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Convergence and Equivalence results for the Jensen's inequality - Application to time-delay and sampled-data systems

Published 4 Apr 2012 in cs.SY, math.DS, and math.OC | (1204.1069v1)

Abstract: The Jensen's inequality plays a crucial role in the analysis of time-delay and sampled-data systems. Its conservatism is studied through the use of the Gr\"{u}ss Inequality. It has been reported in the literature that fragmentation (or partitioning) schemes allow to empirically improve the results. We prove here that the Jensen's gap can be made arbitrarily small provided that the order of uniform fragmentation is chosen sufficiently large. Non-uniform fragmentation schemes are also shown to speed up the convergence in certain cases. Finally, a family of bounds is characterized and a comparison with other bounds of the literature is provided. It is shown that the other bounds are equivalent to Jensen's and that they exhibit interesting well-posedness and linearity properties which can be exploited to obtain better numerical results.

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Citations (204)

Summary

  • The paper quantifies Jensen's inequality conservatism in time-delay systems by applying the Grüss inequality to assess integration gaps.
  • The study demonstrates that fragmentation, especially non-uniform schemes, effectively tightens bounds with sublinear convergence.
  • The paper establishes equivalence between Jensen's inequality and other matrix inequality bounds, enhancing LMI-based control design.

Convergence and Equivalence of Jensen's Inequality Applications

Jensen's inequality has been a pivotal element in the analysis of time-delay and sampled-data systems, primarily because it provides crucial bounds in many mathematical applications, including optimization and control theory. This paper comprehensively explores the conservatism of Jensen's inequality and proposes methods to tighten these bounds through fragmentation techniques. Furthermore, it investigates equivalence with other bounds from the literature in the context of time-delay systems.

Analysis of Conservatism

The paper initially addresses the conservatism inherent in Jensen's inequality when applied directly to time-delay systems. Utilizing the Grüss inequality, the author quantifies the gap - or conservatism - introduced by Jensen's inequality. A notable finding is that the Jensen's gap is influenced by the variability of the function and the measure of the set over which it is integrated. Specifically, when the function is differentiable, the conservative terms can be expressed in terms of its derivative, leading to meaningful bounds on the performance and stability of systems analyzed under such inequalities.

Fragmentation Technique

The study shows that an effective method for reducing the conservatism of Jensen's inequality is fragmentation. The work demonstrates that by partitioning the domain of integration into smaller subdomains, the bound can be made arbitrarily tight. This is particularly useful in time-delay system analysis, where the integration limits change over time. Both uniform and non-uniform fragmentation schemes are evaluated, with specific emphasis on accelerating convergence through non-uniform schemes. The findings confirm a sublinear convergence of the error bounds, indicating that a practical threshold can be reached beyond which further fragmentation offers diminishing returns.

Equivalence with Other Bounds

The second focal point of the paper is the equivalence between Jensen's bounds and several prominent bounds within the literature. By framing Jensen's inequality in terms of matrix inequalities, this work articulates that several proposed bounds are, in fact, manifestations of the same fundamental inequality. This equivalence is significant because it highlights that alternative bounds, which might appear novel or distinct, offer similar conservatism and performance in applications. Theoretical proofs leverage the Girard-Forman lemma to establish these equivalencies systematically.

Practical Implications

The implications of these findings are substantial for control practitioners and researchers utilizing time-delay systems. The derived bounds, especially when applied in fragmented spaces, offer refined tools for systems analysis, reducing conservatism and improving computational efficiency. This development promises enhanced robustness in LMI (Linear Matrix Inequality) based design.

Speculation and Future Directions

The paper closes with speculation on leveraging these insights for future developments in AI, particularly in adaptive control systems where time-delay is a significant consideration. The techniques introduced have the potential to be expanded upon, incorporating machine learning to predict and adapt fragmentation schemes dynamically. Further research could explore the interaction of these methods with stochastic systems or non-linear dynamics, broadening the applicability and robustness of Jensen's inequality in control theory.

This work stands as a substantive contribution to systems theory, providing both theoretical insight and practical application strategies for reducing conservatism in control system analysis through Jensen's inequality.

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