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Exponential Stability of Homogeneous Positive Systems of Degree One With Time-Varying Delays

Hamid Reza Feyzmahdavian, Themistoklis Charalambous, Mikael Johansson

arXiv:1311.2897v1eess.SYcs.SY

TL;DR

Stability analysis for nonlinear positive systems with time-varying delays remains comparatively limited, and the effect of a maximum delay bound on guaranteed decay rates lacks a sharp characterization. The paper derives exponential-stability conditions and decay-rate bounds for homogeneous positive systems, concluding that these systems are insensitive to bounded time-varying delays.

  • Problem

    Few studies address stability of nonlinear positive systems with time-varying delays, and the effect of a maximum delay bound on guaranteed decay rate lacks a sharp characterization.

    Source: §I · p. 2
  • Method

    The paper derives necessary and sufficient conditions for delay-independent exponential stability and explicit bounds on decay rates for homogeneous positive systems.

    Source: §VI · p. 15
  • Results

    Continuous-time homogeneous cooperative systems and discrete-time homogeneous monotone systems are insensitive to bounded time-varying delays.

    Source: §VI · p. 15
  • Takeaways & Limitations

    For these systems, the paper provides conditions for delay-independent exponential stability and explicit decay-rate bounds when delays have a known upper bound.

    Source: §VI · p. 15

Abstract

from arXiv · show

While the asymptotic stability of positive linear systems in the presence of bounded time delays has been thoroughly investigated, the theory for nonlinear positive systems is considerably less well-developed. This paper presents a set of conditions for establishing delay-independent stability and bounding the decay rate of a significant class of nonlinear positive systems which includes positive linear systems as a special case. Specifically, when the time delays have a known upper bound, we derive necessary and sufficient conditions for exponential stability of (a) continuous-time positive systems whose vector fields are homogeneous and cooperative, and (b) discrete-time positive systems whose vector fields are homogeneous and order preserving. We then present explicit expressions that allow us to quantify the impact of delays on the decay rate and show that the best decay rate of positive linear systems that our bounds provide can be found via convex optimization. Finally, we extend the results to general linear systems with time-varying delays.

I. INTRODUCTION

The introduction identifies a gap in stability analysis for nonlinear positive systems with time-varying delays and in quantifying how delay bounds affect decay rates. It outlines stability conditions and decay-rate bounds for homogeneous continuous- and discrete-time systems, alongside extensions to linear systems.

I. INTRODUCTION

  • Few studies address nonlinear positive-system stability with time-varying delays, and no sharp characterization relates a maximum delay bound to the guaranteed decay rate.Methods used for constant delays, including linear Lyapunov-Krasovskii functionals, may not apply or may be excessively conservative when delays vary.Source: §I · p. 2
  • The paper derives necessary and sufficient exponential-stability conditions for homogeneous, cooperative continuous-time positive systems and corresponding results for discrete-time positive systems.The introduction also specifies homogeneous vector fields of degree one for the continuous-time case and homogeneous order-preserving vector fields for the discrete-time case.Source: §I · pp. 2–3
  • For bounded time-varying delays, the paper gives explicit expressions bounding decay rates of the considered systems.The introduction states that these expressions apply when the delays have a known upper bound.Source: §I · p. 2
  • The best decay rate that the paper's bound provides for positive linear systems can be found using convex optimization.Source: §I · p. 3
  • The results are extended to general linear systems with time-varying delays, with corresponding counterparts for discrete-time positive systems.Source: §I · p. 3

II. NOTATION AND PRELIMINARIES

This section establishes notation for vectors, matrices, and the nonnegative orthant, then introduces homogeneous and order-preserving vector fields. It also reviews cooperative vector fields as preliminaries.

  • Vectors use bold lowercase letters, matrices use capitals, and the nonnegative orthant and componentwise order are specified.For matrices, |A| denotes the matrix of absolute entry values; Metzler matrices have nonnegative off-diagonal entries.Source: §II · p. 3
  • The weighted l∞ norm is defined for a positive weight vector, and C denotes continuous real-valued functions on an interval with values in R^n.Source: §II · p. 3
  • The section introduces cooperative vector fields and order-preserving vector fields as key concepts for the results that follow.Source: §II · pp. 3–4
  • Homogeneity of degree α means f(λx) = λ^αf(x) for all x and λ > 0; degree one is the α = 1 case.Source: §II · p. 4

III. CONTINUOUS-TIME CASE

For continuous-time positive systems with homogeneous cooperative vector fields and bounded time-varying delays, the paper gives a necessary and sufficient exponential-stability condition. It also derives delay-dependent decay-rate bounds, optimizes those bounds for positive linear systems, and extends the stability result to general linear systems.

  • The analysis assumes homogeneous vector fields, a cooperative f, and an order-preserving g; these properties ensure positivity of the system.The initial function specifies the system's initial state, and the delay is bounded above by τmax.Source: §III · pp. 4–5
  • A vector v > 0 with f(v) + g(v) < 0 is equivalent to global exponential stability for all bounded delays under Assumption 1.The theorem states this condition for the homogeneous cooperative system.Source: §III · p. 5
  • The guaranteed decay rate decreases as the delay upper bound τmax grows and approaches zero as τmax tends to infinity.Any v satisfying the stability condition can be used to compute the associated rate.Source: §III · p. 6
  • The stability condition extends to multiple delays by requiring f(v) plus the sum of the delayed vector fields at v to be negative.The extension assumes f is cooperative and degree-one homogeneous, and each delayed field is homogeneous and order-preserving.Source: §III · p. 6
  • For positive linear systems, the necessary and sufficient stability condition is a linear program, while the best guaranteed decay rate is found by convex optimization.The optimization uses z_i = ln(v_i) and is convex in the decay rate and z.Source: §III · pp. 5–7
  • The result extends to general linear systems: the stability condition is delay-independent and is equivalent to AM + |B| being Hurwitz.The theorem gives global exponential stability when its stated condition holds.Source: §III · pp. 7–8

IV. DISCRETE-TIME CASE

For discrete-time homogeneous, order-preserving positive systems, the section gives stability tests for bounded delays and bounds on their effect on decay. It also treats positive linear systems, optimizes their guaranteed decay-rate bound, and extends a stability result to general linear systems.

IV. DISCRETE-TIME CASE

  • Theorem 4 uses a positive vector v satisfying f(v)+g(v)<v as a test for global exponential stability under all bounded delays.The system is assumed homogeneous and order-preserving.Source: §IV · pp. 8–9
  • The bound quantifies how increasing the maximum delay slows the guaranteed decay rate: γ_i increases with dmax and approaches one as dmax grows.Source: §IV · p. 9
  • For discrete-time positive linear systems, Theorem 5 gives a necessary-and-sufficient condition for global exponential stability under all bounded delays.Source: §IV · p. 9
  • A logarithmic change of variables formulates the search for the best guaranteed linear-system decay rate as a convex optimization problem that can be solved globally and efficiently.Source: §IV · p. 10
  • The section extends the linear-system result: the stated positive-vector condition implies global exponential stability for the discrete-time linear system.Source: §IV · p. 10

A. Continuous-time Nonlinear Positive System

A nonlinear continuous-time example satisfies the paper’s stability condition and is globally exponentially stable for all bounded delays. Its computed decay-rate bound is compared with the actual decay, while the cited earlier theorem cannot establish stability for this time-varying-delay example.

A. Continuous-time Nonlinear Positive System

B. Continuous-time Linear Positive System

The continuous-time linear example is stable for bounded time-varying delays, and convex optimization improves the guaranteed decay rate over an eigenvector-based choice. The optimized bound is reported to match simulations well.

B. Continuous-time Linear Positive System

C. Discrete-time Linear Positive System

For a discrete-time positive linear example, the section applies the bounded-delay stability test and searches for a vector that optimizes the guaranteed decay-rate bound. The accompanying figure compares the bound with the actual decay of x(k).

C. Discrete-time Linear Positive System

VI. CONCLUSIONS

The paper extends delay-insensitivity results to continuous- and discrete-time homogeneous positive systems, giving stability conditions and decay-rate bounds. It also extends the results to general linear systems with time-varying delays.

VI. CONCLUSIONS

  • Continuous-time homogeneous cooperative systems and discrete-time homogeneous monotone systems are insensitive to bounded time-varying delays.The paper derives necessary and sufficient conditions for delay-independent exponential stability of these systems.Source: §VI · p. 15
  • With a known delay upper bound, explicit expressions bound the decay rate, and the best guaranteed bound for positive linear systems can be found via convex optimization.Source: §VI · p. 15
  • The results are extended to general linear systems with time-varying delays.Source: §VI · p. 15

A. Proof of Theorem 1

Theorem 1’s proof uses a weighted exponential envelope and a contradiction argument; Theorem 3’s proof adapts that argument to absolute-valued states.

A. Proof of Theorem 1

  • For Theorem 1, the proof assumes a positive vector satisfying condition (2) and uses a positive rate associated with equation (3).Equation (3) is stated to have a unique positive solution for each component.Source: A. Proof of Theorem 1 · p. 15
  • By contradiction, there are an index m and t1 ≥ 0 with z_i(t) ≤ 0 for every i on [0, t1] and z_m(t1) = 0; at t1, x_m(t1) = ||ϕ||e^(−ηt1)v_m and x(t1) ≤ ||ϕ||e^(−ηt1)v.Source: A. Proof of Theorem 1 · p. 16
  • The converse assumes exponential stability for all bounded delays and invokes stability of the delay-free aggregate to obtain the required positive vector.Source: A. Proof of Theorem 1 · p. 17

B. Proof of Theorem 3

  • Theorem 3 reuses Theorem 1’s boundary-contact argument with |x_i(t)| in the envelope, yielding the corresponding exponential bound.Source: B. Proof of Theorem 3 · p. 17

C. Proof of Theorem 4

Theorem 4’s proof establishes a discrete-time decay bound by induction using a delay-dependent contraction factor; Theorem 6 follows the same proof pattern.

C. Proof of Theorem 4

  • For Theorem 4, the proof defines a componentwise contraction factor from equation (12), then uses induction to establish the exponential bound.The proof uses homogeneity, order preservation, and the known upper bound on the delay.Source: C. Proof of Theorem 4 · p. 18
  • The converse uses global asymptotic stability of the delay-free aggregate f+g to obtain the condition for Theorem 4.The proof cites Propositions 5.2 and 5.6 of [20].Source: C. Proof of Theorem 4 · p. 18

D. Proof of Theorem 6

  • Theorem 6’s proof uses induction for the desired bound, with equation (17) providing a unique contraction factor in (0, 1).The remaining argument is described as similar to the proof of Theorem 4.Source: D. Proof of Theorem 6 · pp. 18–19
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