Constructive global analysis of hybrid systems

Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2000.Includes bibliographical references (p. 145-149).Many systems of interest are dynamic systems whose behavior is determined by the interaction of continuous and discrete dynamics. These systems typically contain variables or signals that take values from a continuous set and also variables that take values from a discrete, typically finite set. These continuous or discrete-valued variables or signals depend on independent variables such as time, which may also be continuous or discrete. Such systems are known as Hybrid Systems. Although widely used, not much is known about analysis of hybrid systems. This thesis attempts to take a step forward in understanding and developing tools to systematically analyze certain classes of hybrid systems. In particular, it focuses on a class of hybrid systems known as Piecewise Linear Systems (PLS). These are characterized by a finite number of affine linear dynamical models together with a set of rules for switching among these models. Even for simple classes of PLS, very little theoretical results are known. More precisely, one typically cannot assess a priori the guaranteed stability, robustness, and performance properties of PLS designs. Rather, any such properties are inferred from extensive computer simulations. In other words, complete and systematic analysis and design methodologies have yet - emerge. In this thesis, we develop an entirely new constructive global analysis methodology for PLS. This methodology consists in inferring global properties of PLS solely by studying their behavior at switching surfaces associated with PLS. The main idea is to analyze impact maps, i.e., maps from one switching surface to the next switching surface. These maps are proven globally stable by constructing quadratic Lyapunov functions on switching surfaces. Impact maps are known to be "unfriendly" maps in the sense that they are highly nonlinear, multivalued, and not continuous. We found, however, that an impact map induced by an LTI flow between two switching surfaces can be represented as a linear transformation analytically parametrized by a scalar function of the state. Moreover, level sets of this function are convex subsets of linear manifolds. This representation of impact maps allows the search for quadratic Lyapunov functions on switching surfaces to be done by simply solving a set of LMIs. Global asymptotic stability of limit cycles and equilibrium points of PLS can this way be efficiently checked. The classes of PLS analyzed in this thesis are LTI systems in feedback with an hysteresis, an on/off controller, or a saturation. Although this analysis methodology yields only sufficient criteria of stability, it has shown to be very successful in globally analyzing a large number of examples with a locally stable limit cycle or equilibrium point. In fact, existence of an example with a globally stable limit cycle or equilibrium point that could not be successfully analyzed with this new methodology is still an open problem. Examples analyzed include systems of relative degree larger than one and of high dimension, for which no other analysis methodology could be applied. We have shown that this methodology can be efficiently applied to not only globally analyze stability of limit cycles and equilibrium points, but also robustness, and performance of PLS. Using the same ideas, performance of on/off systems in the sense that bounded inputs generate bounded outputs, can also be checked. Among those on/off and saturation systems analyzed are systems with unstable nonlinearity sectors for which classical methods like Popov criterion, Zames- Falb criterion, IQCs, fail to analyze. This success in globally analyzing stability, robustness, and performance of certain classes of PLS has shown the power of this new methodology, and suggests its potential towards the analysis of larger and more complex PLS.by Jorge Manuel Mendes Silva Gonçalves.Ph.D

Kuhn-Tucker-based stability conditions for systems with saturation

This paper presents a new approach to deriving stability conditions for continuous-time linear systems interconnected with a saturation. The method presented can be extended to handle a dead-zone, or in general, nonlinearities in the form of piecewise linear functions. By representing the saturation as a constrained optimization problem, the necessary (Kuhn-Tucker) conditions for optimality are used to derive linear and quadratic constraints which characterize the saturation. After selecting a candidate Lyapunov function, we pose the question of whether the Lyapunov function is decreasing along trajectories of the system as an implication between the necessary conditions derived from the saturation optimization, and the time derivative of the Lyapunov function. This leads to stability conditions in terms of linear matrix inequalities, which are obtained by an application of the S-procedure to the implication. An example is provided where the proposed technique is compared and contrasted with previous analysis methods

ℒ2-Gain of double integrators with saturation nonlinearity

This note uses quadratic surface Lyapunov functions (SuLFs) to efficiently check if a double integrator in feedback with a saturation nonlinearity has ℒ2-gain less than γ > 0. We show that for many such systems, the ℒ2-gain is nonconservative in the sense that this is approximately equal to the lower bound obtained by replacing the saturation with a constant gain of 1. These results allow the use of classical analysis tools like µ-analysis or integral quadratic constraints to analyze systems with double integrators and saturations, including servo systems like some mechanical systems, satellites, hard disks, compact disk players, etc

Global analysis of piecewise linear systems using impact maps and surface Lyapunov functions

This paper presents an entirely new constructive global analysis methodology for a class of hybrid systems known as piecewise linear systems (PLS). This methodology infers global properties of PLS solely by studying the behavior at switching surfaces associated with PLS. The main idea is to analyze impact maps, i.e., maps from one switching surface to the next switching surface. Such maps are known to be "unfriendly" maps in the sense that they are highly nonlinear, multivalued, and not continuous. We found, however, that an impact map induced by an linear time-invariant flow between two switching surfaces can be represented as a linear transformation analytically parametrized by a scalar function of the state. This representation of impact maps allows the search for surface Lyapunov functions (SuLF) to be done by simply solving a semidefinite program, allowing global asymptotic stability, robustness, and performance of limit cycles and equilibrium points of PLS to be efficiently checked. This new analysis methodology has been applied to relay feedback, on/off and saturation systems, where it has shown to be very successful in globally analyzing a large number of examples. In fact, it is still an open problem whether there exists an example with a globally stable limit cycle or equilibrium point that cannot be successfully analyzed with this new methodology. Examples analyzed include systems of relative degree larger than one and of high dimension, for which no other analysis methodology could be applied. This success in globally analyzing certain classes of PLS has shown the power of this new methodology, and suggests its potential toward the analysis of larger and more complex PLS

Mean field modelling of human EEG: application to epilepsy

Aggregated electrical activity from brain regions recorded via an electroencephalogram (EEG), reveal that the brain is never at rest, producing a spectrum of ongoing oscillations that change as a result of different behavioural states and neurological conditions. In particular, this thesis focusses on pathological oscillations associated with absence seizures that typically affect 2–16 year old children. Investigation of the cellular and network mechanisms for absence seizures studies have implicated an abnormality in the cortical and thalamic activity in the generation of absence seizures, which have provided much insight to the potential cause of this disease. A number of competing hypotheses have been suggested, however the precise cause has yet to be determined. This work attempts to provide an explanation of these abnormal rhythms by considering a physiologically based, macroscopic continuum mean-field model of the brain's electrical activity. The methodology taken in this thesis is to assume that many of the physiological details of the involved brain structures can be aggregated into continuum state variables and parameters. The methodology has the advantage to indirectly encapsulate into state variables and parameters, many known physiological mechanisms underlying the genesis of epilepsy, which permits a reduction of the complexity of the problem. That is, a macroscopic description of the involved brain structures involved in epilepsy is taken and then by scanning the parameters of the model, identification of state changes in the system are made possible. Thus, this work demonstrates how changes in brain state as determined in EEG can be understood via dynamical state changes in the model providing an explanation of absence seizures. Furthermore, key observations from both the model and EEG data motivates a number of model reductions. These reductions provide approximate solutions of seizure oscillations and a better understanding of periodic oscillations arising from the involved brain regions. Local analysis of oscillations are performed by employing dynamical systems theory which provide necessary and sufficient conditions for their appearance. Finally local and global stability is then proved for the reduced model, for a reduced region in the parameter space. The results obtained in this thesis can be extended and suggestions are provided for future progress in this area

Geometric synthesis of a hybrid limit cycle for the stabilizing control of a class of nonlinear switched dynamical systems

International audienceThis paper proposes a new constructive method for synthesizing a hybrid limit cycle for the stabilizing control of a class of switched dynamical systems in IR 2 , switching between two discrete modes and without state discontinuity. For each mode, the system is continuous, linear or nonlinear. This method is based on a geometric approach. The first part of this paper demonstrates a necessary and sufficient condition of the existence and stability of a hybrid limit cycle consisting of a sequence of two operating modes in IR 2 which respects the technological constraints (minimum duration between two successive switchings, boundedness of the real valued state variables). It outlines the established method for reaching this hybrid limit cycle from an initial state, and then stablizing it, taking into account the constraints on the continuous variables. This is then illustrated on a Buck electrical energy converter and a nonlinear switched system in IR 2. The second part of the paper proposes and demonstrates an extension to IR n for a class of systems, which is then illustrated on a nonlinear switched system in IR 3

Notions, Stability, Existence, and Robustness of Limit Cycles in Hybrid Systems

This paper deals with existence and robust stability of hybrid limit cycles for a class of hybrid systems given by the combination of continuous dynamics on a flow set and discrete dynamics on a jump set. For this purpose, the notion of Zhukovskii stability, typically stated for continuous-time systems, is extended to the hybrid systems. Necessary conditions, particularly, a condition using a forward invariance notion, for existence of hybrid limit cycles are first presented. In addition, a sufficient condition, related to Zhukovskii stability, for the existence of (or lack of) hybrid limit cycles is established. Furthermore, under mild assumptions, we show that asymptotic stability of such hybrid limit cycles is not only equivalent to asymptotic stability of a fixed point of the associated Poincar\'{e} map but also robust to perturbations. Specifically, robustness to generic perturbations, which capture state noise and unmodeled dynamics, and to inflations of the flow and jump sets are established in terms of $\mathcal{KL}$ bounds. Furthermore, results establishing relationships between the properties of a computed Poincar\'{e} map, which is necessarily affected by computational error, and the actual asymptotic stability properties of a hybrid limit cycle are proposed. In particular, it is shown that asymptotic stability of the exact Poincar\'{e} map is preserved when computed with enough precision. Several examples, including a congestion control system and spiking neurons, are presented to illustrate the notions and results throughout the paper.Comment: 26 pages. Version submitted for revie

Étude des comportements chaotiques dans les convertisseurs statiques

This thesis deals with the analysis of chaotic behaviors in serial multicellularconverters. These switching systems can have a variety of complex phenomenaassociated with bifurcations and chaos. Knowing that a power converter that has a purely dissipative load cannot generate chaotic behavior, we've in the first part of this thesis, we connected a two-cell chopper to a nonlinear load not strictly dissipative and we've analyzed its behaviors by using some basic dynamic properties and thus presented the routes to chaos. The end of this part was devoted to the study of the 5-cell chopper which is a generalization of the two-cell chopper. In order to eliminate the chaotic behavior, the second part was devoted to the synthesis of a controlled law based on hybrid modeling of Petri nets for the regulation of capacitor voltages and current load.Les travaux de cette thèse portent sur l'analyse des comportements chaotiques dans les convertisseurs multicellulaires séries. Ces systèmes à commutationpeuvent présenter une variété de phénomènes complexes liés à des bifurcationset au chaos. Sachant qu'un convertisseur de puissance qui a une charge purementdissipative, ne peut générer un comportement chaotique, nous avons dans la première partie de cette thèse, connecté un hacheur à deux cellules à une charge non linéaire non strictement dissipative et nous avons analysé ses comportements à l'aide des propriétés dynamiques de base et présenté les routes vers le chaos. La fin de cette partie a été consacrée à l'étude du hacheur à cinq cellules qui est une généralisation du hacheur à deux cellules. Afin de supprimer le comportement chaotique, la deuxième partie du travail a été consacrée à la synthèse d'une loi de commande hybride basé sur la modélisation par réseaux de Petri pour la régulation des tensions des condensateurs flottants et du courant de charge