Exponential Convergence Bounds using Integral Quadratic Constraints

The theory of integral quadratic constraints (IQCs) allows verification of stability and gain-bound properties of systems containing nonlinear or uncertain elements. Gain bounds often imply exponential stability, but it can be challenging to compute useful numerical bounds on the exponential decay rate. In this work, we present a modification of the classical IQC results of Megretski and Rantzer that leads to a tractable computational procedure for finding exponential rate certificates

Stability Analysis of Piecewise Affine Systems with Multi-model Model Predictive Control

Constrained model predictive control (MPC) is a widely used control strategy, which employs moving horizon-based on-line optimisation to compute the optimum path of the manipulated variables. Nonlinear MPC can utilize detailed models but it is computationally expensive; on the other hand linear MPC may not be adequate. Piecewise affine (PWA) models can describe the underlying nonlinear dynamics more accurately, therefore they can provide a viable trade-off through their use in multi-model linear MPC configurations, which avoid integer programming. However, such schemes may introduce uncertainty affecting the closed loop stability. In this work, we propose an input to output stability analysis for closed loop systems, consisting of PWA models, where an observer and multi-model linear MPC are applied together, under unstructured uncertainty. Integral quadratic constraints (IQCs) are employed to assess the robustness of MPC under uncertainty. We create a model pool, by performing linearisation on selected transient points. All the possible uncertainties and nonlinearities (including the controller) can be introduced in the framework, assuming that they admit the appropriate IQCs, whilst the dissipation inequality can provide necessary conditions incorporating IQCs. We demonstrate the existence of static multipliers, which can reduce the conservatism of the stability analysis significantly. The proposed methodology is demonstrated through two engineering case studies.Comment: 28 pages 9 figure

Behavioral approach to robustness analysis

This paper introduces a general and powerful framework for modeling and analysis of uncertain systems. One immediate concrete result of this work is a practical method for computing robust performance in the presence of norm-bounded perturbations and both norm-bounded and white-noise disturbances

From classical absolute stability tests towards a comprehensive robustness analysis

In this thesis, we are concerned with the stability and performance analysis of feedback interconnections comprising a linear (time-invariant) system and an uncertain component subject to external disturbances. Building on the framework of integral quadratic constraints (IQCs), we aim at verifying stability of the interconnection using only coarse information about the input-output behavior of the uncertainty

Model Order Reduction Based on Semidefinite Programming

The main topic of this PhD thesis is complexity reduction of linear time-invariant models. The complexity in such systems is measured by the number of differential equations forming the dynamical system. This number is called the order of the system. Order reduction is typically used as a tool to model complex systems, the simulation of which takes considerable time and/or has overwhelming memory requirements. Any model reflects an approximation of a real world system. Therefore, it is reasonable to sacrifice some model accuracy in order to obtain a simpler representation. Once a low-order model is obtained, the simulation becomes computationally cheaper, which saves time and resources. A low-order model still has to be "similar" to the full order one in some sense. There are many ways of measuring "similarity" and, typically, such a measure is chosen depending on the application. Three different settings of model order reduction were investigated in the thesis. The first one is H infinity model order reduction, i.e., the distance between two models is measured by the H infinity norm. Although, the problem has been tackled by many researchers, all the optimal solutions are yet to be found. However, there are a large number of methods, which solve suboptimal problems and deliver accurate approximations. Recently, research community has devoted more attention to large-scale systems and computationally scalable extensions of existing model reduction techniques. The algorithm developed in the thesis is based on the frequency response samples matching. For a large class of systems the computation of the frequency response samples can be done very efficiently. Therefore, the developed algorithm is relatively computationally cheap. The proposed algorithm can be seen as a computationally scalable extension to the well-known Hankel model reduction, which is known to deliver very accurate solutions. One of the reasons for such an assessment is that the relaxation employed in the proposed algorithm is tightly related to the one used in Hankel model reduction. Numerical simulations also show that the accuracy of the method is comparable to the Hankel model reduction one. The second part of the thesis is devoted to parameterized model order reduction. A parameterized model is essentially a family of models which depend on certain design parameters. The model reduction goal in this setting is to approximate the whole family of models for all values of parameters. The main motivation for such a model reduction setting is design of a model with an appropriate set of parameters. In order to make a good choice of parameters, the models need to be simulated for a large set of parameters. After inspecting the simulation results a model can be picked with suitable frequency or step responses. Parameterized model reduction significantly simplifies this procedure. The proposed algorithm for parameterized model reduction is a straightforward extension of the one described above. The proposed algorithm is applicable to linear parameter-varying systems modeling as well. Finally, the third topic is modeling interconnections of systems. In this thesis an interconnection is a collection of systems (or subsystems) connected in a typical block-diagram. In order to avoid confusion, throughout the thesis the entire model is called a supersystem, as opposed to subsystems, which a supersystem consists of. One of the specific cases of structured model reduction is controller reduction. In this problem there are two subsystems: the plant and the controller. Two directions of model reduction of interconnected systems are considered: model reduction in the nu-gap metric and structured model reduction. To some extent, using the nu-gap metric makes it possible to model subsystems without considering the supersystem at all. This property can be exploited for extremely large supersystems for which some forms of analysis (evaluating stability, computing step response, etc.) are intractable. However, a more systematic way of modeling is structured model reduction. There, the objective is to approximate certain subsystems in such a way that crucial characteristics of the given supersystem, such as stability, structure of interconnections, frequency response, are preserved. In structured model reduction all subsystems are taken into account, not only the approximated ones. In order to address structured model reduction, the supersystem is represented in a coprime factor form, where its structure also appears in coprime factors. Using this representation the problem is reduced to H infinity model reduction, which is addressed by the presented framework. All the presented methods are validated on academic or known benchmark problems. Since all the methods are based on semidefinite programming, adding new constraints is a matter of formulating a constraint as a semidefinite one. A number of extensions are presented, which illustrate the power of the approach. Properties of the methods are discussed throughout the thesis while some remaining problems conclude the manuscript

Behavioral approach to robustness analysis

This paper introduces a general and powerful framework for modeling and analysis of uncertain systems. One immediate concrete result of this work is a practical method for computing robust performance in the presence of norm-bounded perturbations and both norm-bounded and white-noise disturbances

Model Reduction Using Semidefinite Programming

In this thesis model reduction methods for linear time invariant systems are investigated. The reduced models are computed using semidefinite programming. Two ways of imposing the stability constraint are considered. However, both approaches add a positivity constraint to the program. The input to the algorithms is a number of frequency response samples of the original model. This makes the computational complexity relatively low for large-scale models. Extra properties on a reduced model can also be enforced, as long as the properties can be expressed as convex conditions. Semidefinite program are solved using the interior point methods which are well developed, making the implementation simpler. A number of extensions to the proposed methods were studied, for example, passive model reduction, frequency-weighted model reduction. An interesting extension is reduction of parameterized linear time invariant models, i.e. models with state-space matrices dependent on parameters. It is assumed, that parameters do not depend on state variables nor time. This extension is valuable in modeling, when a set of parameters has to be chosen to fit the required specifications. A good illustration of such a problem is modeling of a spiral radio frequency inductor. The physical model depends nonlinearly on two parameters: wire width and wire separation. To chose optimally both parameters a low-order model is usually created. The inductor modeling is considered as a case study in this thesis