Conserved- and zero-mean quadratic quantities in oscillatory systems

We study quadratic functionals of the variables of a linear oscillatory system and their derivatives. We show that such functionals are partitioned in conserved quantities and in trivially- and intrinsic zero-mean quantities. We also state an equipartition of energy principle for oscillatory systems

State maps for linear systems

Modeling of physical systems consists of writing the equations describing a phenomenon and yields as a result a set of differential-algebraic equations. As such, state-space models are not a natural starting point for modeling, while they have utmost importance in the simulation and control phase. The paper addresses the problem of computing state variables for systems of linear differential-algebraic equations of various forms. The point of view from which the problem is considered is the behavioral one, as put forward in [J. C. Willems, Automatica J. IFAC, 22 (1986), pp. 561–580; DynamicsReported,2(1989),pp.171–269;IEEETrans.Automat.Control,36(1991),pp. 259–294]

Nonergodicity and Central Limit Behavior for Long-range Hamiltonians

We present a molecular dynamics test of the Central Limit Theorem (CLT) in a paradigmatic long-range-interacting many-body classical Hamiltonian system, the HMF model. We calculate sums of velocities at equidistant times along deterministic trajectories for different sizes and energy densities. We show that, when the system is in a chaotic regime (specifically, at thermal equilibrium), ergodicity is essentially verified, and the Pdfs of the sums appear to be Gaussians, consistently with the standard CLT. When the system is, instead, only weakly chaotic (specifically, along longstanding metastable Quasi-Stationary States), nonergodicity (i.e., discrepant ensemble and time averages) is observed, and robust $q$-Gaussian attractors emerge, consistently with recently proved generalizations of the CLT.Comment: 6 pages 7 figures. Improved version accepted for publication on Europhysics Letter

Stability of switched linear differential systems

We study the stability of switched systems where the dynamic modes are described by systems of higher-order linear differential equations not necessarily sharing the same state space. Concatenability of trajectories at the switching instants is specified by gluing conditions, i.e. algebraic conditions on the trajectories and their derivatives at the switching instant. We provide sufficient conditions for stability based on LMIs for systems with general gluing conditions. We also analyse the role of positive-realness in providing sufficient polynomial-algebraic conditions for stability of two-modes switched systems with special gluing conditions

Algorithms for deterministic balanced subspace identification

New algorithms for identification of a balanced state space representation are proposed. They are based on a procedure for the estimation of impulse response and sequential zero input responses directly from data. The proposed algorithms are more efficient than the existing alternatives that compute the whole Hankel matrix of Markov parameters. It is shown that the computations can be performed on Hankel matrices of the input–output data of various dimensions. By choosing wider matrices, we need persistency of excitation of smaller order. Moreover, this leads to computational savings and improved statistical accuracy when the data is noisy. Using a finite amount of input–output data, the existing algorithms compute finite time balanced representation and the identified models have a lower bound on the distance to an exact balanced representation. The proposed algorithm can approximate arbitrarily closely an exact balanced representation. Moreover, the finite time balancing parameter can be selected automatically by monitoring the decay of the impulse response. We show what is the optimal in terms of minimal identifiability condition partition of the data into “past” and “future”

Balanced state representations with polynomial algebra

Algorithms are derived which pass directly from the differential equation describing the behavior of a finite-dimensional linear system to a balanced state representatio