Kalman's convergence-rate conjecture for Lur'e systems

From papers

Let GG be stable and let KNK_N denote its Nyquist value. For a class of feedback nonlinearities ΔS[0,K]\Delta\in S[0,K] with K<KNK<K_N, define the absolute convergence rate

ρ{G,K}=supΔS[0,K]{ρ{G,Δ}}.\rho^*_{\{G,K\}}=\sup_{\Delta\in S[0,K]}\{\rho_{\{G,\Delta\}}\}.

Let

ρ{G,K}=maxτ[0,1]{eig(G1τKG)}.\underline{\rho^*_{\{G,K\}}}=\max_{\tau\in[0,1]}\left\{\left|\operatorname{eig}\left(\frac{G}{1-\tau K G}\right)\right|\right\}.

Kalman's convergence-rate conjecture. For any stable GG and ΔS[0,K]\Delta\in S[0,K] with K<KNK<K_N,

ρ{G,K}=ρ{G,K}.\rho^*_{\{G,K\}}=\underline{\rho^*_{\{G,K\}}}.

This is presented as a convergence-rate restatement of Kalman's stability conjecture: the worst-case nonlinear convergence rate should equal the corresponding theoretical linear rate over the slope-restricted class.

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Sources & referencesView supporting material

Primary source

Jingfan Zhang, Peter Seiler and Joaquin Carrasco, “Noncausal FIR Zames-Falb Multiplier Search for Exponential Convergence Rate”, arXiv:1902.09473 (2019).

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