97,886 research outputs found

    Some New Results in Differential Algebraic Control Theory

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    In this paper, static state and dynamic state feedback linearisation are considered in the framework of differential algebra. The relationship between dynamic feedback and FLATNESS defined by Fliess is discussed. The existence of an equivalent PROPER DIFFERENTIAL I-O SYSTEM for a given differential I-O system is discussed, which is closely related to the choice of a proper fictitious output in control design. The concept of FLATNESS and its relaxation to dynamic feedback libearisability, controlability, observability, invertibility and minimal realisation are discussed. Finally it is demonstrated that many fundamental control concepts and their interrelationships can be incorporated into an extended control diagram

    Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

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    The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte

    A probabilistic algorithm to test local algebraic observability in polynomial time

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    The following questions are often encountered in system and control theory. Given an algebraic model of a physical process, which variables can be, in theory, deduced from the input-output behavior of an experiment? How many of the remaining variables should we assume to be known in order to determine all the others? These questions are parts of the \emph{local algebraic observability} problem which is concerned with the existence of a non trivial Lie subalgebra of the symmetries of the model letting the inputs and the outputs invariant. We present a \emph{probabilistic seminumerical} algorithm that proposes a solution to this problem in \emph{polynomial time}. A bound for the necessary number of arithmetic operations on the rational field is presented. This bound is polynomial in the \emph{complexity of evaluation} of the model and in the number of variables. Furthermore, we show that the \emph{size} of the integers involved in the computations is polynomial in the number of variables and in the degree of the differential system. Last, we estimate the probability of success of our algorithm and we present some benchmarks from our Maple implementation.Comment: 26 pages. A Maple implementation is availabl

    Non-linear estimation is easy

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    Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic definitions and properties are presented within the framework of differential algebra, which permits to handle system variables and their derivatives of any order. Several academic examples and their computer simulations, with on-line estimations, are illustrating our viewpoint

    Thomas decompositions of parametric nonlinear control systems

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    This paper presents an algorithmic method to study structural properties of nonlinear control systems in dependence of parameters. The result consists of a description of parameter configurations which cause different control-theoretic behaviour of the system (in terms of observability, flatness, etc.). The constructive symbolic method is based on the differential Thomas decomposition into disjoint simple systems, in particular its elimination properties

    Algebraic Change-Point Detection

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    Elementary techniques from operational calculus, differential algebra, and noncommutative algebra lead to a new approach for change-point detection, which is an important field of investigation in various areas of applied sciences and engineering. Several successful numerical experiments are presented

    Order reduction methods for solving large-scale differential matrix Riccati equations

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    We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming low-rank approximations to the sought after solution at selected timesteps. We show that great computational and memory savings are obtained by a reduction process onto rational Krylov subspaces, as opposed to current approaches. By specifically addressing the solution of the reduced differential equation and reliable stopping criteria, we are able to obtain accurate final approximations at low memory and computational requirements. This is obtained by employing a two-phase strategy that separately enhances the accuracy of the algebraic approximation and the time integration. The new method allows us to numerically solve much larger problems than in the current literature. Numerical experiments on benchmark problems illustrate the effectiveness of the procedure with respect to existing solvers
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