Non-quadratic robust stability of Takagi-Sugeno models

AbstractThis paper presents non-quadratic robust stability analysis of continuous-time Takagi-Sugeno (TS) models. The new approach clearly outperforms robust global quadratic conditions by reformulating them in a less demanding fashion, i.e., global requirements are dropped for an estimation of the stability domain via local asymptotic conditions, which constitutes a common approach for nonlinear models that cannot be globally analyzed. In addition, the new results can be expressed as linear matrix inequalities (LMIs) that can be efficiently solved by convex optimization techniques. Some examples are provided to illustrate the advantages of the new technique over the quadratic framework.