225,401 research outputs found

    An operator-theoretic approach to differential positivity

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    Differentially positive systems are systems whose linearization along trajectories is positive. Under mild assumptions, their solutions asymptotically converge to a one-dimensional attractor, which must be a limit cycle in the absence of fixed points in the limit set. In this paper, we investigate the general connections between the (geometric) properties of differentially positive systems and the (spectral) properties of the Koopman operator. In particular, we obtain converse results for differential positivity, showing for instance that any hyperbolic limit cycle is differentially positive in its basin of attraction. We also provide the construction of a contracting cone field.A. Mauroy holds a BELSPO Return Grant and F. Forni holds a FNRS fellowship. This paper presents research results of the Belgian Network DYSCO, funded by the Interuniversity Attraction Poles Programme initiated by the Belgian Science Policy Office.This is the author accepted manuscript. The final version is available from IEEE via http://dx.doi.org/10.1109/CDC.2015.740332

    Positivity, monotonicity, and consensus on lie groups

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    Dynamical systems whose linearizations along trajectories are positive in the sense that they infinitesimally contract a smooth cone field are called differentially positive. The property can be thought of as a generalization of monotonicity, which is differential positivity in a linear space with respect to a constant cone field. Differential positivity places significant constraints on the asymptotic behavior of trajectories under mild technical conditions. This paper studies differentially positive systems defined on Lie groups. The geometry of a Lie group allows for the generation of invariant cone fields over the tangent bundle given a single cone in the Lie algebra. We outline the mathematical framework for studying differential positivity of discrete and continuous-time dynamics on a Lie group with respect to an invariant cone field and motivate the use of this analysis framework in nonlinear control, and, in particular in nonlinear consensus theory. We also introduce a generalized notion of differential positivity of a dynamical system with respect to an extended notion of cone fields generated by cones of rank k. This new property provides the basis for a generalization of differential Perron-Frobenius theory, whereby the Perron-Frobenius vector field which shapes the one-dimensional attractors of a differentially positive system is replaced by a distribution of rank k that results in k-dimensional integral submanifold attractors instead

    Differential positivity on compact sets

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    The paper studies differentially positive systems, that is, systems whose linearization along an arbitrary trajectory is positive. We illustrate the use of differential positivity on compact forward invariant sets for the characterization of bistable and periodic behaviors. Geometric conditions for differential positivity are provided. The introduction of compact sets simplifies the use of differential positivity in applications.The research was supported by the Fund for Scientific Research FNRS and by the Engineering and Physical Sciences Research Council under Grant EP/G066477/1.This is the author accepted manuscript. The final version is available from IEEE via http://dx.doi.org/10.1109/CDC.2015.740322

    On the Geometry of Message Passing Algorithms for Gaussian Reciprocal Processes

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    Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. Recently, probabilistic graphical models for reciprocal processes have been provided. This opens the way to the application of efficient inference algorithms in the machine learning literature to solve the smoothing problem for reciprocal processes. Such algorithms are known to converge if the underlying graph is a tree. This is not the case for a reciprocal process, whose associated graphical model is a single loop network. The contribution of this paper is twofold. First, we introduce belief propagation for Gaussian reciprocal processes. Second, we establish a link between convergence analysis of belief propagation for Gaussian reciprocal processes and stability theory for differentially positive systems.Comment: 15 pages; Typos corrected; This paper introduces belief propagation for Gaussian reciprocal processes and extends the convergence analysis in arXiv:1603.04419 to the Gaussian cas
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