Nonsquare Spectral Factorization for Nonlinear Control Systems

This paper considers nonsquare spectral factorization of nonlinear input affine state space systems in continuous time. More specifically, we obtain a parametrization of nonsquare spectral factors in terms of invariant Lagrangian submanifolds and associated solutions of Hamilton–Jacobi inequalities. This inequality is a nonlinear analogue of the bounded real lemma and the control algebraic Riccati inequality. By way of an application, we discuss an alternative characterization of minimum and maximum phase spectral factors and introduce the notion of a rigid nonlinear system.

Optimal control of multiscale systems using reduced-order models

We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal control computed from the reduced-order model to control the original, high-dimensional system? The strategy "first reduce, then optimize"--rather than "first optimize, then reduce"--is motivated by the fact that solving optimal control problems for high-dimensional multiscale systems is numerically challenging and often computationally prohibitive. We state sufficient and necessary conditions, under which the "first reduce, then control" strategy can be employed and discuss when it should be avoided. We further give numerical examples that illustrate the "first reduce, then optmize" approach and discuss possible pitfalls

Continuity argument revisited: geometry of root clustering via symmetric products

We study the spaces of polynomials stratified into the sets of polynomial with fixed number of roots inside certain semialgebraic region $\Omega$, on its border, and at the complement to its closure. Presented approach is a generalisation, unification and development of several classical approaches to stability problems in control theory: root clustering ($D$-stability) developed by R.E. Kalman, B.R. Barmish, S. Gutman et al., $D$-decomposition(Yu.I. Neimark, B.T. Polyak, E.N. Gryazina) and universal parameter space method(A. Fam, J. Meditch, J.Ackermann). Our approach is based on the interpretation of correspondence between roots and coefficients of a polynomial as a symmetric product morphism. We describe the topology of strata up to homotopy equivalence and, for many important cases, up to homeomorphism. Adjacencies between strata are also described. Moreover, we provide an explanation for the special position of classical stability problems: Hurwitz stability, Schur stability, hyperbolicity.Comment: 45 pages, 4 figure