Convergence and Equivalence Results for the Jensen's Inequality—Application to Time-Delay and Sampled-Data Systems

The Jensen's inequality plays a crucial role in the analysis of time-delay and sampled-data systems. Its conservatism is studied through the use of the Grüss Inequality. It has been reported in the literature that fragmentation (or partitioning) schemes allow to empirically improve the results. We prove here that the Jensen's gap can be made arbitrarily small provided that the order of uniform fragmentation is chosen sufficiently large. Nonuniform fragmentation schemes are also shown to speed up the convergence in certain cases. Finally, a family of bounds is characterized and a comparison with other bounds of the literature is provided. It is shown that the other bounds are equivalent to Jensen's and that they exhibit interesting well-posedness and linearity properties which can be exploited to obtain better numerical results.