Reducing the gap of Jensen's inequality by using Wirtinger inequality

Alexandre Seuret (1) , Frédéric Gouaisbaut (2)

1 LAAS - Laboratoire d'analyse et d'architecture des systèmes
2 LAAS-MAC - Équipe Méthodes et Algorithmes en Commande

In the last decade, the Jensen's inequality has been intensively used in the context of time-delay or sampled-data systems since it is an appropriate tool to obtain tractable stability conditions expressed in terms linear matrix inequalities (LMI). However, it is also well-known that this inequality unavoidably introduces an undesirable conservatism in the stability conditions and looking at the literature, reducing this gap is a relevant issue and an open problem. In this paper, we propose an alternative inequality based on the Fourier Theory, more precisely on the Wirtinger inequalities. It is shown that this resulting inequality encompasses the Jensen's one and also leads to tractable LMI conditions. In order to illustrate the potential gain of employing this new inequality with respect to the Jensen's one, two applications on time-delay and sampled-data stability analysis are provided.

Mots clés: Integral inequalities; Time-delay systems; Sampled-data systems.; Sampled-data systems

Domaines: Automatique / Robotique

Alexandre Seuret, Frédéric Gouaisbaut. Reducing the gap of Jensen's inequality by using Wirtinger inequality. 2012. ⟨hal-00765870⟩