Duality Bounds for Discrete-Time Zames-Falb Multipliers
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In: IEEE Transactions on Automatic Control, Vol. 67, No. 7, 01.07.2022, p. 3521-3528.
Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Duality Bounds for Discrete-Time Zames-Falb Multipliers
AU - Zhang, Jingfan
AU - Carrasco, Joaquin
AU - Heath, William Paul
PY - 2022/7/1
Y1 - 2022/7/1
N2 - This note presents phase conditions under which there is no suitable Zames– Falb multiplier for a given discrete-time system. Our conditions can be seen as the discrete-time counterpart of Jönsson’s duality conditions for Zames–Falb multipliers. By contrast with their continuous-time counterparts and other phase limitations in the literature, they lead to numerically efficient results that can be computed either in closed form or via a linear program. The closed-form phase limitations are tight in the sense that we can construct multipliers that meet them with equality. The numerical results allow us to conclude that the current state-of-the-art in searches for Zames–Falb multipliers is not conservative. Moreover, they allow us to show, by construction, that the set of plants for which a suitable Zames– Falb multiplier exists is nonconvex.
AB - This note presents phase conditions under which there is no suitable Zames– Falb multiplier for a given discrete-time system. Our conditions can be seen as the discrete-time counterpart of Jönsson’s duality conditions for Zames–Falb multipliers. By contrast with their continuous-time counterparts and other phase limitations in the literature, they lead to numerically efficient results that can be computed either in closed form or via a linear program. The closed-form phase limitations are tight in the sense that we can construct multipliers that meet them with equality. The numerical results allow us to conclude that the current state-of-the-art in searches for Zames–Falb multipliers is not conservative. Moreover, they allow us to show, by construction, that the set of plants for which a suitable Zames– Falb multiplier exists is nonconvex.
U2 - 10.1109/tac.2021.3095418
DO - 10.1109/tac.2021.3095418
M3 - Erthygl
VL - 67
SP - 3521
EP - 3528
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
SN - 2334-3303
IS - 7
ER -