Scaled Relative Graph Analysis of General Interconnections of SISO Nonlinear Systems

Abstract: Scaled Relative Graphs (SRGs) provide a novel graphical frequency-domain method for the analysis of nonlinear systems. However, we show that the current SRG analysis suffers from a pitfall that limits its applicability in analyzing practical nonlinear systems. We overcome this pitfall by introducing a novel reformulation of the SRG of a linear time-invariant operator and combining the SRG with the Nyquist criterion. The result is a theorem that can be used to assess stability and $L_2$-gain performance for general interconnections of nonlinear dynamic systems. We provide practical calculation results for canonical interconnections and apply our result to Lur'e systems to obtain a generalization of the celebrated circle criterion, which deals with broader class of nonlinearities, and we derive (incremental) $L_2$-gain performance bounds. We illustrate the power of the new approach on the analysis of several examples.