Interval analysis application for stability margin computation of linear uncertain systems

This paper presents a numerical method to compute the stability margin of a linear parametric uncertain system. For an admissible uncertainty set in the weighted l/sub /spl infin// norm space, a branch and bound algorithm is proposed to obtain the stability margin. Bisection is performed to generate the nondecreasing sequence of the stability radii and the corresponding stability box. For each indeterminate box, feasibility is tested by solving an unconstrained optimization problem based on interval analysis. The algorithm is simple and efficient.