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TIME-INVARIANT SYSTEMS WITH CONSTANT LAGS

M. DE LA SEN

Received 1 July 2005; Accepted 10 October 2005

Some criteria for asymptotic stability of linear and time-invariant systems with constant point delays are derived. Such criteria are concerned with the properties of robust stability related to two relevant auxiliary delay-free systems which are built by deleting the delayed dynamics or considering that the delay is zero. Explicit asymptotic stability results, easy to test, are given for both the unforced and closed-loop systems when the stabilizing con- troller for one of the auxiliary delay-free systems is used for the current time-delay system.

The proposed techniques include frequency domain analysis techniques including the use ofHnorms.

Copyright © 2006 M. De La Sen. This is an open access article distributed under the Cre- ative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

1. Introduction

Time-delay models frequently appear in problems like transportation or population growth. Also, circuits which include elements with delays have become relevant due to the increase in performance of VLSI systems. Two typical types of circuits with delays are transmission lines and partial element equivalent circuits. Stability criteria have been proposed for such systems from Lyapunov’ s theory or from algebraic formulations. It is well-known that the stability of linear and time-delay systems is difficult to test because it is associated with transcendental characteristic equations which possess, in general, infinitely many characteristic roots; and thus time-delay systems are, in general, infinite- dimensional (see, for instance, [1–8,12,13,15,18,21,22]). Therefore, many of the ex- isting stability tests are difficult to apply in practice.

In that context, several approaches for sufficiency-type stability criteria have been es- tablished in the literature (see, for instance, [1–3,12,13,15,18,21]). In general, those criteria include some free tuning scalar and/or matrix parameters and there is a lot of work concerned with providing as less conservative stability conditions as possible while reducing simultaneously the number of tuning parameters (see, for instance, [22] and references therein). In that paper, stability criteria for linear time-invariant systems with

Hindawi Publishing Corporation Discrete Dynamics in Nature and Society Volume 2006, Article ID 87062, Pages1–19 DOI10.1155/DDNS/2006/87062

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multiple delays are established. One of the main results is for stability independence of delay, namely, all the characteristic roots are guaranteed to lie in Res <0 for all finite de- lays (k=1, 2,...,σ). The second main result consists of sufficiency-type conditions for asymptotic stability dependent on the delays. All the results are derived in the frequency domain based on the use of Rouch´e’s theorem for the zeros of a complex variable func- tion related to another one which is taken as reference on some appropriate domain, [10,11,16,17,19,20]. In this context, the number of zeros of the characteristic quasipoly- nomial is compared to that of the characteristic polynomials of an auxiliary delay-free system on the closed right half-plane. If both numbers coincide, then the current system with delays is globally asymptotically stable provided that the auxiliary delay-free system is exponentially stable and the delayed dynamics size is sufficiently small characterized in terms of norms. This auxiliary system plays the role of a nominal system and the delayed dynamics is considered as a disturbance of those nominal systems in a robustness stabil- ity context. Two auxiliary delay-free systems having physical interpretations are stated as potential nominal systems for robustness analysis. One of those systems is obtained by neglecting the overall delayed dynamics, while the other one is obtained from the current system for zero delay. The obtained results are extended to the asymptotic stabilization of the current delay system by a nominal controller which asymptotically stabilizes at least one of the above-mentioned delay-free systems. If the considered auxiliary delay-free sys- tem is exponentially stable and the contribution of the unmodeled dynamics to the char- acteristic equation of the delay system is sufficiently small for all frequencies compared to that of the auxiliary delay-free system, then such a system remains asymptotically stable.

The basic robust asymptotic stability results are given and commented inSection 3, while proved in the appendix. Some illustrative examples are given inSection 4and, finally, conclusions end the paper.

2. Problem statement

Consider the linear and time-invariant system withσ commensurate delayshi=ih;i= 1, 2,...,σ, with state-space description:

x(t)˙ =A0x(t) +ρ σ i=1

Aix(tih) +bu(t), y(t)=cTx(t) (2.1) for basic delayh0, with initial condition ϕ: [σh, 0]Rnwhere ϕis a real vector piecewise continuous function possibly possessing bounded discontinuities on a subset of measure zero of [σh, 0]R,x(t)Rn,u(t)R, andy(t)Rare then-state vector and scalar input and output at timet, respectively, andbRn,cRn, and AiRnxn (i=1, 2,...,σ) are matrices of constant real entries. The scalar parameterρquantifies the amount of delayed dynamics for given not all zero matrices Ai(i=1, 2,...,σ). Forρ=0 andh=0, the delayed system (2.1) becomes the auxiliary delay-free systems

x(t)˙ =A0x(t) +bu(t); y(t)=cTx(t), (2.2) x(t)˙ =

A0+ρ

σ i=1

Ai

x(t) +bu(t); y(t)=cTx(t), (2.3)

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respectively. Forρ=0, the dynamic system (2.3) reduces to (2.2). The main objective of the subsequent study is to relate the asymptotic stability properties of the system (2.1) with those of the delay-free system (2.2) provided that it is exponentially stable. The study is then extended to investigate conditions which ensure that the class of (potentially mem- oryless, namely, without delayed dynamics) linear controllers that stabilizes the delay-free system (2.2) also stabilizes (2.1) by stating the problem as a robust stability problem. For this purpose, the delayed dynamics of (2.1) is considered as a perturbation of that of the nominal delay-free system (2.2). Parallel robust stability results are obtained by compar- ing the system (2.1) to the auxiliary system (2.3). It is proved that any controller which stabilizes (2.2) exponentially, it also stabilizes asymptotically (2.1) for allρ[ρ00] and some realρ0 >0. The following result, which is proved in the appendix, is related to the input-output description of the system (2.1) compared to the transfer function of the system (2.2).

Lemma 2.1. The following two items hold.

(i) The transfer function of (2.1) is given by

P(s)=Bs,ehs As,ehs=

P0(s) +ρΔBs,ehs 1 +ρΔA

s,ehs , (2.4)

whereP0(s)=N(s)/D(s)=cT(sIA0)1bis the transfer function of the auxiliary delay-free system (2.2) and

ΔB

s,ehs=Bs,ehs D(s) =

1 D(s)

q

i=1

Bi(s)eihs

= 1 D(s)

m

k=0

Bkehssk

,

ΔA

s,ehs=As,ehs D(s) =

1 D(s)

q

i=1

Ai(s)eihs

= 1 D(s)

n

k=0

Akehssk

,

(2.5)

withBi(s)=m

k=0bkisk,B(ehs)=q

k=1bkekhsfori=1, 2,...,q(nσ);l=0, 1,...,m;

Ai(s)=n

k=0akisk,A(ehs)=q

k=1akekhs fori=1, 2,...,q;l=0, 1,...,n; andD(s)= A0(s)=det(sIA0)=n

i=0ai0si is a monic polynomial; that is,an0=1, the real coeffi- cientsa(·)andb(·)being dependent on powers ofρbut converging to real limit values being independent ofρasρ0.

(ii) The transfer function of (2.1) is equivalently given by

P(s)=Bs,ehs As,ehs=

P0(s) +ρΔB

s,ehs

1 +ρΔAs,ehs , (2.6)

whereP0(s)=N(s)/D(s)=cT(sIA0ρqi=1Ai)1bis the transfer function of the auxil- iary delay-free system (2.3) with denominator polynomialD(s)=det(sIA0ρqi=1Ai);

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and

ΔB

s,ehs= 1 D(s)

q

i=1

Bi(s)eihs1

= 1 D(s)

m

k=0

Bkehssk1

,

ΔA

s,ehs= 1 D(s)

q

i=1

Ai(s)eihs1

= 1 D(s)

n

k=0

Akehssk1

.

(2.7)

Note from (2.5) into (2.4) that the numerator and denominator quasipolynomials B(s,ehs) andA(s,ehs) of the transfer function of (2.1), that is,P(s), may be expanded into powers ofs, with polynomial coefficients inehs, or equivalently, into powers ofehs with polynomial coefficients ins. On the other hand, note that there are two equivalent alternative expressions forP(s) related to the transfer functions of the auxiliary delay-free systems (2.2) or (2.3),P0(s) (ρ=0 in (2.1), i.e., the system is free of delayed dynamics) andP0(s) (h=0 in (2.1), i.e., the system operates with zero delay), respectively. Those two characterizations allow the formulations of two alternative sets of robust asymptotic sta- bility conditions for the unforced and forced (2.1) with respect to the delay-free systems (2.2) and (2.3).

3. Robust stability results

In this section, some results concerned with robust stability for the unforced system (2.1) are given provided that one of the delay-free systems (2.2) or (2.3) is exponentially stable.

Some obtained robust stability results are of independent of delay-type while others are formulated as dependent on the delay ones. The results may be tested in practice with simple calculations and they are also extended for the closed-loop system obtained from (2.1) with a linear (nominal) controller which stabilizes either (2.2) or (2.3). In order to establish and prove the subsequent result, define real constantsmA,mA,mB, andmB as follows:

mA:=Max

1iqSup

ω∈R+0

Ai(jω) D(jω)

; mB:=Max

1iqSup

ω∈R+0

Bi(jω) N(jω)

;

mA=

q1ρq+10

1ρ0 Max

1iqSup

ω∈R+0

Ai(jω) D(jω)

ifρ0<1,

q q

k=0

ρ0k

1MaxiqSup

ω∈R+0

Ai(jω) D(jω)

ifρ01;

mB=

q1ρq+10

1ρ0 Max

1iqSup

ω∈R+0

Bi(jω) N(jω)

ifρ0<1,

q q

k=0

ρ0k

1MaxiqSup

ω∈R+0

Bi(jω) N(jω)

ifρ01;

(3.1)

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withN(s)=B0(s) andD(s)=A0(s) being the numerator and denominator polynomials ofP0(s) for the system (2.2). Note by direct inspection of (3.1) that the above constants are monotonically nondecreasing for all realρ0[0, 1)[1,) and all positive integerq.

The basic robust stability result compares the global asymptotic stability of (2.1) to the exponential one of (2.2) and it is established as follows.

Theorem 3.1 (global asymptotic robust stability independence of delay from the stability of the delay-free system (2.2)). The following items hold.

(i) Assume that the unforced (i.e.,u0) delay-free system (2.2) is stable with no poles on the imaginary axis (i.e., globally exponentially stable) and withH-normγ0:= P0= Maxω∈R+0(|P0(jω)|)<withR+0 being the set of nonnegative real numbers. Thus, the de- layed system is globally asymptotically stable independent of delay; that is, for allh[0,), ifρ[ρ00] withρ0=Min(ρ0, 1/ρ0)>0,ρ0>0 being a design parameter, andρ00) being dependent onρ0from (3.1) defined by

ρ0=γ01

mA+mA. (3.2)

(ii) Assume that the pair (A0,b) is stabilizable withD(s)=A0(s) with no zeros on the imag- inary axis and thatc(s) is the transfer function of a linear stabilizing feed-forward con- troller for the transfer functionP0(s) of (2.2) to compose the closed-loop transfer function T0(s)=P0(s)c(s)/(1 +P0(s)c(s)) ofH-normγ:= T0. Assume also thatP0(s) andP(s) have both the same number 0nunof unstable poles. Thus, the closed-loop delayed sys- tem of transfer functionT(s)=P(s)c(s)/(1 +P(s)c(s)), obtained from (2.1) with the same controller, remains globally asymptotically stable independent of delay for allρ[ρ00] withρ0 =Min(ρ0, 1/ρ0T),ρ0being a design parameter, andρ0being redefined as

ρ0T=

(1γ)mAT+mAT+γmBT+mBT ifγ <1, (1 +γ)mAT+mAT+γmBT+mBT ifγ1.

(3.3) The proof is given in the appendix.

Note that typically, the nominal stabilizing controller of transfer function is delay- free which implies that it is memoryless, but nothing about is specifically assumed in the above result. Note also that the numerator and denominator quasipolynomials of the open-loop and closed-loop transfer functions of (2.1) may be calculated equivalently as polynomials insof polynomial coefficients inehs, or vice versa. Concerned with a judicious practical application ofTheorem 3.1, note the following from (3.1), (3.2). If ρ0[0, 1) andq2, then if the value of the design parameter ρ0 becomes increased (decreased), then that ofρ0decreases 8 (increases) so ofρ01

increases (decreases). Thus, a practical test fromTheorem 3.1may reduce to choosingρ0=1 and thenρ0 =1/ρ0. This strategy works since from the above discussion, a decrease of the value ofρ0corresponds with a decrease in that ofρ0 1so that an improved test is not required to increase the value of a potentialρ0. Ifρ01 then an increase of value inρ0implies a decrease in that ofρ0

1

so that it suffices a test forρ0withρ0=1. For the design of a feedback system with a linear potentially memoryless controller (Theorem 3.1(ii)), which also stabilizes (2.2), the same above conclusion remains valid for stability testing. Note also thatTheorem 3.1(ii) may

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be applied either for an unforced exponentially stable (2.2) or for an unstable one with no critically stable poles. In this second case, the number of unstable poles of the unforced system (2.2) has to be identical to the number of unstable poles of the unforced system (2.1) which has then to be finite as assumed in the theorem.

Thus, the subsequent alternative stability result toTheorem 3.1, but formulated as a dependent on the delays result, is established as follows.

Theorem 3.2 (global asymptotic stability dependent on the delays). The stability results of items (i), (ii) of Theorem 3.1 also hold, particularized for a basic delay h if the con- stantsmA,mAare redefined dependent on delay with the replacementsqn,Ai(jω) Ai (ejωhi,Ai(jω)Ai (ejωhi; andmBandmB of (3.1) are redefined with the re- placementsqm,Bi (jω)Bi(ejωhi,Bi(jω)Bi (ejωhi.

The proof ofTheorem 3.2is close to that ofTheorem 3.1and sketched in the appendix.

Note that the numerator and denominator polynomials of (2.1) of real coefficients are of the forms

Bs,ehs=m

i=0

q k=0

bikekhssi=n

i=0

bi0si+ρ m i=1

q k=0

bik(ρ)ekhssi,

As,ehs=n

i=0

q k=0

aikekhssi=n

i=0

ai0si+ρ n i=1

q k=0

aik(ρ)ekhssi,

(3.4)

where the following decompositions hold:

aik(ρ)=aik(0) +aik(ρ); bik(ρ)=bik(0) +bik(ρ), (3.5) withD(s)=n

i=0ai0siandN(s)=m

i=0bi0si, and

aik(0)=aik, bik(0)=bik,

aik(ρ)=ρaik(ρ)=o(ρ), bik(ρ)=ρbik(ρ)=o(ρ). (3.6) Thus, an alternative dependent on delay-type asymptotic robust stability condition, which is weaker than those ofTheorem 3.2, may be obtained from the above expressions by usingLemma A.2of the appendix for expanding the denominator quasipolynomial of both the unforced and forced systems with delays (2.1). The key point is the use of Rouch´e’s theorem [11,16,19] in terms of inequalities for each frequency instead of us- ingH-norms. Also, a slight variant ofTheorem 3.2may be formulated for asymptotic stability independence of the delays as follows.

Corollary 3.3 (stability independence of the delays). The stability results of items (i), (ii) ofTheorem 3.1also hold independent of delay if the constantsmA,mAare redefined depen- dent on delay with the replacementsqn,Ai(jω)Ai(φ)ωi,Ai(jω)Ai (φ)ωi; andmBandmBof (3.1) are redefined with the replacementsqm,Bi (jω)Bi(φ)ωi, Bi (jω)Bi(φ)ωi and the corresponding simple supreme in (3.1) is taken as double supreme overωR+0 andφ[0, 2π).

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Note that, in order for system (2.1) to be globally asymptotically stable independent of delay, it should be stable for zero delay. That means that the auxiliary delay-free system (2.3) has to be globally exponentially stable. Therefore, the stability of (2.3) with transfer functionP0(s) defined inLemma 2.1(ii) (2.6), rather than that of (2.2), may be used as necessary condition for the robust stability problem. Thus, close results to Theorems3.1 and3.2are reformulated as follows.

Theorem 3.4 (robust global asymptotic stability from the stability of the delay-free sys- tem (2.3)). The subsequent items hold.

(i) Assume that the unforced delay-free system (2.3) is stable with no critical poles. Thus, Theorem 3.1(i) holds for|ρ| ≤ρ0 =Min(ρ0, 1/2ρ0),ρ0being a design parameter andρ0

satisfying (3.2) with.

-γ0being redefined as theH-norm of the unforced delay-free system (2.3) of transfer functionP0(s).

- The constants (3.1) being redefined from similar expressions for the transfer function of the unforced system (2.1), compared to that of the system (2.3), via (2.6) (i.e., the constantsmA,mA,mB, andmBbeing calculated from upper-bounds of the absolute values ofΔA(jω,ejωh) andΔB(jω,ejωh) for allωR+0 real in (2.6)).

(ii) Assume that the unforced delay-free system (2.3) has no critically stable poles and that it is stabilizable. Assume also that it is stabilized with a controller of transfer function c(s) and that the transfer functionsP0(s) andP(s) of the unforced systems (2.1) and (2.3) have both the same number 0nunof unstable poles. Thus,Theorem 3.1(ii) holds for

|ρ| ≤ρ0=Min(ρ0, 1/2ρ0),ρ0 being a design parameter, andρ0 satisfying (3.3) with the appropriate redefinition of the real constants in (3.1) as in Theorem 3.1(i), withγ being redefined as theH-norm of the closed-loop transfer function

T0(s)= P0(s)c(s)

1 +P0(s)c(s). (3.7)

(iii)Theorem 3.2((i)-(ii)) also holds if the constantsmA,mAare redefined with the re- placementsqn,Ai (jω)Ai (ejωhi,Ai (jω)Ai(ejωhi(forΔA(jω,ejωh) in (2.6); andmB andmB of (3.1) are redefined with the replacementsqm,Bi(jω) Bi (ejωhi,Bi (jω)Bi(ejωhi(forΔB(jω,ejωh) in (2.6)).

Remarks 3.5. (1) Note that the transfer function of (2.1), defined by a quotient of qua- sipolynomials, may be expanded into two equivalent ways as reflected in (2.4), (2.5) by using polynomial coefficients in s and exp(hs), respectively. This fact is used to cal- culate the relevant constants for guaranteeing stability in two ways, namely, (3.1) for Theorem 3.1and the modified ones referred to inTheorem 3.2. Two related robust stabil- ity conditions are obtained from each of those theorems provided that (2.2) is exponen- tially stable. The weakest of the above two conditions might be used in practical situations to guarantee stability.

(2) The set of all the alternative conditions for robust global asymptotic stability given byTheorem 3.1,Corollary 3.3, andTheorem 3.4(i) may be checked jointly to conclude that the weakest one is the strongest sufficiency-type robust stability condition of those ones given in this section.

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(3) SinceTheorem 3.1refers to stability independence of the delays, if it holds then the auxiliary delay-free system (2.3) is exponentially stable for the givenρwithin some real interval. Since such an interval includesρ=0 zero, then the delay-free system (2.2) is exponentially stable as well.

4. Some examples

Example 4.1. Assume again that the parametrization of the system (2.1) withσ=2 is giv- en byA0=a0b0

c0 d0

with Min(|a0|,|d0|)1 being a stability matrix satisfying2k=1Ak2<

01α)/ρ0, some realα >0. Thus, the system (2.1) is globally asymptotically stable.

Direct calculation yields sIA0

1

=

1 sa0

b0

sa0

sd0

c0

sa0

sd0

1 sd0

, (4.1)

with

γ0 1 a0 + 1

d0 + b0 + c0 Min2 a0 , d0 2

1 + Max b0 , c0 Min2 a0 , d0

(4.2) for which a sufficient condition is γ01(1/4)(Max(|a0|,|d0|)/Min2(a20,d02,|c0|,|d0|)).

Taking againA0=10 30

925

, the following stability results hold.

(1) The system is globally asymptotically stable independent of delay fromTheorem 3.1and its characteristic roots lie in Res≤ −0.1 ifρ00.291 which is achieved, for in- stance, with delayed dynamics given byA1=±0.04 b1

0 ±0.017

,A2=±0.28 0

c2 ±0.2

for arbitrary finiteb1andc2.

(2) The system is globally asymptotically stable dependent on the delay fromTheorem 3.2 with the sameA0 as above ifρ=1.034 for h[0,hM] withhM=103ln 1.034/2= 16.717. This is accomplished, for instance, by the parametrization

A1=

±0.1 b1

0 ±0.11

; A2=

±0.206 0 c ±0.09

. (4.3)

(3) The system is stable dependent on the delay fromTheorem 3.2with the sameA0as above andA1=±0.045 b1

0 ±0.044

;A2=±0.045 0

c1 ±0.045

, withh[0,hM] withhM=103ln 2.3/2

=416.454.

Example 4.2. Assume that the delay-free dynamics of the system (2.1) withn=3 is given by the pair (A0,b) withA0=a1a2a3

1 0 0 0 1 0

andbT=(1, 0, 0) which is controllable, so that it is stabilizable as well ifak=0 fork=1, 2, 3. The open-loop characteristic polynomial of the delay-free system (2.2) ispo(s)=s2a1s2a2sa3. Assume that the closed-loop char- acteristic polynomial is suited to bepc(s)=(sβ1)(sβ2)(sβ3)=s2α1s2α2sα3, where Reβk<0 (k=1, 2, 3), and

α1=β1+β2+β3; α2= −

β1β2+β1+β2

β3

; α3=β1β2β3. (4.4)

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Since the delay-free closed-loop dynamics under linear state feedback is defined by the matrix

Ac=A0+bKT=

a1k1 a2k2 a3k3

1 0 0

0 1 0

, (4.5)

then the controller gain matrix components are k1=a1

β1+β2+β3

; k2=a2+β1β2+β1+β2

β3; k3=a3β1β2β3.

(4.6)

The H-gain of (A0+bKT) is γ0c K0/3k=1|Reβk| ≤K030 for some real constant K01 with the design parameterρ0being chosen as the negative stability abscissa ofAc. Thus, the closed-loop system is globally asymptotically stable dependent on delay for any set or point delays whose dynamics satisfies3k=1|Reβk|> K0σ

k=1Ak2and stable and all delaysh[0, lnkm/α] (Theorem 3.2) for somekm1 provided that3k=1|Reβk|>

K0(kmσ

k=1Ak2+α). Any controller gain matrixKwhich generated closed-loop poles at positions Reβk≤ −ρ0gives asymptotic stability independent of delay under conditions ρ03> K0

σ

k=1Ak2andρ03> K0(σk=1Ak2+α), respectively. If (A0,b) is not in the con- trollable canonical form, then Ackerman’s formula (see, for instance, [11]) may be used to calculate the gain matrix

K=[0, 0, 1]b,A0b,A20b1A3α1A2α2Aα3Iαc(A), (4.7) whereαc(A)= −3

k=0αks3k0= −1) if the objective closed-loop characteristic polyno- mial ispc(s)= −3

k=0αis3i. Now, assume that (A0,b) is stabilizable withA0=a1a2a3

1 0 0 0 1 0

andbT=(1, 0, 0) so thatD(s)=p0(s)=Det(sIA0)=(s2a1sa2)(sβ), wheres=β is a stable root which cannot be relocated via linear state-feedback. Now, the suited strictly Hurwitzian characteristic closed-loop polynomial ispc(s)=(sβ1)(sβ2)(sβ) which is achieved through linear state-feedback by using the controller gain componentsk1= a11+β2+β);k2=a2+β1β2+ (β1+β2)β;k3=a3β1β2β. The conditions for global asymptotic closed-loop stabilization independent of delay under the presence ofσ point delays are|Reβ|> K0(σk=1Ak2/2k=1|Reβk|).

Example 4.3. Now, the stability conditions are manipulated for all frequencies, [14], un- der the guidelines ofLemma A.2in the appendix (see also [9,14]), rather than in terms ofH. Consider the delay-free third-order system of characteristic polynomial given by

p0(s)=s3+a1s+a2s+a3 (4.8) which suffers a perturbation caused by delayed dynamics given by

Δp(s)=p(s)p0(s)=ρ1 +Δa1sehs+Δa21+Δa22se2hs. (4.9)

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