S-Lemma with Equality and Its Applications

Let $f(x)=x^TAx+2a^Tx+c$ and $h(x)=x^TBx+2b^Tx+d$ be two quadratic functions having symmetric matrices $A$ and $B$. The S-lemma with equality asks when the unsolvability of the system $f(x)<0, h(x)=0$ implies the existence of a real number $\mu$ such that $f(x) + \mu h(x)\ge0, ~\forall x\in \mathbb{R}^n$. The problem is much harder than the inequality version which asserts that, under Slater condition, $f(x)<0, h(x)\le0$ is unsolvable if and only if $f(x) + \mu h(x)\ge0, ~\forall x\in \mathbb{R}^n$ for some $\mu\ge0$. In this paper, we show that the S-lemma with equality does not hold only when the matrix $A$ has exactly one negative eigenvalue and $h(x)$ is a non-constant linear function ($B=0, b\not=0$). As an application, we can globally solve $\inf\{f(x)\vert h(x)=0\}$ as well as the two-sided generalized trust region subproblem $\inf\{f(x)\vert l\le h(x)\le u\}$ without any condition. Moreover, the convexity of the joint numerical range $\{(f(x), h_1(x),\ldots, h_p(x)):~x\in\Bbb R^n\}$ where $f$ is a (possibly non-convex) quadratic function and $h_1(x),\ldots,h_p(x)$ are affine functions can be characterized using the newly developed S-lemma with equality.Comment: 34 page

Polynomial Solutions to the Matrix Equation X

Solutions are constructed for the Kalman-Yakubovich-transpose equation X−AXTB=C. The solutions are stated as a polynomial of parameters of the matrix equation. One of the polynomial solutions is expressed by the symmetric operator matrix, controllability matrix, and observability matrix. Moreover, the explicit solution is proposed when the Kalman-Yakubovich-transpose matrix equation has a unique solution. The provided approach does not require the coefficient matrices to be in canonical form. In addition, the numerical example is given to illustrate the effectiveness of the derived method. Some applications in control theory are discussed at the end of this paper

Multi-transmission-line-beam interactive system

We construct here a Lagrangian field formulation for a system consisting of an electron beam interacting with a slow-wave structure modeled by a possibly non-uniform multiple transmission line (MTL). In the case of a single line we recover the linear model of a traveling wave tube (TWT) due to J.R. Pierce. Since a properly chosen MTL can approximate a real waveguide structure with any desired accuracy, the proposed model can be used in particular for design optimization. Furthermore, the Lagrangian formulation provides for: (i) a clear identification of the mathematical source of amplification, (ii) exact expressions for the conserved energy and its flux distributions obtained from the Noether theorem. In the case of uniform MTLs we carry out an exhaustive analysis of eigenmodes and find sharp conditions on the parameters of the system to provide for amplifying regimes

Homogenization of multivalued monotone operators with variable growth exponent

We consider the Dirichlet problem for an elliptic multivalued maximal monotone operator A(epsilon) satisfying growth estimates of power type with a variable exponent. This exponent p epsilon (x) and also the symbol of the operator A epsilon oscillate with a small period epsilon with respect to the space variable x. We prove a homogenization result for this problem

Iterative Methods to Solve the Generalized Coupled Sylvester-Conjugate Matrix Equations for Obtaining the Centrally Symmetric (Centrally Antisymmetric) Matrix Solutions

The iterative method is presented for obtaining the centrally symmetric (centrally antisymmetric) matrix pair (X,Y) solutions of the generalized coupled Sylvester-conjugate matrix equations A1X+B1Y=D1X¯E1+F1, A2Y+B2X=D2Y¯E2+F2. On the condition that the coupled matrix equations are consistent, we show that the solution pair (X*,Y*) can be obtained within finite iterative steps in the absence of round-off error for any initial value given centrally symmetric (centrally antisymmetric) matrix. Moreover, by choosing appropriate initial value, we can get the least Frobenius norm solution for the new generalized coupled Sylvester-conjugate linear matrix equations. Finally, some numerical examples are given to illustrate that the proposed iterative method is quite efficient

Analytic Construction of Periodic Orbits in the Restricted Three-Body Problem

This dissertation explores the analytical solution properties surrounding a nominal periodic orbit in two different planes, the plane of motion of the two primaries and a plane perpendicular to the line joining the two primaries, in the circular restricted three-body problem. Assuming motion can be maintained in the plane and motion of the third body is circular, Jacobi\u27s integral equation can be analytically integrated, yielding a closed-form expression for the period and path expressed with elliptic integral and elliptic function theory. In this case, the third body traverses a circular path with nonuniform speed. In a strict sense, the in-plane assumption cannot be maintained naturally. However, there may be cases where the assumption is approximately maintained over a finite time period. More importantly, the nominal solution can be used as the basis for an iterative analytical solution procedure for the three dimensional periodic trajectory where corrections are computable in closed-form. In addition, the in-plane assumption can be strictly enforced with the application of modulated thrust acceleration. In this case, the required thrust control inputs are found to be nonlinear functions in time. Total velocity increment, required to maintain the nominal orbit, for one complete period of motion of the third body is expressed as a function of the orbit characteristics

Extremum-Seeking Guidance and Conic-Sector-Based Control of Aerospace Systems

This dissertation studies guidance and control of aerospace systems. Guidance algorithms are used to determine desired trajectories of systems, and in particular, this dissertation examines constrained extremum-seeking guidance. This type of guidance is part of a class of algorithms that drives a system to the maximum or minimum of a performance function, where the exact relation between the function's input and output is unknown. This dissertation abstracts the problem of extremum-seeking to constrained matrix manifolds. Working with a constrained matrix manifold necessitates mathematics other than the familiar tools of linear systems. The performance function is optimized on the manifold by estimating a gradient using a Kalman filter, which can be modified to accommodate a wide variety of constraints and can filter measurement noise. A gradient-based optimization technique is then used to determine the extremum of the performance function. The developed algorithms are applied to aircraft and spacecraft. Control algorithms determine which system inputs are required to drive the systems outputs to follow the trajectory given by guidance. Aerospace systems are typically nonlinear, which makes control more challenging. One approach to control nonlinear systems is linear parameter varying (LPV) control, where well-established linear control techniques are extended to nonlinear systems. Although LPV control techniques work quite well, they require an LPV model of a system. This model is often an approximation of the real nonlinear system to be controlled, and any stability and performance guarantees that are derived using the system approximation are usually void on the real system. A solution to this problem can be found using the Passivity Theorem and the Conic Sector Theorem, two input-output stability theories, to synthesize LPV controllers. These controllers guarantee closed-loop stability even in the presence of system approximation. Several control techniques are derived and implemented in simulation and experimentation, where it is shown that these new controllers are robust to plant uncertainty.PHDAerospace EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/143993/1/aexwalsh_1.pd

A study of discrete and integral transforms with 3 logarithmic separable kernels

In this thesis, we will be examining different classes of discrete and integral transforms. We start with a general class of integral transforms which include those logarithmic separable kernels. Transforms with logarithmic separable kernels include the Fourier transform, the Laplace transform and the Mellin transform. The shifting and convolution properties for this class of transforms are examined, and sufficient conditions which guarantee the existence of the convolution formula will be given. It will be shown that a subclass of these integral operators are injective and an inversion formula will be presented on some class of continuously differentiable functions. We will apply these results to second-order differential equations to obtain new analytical solutions to these equations and compare these to a numerical solution