The Mathematics of Control Theory

This text contains papers presented at the Institute of Mathematics and its Applications Conference on Control Theory, held at the University of Strathclyde in Glasgow. The contributions cover a wide range of topics of current interest to theoreticians and practitioners including algebraic systems theory, nonlinear control systems, adaptive control, robustness issues, infinite dimensional systems, applications studies and connections to mathematical aspects of information theory and data-fusion.

Regularization of descriptor systems by output feedback

Conditions are given under which a descriptor, or generalized state-space system can be regularized by output feedback. It is shown that under these conditions, proportional and derivative output feedback controls can be constructed such that the closed-loop system is regular and has index at most one. This property ensures the solvability of the resulting system of dynamic-algebraic equations. A reduced form is given that allows the system properties as well as the feedback to be determined. The construction procedures used to establish the theory are based only on orthogonal matrix decompositions and can therefore be implemented in a numerically stable way.

Regularization of Descriptor Systems by Derivative and Proportional State Feedback

For linear multivariable time-invariant continuous or discrete-time singular systems it is customary to use a proportional feedback control in order to achieve a desired closed loop behaviour. Derivative feedback is rarely considered. This paper examines how derivative feedback in descriptor systems can be used to alter the structure of the system pencil under various controllability conditions. It is shown that derivative and proportional feedback controls can be constructed such that the closed loop system has a given form and is also regular and has index at most 1. This property ensures the solvability of the resulting system of dynamic-algebraic equations. The construction procedures used to establish the theory are based only on orthogonal matrix decompositions and can therefore be implemented in a numerically stable way. The problem of pole placement with derivative feedback alone and in combination with proportional state feedback is also investigated. A computational algorithm for improving the “conditioning” of the regularized closed loop system is derived.

Minimum norm regularization of descriptor systems by mixed output feedback

We study the regularization problem for linear, constant coefficient descriptor systems Ex' = Ax+Bu, y1 = Cx, y2 = Γx' by proportional and derivative mixed output feedback. Necessary and sufficient conditions are given, which guarantee that there exist output feedbacks such that the closed-loop system is regular, has index at most one and E+BGΓ has a desired rank, i.e., there is a desired number of differential and algebraic equations. To resolve the freedom in the choice of the feedback matrices we then discuss how to obtain the desired regularizing feedback of minimum norm and show that this approach leads to useful results in the sense of robustness only if the rank of E is decreased. Numerical procedures are derived to construct the desired feedback gains. These numerical procedures are based on orthogonal matrix transformations which can be implemented in a numerically stable way.

Regularization of time-varying descriptor systems by the asvd

We study linear variable coefficient control problems in descriptor form. Based on a behaviour approach and the general theory for linear differential algebraic systems we give the theoretical analysis and describe numerically stable methods to determine the structural properties of the system.

Plane wave approximation in linear elasticity

We consider the approximation of solutions of the time-harmonic linear elastic wave equation by linear combinations of plane waves. We prove algebraic orders of convergence both with respect to the dimension of the approximating space and to the diameter of the domain. The error is measured in Sobolev norms and the constants in the estimates explicitly depend on the problem wavenumber. The obtained estimates can be used in the h- and p-convergence analysis of wave-based finite element schemes.

Spectrally invariant approximation within atmospheric radiative transfer

Certain algebraic combinations of single scattering albedo and solar radiation reflected from, or transmitted through, vegetation canopies do not vary with wavelength. These ‘‘spectrally invariant relationships’’ are the consequence of wavelength independence of the extinction coefficient and scattering phase function in veg- etation. In general, this wavelength independence does not hold in the atmosphere, but in cloud-dominated atmospheres the total extinction and total scattering phase function vary only weakly with wavelength. This paper identifies the atmospheric conditions under which the spectrally invariant approximation can accu- rately describe the extinction and scattering properties of cloudy atmospheres. The validity of the as- sumptions and the accuracy of the approximation are tested with 1D radiative transfer calculations using publicly available radiative transfer models: Discrete Ordinate Radiative Transfer (DISORT) and Santa Barbara DISORT Atmospheric Radiative Transfer (SBDART). It is shown for cloudy atmospheres with cloud optical depth above 3, and for spectral intervals that exclude strong water vapor absorption, that the spectrally invariant relationships found in vegetation canopy radiative transfer are valid to better than 5%. The physics behind this phenomenon, its mathematical basis, and possible applications to remote sensing and climate are discussed.

Optimal linearization trajectories for tangent linear models

We examine differential equations where nonlinearity is a result of the advection part of the total derivative or the use of quadratic algebraic constraints between state variables (such as the ideal gas law). We show that these types of nonlinearity can be accounted for in the tangent linear model by a suitable choice of the linearization trajectory. Using this optimal linearization trajectory, we show that the tangent linear model can be used to reproduce the exact nonlinear error growth of perturbations for more than 200 days in a quasi-geostrophic model and more than (the equivalent of) 150 days in the Lorenz 96 model. We introduce an iterative method, purely based on tangent linear integrations, that converges to this optimal linearization trajectory. The main conclusion from this article is that this iterative method can be used to account for nonlinearity in estimation problems without using the nonlinear model. We demonstrate this by performing forecast sensitivity experiments in the Lorenz 96 model and show that we are able to estimate analysis increments that improve the two-day forecast using only four backward integrations with the tangent linear model. Copyright © 2011 Royal Meteorological Society

Formal theory building for the avalanche game: explaining counter-intuitive behaviour of a complex system using geometrical and human behavioural/physiological effects

In 'Avalanche', an object is lowered, players staying in contact throughout. Normally the task is easily accomplished. However, with larger groups counter-intuitive behaviours appear. The paper proposes a formal theory for the underlying causal mechanisms. The aim is to not only provide an explicit, testable hypothesis for the source of the observed modes of behaviour-but also to exemplify the contribution that formal theory building can make to understanding complex social phenomena. Mapping reveals the importance of geometry to the Avalanche game; each player has a pair of balancing loops, one involved in lowering the object, the other ensuring contact. For more players, sets of balancing loops interact and these can allow dominance by reinforcing loops, causing the system to chase upwards towards an ever-increasing goal. However, a series of other effects concerning human physiology and behaviour (HPB) is posited as playing a role. The hypothesis is therefore rigorously tested using simulation. For simplicity a 'One Degree of Freedom' case is examined, allowing all of the effects to be included whilst rendering the analysis more transparent. Formulation and experimentation with the model gives insight into the behaviours. Multi-dimensional rate/level analysis indicates that there is only a narrow region in which the system is able to move downwards. Model runs reproduce the single 'desired' mode of behaviour and all three of the observed 'problematic' ones. Sensitivity analysis gives further insight into the system's modes and their causes. Behaviour is seen to arise only when the geometric effects apply (number of players greater than degrees of freedom of object) in combination with a range of HPB effects. An analogy exists between the co-operative behaviour required here and various examples: conflicting strategic objectives in organizations; Prisoners' Dilemma and integrated bargaining situations. Additionally, the game may be relatable in more direct algebraic terms to situations involving companies in which the resulting behaviours are mediated by market regulations. Finally, comment is offered on the inadequacy of some forms of theory building and the case is made for formal theory building involving the use of models, analysis and plausible explanations to create deep understanding of social phenomena.

Ternary erbium chromium sulfides : structural relationships and magnetic properties

Single crystals of four erbium-chromium sulfides have been grown by chemical vapor transport using iodine as the transporting agent. Single-crystal X-ray diffraction reveals that in Er(3)CrS(6) octahedral sites are occupied exclusively by Cr(3+) cations, leading to one-dimensional CrS(4)(5-) chains of edge-sharing octahedra, while in Er(2)CrS(4), Er(3+), and Cr(2+) cations occupy the available octahedral sites in an ordered manner. By contrast, in Er(6)Cr(2)S(11) and Er(4)CrS(7), Er(3+) and Cr(2+) ions are disordered over the octahedral sites. In Er(2)CrS(4), Er(6)Cr(2)S(11), and Er(4)CrS(7), the network of octahedra generates an anionic framework constructed from M(2)S(5) slabs of varying thickness, linked by one-dimensional octahedral chains. This suggests that these three phases belong to a series in which the anionic framework may be described by the general formula [M(2n+1)S(4n+3)](x-), with charge balancing provided by Er(3+) cations located in sites of high-coordination number within one-dimensional channels defined by the framework. Er(4)CrS(7), Er(6)Cr(2)S(11), and Er(2)CrS(4) may thus be considered as the n = 1, 2, and infinity members of this series. While Er(4)CrS(7) is paramagnetic, successive magnetic transitions associated with ordering of the chromium and erbium sub-lattices are observed on cooling Er(3)CrS(6) (T(C)(Cr) = 30 K; T(C)(Er) = 11 K) and Er(2)CrS(4) (T(N)(Cr) = 42 K, T(N)(Er) = 10 K) whereas Er(6)Cr(2)S(11) exhibits ordering of the chromium sub-lattice only (T(N) = 11.4 K).

Comments on 'Balance and the slow quasimanifold: some explicit results'

The concept of slow vortical dynamics and its role in theoretical understanding is central to geophysical fluid dynamics. It leads, for example, to “potential vorticity thinking” (Hoskins et al. 1985). Mathematically, one imagines an invariant manifold within the phase space of solutions, called the slow manifold (Leith 1980; Lorenz 1980), to which the dynamics are constrained. Whether this slow manifold truly exists has been a major subject of inquiry over the past 20 years. It has become clear that an exact slow manifold is an exceptional case, restricted to steady or perhaps temporally periodic flows (Warn 1997). Thus the concept of a “fuzzy slow manifold” (Warn and Ménard 1986) has been suggested. The idea is that nearly slow dynamics will occur in a stochastic layer about the putative slow manifold. The natural question then is, how thick is this layer? In a recent paper, Ford et al. (2000) argue that Lighthill emission—the spontaneous emission of freely propagating acoustic waves by unsteady vortical flows—is applicable to the problem of balance, with the Mach number Ma replaced by the Froude number F, and that it is a fundamental mechanism for this fuzziness. They consider the rotating shallow-water equations and find emission of inertia–gravity waves at O(F2). This is rather surprising at first sight, because several studies of balanced dynamics with the rotating shallow-water equations have gone beyond second order in F, and found only an exponentially small unbalanced component (Warn and Ménard 1986; Lorenz and Krishnamurthy 1987; Bokhove and Shepherd 1996; Wirosoetisno and Shepherd 2000). We have no technical objection to the analysis of Ford et al. (2000), but wish to point out that it depends crucially on R 1, where R is the Rossby number. This condition requires the ratio of the characteristic length scale of the flow L to the Rossby deformation radius LR to go to zero in the limit F → 0. This is the low Froude number scaling of Charney (1963), which, while originally designed for the Tropics, has been argued to be also relevant to mesoscale dynamics (Riley et al. 1981). If L/LR is fixed, however, then F → 0 implies R → 0, which is the standard quasigeostrophic scaling of Charney (1948; see, e.g., Pedlosky 1987). In this limit there is reason to expect the fuzziness of the slow manifold to be “exponentially thin,” and balance to be much more accurate than is consistent with (algebraic) Lighthill emission.

Simulation of field-induced structural formation and transition in electromagnetorheological suspensions

A computer simulation method has been used to study the three-dimensional structural formation and transition of eleetromagnetorheological (EMR) suspensions under compatible electric and magnetic fields. When the fields are applied simultaneously and perpendicularly to each other, the particles rapidly arrange into single layer structures parallel to both fields. In each layer, there is a two-dimensional hexagonal lattice. The single layers then combine together to form thicker sheetlike structures. With the help of the thermal fluctuations, the thicker structures relax into three-dimensional close-packed structures, which may be face-centered cubic (fcc), hexagonal close-packed (hup) lattices, or, more probably, the mixture of them, depending on the initial configurations and the thermal fluctuations. On the other hand, if the electric field is applied first to induce the body-centered tetragonal (bct) columns in the system, and then the magnetic field is applied in the perpendicular direction, the bet to fee structure transition is observed in a very short time. Following that, the structure keeps on evolving due to the demagnetization effect and finally forms close-packed structures with fee and hcp lattice character. The simulation results are in agreement with the theoretical and experimental results.

Regularization of descriptor systems

Implicit dynamic-algebraic equations, known in control theory as descriptor systems, arise naturally in many applications. Such systems may not be regular (often referred to as singular). In that case the equations may not have unique solutions for consistent initial conditions and arbitrary inputs and the system may not be controllable or observable. Many control systems can be regularized by proportional and/or derivative feedback.We present an overview of mathematical theory and numerical techniques for regularizing descriptor systems using feedback controls. The aim is to provide stable numerical techniques for analyzing and constructing regular control and state estimation systems and for ensuring that these systems are robust. State and output feedback designs for regularizing linear time-invariant systems are described, including methods for disturbance decoupling and mixed output problems. Extensions of these techniques to time-varying linear and nonlinear systems are discussed in the final section.

Three-dimensional gallium sulphide open framework

The synthesis and crystal structure of four gallium sulphide open frameworks, built from supertetrahedral clusters, are described. The structures of [C4NH12]6[Ga10S18][C4NH12]6[Ga10S18](1) and [C4NH12]12[Ga20S35.5(S3)0.5O](2) contain supertetrahedral T3 clusters, while in the isostructural compounds [C4NH12]16[Ga10S18M4Ga16S33][C4NH12]16[Ga10S18M4Ga16S33] (M=CoM=Co(3), Zn (4)), T3 and T4 clusters alternate. These materials exhibit three-dimensional frameworks, with topologies consisting of two interpenetrating diamond lattices, and contain over 50% of solvent accessible void space. UV–Vis diffuse reflectance measurements indicate that these compounds are semiconducting, with band gaps over the range 3.4–4.1 eV.

Transcendental Brauer groups of products of CM elliptic curves

Let L be a number field and let E/L be an elliptic curve with complex multiplication by the ring of integers O_K of an imaginary quadratic field K. We use class field theory and results of Skorobogatov and Zarhin to compute the transcendental part of the Brauer group of the abelian surface ExE. The results for the odd order torsion also apply to the Brauer group of the K3 surface Kum(ExE). We describe explicitly the elliptic curves E/Q with complex multiplication by O_K such that the Brauer group of ExE contains a transcendental element of odd order. We show that such an element gives rise to a Brauer-Manin obstruction to weak approximation on Kum(ExE), while there is no obstruction coming from the algebraic part of the Brauer group.