Deterministic continutation of stochastic metastable equilibria via Lyapunov equations and ellipsoids

Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as in engineering to analyze ordinary, partial and delay differential equations. Here we show that the deterministic continuation algorithm for equilibrium points can be extended to track information about metastable equilibrium points of stochastic differential equations (SDEs). We stress that we do not develop a new technical tool but that we combine results and methods from probability theory, dynamical systems, numerical analysis, optimization and control theory into an algorithm that augments classical equilibrium continuation methods. In particular, we use ellipsoids defining regions of high concentration of sample paths. It is shown that these ellipsoids and the distances between them can be efficiently calculated using iterative methods that take advantage of the numerical continuation framework. We apply our method to a bistable neural competition model and a classical predator-prey system. Furthermore, we show how global assumptions on the flow can be incorporated - if they are available - by relating numerical continuation, Kramers' formula and Rayleigh iteration.Comment: 29 pages, 7 figures [Fig.7 reduced in quality due to arXiv size restrictions]; v2 - added Section 9 on Kramers' formula, additional computations, corrected typos, improved explanation

Geometry-aware Manipulability Learning, Tracking and Transfer

Body posture influences human and robots performance in manipulation tasks, as appropriate poses facilitate motion or force exertion along different axes. In robotics, manipulability ellipsoids arise as a powerful descriptor to analyze, control and design the robot dexterity as a function of the articulatory joint configuration. This descriptor can be designed according to different task requirements, such as tracking a desired position or apply a specific force. In this context, this paper presents a novel \emph{manipulability transfer} framework, a method that allows robots to learn and reproduce manipulability ellipsoids from expert demonstrations. The proposed learning scheme is built on a tensor-based formulation of a Gaussian mixture model that takes into account that manipulability ellipsoids lie on the manifold of symmetric positive definite matrices. Learning is coupled with a geometry-aware tracking controller allowing robots to follow a desired profile of manipulability ellipsoids. Extensive evaluations in simulation with redundant manipulators, a robotic hand and humanoids agents, as well as an experiment with two real dual-arm systems validate the feasibility of the approach.Comment: Accepted for publication in the Intl. Journal of Robotics Research (IJRR). Website: https://sites.google.com/view/manipulability. Code: https://github.com/NoemieJaquier/Manipulability. 24 pages, 20 figures, 3 tables, 4 appendice

Time-delay systems : stability, sliding mode control and state estimation

University of Technology, Sydney. Faculty of Engineering and Information Technology.Time delays and external disturbances are unavoidable in many practical control systems such as robotic manipulators, aircraft, manufacturing and process control systems and it is often a source of instability or oscillation. This thesis is concerned with the stability, sliding mode control and state estimation problems of time-delay systems. Throughout the thesis, the Lyapunov-Krasovskii (L-K) method, in conjunction with the Linear Matrix Inequality (LMI) techniques is mainly used for analysis and design. Firstly, a brief survey on recent developments of the L-K method for stability analysis, discrete-time sliding mode control design and linear functional observer design of time-delay systems, is presented. Then, the problem of exponential stability is addressed for a class of linear discrete-time systems with interval time-varying delay. Some improved delay-dependent stability conditions of linear discrete-time systems with interval time-varying delay are derived in terms of linear matrix inequalities. Secondly, the problem of reachable set bounding, essential information for the control design, is tackled for linear systems with time-varying delay and bounded disturbances. Indeed, minimisation of the reachable set bound can generally result in a controller with a larger gain to achieve better performance for the uncertain dynamical system under control. Based on the L-K method, combined with the delay decomposition approach, sufficient conditions for the existence of ellipsoid-based bounds of reachable sets of a class of linear systems with interval time-varying delay and bounded disturbances, are derived in terms of matrix inequalities. To obtain a smaller bound, a new idea is proposed to minimise the projection distances of the ellipsoids on axes, with respect to various convergence rates, instead of minimising its radius with a single exponential rate. Therefore, the smallest possible bound can be obtained from the intersection of these ellipsoids. This study also addresses the problem of robust sliding mode control for a class of linear discrete-time systems with time-varying delay and unmatched external disturbances. By using the L-K method, in combination with the delay decomposition technique and the reciprocally convex approach, new LMI-based conditions for the existence of a stable sliding surface are derived. These conditions can deal with the effects of time-varying delay and unmatched external disturbances while guaranteeing that all the state trajectories of the reduced-order system are exponentially convergent to a ball with a minimised radius. Robust discrete-time quasi-sliding mode control scheme is then proposed to drive the state trajectories of the closed-loop system towards the prescribed sliding surface in a finite time and maintain it there after subsequent time. Finally, the state estimation problem is studied for the challenging case when both the system’s output and input are subject to time delays. By using the information of the multiple delayed output and delayed input, a new minimal order observer is first proposed to estimate a linear state functional of the system. The existence conditions for such an observer are given to guarantee that the estimated state converges exponentially within an Є-bound of the original state. Based on the L-K method, sufficient conditions for Є-convergence of the observer error, are derived in terms of matrix inequalities. Design algorithms are introduced to illustrate the merit of the proposed approach. From theoretical as well as practical perspectives, the obtained results in this thesis are beneficial to a broad range of applications in robotic manipulators, airport navigation, manufacturing, process control and in networked systems

Density functional theory for dense nematics with steric interactions

The celebrated work of Onsager on hard particle systems, based on the truncated second order virial expansion, is valid at relatively low volume fractions for large aspect ratio particles. While it predicts the isotropic-nematic phase transition, it fails to provide a realistic equation of state in that the pressure remains finite for arbitrarily high densities. In this work, we derive a mean field density functional form of the Helmholtz free energy for nematics with hard core repulsion. In addition to predicting the isotropic-nematic transition, the model provides a more realistic equation of state. The energy landscape is much richer, and the orientational probability distribution function in the nematic phase possesses a unique feature: it vanishes on a nonzero measure set in orientational space

The critical merger distance between two co-rotating quasi-geostrophic vortices

This paper examines the critical merger or strong interaction distance between two equal-potential-vorticity quasi-geostrophic vortices. The interaction between the two vortices depends on five parameters: their volume ratio, their height-to-width aspect ratios and their vertical and horizontal offsets. Due to the size of the parameter space, a direct investigation solving the full quasi-geostrophic equations is impossible. We instead determine the critical merger distance approximately using an asymptotic approach. We associate the merger distance with the margin of stability for a family of equilibrium states having prescribed aspect and volume ratios, and vertical offset. The equilibrium states are obtained using an asymptotic solution method which models vortices by ellipsoids. The margin itself is determined by a linear stability analysis. We focus on the interaction between oblate to moderately prolate vortices, the shapes most commonly found in turbulence. Here, a new unexpected instability is found and discussed for prolate vortices which is manifested by the tilting of vortices toward each other. It implies than tall vortices may merge starting from greater separation distances than previously thought.Publisher PDFPeer reviewe

A Comparison of Stealthy Sensor Attacks on Control Systems

As more attention is paid to security in the context of control systems and as attacks occur to real control systems throughout the world, it has become clear that some of the most nefarious attacks are those that evade detection. The term stealthy has come to encompass a variety of techniques that attackers can employ to avoid detection. Here we show how the states of the system (in particular, the reachable set corresponding to the attack) can be manipulated under two important types of stealthy attacks. We employ the chi-squared fault detection method and demonstrate how this imposes a constraint on the attack sequence either to generate no alarms (zero-alarm attack) or to generate alarms at a rate indistinguishable from normal operation (hidden attack)