Finite-Horizon Robustness Analysis under Mixed Disturbances using Signal-IQCs

Common worst-case analyses for uncertain finite-horizon systems consider quadratic performance metrics based on the strict Bounded Real Lemma. Thus, they assess system performance for bounded inputs, e.g., signals in L2, which exhibit a worst-case shape. Consequently, known disturbance characteristics are left unexploited and uncovered, leading to unnecessarily conservative results. The present paper develops a worst-case analysis covering arbitrarily L2-bounded worst-case signals and partially known disturbances simultaneously. This is achieved by modeling the latter using signal integral-quadratic constraints (IQCs). The resulting analysis condition relies on a dissipation inequality within the IQC framework for finite time horizon problems. This framework also readily allows to incorporate additional system uncertainties in the analysis. The approach’s feasibility is demonstrated with the worst-case performance analysis of a small unmanned aerial vehicle in an urban environment.