Lyapunov Matrix Research Articles

Robust stabilization of non-linear non-autonomous control systems with periodic linear approximation

Abstract The paper deals with the problem of stabilizing the equilibrium states of a family of non-linear non-autonomous systems. It is assumed that the nominal system is a linear controlled system with periodic coefficients. For the nominal controlled system, a new method for constructing a Lyapunov function in the quadratic form with a variable matrix is proposed. This matrix is defined as an approximate solution of the Lyapunov matrix differential equation in the form of a piecewise exponential function based on partial sums of a W. Magnus series. A stabilizing control in the form of a linear feedback with a piecewise constant periodic matrix is constructed. This control simultaneously stabilizes the considered family of systems. The estimates of the domain of attraction of an asymptotically stable equilibrium state of a closed-loop system that are common for all systems are obtained. A numerical example is given.

Proportional PDC Design-Based Robust Stabilization and Tracking Control Strategies for Uncertain and Disturbed T-S Model

This paper presents a proportional parallel distributed compensation (PPDC) design to the robust stabilization and tracking control of the nonlinear dynamic system, which is described by the uncertain and perturbed Takagi–Sugeno (T-S) fuzzy model. The proposed PPDC control design can greatly reduce the number of adjustable parameters involved in the original PDC and separate them from the feedback gain. Furthermore, the process of finding the common quadratic Lyapunov matrix is simplified. Then, the global asymptotic stability with decay rate and disturbance attenuation of the closed-loop T-S model affected by uncertainties and external disturbances are discussed using the H∞ synthesis and linear matrix inequality (LMI) tools. Finally, to illustrate the merit of our purpose, numerical simulation studies of stabilizing and tracking an inverted pendulum system are presented.

A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations

In this paper, combining the Smith method [30] with inner-outer (IO) iteration [4], a multi-step Smith-IO (MSIO) iteration algorithm for solving the Sylvester matrix equation and coupled Lyapunov matrix equations (CLMEs) is proposed. Moreover, some convergence conditions and comparison results are also given for the MSIO iteration algorithm. Finally, several numerical examples are used to verify the effectiveness of the proposed numerical algorithms.

Nonuniform mean-square exponential dichotomies and mean-square exponential stability

In this paper, the existence conditions of nonuniform mean-square exponential dichotomy (NMS-ED) for a linear stochastic differential equation (SDE) are established. The difference of the conditions for the existence of a nonuniform dichotomy between an SDE and an ordinary differential equation (ODE) is that the first one needs an additional assumption, nonuniform Lyapunov matrix, to guarantee that the linear SDE can be transformed into a decoupled one, while the second does not. Therefore, the first main novelty of our work is that we establish some preliminary results to tackle the stochasticity. This paper is also concerned with the mean-square exponential stability of nonlinear perturbation of a linear SDE under the condition of nonuniform mean-square exponential contraction (NMS-EC). For this purpose, the concept of second-moment regularity coefficient is introduced. This concept is essential in determining the stability of the perturbed equation, and hence we deduce the lower and upper bounds of this coefficient. Our results imply that the lower and upper bounds of the second-moment regularity coefficient can be expressed solely by the drift term of the linear SDE.

Iterative Algorithms for Symmetric Positive Semidefinite Solutions of the Lyapunov Matrix Equations

It is well-known that the stability of a first-order autonomous system can be determined by testing the symmetric positive definite solutions of associated Lyapunov matrix equations. However, the research on the constrained solutions of the Lyapunov matrix equations is quite few. In this paper, we present three iterative algorithms for symmetric positive semidefinite solutions of the Lyapunov matrix equations. The first and second iterative algorithms are based on the relaxed proximal point algorithm (RPPA) and the Peaceman–Rachford splitting method (PRSM), respectively, and their global convergence can be ensured by corresponding results in the literature. The third iterative algorithm is based on the famous alternating direction method of multipliers (ADMM), and its convergence is subsequently discussed in detail. Finally, numerical simulation results illustrate the effectiveness of the proposed iterative algorithms.

Exponential Synchronization of Markovian Jump Complex Dynamical Networks with Uncertain Transition Rates and Mode-Dependent Coupling Delay

This paper aimed at investigating the exponential synchronization problem for a Markovian jump complex dynamical network through designing a state feedback controller. In this paper, it is supposed that both time delay and coefficient matrices switch between finite modes governed by a time-varying Markov process. The transition rate (TR) matrix of the Markov process is supposed to vary with time, and to be piecewise-constant. The time-varying transition rates are investigated under two cases: completely known TRs and partly unknown TRs, respectively. The synchronization problem of the proposed model is inspected by developing Lyapunov–Krasovski function with Markov-dependent Lyapunov matrices. The controller gain matrix for guaranteeing the synchronization problem is derived by using linear matrix inequalities. The resulted criteria depend on both delay size and the probability of the delay-taking value. Finally, a numerical example is provided to demonstrate the effectiveness of the theoretical results.

The novel sufficient conditions of almost sure exponential stability for semi-Markov jump linear systems

This paper discusses the almost sure exponential stability problem for semi-Markov jump linear systems. By comprehensively utilizing the coupled Lyapunov matrices and the ergodic property of semi-Markov switching process, the novel sufficient stability conditions for the considered systems are obtained, which are expressed in terms of linear matrix inequalities and the probability structure of semi-Markov switching process. Finally, an example is given to illustrate the effectiveness of our results.

Dynamic predictor for systems with state and input delay: A time‐domain robust stability analysis

SummaryThe robust stability of linear systems with both state and input delay in closed loop with dynamic predictor‐based controller is analyzed. The problem of time‐varying matrix uncertainty is studied in the Lyapunov‐Krasovskii framework. The complete type functional with prescribed derivative expressed in terms of the delay Lyapunov matrix associated with the nominal system is a key piece of our analysis. The robust stability conditions depend on the delay Lyapunov matrix whose computation is carried out. An illustrative example is presented.

Spectral Properties and Lyapunov Matrices of Primal - Dual Periodic Time-Delay systems, with Application to Balancing

In the paper we establish connections between the spectral properties of linear periodic systems with multiple delays with those of a dual system, obtained by transposition of the systems matrices and affine transformations of their arguments. The dual system also allows to introduce the dual Lyapunov matrix associated with the original system. We provide various energy interpretations of the primal-dual Lyapunov matrices, which allow us to generalize the concept of position balancing and explore its potential for model reduction.

A Synthesis Approach to Output Feedback MPC for LPV Model With Bounded Disturbance

The model with polytopic parametric uncertainty and bounded disturbance is controlled by the approach named dynamic OFRMPC (Output Feedback Robust Model Predictive Control). A key knob for control performance and region of attraction for this approach is the selection of Lyapunov matrix. A Lyapunov matrix, which does not have structural restriction, is proposed. In the ICCA (Iterative Cone Complementary Approach), which is invoked in optimizing the control law parameters, the starting up steps are designed as a variant CCA (Cone Complementary Approach). ICCA designs an outer loop, over CCA, for searching the minimum cost bound, while the variant CCA omits the outer loop by adding the cost bound in CCA objective function. This starting up can reduce the computational burden. The suboptimal dynamic OFRMPC (where CCA is avoided) is discussed, and a previous approach is re-formulated. A numerical example is given to show the advantages of the proposed approach.

Universality of Random Matrix Dynamics

We discuss the concept of width-to-spacing ratio which plays the central role in the description of local spectral statistics of evolution operators in multiplicative and additive stochastic processes for random matrices. We show that the local spectral properties are highly universal and depend on a single parameter being the width-to-spacing ratio. We discuss duality between the kernel for Dysonian Brownian motion and the kernel for the Lyapunov matrix for the product of Ginibre matrices.

Luenberger observer design for a dynamic system with embedded linear program, applied to bioprocesses

Microbial dynamics are fundamental to many processes in medicine and biotechnology. To model, estimate, and control such growth dynamics, methods of systems theory and control engineering are applied. In this paper, we use a modelling framework of dynamic constraint-based models, which appears as a system of ordinary differential equations of which the right hand side depends linearly on the optimal solution of a linear program (LP). This model describes the changes in the concentrations of extracellular metabolites and the amounts of all considered biomass components. The trajectories of the models are characterized by state-dependent switches among different optimal bases of the LP problem. The dynamics corresponding to each of these optimal bases are denoted as modes of the system. Based on such models, we study an online estimation problem in which the state variables are to be estimated from measurements according to a linear output equation. Due to the switching nature of the trajectories, we propose to use a bank of linear Luenberger observers for the different optimal bases of the LP. The system mode is estimated by a moving average of the error norm. An observer gain for each mode is determined by solving a set of Riccati equations with a common Lyapunov matrix. Simulation studies for a toy model with two bacterial species show the feasibility of this approach; from measurements of substrate and total biomass only, the observer is capable of correctly predicting the individual biomasses of the two species during exponential growth.

Scalable PI Voltage Stabilization in DC Microgrids

Abstract This paper addresses the problem of decentralized PI-based voltage stabilization in islanded DC microgrids with DC-DC buck converters. We propose a voltage control approach with a decentralized PI control structure. The proposed voltage control design is scalable and does not rely on the global model of the microgrids and parameters of the distribution lines. Moreover, it guarantees the asymptotic stability of the DC microgrid systems. The scalability of the design and asymptotic stability are ensured by the use of a separable quadratic-type Lyapunov function, with a fixed-structure Lyapunov matrix, as well as the LaSalle’s invariance principle. The effectiveness of the proposed voltage control strategy is evaluated through simulation case studies.

New Conditions of Analysis and Synthesis for Periodic Piecewise Linear Systems With Matrix Polynomial Approach

In this paper, new conditions of the stability, stabilization and L 2 -gain performance of periodic piecewise systems are proposed. Both the continuous and discontinuous Lyapunov functions with dwell-time related time-varying Lyapunov matrix polynomial are adopted, and methods guaranteeing the positive and negative definiteness of a matrix polynomial are introduced. Exponential stability conditions are derived based on continuous and discontinuous Lyapunov functions, respectively. A stabilizing controller with time-varying controller gain is designed with continuous Lyapunov function and the weighted L 2 -gain performance based on the discontinuous Lyapunov matrix polynomial is studied as well. Numerical examples are used to verify the effectiveness of the proposed methods.

Multi‐parametric iterative algorithms for discrete periodic Lyapunov matrix equations

Two multi-parametric iterative algorithms are developed to solve the forward discrete periodic Lyapunov matrix equation associated with discrete-time linear periodic systems. An important feature of one of the proposed algorithms is that the information in the current and the last steps is used to update the iterative sequence. Necessary and sufficient conditions for these two algorithms to be convergent are provided in terms of the roots of a set of polynomial equations. Based on these conditions, a two-dimensional section method is established to search suboptimal tuning parameters for these two algorithms. In addition, convergence properties are also analysed for some special cases of the obtained algorithms. Finally, numerical examples are provided to illustrate the effectiveness of the proposed algorithms. It can be found that the presented algorithms have better convergence performance than some existing iterative algorithms by choosing proper tuning parameters.

On the Ψ-asymptotic equivalence of the Ψ-bounded solutions of two Lyapunov matrix differential equations

Using Schauder Tychonoff fixed point theorem and the technique of Kronecker product of matrices, we prove existence results for Ψ-asymptotic equivalence of the Ψ-bounded solutions of two Lyapunov matrix differential equations.

Design of Robust PID Controller using Static Output Feedback framework

This paper considers the design of a robust PID controller for higher order MIMO plants. The design problem is first recast into a Static Output Feedback (SOF) controller design problem and then the transformed SOF problem is solved within the framework of Linear Matrix Inequalities (LMIs) through a decomposition of the Lyapunov matrix variable. Sufficient LMI criteria are derived that ensure H∞ performance of the underlying system. By means of a numerical example, it is shown that the designed controller yields less conservative results. Also, a comparative study is done with the existing techniques to demonstrate the efficacy of the proposed method.

Distributed Model Predictive Control with Asymmetric Adaptive Terminal Sets for the Regulation of Large-scale Systems

In this paper, a novel distributed model predictive control (MPC) scheme with asymmetric adaptive terminal sets is developed for the regulation of large-scale systems with a distributed structure. Similar to typical MPC schemes, a structured Lyapunov matrix and a distributed terminal controller, respecting the distributed structure of the system, are computed offline. However, in this scheme, a distributed positively invariant terminal set is computed online and updated at each time instant taking into consideration the current state of the system. In particular, we consider ellipsoidal terminal sets as they are easy to compute for large-scale systems. The size and center of these terminal sets, together with the predicted state and input trajectories, are considered as decision variables in the online phase. The efficacy of the proposed scheme is illustrated in simulation by comparing it to a recent distributed MPC scheme with adaptive terminal sets.

Finite-Time Non-Fragile Extended Dissipative Control of Periodic Piecewise Time-Varying Systems

This paper studies the problem of finite-time non-fragile extended dissipative control for the periodic piecewise time-varying systems. First, based on the time-varying Lyapunov matrix and the matrix polynomial condition, a sufficient condition of finite-time boundedness for periodic piecewise time-varying subsystem is derived, and the finite-time extended dissipative performance is then analyzed. Furthermore, considering two types of time-varying controller perturbations, the non-fragile controllers are developed, which can guarantee the finite-time boundedness of periodic piecewise time-varying systems and satisfy the extended dissipative performance at the same time. Finally, numerical examples demonstrate the effectiveness of the proposed methods.

Linear Noetherian boundary value problem for a matrix difference-algebraic Lyapunov equation

The study of differential-algebraic boundary value problems was initiated in the works of K. Weierstrass, N. N. Luzin and F. R. Gantmacher. Systematic study of differential-algebraic boundary value problems is devoted to the work of S. Campbell, Yu. E. Boyarintsev, V. F. Chistyakov, A. M. Samoilenko, M. O. Perestyuk, V. P. Yakovets, O. A. Boichuk, A. Ilchmann and T. Reis. The study of the differential-algebraic boundary value problems is associated with numerous applications of such problems in the theory of nonlinear oscillations, in mechanics, biology, radio engineering, theory of control, theory of motion stability. At the same time, the study of differential algebraic boundary value problems is closely related to the study of boundary value problems for difference equations, initiated in A. A. Markov, S. N. Bernstein, Ya. S. Besikovich, A. O. Gelfond, S. L. Sobolev, V. S. Ryaben’kii, V. B. Demidovich, A. Halanay, G. I. Marchuk, A. A. Samarskii, Yu. A. Mitropolsky, D. I. Martynyuk, G. M. Vayniko, A. M. Samoilenko, O. A. Boichuk and O. M. Standzhitsky. Study of nonlinear singularly perturbed boundary value problems for difference equations in partial differences is devoted to the work of V. P. Anosov, L. S. Frank, P. E. Sobolevskii, A. L. Skubachevskii and A. Asheraliev. Consequently, the actual problem is the transfer of the results obtained in the articles by S. Campbell, A. M. Samoilenko and O. A. Boichuk on linear boundary value problems for difference-algebraic equations, in particular finding the necessary and sufficient conditions for the existence of the desired solutions, and also the construction of the Green’s operator of the Cauchy problem and the generalized Green operator of a linear boundary value problem for a difference-algebraic equation. Thus, the actual problem is the transfer of the results obtained in the articles and monographs of S. Campbell, A. M. Samoilenko and O. A. Boichuk on the linear boundary value problems for the differential-algebraic boundary value problem for a matrix Lyapunov equation, in particular, finding the necessary and sufficient conditions of the existence of the desired solutions of the linear differential-algebraic boundary value problem for a matrix Lyapunov equation. In this article we found the conditions of the existence and constructive scheme for finding the solutions of the linear Noetherian differential-algebraic boundary value problem for a matrix Lyapunov equation. The proposed scheme of the research of the linear differential-algebraic boundary value problem for a matrix Lyapunov equation in the critical case in this article can be transferred to the seminonlinear differential-algebraic boundary value problem for a matrix Lyapunov equation.