473 research outputs found
Preservation of Common Quadratic Lyapunov Functions and Padé Approximations
It is well known that the bilinear transform,
or first order diagonal Padé approximation to the matrix
exponential, preserves quadratic Lyapunov functions
between continuous-time and corresponding discrete-time
linear time invariant (LTI) systems, regardless of the
sampling time. It is also well known that this mapping
preserves common quadratic Lyapunov functions between
continuous-time and discrete-time switched systems. In this
note we show that while diagonal Padé approximations do
not in general preserve other types of Lyapunov functions
(or even stability), it is true that diagonal Padé approximations
of the matrix exponential, of any order and sampling
time, preserve quadratic stability. A consequence of this
result is that the quadratic stability of switched systems is
robust with respect to certain discretization methods
Control Strategies for the Fokker-Planck Equation
Using a projection-based decoupling of the Fokker-Planck equation, control
strategies that allow to speed up the convergence to the stationary
distribution are investigated. By means of an operator theoretic framework for
a bilinear control system, two different feedback control laws are proposed.
Projected Riccati and Lyapunov equations are derived and properties of the
associated solutions are given. The well-posedness of the closed loop systems
is shown and local and global stabilization results, respectively, are
obtained. An essential tool in the construction of the controls is the choice
of appropriate control shape functions. Results for a two dimensional double
well potential illustrate the theoretical findings in a numerical setup
Integrable Euler top and nonholonomic Chaplygin ball
We discuss the Poisson structures, Lax matrices, -matrices, bi-hamiltonian
structures, the variables of separation and other attributes of the modern
theory of dynamical systems in application to the integrable Euler top and to
the nonholonomic Chaplygin ball.Comment: 25 pages, LaTeX with AMS fonts, final versio
Stability results for constrained dynamical systems
Differential-Algebraic Equations (DAE) provide an appropriate framework to model and
analyse dynamic systems with constraints. This framework facilitates modelling of the
system behaviour through natural physical variables of the system, while preserving the
topological constraints of the system. The main purpose of this dissertation is to investigate
stability properties of two important classes of DAEs. We consider some special cases of
Linear Time Invariant (LTI) DAEs with control inputs and outputs, and also a special class of
Linear switched DAEs. In the first part of the thesis, we consider LTI systems, where we focus
on two properties: passivity and a generalization of passivity and small gain theorems called
mixed property. These properties play an important role in the control design of large-scale
interconnected systems. An important bottleneck for a design based on the aforementioned
properties is their verification. Hence we intend to develop easily verifiable conditions to
check passivity and mixedness of Single Input Single Output (SISO) and Multiple Input
Multiple Output (MIMO) DAEs. For linear switched DAEs, we focus on the Lyapunov stability
and this problem forms the basis for the second part of the thesis. In this part, we try
to find conditions under which there exists a common Lyapunov function for all modes
of the switched system, thus guaranteeing exponential stability of the switched system.
These results are primarily developed for continuous-time systems. However, simulation and
control design of a dynamic system requires a discrete-time representation of the system
that we are interested in. Thus, it is critical to establish whether discrete-time systems,
inherit fundamental properties of the continuous-time systems from which they are derived.
Hence, the third part of our thesis is dedicated to the problems of preserving passivity,
mixedness and Lyapunov stability under discretization. In this part, we examine several
existing discretization methods and find conditions under which they preserve the stability
properties discussed in the thesis
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