ROBUST STABILITY AND PERFORMANCE ANALYSIS FOR STATE-SPACE SYSTEMS VIA QUADRATIC LYAPUNOV BOUNDS*

Abstract. For a given asymptotically stable linear dynamic system it is often of interest to determine whether stability is preserved as the system varies within a specified class of uncertainties. If, in addition, there also exist associated performance measures (such as the steady-state variances of selected state variables), it is desirable to assess the worst-case performance over a class of plant variations. These are problems of robust stability and performance analysis. In the present paper, quadratic Lyapunov bounds used to obtain a simultaneous treatment of both robust stability and performance are considered. The approach is based on the construction of modified Lyapunov equations, which provide sufficient conditions for robust stability along with robust performance bounds. In this paper, a wide variety of quadratic Lyapunov bounds are systematically developed and a unified treatment of several bounds developed previously for feedback control design is provided