960 resultados para STRICTLY POSITIVE REAL MATRICES
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This paper presents a control method for a class of continuous-time switched systems, using state feedback variable structure controllers. The method is applied to the control of a non-trivial dc-dc power converter and a simple and inexpensive control circuit design, that was simulated using the software PSpice, is proposed. The design is based on Lyapunov-Metzler-SPR systems and the performance of the resulting control system is superior to that afforded by a recently proposed alternative sliding-mode control technique. © 2011 IFAC.
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Recently, a generalized passivity concept for linear multivariable systems was obtained which allows circumventing the restrictiveness of the usual passivity concept. The latter is associated with the classical SPR (Strictly Positive Real) condition whereas the new concept of passivity is associated with the so called WSPR condition and its advantage in multivariable systems is that it does not require a restrictive symmetry condition of SPR systems. As a result, it allows the design of multivariable adaptive control that, unlike some existing factorization approaches, does not imply in additional overparameterization of the adaptive controller. In this paper, we complete a previously established WSPR sufficient condition and prove that it is also necessary. We also propose some methods of passification by either premultiplying the system output tracking error vector or the system input vector by an adequate passifying matrix multiplier, so that the resulting input/output transfer function becomes WSPR. The efficiency of our proposals are illustrated by simulation utilizing a well known robotics adaptive visual servoing problem. © 2011 IFAC.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Robust controller design of a wheelchair mobile via LMI approach to SPR systems with feedback output
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This article discusses the design of robust controller applied to Wheelchair Furniture via Linear Matrix Inequalities (LMI), to obtain Strictly Positive Real (SPR) systems. The contributions of this work were the choice of a mathematical model for wheelchair: mobile with uncertainty about the position of the center of gravity (CG), the decoupling of the kinematic and dynamical systems, linearization of the models, the headquarters building of parametric uncertainties, the proposal of the control loop and control law with a specified decay rate.
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We are concerned with the class ∏n of nxn complex matrices A for which the Hermitian part H(A) = A+A*/2 is positive definite.
Various connections are established with other classes such as the stable, D-stable and dominant diagonal matrices. For instance it is proved that if there exist positive diagonal matrices D, E such that DAE is either row dominant or column dominant and has positive diagonal entries, then there is a positive diagonal F such that FA ϵ ∏n.
Powers are investigated and it is found that the only matrices A for which Am ϵ ∏n for all integers m are the Hermitian elements of ∏n. Products and sums are considered and criteria are developed for AB to be in ∏n.
Since ∏n n is closed under inversion, relations between H(A)-1 and H(A-1) are studied and a dichotomy observed between the real and complex cases. In the real case more can be said and the initial result is that for A ϵ ∏n, the difference H(adjA) - adjH(A) ≥ 0 always and is ˃ 0 if and only if S(A) = A-A*/2 has more than one pair of conjugate non-zero characteristic roots. This is refined to characterize real c for which cH(A-1) - H(A)-1 is positive definite.
The cramped (characteristic roots on an arc of less than 180°) unitary matrices are linked to ∏n and characterized in several ways via products of the form A -1A*.
Classical inequalities for Hermitian positive definite matrices are studied in ∏n and for Hadamard's inequality two types of generalizations are given. In the first a large subclass of ∏n in which the precise statement of Hadamardis inequality holds is isolated while in another large subclass its reverse is shown to hold. In the second Hadamard's inequality is weakened in such a way that it holds throughout ∏n. Both approaches contain the original Hadamard inequality as a special case.
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The matrices studied here are positive stable (or briefly stable). These are matrices, real or complex, whose eigenvalues have positive real parts. A theorem of Lyapunov states that A is stable if and only if there exists H ˃ 0 such that AH + HA* = I. Let A be a stable matrix. Three aspects of the Lyapunov transformation LA :H → AH + HA* are discussed.
1. Let C1 (A) = {AH + HA* :H ≥ 0} and C2 (A) = {H: AH+HA* ≥ 0}. The problems of determining the cones C1(A) and C2(A) are still unsolved. Using solvability theory for linear equations over cones it is proved that C1(A) is the polar of C2(A*), and it is also shown that C1 (A) = C1(A-1). The inertia assumed by matrices in C1(A) is characterized.
2. The index of dissipation of A was defined to be the maximum number of equal eigenvalues of H, where H runs through all matrices in the interior of C2(A). Upper and lower bounds, as well as some properties of this index, are given.
3. We consider the minimal eigenvalue of the Lyapunov transform AH+HA*, where H varies over the set of all positive semi-definite matrices whose largest eigenvalue is less than or equal to one. Denote it by ψ(A). It is proved that if A is Hermitian and has eigenvalues μ1 ≥ μ2…≥ μn ˃ 0, then ψ(A) = -(μ1-μn)2/(4(μ1 + μn)). The value of ψ(A) is also determined in case A is a normal, stable matrix. Then ψ(A) can be expressed in terms of at most three of the eigenvalues of A. If A is an arbitrary stable matrix, then upper and lower bounds for ψ(A) are obtained.
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The generalization of the geometric mean of positive scalars to positive definite matrices has attracted considerable attention since the seminal work of Ando. The paper generalizes this framework of matrix means by proposing the definition of a rank-preserving mean for two or an arbitrary number of positive semi-definite matrices of fixed rank. The proposed mean is shown to be geometric in that it satisfies all the expected properties of a rank-preserving geometric mean. The work is motivated by operations on low-rank approximations of positive definite matrices in high-dimensional spaces.© 2012 Elsevier Inc. All rights reserved.
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In the analysis of stability of a variant of the Crank-Nicolson (C-N) method for the heat equation on a staggered grid a class of non-symmetric matrices appear that have an interesting property: their eigenvalues are all real and lie within the unit circle. In this note we shall show how this class of matrices is derived from the C-N method and prove that their eigenvalues are inside [-1, 1] for all values of m (the order of the matrix) and all values of a positive parameter a, the stability parameter sigma. As the order of the matrix is general, and the parameter sigma lies on the positive real line this class of matrices turns out to be quite general and could be of interest as a test set for eigenvalue solvers, especially as examples of very large matrices. (C) 2010 Elsevier B.V. All rights reserved.
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The paper deals with the basic problem of adjusting a matrix gain in a discrete-time linear multivariable system. The object is to obtain a global convergence criterion, i.e. conditions under which a specified error signal asymptotically approaches zero and other signals in the system remain bounded for arbitrary initial conditions and for any bounded input to the system. It is shown that for a class of up-dating algorithms for the adjustable gain matrix, global convergence is crucially dependent on a transfer matrix G(z) which has a simple block diagram interpretation. When w(z)G(z) is strictly discrete positive real for a scalar w(z) such that w-1(z) is strictly proper with poles and zeros within the unit circle, an augmented error scheme is suggested and is proved to result in global convergence. The solution avoids feeding back a quadratic term as recommended in other schemes for single-input single-output systems.
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A geometric and non parametric procedure for testing if two finite set of points are linearly separable is proposed. The Linear Separability Test is equivalent to a test that determines if a strictly positive point h > 0 exists in the range of a matrix A (related to the points in the two finite sets). The algorithm proposed in the paper iteratively checks if a strictly positive point exists in a subspace by projecting a strictly positive vector with equal co-ordinates (p), on the subspace. At the end of each iteration, the subspace is reduced to a lower dimensional subspace. The test is completed within r ≤ min(n, d + 1) steps, for both linearly separable and non separable problems (r is the rank of A, n is the number of points and d is the dimension of the space containing the points). The worst case time complexity of the algorithm is O(nr3) and space complexity of the algorithm is O(nd). A small review of some of the prominent algorithms and their time complexities is included. The worst case computational complexity of our algorithm is lower than the worst case computational complexity of Simplex, Perceptron, Support Vector Machine and Convex Hull Algorithms, if d
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The structure of the set ϐ(A) of all eigenvalues of all complex matrices (elementwise) equimodular with a given n x n non-negative matrix A is studied. The problem was suggested by O. Taussky and some aspects have been studied by R. S. Varga and B.W. Levinger.
If every matrix equimodular with A is non-singular, then A is called regular. A new proof of the P. Camion-A.J. Hoffman characterization of regular matrices is given.
The set ϐ(A) consists of m ≤ n closed annuli centered at the origin. Each gap, ɤ, in this set can be associated with a class of regular matrices with a (unique) permutation, π(ɤ). The association depends on both the combinatorial structure of A and the size of the aii. Let A be associated with the set of r permutations, π1, π2,…, πr, where each gap in ϐ(A) is associated with one of the πk. Then r ≤ n, even when the complement of ϐ(A) has n+1 components. Further, if π(ɤ) is the identity, the real boundary points of ɤ are eigenvalues of real matrices equimodular with A. In particular, if A is essentially diagonally dominant, every real boundary point of ϐ(A) is an eigenvalues of a real matrix equimodular with A.
Several conjectures based on these results are made which if verified would constitute an extension of the Perron-Frobenius Theorem, and an algebraic method is introduced which unites the study of regular matrices with that of ϐ(A).
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It is known that the diagonal-Schur complements of strictly diagonally dominant matrices are strictly diagonally dominant matrices [J.Z. Liu, Y.Q. Huang, Some properties on Schur complements of H-matrices and diagonally dominant matrices, Linear Algebra Appl. 389 (2004) 365-380], and the same is true for nonsingular H-matrices [J.Z. Liu, J.C. Li, Z.T. Huang, X. Kong, Some properties of Schur complements and diagonal-Schur complements of diagonally dominant matrices, Linear Algebra Appl. 428 (2008) 1009-1030]. In this paper, we research the properties on diagonal-Schur complements of block diagonally dominant matrices and prove that the diagonal-Schur complements of block strictly diagonally dominant matrices are block strictly diagonally dominant matrices, and the same holds for generalized block strictly diagonally dominant matrices. (C) 2010 Elsevier Inc. All rights reserved.
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We consider a stochastic process driven by a linear ordinary differential equation whose right-hand side switches at exponential times between a collection of different matrices. We construct planar examples that switch between two matrices where the individual matrices and the average of the two matrices are all Hurwitz (all eigenvalues have strictly negative real part), but nonetheless the process goes to infinity at large time for certain values of the switching rate. We further construct examples in higher dimensions where again the two individual matrices and their averages are all Hurwitz, but the process has arbitrarily many transitions between going to zero and going to infinity at large time as the switching rate varies. In order to construct these examples, we first prove in general that if each of the individual matrices is Hurwitz, then the process goes to zero at large time for sufficiently slow switching rate and if the average matrix is Hurwitz, then the process goes to zero at large time for sufficiently fast switching rate. We also give simple conditions that ensure the process goes to zero at large time for all switching rates. © 2014 International Press.
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Associated with an ordered sequence of an even number 2N of positive real numbers is a birth and death process (BDP) on {0, 1, 2,..., N} having these real numbers as its birth and death rates. We generate another birth and death process from this BDP on {0, 1, 2,..., 2N}. This can be further iterated. We illustrate with an example from tan(kz). In BDP, the decay parameter, viz., the largest non-zero eigenvalue is important in the study of convergence to stationarity. In this article, the smallest eigenvalue is found to be useful.