3,742 research outputs found
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
On the Projective Geometry of Kalman Filter
Convergence of the Kalman filter is best analyzed by studying the contraction
of the Riccati map in the space of positive definite (covariance) matrices. In
this paper, we explore how this contraction property relates to a more
fundamental non-expansiveness property of filtering maps in the space of
probability distributions endowed with the Hilbert metric. This is viewed as a
preliminary step towards improving the convergence analysis of filtering
algorithms over general graphical models.Comment: 6 page
A Contraction Analysis of the Convergence of Risk-Sensitive Filters
A contraction analysis of risk-sensitive Riccati equations is proposed. When
the state-space model is reachable and observable, a block-update
implementation of the risk-sensitive filter is used to show that the N-fold
composition of the Riccati map is strictly contractive with respect to the
Riemannian metric of positive definite matrices, when N is larger than the
number of states. The range of values of the risk-sensitivity parameter for
which the map remains contractive can be estimated a priori. It is also found
that a second condition must be imposed on the risk-sensitivity parameter and
on the initial error variance to ensure that the solution of the risk-sensitive
Riccati equation remains positive definite at all times. The two conditions
obtained can be viewed as extending to the multivariable case an earlier
analysis of Whittle for the scalar case.Comment: 22 pages, 6 figure
A theory of the infinite horizon LQ-problem for composite systems of PDEs with boundary control
We study the infinite horizon Linear-Quadratic problem and the associated
algebraic Riccati equations for systems with unbounded control actions. The
operator-theoretic context is motivated by composite systems of Partial
Differential Equations (PDE) with boundary or point control. Specific focus is
placed on systems of coupled hyperbolic/parabolic PDE with an overall
`predominant' hyperbolic character, such as, e.g., some models for
thermoelastic or fluid-structure interactions. While unbounded control actions
lead to Riccati equations with unbounded (operator) coefficients, unlike the
parabolic case solvability of these equations becomes a major issue, owing to
the lack of sufficient regularity of the solutions to the composite dynamics.
In the present case, even the more general theory appealing to estimates of the
singularity displayed by the kernel which occurs in the integral representation
of the solution to the control system fails. A novel framework which embodies
possible hyperbolic components of the dynamics has been introduced by the
authors in 2005, and a full theory of the LQ-problem on a finite time horizon
has been developed. The present paper provides the infinite time horizon
theory, culminating in well-posedness of the corresponding (algebraic) Riccati
equations. New technical challenges are encountered and new tools are needed,
especially in order to pinpoint the differentiability of the optimal solution.
The theory is illustrated by means of a boundary control problem arising in
thermoelasticity.Comment: 50 pages, submitte
Optimal boundary control with critical penalization for a PDE model of fluid-solid interactions
We study the finite-horizon optimal control problem with quadratic
functionals for an established fluid-structure interaction model. The coupled
PDE system under investigation comprises a parabolic (the fluid) and a
hyperbolic (the solid) dynamics; the coupling occurs at the interface between
the regions occupied by the fluid and the solid. We establish several trace
regularity results for the fluid component of the system, which are then
applied to show well-posedness of the Differential Riccati Equations arising in
the optimization problem. This yields the feedback synthesis of the unique
optimal control, under a very weak constraint on the observation operator; in
particular, the present analysis allows general functionals, such as the
integral of the natural energy of the physical system. Furthermore, this work
confirms that the theory developed in Acquistapace et al. [Adv. Differential
Equations, 2005] -- crucially utilized here -- encompasses widely differing PDE
problems, from thermoelastic systems to models of acoustic-structure and, now,
fluid-structure interactions.Comment: 22 pages, submitted; v2: misprints corrected, a remark added in
section
- …