Modal stability theory

This article contains a review of modal stability theory. It covers local stability analysis of parallel flows including temporal stability, spatial stability, phase velocity, group velocity, spatio-temporal stability, the linearized Navier-Stokes equations, the Orr-Sommerfeld equation, the Rayleigh equation, the Briggs-Bers criterion, Poiseuille flow, free shear flows, and secondary modal instability. It also covers the parabolized stability equation (PSE), temporal and spatial biglobal theory, 2D eigenvalue problems, 3D eigenvalue problems, spectral collocation methods, and other numerical solution methods. Computer codes are provided for tutorials described in the article. These tutorials cover the main topics of the article and can be adapted to form the basis of research codes. Copyright © 2014 by ASME.

Lyapunov theory for zeno stability

Zeno behavior is a dynamic phenomenon unique to hybrid systems in which an infinite number of discrete transitions occurs in a finite amount of time. This behavior commonly arises in mechanical systems undergoing impacts and optimal control problems, but its characterization for general hybrid systems is not completely understood. The goal of this paper is to develop a stability theory for Zeno hybrid systems that parallels classical Lyapunov theory; that is, we present Lyapunov-like sufficient conditions for Zeno behavior obtained by mapping solutions of complex hybrid systems to solutions of simpler Zeno hybrid systems defined on the first quadrant of the plane. These conditions are applied to Lagrangian hybrid systems, which model mechanical systems undergoing impacts, yielding simple sufficient conditions for Zeno behavior. Finally, the results are applied to robotic bipedal walking. © 2012 IEEE.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Analysis of interconnected oscillators by dissipativity theory

This paper employs dissipativity theory for the global analysis of limit cycles in particular dynamical systems of possibly high dimension. Oscillators are regarded as open systems that satisfy a particular dissipation inequality. It is shown that this characterization has implications for the global stability analysis of limit cycle oscillations: i) in isolated oscillators, ii) in interconnections of oscillators, and iii) for the global synchrony analysis in interconnections of identical oscillators. © 2007 IEEE.

What is the weakest topology in which feedback stability is robust?

Mathematical theorems in control theory are only of interest in so far as their assumptions relate to practical situations. The space of systems with transfer functions in ℋ∞, for example, has many advantages mathematically, but includes large classes of non-physical systems, and one must be careful in drawing inferences from results in that setting. Similarly, the graph topology has long been known to be the weakest, or coarsest, topology in which (1) feedback stability is a robust property (i.e. preserved in small neighbourhoods) and (2) the map from open-to-closed-loop transfer functions is continuous. However, it is not known whether continuity is a necessary part of this statement, or only required for the existing proofs. It is entirely possible that the answer depends on the underlying classes of systems used. The class of systems we concern ourselves with here is the set of systems that can be approximated, in the graph topology, by real rational transfer function matrices. That is, lumped parameter models, or those distributed systems for which it makes sense to use finite element methods. This is precisely the set of systems that have continuous frequency responses in the extended complex plane. For this class, we show that there is indeed a weaker topology; in which feedback stability is robust but for which the maps from open-to-closed-loop transfer functions are not necessarily continuous. © 2013 Copyright Taylor and Francis Group, LLC.