Dichotomous Hamiltonians with unbounded entries and solutions of Riccati equations

An operator Riccati equation from systems theory is considered in the case that all entries of the associated Hamiltonian are unbounded. Using a certain dichotomy property of the Hamiltonian and its symmetry with respect to two different indefinite inner products, we prove the existence of nonnegative and nonpositive solutions of the Riccati equation. Moreover, conditions for the boundedness and uniqueness of these solutions are established.

Riccati-type equations, generalised WZNW equations, and multidimensional Toda systems

We associate to an arbitrary Z-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati equations. The multidimensional extension of these equations is given. The generalisation of the associated Redheffer-Reid differential systems appears in a natural way. The connection between the Toda systems and the Riccati-type equations in lower and higher dimensions is established. Within this context the integrability problem for those equations is studied. As an illustration, some examples of the integrable multidimensional Riccati-type equations related to the maximally nonabelian Toda systems are given.

Time-domain criteria for theL_{2}-stability of nonstationary feedback systems

Criteria for the L2-stability of linear and nonlinear time-varying feedback systems are given. These are conditions in the time domain involving the solution of certain associated matrix Riccati equations and permitting the use of a very general class of L2-operators as multipliers.

Time-Domain Criteria For L2-Stability Of Nonstationary Feedback-Systems

Criteria for the L2-stability of linear and nonlinear time-varying feedback systems are given. These are conditions in the time domain involving the solution of certain associated matrix Riccati equations and permitting the use of a very general class of L2-operators as multipliers.

H-infinity control design for time-delay linear systems: a rational transfer function based approach

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Variational method for excited states from supersymmetric techniques

We suggest a method for constructing trial eigenfunctions for excited states to be used in the variational method. This method is a generalization of the one that uses a superpotential to obtain the trial functions for the ground state. The construction of an effective hierarchy of Hamiltonians is used to determine excited variational energies. The first four eigenvalues for a quartic double-well potential are calculated for several values of the potential parameter. The results are in very good agreement with the eigenvalues obtained by numerical integration.

The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Representation theorems for indefinite quadratic forms and applications

Diese Arbeit widmet sich den Darstellungssätzen für symmetrische indefinite (das heißt nicht-halbbeschränkte) Sesquilinearformen und deren Anwendungen. Insbesondere betrachten wir den Fall, dass der zur Form assoziierte Operator keine Spektrallücke um Null besitzt. Desweiteren untersuchen wir die Beziehung zwischen reduzierenden Graphräumen, Lösungen von Operator-Riccati-Gleichungen und der Block-Diagonalisierung für diagonaldominante Block-Operator-Matrizen. Mit Hilfe der Darstellungssätze wird eine entsprechende Beziehung zwischen Operatoren, die zu indefiniten Formen assoziiert sind, und Form-Riccati-Gleichungen erreicht. In diesem Rahmen wird eine explizite Block-Diagonalisierung und eine Spektralzerlegung für den Stokes Operator sowie eine Darstellung für dessen Kern erreicht. Wir wenden die Darstellungssätze auf durch (grad u, h() grad v) gegebene Formen an, wobei Vorzeichen-indefinite Koeffzienten-Matrizen h() zugelassen sind. Als ein Resultat werden selbstadjungierte indefinite Differentialoperatoren div h() grad mit homogenen Dirichlet oder Neumann Randbedingungen konstruiert. Beispiele solcher Art sind Operatoren die in der Modellierung von optischen Metamaterialien auftauchen und links-indefinite Sturm-Liouville Operatoren.

H-infinity control design for time-delay linear systems: a rational transfer function based approach

The aim of this paper is to present new results on H-infinity control synthesis for time-delay linear systems. We extend the use of a finite order LTI system, called comparison system to H-infinity analysis and design. Differently from what can be viewed as a common feature of other control design methods available in the literature to date, the one presented here treats time-delay systems control design with classical numeric routines based on Riccati equations arisen from H-infinity theory. The proposed algorithm is simple, efficient and easy to implement. Some examples illustrating state and output feedback design are solved and discussed in order to put in evidence the most relevant characteristic of the theoretical results. Moreover, a practical application involving a 3-DOF networked control system is presented.

On Solutions of Holonomic Divided-Difference Equations on Non-Uniform Lattices

The main aim of this paper is the development of suitable bases (replacing the power basis x^n (n\in\IN_\le 0) which enable the direct series representation of orthogonal polynomial systems on non-uniform lattices (quadratic lattices of a discrete or a q-discrete variable). We present two bases of this type, the first of which allows to write solutions of arbitrary divided-difference equations in terms of series representations extending results given in [16] for the q-case. Furthermore it enables the representation of the Stieltjes function which can be used to prove the equivalence between the Pearson equation for a given linear functional and the Riccati equation for the formal Stieltjes function. If the Askey-Wilson polynomials are written in terms of this basis, however, the coefficients turn out to be not q-hypergeometric. Therefore, we present a second basis, which shares several relevant properties with the first one. This basis enables to generate the defining representation of the Askey-Wilson polynomials directly from their divided-difference equation. For this purpose the divided-difference equation must be rewritten in terms of suitable divided-difference operators developed in [5], see also [6].

State Dependent Riccati Equation (SDRE) control method applied in cancellation of a parametric resonance in a magnetically levitated body

Here, a simplified dynamical model of a magnetically levitated body is considered. The origin of an inertial Cartesian reference frame is set at the pivot point of the pendulum on the levitated body in its static equilibrium state (ie, the gap between the magnet on the base and the magnet on the body, in this state). The governing equations of motion has been derived and the characteristic feature of the strategy is the exploitation of the nonlinear effect of the inertial force associated, with the motion of a pendulum-type vibration absorber driven, by an appropriate control torque [4]. In the present paper, we analyzed the nonlinear dynamics of problem, discussed the energy transfer between the main system and the pendulum in time, and developed State Dependent Riccati Equation (SDRE) control design to reducing the unstable oscillatory movement of the magnetically levitated body to a stable fixed point. The simulations results showed the effectiveness of the (SDRE) control design. Copyright © 2011 by ASME.

Effective Cell-Centred Time-Domain Maxwell's Equations Numerical Solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed.