Data-Driven Stability and Performance Analysis of Lurye Systems

This paper develops data-driven conditions for certifying internal stability and induced-$\ell_2$ performance of discrete-time Lurye systems.

The Lurye system is an interconnection of a nominal LTI system in feedback with a static, memoryless nonlinearity.

The nonlinearity satisfies a known set of quadratic constraints on the inputs and outputs.

Existing conditions for Lurye systems require a state-space realization of the nominal LTI dynamics.

Our first data-driven result instead formulates the stability and performance conditions using finite input, output, and state trajectories of the nominal LTI block.

Our second condition removes the need for measured state trajectories by reconstructing the state sequence, up to a similarity transformation, from input/output data.

This state reconstruction is performed using deterministic subspace-identification techniques.

Both data-driven conditions are expressed as convex semidefinite programs.

These conditions, given sufficiently exciting inputs, recover the corresponding model-based Lurye condition in the noiseless setting.

The proposed methods are illustrated via a simple example with a sector-bounded nonlinearity.

Both proposed methods obtain the same induced-$\ell_2$ gain bound as the model-based approach while using only trajectory data from the nominal system.