
%\]
%and interconnected to passive termination immittances as in \Cref{fig:nom_net}, is stable if and only if
%\begin{equation}R_{11} > 0\text{ or } R_{22} > 0,\label{eq:llew2}\end{equation}
%\vspace{0ex}
%and
%\begin{multline}4\left(R_{11}R_{22}+X_{12}X_{21}\right)\left(R_{11}R_{22}-R_{12}R_{21}\right)\\-
%\left(R_{12}X_{21}-R_{21}X_{12}\right)^2 > 0\label{eq:llew3}\end{multline} or
%\begin{equation}2R_{11}R_{22}-\abs{N_{12}N_{21}}-\Re{N_{12}N_{21}} > 0\tag{\ref{eq:llew3}$'$}\label{eq:llew3p}\end{equation}
%for all $\omega\in\Realext$, where $R_{ij}$ and $X_{ij}$ denote the real and imaginary parts of $N_{ij}$ respectively.
%\end{thm}
%
%\begin{rem}\label{rem:nonstrictness}In contrast to some references, this
%result is formulated with strict inequalities in order to
%guarantee $\mathcal{L}_2$-gain stability (See also \cite[Sec. V]{lawrence}
%and \cite[Thm. 6.1]{khalil}).
%\end{rem}
As shown in \cite{rollett}, the conditions stated in \Cref{thm:apdx:llw} are invariant under
immittance substitution. Hence, we assume that the network and the terminations are represented
with an input/output mapping as depicted in \Cref{fig:uncicpas}.
The stability conditions of \Cref{thm:apdx:llw} can be reproduced via the IQC theorem as
follows. If $\Delta_l$ and $\Delta_s$ are passive and stable LTI systems, they satisfy
\[
\Delta_l + \Delta_l^* \geq 0 \ \ \text{and}\ \
\Delta_s + \Delta_s^* \geq 0
\]
for all $\omega\in\Realext$. If we choose arbitrary $\lambda_1(\omega)>0$ and $\lambda_2(\omega)>0$, it is clear that
the inequalities
$\lambda_2(\Delta_l + \Delta_l^*) \geq 0$ and $\lambda_1(\Delta_s + \Delta_s^*) \geq 0$
persist to hold, which can, in turn, be combined into
\[%\arraycolsep0.3ex
\pmatr{\Delta_s &0\\0 &\Delta_l\\\hline 1 &0\\0 &1}^*\left(\begin{array}{cc|cc}
0&0 &\lambda_1 &0 \\
0&0 &0 &\lambda_2\\ \hline
\lambda_1 &0 &0 &0\\
0 &\lambda_2 &0 &0
\end{array}\right)
\pmatr{\Delta_s &0\\0 &\Delta_l\\\hline 1 &0\\0 &1}
\succeq 0.
\]
After division by $\lambda_2(\omega)$ and with
$\lambda(\omega)=\frac{\lambda_1(\omega)}{\lambda_2(\omega)}$ we
obtain
\begin{equation}
\pmatr{\Delta_s &0\\0 &\Delta_l\\\hline 1 &0\\0 &1}^*\left(\begin{array}{cc|cc}
0&0 &\lambda &0 \\
0&0 &0 &1\\ \hline
\lambda &0 &0 &0\\
0 &1 &0 &0
\end{array}\right)
\pmatr{\Delta_s &0\\0 &\Delta_l\\\hline 1 &0\\0 &1} \succeq 0.
\label{eq:qcdeltall}
\end{equation}
In this fashion we have constructed a whole family of multipliers, parameterized by $\lambda(\omega)>0$, such that
the quadratic constraint (\ref{eq:qcdeltall}) holds for all passive $\Delta_l,\Delta_s\in\mathcal{RH}_\infty$.
Stability of the $N-\Delta$ interconnection is then guaranteed if one can find a positive $\lambda(\omega)$ for
which the frequency domain inequality
\begin{equation}
\pmatr{1 &0\\0 &1\\\hline-N_{11} &-N_{12}\\-N_{21} &-N_{22}}^*
\left(\begin{array}{cc|cc}
0&0 &\lambda &0 \\
0&0 &0 &1\\ \hline
\lambda &0 &0 &0\\
0 &1 &0 &0
\end{array}\right)
\pmatr{1 &0\\0 &1\\\hline-N_{11} &-N_{12}\\-N_{21} &-N_{22}} \prec 0
\label{eq:LlewellynFDI}
\end{equation}
is also satisfied at each frequency $\omega\in\Realext$ (Negation of $N$
results from the application of the IQC theorem to the negative feedback
interconnection \Cref{fig:uncicpas}). The resulting condition is equivalent
to checking whether, at each frequency, there exists a $\lambda > 0$ such that
\[
H = \left[
\begin{array}{cc} - 2\lambda R_{11} & -\lambda N_{12} - N^*_{21}\\
-\lambda N_{12}^* - N_{21} &-2R_{22}
\end{array}
\right]\prec 0
\]
holds. This leads us to the relation with the classical results. Indeed,
the $2\times 2$ matrix $H$ is negative definite if and only if
\[
R_{11} > 0 \quad \text{or} \quad R_{22} > 0
%\label{eq:llewellynaux}
\]
and
\[
\det H =
\left(-R_{12}^2 - X_{12}^2\right)\lambda^2
- R_{21}^2 - X_{21}^2 +
\left(4R_{11}R_{22} - 2R_{12}R_{21} + 2X_{12}X_{21}\right)\lambda > 0.
\]
Since the leading and constant coefficient of the involved polynomial are negative,
the apex of the corresponding parabola should stay above the $\lambda$-axis. Using
the apex coordinates of a concave parabola one can show that this is equivalent to
\eqref{eq:lit:llew3}. Symmetry of the resulting conditions with respect to the indices
is shown by simply switching the roles of $\lambda_1$ and $\lambda_2$ in our derivation.
\begin{rem} In the previous FDI condition \eqref{eq:LlewellynFDI} and if assuming
$\lambda = 1$ over all frequencies, we also recover the Raisbeck's conditions
\cite{raisbeck}. A comparison of Raisbeck's and Llewellyn's criteria indicates that
the use of frequency dependent multipliers demonstrates the possibility of a substantial
decrease of conservatism in stability analysis. In fact, the difference between Llewellyn's
conditions and of Raisbeck's is the use of dynamic multipliers instead of static ones.
\end{rem}
\begin{rem} One should also note that Llewellyn's original conditions are both sufficient
and necessary and, hence, involve no conservatism. Exactness is due to the vast generality
of the uncertainties, since one just assumes that the human and the environment are
represented by passive LTI operators. The Nyquist curves of the corresponding positive
real functions are only constrained {to be} lying in the closed right half plane. In
reality, however, one is rather interested in operators whose Nyquist curves are confined
to a sub-region of the closed right-half plane (or even to other bounded sets elsewhere
in the complex plane). Covering the relevant region of interest in the complex plane
with the full closed right-half plane for describing the involved uncertainty provides a
clear account of the conservatism of the stability tests in teleoperation systems. Thus,
if one wishes to reduce conservatism, additional structural information about the operators
should be included {in order} to further constrain the uncertainty set (e.g. \cite{chopark,
hzaadsalcu,haddadizaad,willaertIJRR10}). It will be illustrated in \Cref{sec:num} how this
can be achieved by using conic combinations of different multipliers which express refined
properties of the involved operators.
\end{rem}
%===================================================================================
%===================================================================================
\subsection{Unconditional Stability Analysis of 3-port Networks}\label{sec:threeport}
For the analysis of 3-port networks, there exists no obvious unconditional stability
result other than terminating one of the ports with a known environment model
and then performing an analysis on the resulting 2-port network (see e.g. \cite{khademian}
and references therein). Still, we can obtain the exact conditions for a 3-port case in a
straightforward fashion along the above described lines without port termination.
However, as expected, the test derived in this section is more conservative
than those of port termination based methods since the additional information about
the model with which the port is terminated renders the uncertainty set
significantly smaller.
If compared to the previous section, the only modification is to take a system
representation $N\in\mathcal{RH}_\infty^{3\times 3}$ and three passive uncertainty
blocks living in $\mathcal{RH}_\infty$ which are collected as
\begin{equation}
\Delta(\iw) = \text{diag} \left( \Delta_1(\iw),\Delta_2(\iw),\Delta_3(\iw)\right)
\label{eq:diagDelta}
\end{equation}
in order to model the three port terminations. With
\begin{equation}
\Lambda(\iw) = \text{diag}\left( \lambda_1(\omega),\lambda_2(\omega),\lambda_3(\omega)\right)\succ 0
\label{eq:diagLambda}
\end{equation}
we obtain the following quadratic constraint
\[
%\arraycolsep0.3ex
\pmatr{\Delta\\I}^*\pmatr{0 &\Lambda\\\Lambda &0}\pmatr{\Delta\\I}\succeq 0
%\label{eq:thportIQC}
\]
which reflects passivity of the three sub-blocks. The corresponding FDI for guaranteeing stability reads as
\begin{equation}
\pmatr{I \\ -N}^*
\pmatr{0 &\Lambda\\\Lambda &0}
\pmatr{I \\ -N} \prec 0.
\label{eq:thportFDI}
\end{equation}
%We arrive at the following 3-port unconditional stability condition.
\begin{thm}[Llewellyn's $3$-port Criteria]\label{thm:3portll}
A network, represented by its $3\times3$ transfer function $N \in \mathcal{RH}_\infty^{3\times 3}$
and in\-ter\-connected to the {stable}, passive and block diagonal $\Delta$ as given in
\eqref{eq:diagDelta} is stable if and only if there exists a structured $\Lambda$ with
\eqref{eq:diagLambda} such that \eqref{eq:thportFDI} holds for all $\omega\in\Realext$.
\end{thm}
Exact conditions for unconditional stability could be obtained from \eqref{eq:thportFDI}
by symbolic computations. However, getting formulas similar to {those in} \eqref{eq:lit:llew2},
\eqref{eq:lit:llew3} would lead to quite cumbersome expressions (see e.g. \cite{kuochu, tan,
khademian}). Moreover, variants of expressing negative definiteness would result in different
formulations of the stability conditions in terms of scalar inequalities. In the IQC formulation
this is completely avoided while it is still possible to easily verify the resulting conditions
numerically.
%===================================================================================
%===================================================================================
\subsection{Rollett's Stability Condition}\label{sec:rollett}
As is the case for Llewellyn's stability conditions, it is straightforward to derive
unconditional stability {tests if} the network is represented by scattering parameters.
In what follows, we denote transformed passive LTI uncertainties with $\tilde{\Delta}_{s},
\tilde{\Delta}_l$ which are unity gain bounded. The corresponding interconnection is
supposed to be given by the loop equations
$q = S p$, $p=\tilde{\Delta} q$ i.e.
\begin{equation}
\underbracket[0.2pt]{\pmatr{q_1\\q_2}}_{q}=
\underbracket[0.2pt]{\pmatr{S_{11} &S_{12}\\S_{21} &S_{22}}}_{S}
\underbracket[0.2pt]{\pmatr{p_1\\p_2}}_{p} \ , \ \pmatr{p_1\\p_2}=
\underbracket[0.2pt]{\pmatr{\tilde{\Delta}_s&0\\0&\tilde{\Delta}_l}}_{\tilde{\Delta}} \pmatr{q_1\\q_2}.
\label{eq:rolic}
\end{equation}
With almost identical arguments as for Llewellyn's test,
one derives the following quadratic constraints {for positive $\lambda$} and for stable LTI systems
$\tilde{\Delta}_l$ and $\tilde{\Delta}_s$ whose gains are bounded by one:
\[
\pmatr{\tilde{\Delta}_s &0\\0 &\tilde{\Delta}_l\\\hline 1 &0\\0 &1}^*\left(\begin{array}{cc|cc}
-\lambda &0 & & \\
0 &-1 & &\\ \hline
& &\lambda &0\\
& &0 &1
\end{array}\right)
\pmatr{\tilde{\Delta}_s &0\\0 &\tilde{\Delta}_l\\\hline 1 &0\\0 &1} \succeq 0.
\]
Interconnection stability is then assured if one can find a positive frequency dependent
$\lambda$ for which the FDI
\begin{equation}
\pmatr{1 &0\\0 &1\\\hline S_{11} &S_{12}\\S_{21} &S_{22}}^*\left(\begin{array}{cc|cc}
-\lambda &0 & & \\
0 &-1 & &\\ \hline
& &\lambda &0\\
& &0 &1
\end{array}\right)
\pmatr{1 &0\\0 &1\\\hline S_{11} &S_{12}\\S_{21} &S_{22}} \prec 0
\label{eq:rolFDI}
\end{equation}
or, equivalently,
\[
H = \bmatr{\abs{S_{21}}^2 + \lambda(\abs{S_{11}}^2 - 1) &S_{22}S_{21}^* + \lambda S_{12}S_{11}^*\\
S_{22}^*S_{21} + \lambda S_{12}^*S_{11} &\abs{S_{22}}^2 - 1 + \lambda\abs{S_{12}}^2 }\prec 0
\]
hold for all $\omega\in\Realext$. Then, it is elementary to express $H\prec0$ by $\det{({H})}>0$
and by negativity of the diagonal entries of $H$ for all $\omega\in\Realext$. Positivity of the
determinant of $H$ means
\[
(1- \abs{S_{22}}^2 - \abs{S_{11}}^2 +\abs{\nabla}^2)\lambda - \abs{S_{12}}^2\lambda^2 - \abs{S_{21}}^2 > 0.
\]
If this is expressed as $f(\lambda)= -a\lambda^2+b\lambda-c>0$ with $a,c>0$, we require the
apex coordinates $\smash{\left(\frac{b}{2a},\frac{b^2-4ac}{4a}\right)}$ both to be positive.
Since $a>0$, we have
\begin{equation}
(1+\abs{\nabla}^2 - \abs{S_{22}}^2 - \abs{S_{11}}^2)^2 > 4\abs{S_{12}S_{21}}^2
\label{eq:prerollett1}
\end{equation}
due to $b^2>4ac$. Moreover, negativity of the diagonal terms {is expressed as}
\begin{equation}\label{eq:prerollett2}
\lambda(1-\abs{S_{11}}^2) > \abs{S_{21}}^2 \quad \text{or} \quad 1- \abs{S_{22}}^2 > \lambda\abs{S_{12}}^2.
\end{equation}
To make the connection to the classical auxiliary conditions, observe that evaluating
$f(\lambda)$ at $\lambda_0=\sqrt{\frac{c}{a}} =\tfrac{\abs{S_{21}}}{\abs{S_{12}}}$ would
lead to the condition $b>0$ since $f(\lambda_0)=b\sqrt{\frac{c}{a}}-2c>0$. Hence
\eqref{eq:prerollett2} becomes
\begin{equation}
1-\abs{S_{11}}^2 > \abs{S_{12}S_{21}} \quad \text{or} \quad 1- \abs{S_{22}}^2 > \abs{S_{12}S_{21}}.
\label{eq:rollettaux}
\end{equation}
{In the literature, the quantity $\lambda_0$ is called the ``maximum stable power gain".} Finally,
after explicitly including the condition $b>0$, one can take the square root of \eqref{eq:prerollett1}
and obtain
\[
1+\abs{\nabla}^2 - \abs{S_{22}}^2 - \abs{S_{11}}^2 > 2\abs{S_{12}S_{21}},
%\label{eq:rollett1}
\]
which is precisely Rollett's first condition.
There has been quite some discussion in various studies (e.g. \cite{lombardi,edsin,woods,pirola})
whether testing both conditions in \eqref{eq:rollettaux} is really required, while it rolls out
from our FDI arguments that one of these auxiliary inequalities is sufficient. In fact,
\eqref{eq:rolFDI} renders this discussion obsolete since we deal with a single matrix inequality
to be tested at each frequency. This test is equivalent to the one based on the Edwards-Sinsky
stability parameter $\mu$ (\cite{edsin}) in the sense that only one condition needs to be verified.
Alternatively, one can perform a symbolic computation of the largest eigenvalue of $H$ and search
for a positive $\lambda$ that renders that quantity strictly negative. Recently, the $\mu$ parameter
has been used in the context of teleoperation in \cite{haddadizaad} and their results can also be
recovered by using multipliers similar to the ones given in the next section.
%===================================================================================
%===================================================================================
\begin{figure}
\begin{center}
\begin{tikzpicture}[>=stealth,
scale=0.75,
transform shape,
every node/.style={minimum height=1.1cm,minimum width=1.1cm},
label distance=1mm]
\node[draw] (del) at (-3,2) {$\frac{1-e^{-s\tau}}{s} $};
\node[draw] (plant) at (0,2) {$\frac{1}{ms+b}$};
\node[draw] (integ) at (3,2) {$\frac{1}{s}$};
\node[draw] (z0) at (0,3.5) {$Z_0$};
\node[draw,
label={[text width=1.6cm,
inner sep=0,
scale=0.8,
xshift=1mm,
yshift=2mm]below:{\small Unilateral Constraint}
}
] (uniconst) at (1,0) {\tikz{
\draw[thick,->] (0.5,0)--(0.5,1);\draw (0.5,0.5) -- (1,1);\draw[thick,->] (0,0.5) -- (1,0.5);}
};
\node[draw] (h) at (-1.5,0) {$H(z)$};
\node[circle,minimum size=0mm,inner sep=1mm,draw,%
label={[minimum size=0mm,inner sep=0mm]100:$-$},
label={[minimum size=0mm,inner sep=0mm]175:$-$}] (j) at ($(del.east)!0.5!(plant.west)$) {};
\draw[->] (plant.east) -- (integ.west);
\draw[->] (integ.east) -| ++(0.5,-0.5) |- (3.5,0) -- ($(3.5,0)!1!-40:++(-0.5,0)$)
node[anchor=north,inner sep=0] {$T$} (3,0) -- (uniconst.east);
\draw[->] (uniconst.west) -- (h.east);
\draw[->] (h.west) -| ($(del.west)-(0.5,0)$) -- (del.west);
\draw[->] (del.east) -- (j.west);
\draw[->] (j.east) -- (plant.west);
\draw[->] ($(plant.east)!0.5!(integ.west)$) |- (z0.east);
\draw[->] (z0.west) -| (j.north);
\end{tikzpicture}
\caption[Colgate's teleoperation setup]{The teleoperation setup from \cite{colgate1}}
\label{fig:colgate}
\end{center}
\end{figure}
\subsection{Colgate's Minimum Damping Condition}\label{sec:colgate}
In this section, the analysis problem from \cite{colgate2,colgate3} is investigated by IQCs.
In this example, the master device {is} modeled as $\frac{1}{ms+b}$ {and} is combined with
a passive operator impedance $Z_0(s)$ {as shown in} \Cref{fig:colgate}. We limit the
analysis to the {situation} without the unilateral constraint. The overall operator and master
device transfer function reads as $\Delta(s) = \frac{1}{ms+b+Z_0(s)}$. Since $Z_0(s)$ is
passive and $b$ {is positive}, the Nyquist curve of $\Delta^{-1}(s)$ is confined to the
half-plane $\{z\in\mathbb{C}: \Re{z} \geq b\}$ {and $\Delta^{-1}(s)$ is strictly input
passive with parameter $b$.} In \cite{colgate2}, the problem is converted to the small
gain theorem with a geometric reasoning. In our setting, passivity is expressed as
\[
\pmatr{1\\ \Delta(\iw)^{-1} }^*
\pmatr{-2b &1\\1 &0}
\pmatr{1\\ \Delta(\iw)^{-1} } \geq 0
\]
which is clearly equivalent to
\[
\pmatr{\Delta(\iw)\\ 1 }^*\pmatr{-2b &1\\1 &0}\pmatr{\Delta(\iw)\\1} \geq 0
\]
for all $\omega\in\Realext$. The FDI guaranteeing stability then reads as
\[
\pmatr{1\\ -G_d(\iw)}^*\pmatr{-2b &1\\1 &0}\pmatr{1\\ -G_d(\iw)} < 0
\]
for all $\omega\in\Realext$. Using the closed form formula in \cite{colgate2},
\begin{equation*}
G_d(\iw) = \frac{T}{2}\frac{e^{\iw T}-1}{1- \cos{(\omega T)}}H(e^{\iw T}),
%\label{eq:Colgateclosedform}
\end{equation*}
this directly leads to Colgate's original condition:
\begin{multline*}%\label{eq:colgate}
-2b - G_d^*(\iw) - G_d(\iw) < 0 \\
\Longleftrightarrow b > \frac{T}{2}\frac{1}{1-\cos{(\omega T)}}\Re{(1-e^{-\iw T})H({e^{\iw T}})}.
\end{multline*}
{The employed multiplier can be transformed into the one for the small-gain theorem along the following lines:}
\begin{align*}
0&\leq 2b\pmatr{\Delta(\iw)\\ 1 }^*\pmatr{-2b &1\\1 &0}\pmatr{\Delta(\iw)\\1} \\\nonumber %\label{eq:dummymult}
&=\pmatr{\Delta(\iw)\\1}^*\left[\pmatr{2b&-1\\0&1}^T\pmatr{-1 &0\\0 &1}\pmatr{2b&-1\\0&1}\right]\pmatr{\Delta(\iw)\\1}\\\nonumber
&=\pmatr{2b\Delta(\iw) - 1\\ 1 }^*\pmatr{-1 &0\\0 &1}\pmatr{2b\Delta(\iw) - 1\\ 1 } \Longleftrightarrow |2b\Delta(\iw)-1| \leq 1.
\end{align*}
This links our arguments to those appearing in \cite{colgate2,colgate3} and reveals that the direct application of
tools from robust control allows to circumvent any transformation to scattering parameters (or, in other words,
the application of a loop transformation) for obtaining the stability conditions. In fact, the congruence transformation
\begin{equation*}\arraycolsep0.5ex
%\label{eq:scat}
\left(\frac{1}{\sqrt{2b}}\pmatr{1 &-b\\1&b}\right)^T\pmatr{-1 &0\\0
&1}
\left(\frac{1}{\sqrt{2b}}\pmatr{1 &-b\\1 &b}\right) = \pmatr{0&1 \\
1 &0}
\end{equation*}
with the scattering transformation matrix turns the small-gain multiplier into the one for passivity. This observation
allows to easily show the equivalence of the small gain and passivity theorems through scattering transformations
(\cite{andersonspong}) and wave variable methods (\cite{nieslotine,nieslotine2}).
%===================================================================================
\subsection{Regions in the Complex Plane}
Using a similar mechanism to what is given above, one can also characterize other domains in the complex
plane different than the whole right half plane as long as it can be represented (or covered with) with a
quadratic constraint i.e.
\[
\left\{
z\in\Complex\mid\pmatr{z\\1}^*P\pmatr{z\\1} \geq 0
\right\}
\]
for some symmetric $P$. Thus, once a multiplier family is set, it's a matter of evaluating the respective FDI for the system
at hand. For example, recently in \cite{jazayeri}, a vertical strip-like domain for one of the LTI uncertainties is
assumed i.e. $-a\leq \Delta_l + \Delta_l^* \leq b$ for all $\omega\in\Real_e$ with $a,b>0$
and stability conditions are derived similar to those of Llewellyn's test along the lines of \cite{edsin}. In terms of quadratic
constraints, a direct verification of the constraints below
\[
\pmatr{\Delta(\iw)\\ 1 }^*
\pmatr{0 &1\\1 &a}
\pmatr{\Delta(\iw)\\ 1 } \geq 0 \text{ and }
\pmatr{\Delta(\iw)\\ 1 }^*
\pmatr{0 &-1\\-1 &b}
\pmatr{\Delta(\iw)\\ 1 } \geq 0
\]
show that these constraints characterize the domain
\[
\{z\in\mathbb{C}: -a \leq \Re{z} \leq b \text{ for }a,b>0\}.
\]
Hence, via introducing dynamic multipliers and scaling the overall multiplier with the corresponding $\lambda$ of $\Delta_s$,
the stability condition is equivalent to, for each $\omega\in\Real_e$ the existence of $\lambda_1(\omega),\lambda_2(\omega)>0$
such that
\begin{equation}
\pmatr{1 &0\\0 &1\\\hline-N_{11} &-N_{12}\\-N_{21} &-N_{22}}^*
\left(\begin{array}{cc|cc}
0 &0 &1 &0 \\
0 &0 &0 &\lambda_1-\lambda_2\\ \hline
1 &0 &0 &0 \\
0 &\lambda_1-\lambda_2 &0 &\lambda_1 a+\lambda_2 b
\end{array}\right)
\pmatr{1 &0\\0 &1\\\hline-N_{11} &-N_{12}\\-N_{21} &-N_{22}} \prec 0
\label{eq:jazayeritest}
\end{equation}
holds. By carrying out the multiplication, we obtain
\[
\pmatr{
-2R_{11} + (\lambda_1 a+\lambda_2 b)\abs{N_{21}}^2 & -N_{12} -(\lambda_1 -\lambda_2)N_{21}^*+(\lambda_1 a+\lambda_2 b)N_{21}^*N_{22}\\