Optimal sampled-data control, and generalizations on time scales

In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for which the state variable evolves on a given time scale (arbitrary non-empty closed subset of R), and the control variable evolves on a smaller time scale. Sampled-data systems are then a particular case. Our proof is based on the construction of appropriate needle-like variations and on the Ekeland variational principle.Comment: arXiv admin note: text overlap with arXiv:1302.351

Maximum Hands-Off Control: A Paradigm of Control Effort Minimization

In this paper, we propose a new paradigm of control, called a maximum hands-off control. A hands-off control is defined as a control that has a short support per unit time. The maximum hands-off control is the minimum support (or sparsest) per unit time among all controls that achieve control objectives. For finite horizon control, we show the equivalence between the maximum hands-off control and L1-optimal control under a uniqueness assumption called normality. This result rationalizes the use of L1 optimality in computing a maximum hands-off control. We also propose an L1/L2-optimal control to obtain a smooth hands-off control. Furthermore, we give a self-triggered feedback control algorithm for linear time-invariant systems, which achieves a given sparsity rate and practical stability in the case of plant disturbances. An example is included to illustrate the effectiveness of the proposed control.Comment: IEEE Transactions on Automatic Control, 2015 (to appear

Projection operator formalism and entropy

The entropy definition is deduced by means of (re)deriving the generalized non-linear Langevin equation using Zwanzig projector operator formalism. It is shown to be necessarily related to an invariant measure which, in classical mechanics, can always be taken to be the Liouville measure. It is not true that one is free to choose a ``relevant'' probability density independently as is done in other flavors of projection operator formalism. This observation induces an entropy expression which is valid also outside the thermodynamic limit and in far from equilibrium situations. The Zwanzig projection operator formalism therefore gives a deductive derivation of non-equilibrium, and equilibrium, thermodynamics. The entropy definition found is closely related to the (generalized) microcanonical Boltzmann-Planck definition but with some subtle differences. No ``shell thickness'' arguments are needed, nor desirable, for a rigorous definition. The entropy expression depends on the choice of macroscopic variables and does not exactly transform as a scalar quantity. The relation with expressions used in the GENERIC formalism are discussed