Scaled relative graphs for system analysis

Abstract: Scaled relative graphs were recently introduced to analyze the convergence of optimization algorithms using two dimensional Euclidean geometry. In this paper, we connect scaled relative graphs to the classical theory of input/output systems. It is shown that the Nyquist diagram of an LTI system on $L_2$ is the convex hull of its scaled relative graph under a particular change of coordinates. The SRG may be used to visualize approximations of static nonlinearities such as the describing function and quadratic constraints, allowing system properties to be verified or disproved. Interconnections of systems correspond to graphical manipulations of their SRGs. This is used to provide a simple, graphical proof of the classical incremental passivity theorem.