131,041 research outputs found
Robust Stability Analysis of Nonlinear Hybrid Systems
We present a methodology for robust stability analysis of nonlinear hybrid systems, through the algorithmic construction of polynomial and piecewise polynomial Lyapunov-like functions using convex optimization and in particular the sum of squares decomposition of multivariate polynomials. Several improvements compared to previous approaches are discussed, such as treating in a unified way polynomial switching surfaces and robust stability analysis for nonlinear hybrid systems
Domain Decomposition for Stochastic Optimal Control
This work proposes a method for solving linear stochastic optimal control
(SOC) problems using sum of squares and semidefinite programming. Previous work
had used polynomial optimization to approximate the value function, requiring a
high polynomial degree to capture local phenomena. To improve the scalability
of the method to problems of interest, a domain decomposition scheme is
presented. By using local approximations, lower degree polynomials become
sufficient, and both local and global properties of the value function are
captured. The domain of the problem is split into a non-overlapping partition,
with added constraints ensuring continuity. The Alternating Direction
Method of Multipliers (ADMM) is used to optimize over each domain in parallel
and ensure convergence on the boundaries of the partitions. This results in
improved conditioning of the problem and allows for much larger and more
complex problems to be addressed with improved performance.Comment: 8 pages. Accepted to CDC 201
Nonlinear control synthesis by convex optimization
A stability criterion for nonlinear systems, recently derived by the third author, can be viewed as a dual to Lyapunov's second theorem. The criterion is stated in terms of a function which can be interpreted as the stationary density of a substance that is generated all over the state-space and flows along the system trajectories toward the equilibrium. The new criterion has a remarkable convexity property, which in this note is used for controller synthesis via convex optimization. Recent numerical methods for verification of positivity of multivariate polynomials based on sum of squares decompositions are used
A Converse Sum of Squares Lyapunov Result with a Degree Bound
Sum of Squares programming has been used extensively over the past decade for
the stability analysis of nonlinear systems but several questions remain
unanswered. In this paper, we show that exponential stability of a polynomial
vector field on a bounded set implies the existence of a Lyapunov function
which is a sum-of-squares of polynomials. In particular, the main result states
that if a system is exponentially stable on a bounded nonempty set, then there
exists an SOS Lyapunov function which is exponentially decreasing on that
bounded set. The proof is constructive and uses the Picard iteration. A bound
on the degree of this converse Lyapunov function is also given. This result
implies that semidefinite programming can be used to answer the question of
stability of a polynomial vector field with a bound on complexity
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