The Use of Singular Systems and other Inversion Methods in Weighted L2- spaces

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Algorithms for Robust Pole Assignment in Singular Systems

The solution of the pole assignment problem by feedback in singular systems is parameterized and conditions are given which guarantee the regularity and maximal degree of the closed loop pencil. A robustness measure is defined, and numerical procedures are described for selecting the free parameters in the feedback to give optimal robustness.

Generalization of the Hamilton-Jacobi approach for higher-order singular systems

We generalize the Hamilton-Jacobi formulation for higher-order singular systems and obtain the equations of motion as total differential equations. To do this we first study the constraints structure present in such systems.

Hamilton-Jacobi approach to Berezinian singular systems

In this work we present a formal generalization of the Hamilton-Jacobi formalism, recently developed For singular systems, to include the case of Lagrangians containing variables which are elements of Berezin algebra. We derive the Hamilton-Jacobi equation for such systems, analyzing the singular case in order to obtain the equations of motion as total differential equations and study the integrability conditions for such equations. An example is solved using both Hamilton-Jacobi and Dirac's Hamiltonian formalisms and the results are compared. (C) 1998 Academic Press.

Hamilton-Jacobi formulation for singular systems with second-order Lagrangians

Recently, the Hamilton-Jacobi formulation for first-order constrained systems has been developed. In such formalism the equations of motion are written as total differential equations in many variables. We generalize the Hamilton-Jacobi formulation for singular systems with second-order Lagrangians and apply this new formulation to Podolsky electrodynamics, comparing with the results obtained through Dirac's method.

Stochastic exponential stability of singular linear systems with Markov jump parameters

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

Non-linear observer design for a class of singular time-delay systems with Lipschitz non-linearities

In this paper, we consider a class of time-delay singular systems with Lipschitz non-linearities. A method of designing full-order observers for the systems is presented which can handle non-linearities with large-Lipschitz constants. The Lipschitz conditions are reformulated into linear parameter varying systems, then the Lyapunov–Krasovskii approach and the convexity principle are applied to study stability of the new systems. Furthermore, the observers design does not require the assumption of regularity for singular systems. In case the systems are non-singular, a reduced-order observers design is proposed instead. In both cases, synthesis conditions for the observers designs are derived in terms of linear matrix inequalities which can be solved efficiently by numerical methods. The efficiency of the obtained results is illustrated by two numerical examples.

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.

Eigenstructure assignment in descriptor systems

Coordinate free conditions are given for pole assignment by feedback in linear descriptor (singular) systems which guarantee closed-loop regularity. These conditions are shown to be both necessary and sufficient for assignment of the maximum possible number of finite poles. Transformation to special coordinates are not used and the results provide a robust algorithm for the computation of the required feedback.

Involutive constrained systems and Hamilton-Jacobi formalism

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

Phase synchronization between stratospheric and tropospheric quasi-biennial and semi-annual oscillations

A combination of singular systems analysis and analytic phase techniques are used to investigate the possible occurrence in observations of coherent synchronization between quasi-biennial and semi-annual oscillations (QBOs; SAOs) in the stratosphere and troposphere. Time series of zonal mean zonal winds near the Equator are analysed from the ERA-40 and ERA-interim reanalysis datasets over a ∼ 50-year period. In the stratosphere, the QBO is found to synchronize with the SAO almost all the time, but with a frequency ratio that changes erratically between 4:1, 5:1 and 6:1. A similar variable synchronization is also evident in the tropical troposphere between semi-annual and quasi-biennial cycles (known as TBOs). Mean zonal winds from ERA-40 and ERA-interim, and also time series of indices for the Indian and West Pacific monsoons, are commonly found to exhibit synchronization, with SAO/TBO ratios that vary between 4:1 and 7:1. Coherent synchronization between the QBO and tropical TBO does not appear to persist for long intervals, however. This suggests that both the QBO and tropical TBOs may be separately synchronized to SAOs that are themselves enslaved to the seasonal cycle, or to the annual cycle itself. However, the QBO and TBOs are evidently only weakly coupled between themselves and are frequently found to lose mutual coherence when each changes its frequency ratio to its respective SAO. This suggests a need to revise a commonly cited paradigm that advocates the use of stratospheric QBO indices as a predictor for tropospheric phenomena such as monsoons and hurricanes. © 2012 Royal Meteorological Society.

Linear inverse problems with discrete data: II. Stability and regularization

For pt.I. see ibid. vol.1, p.301 (1985). In the first part of this work a general definition of an inverse problem with discrete data has been given and an analysis in terms of singular systems has been performed. The problem of the numerical stability of the solution, which in that paper was only briefly discussed, is the main topic of this second part. When the condition number of the problem is too large, a small error on the data can produce an extremely large error on the generalised solution, which therefore has no physical meaning. The authors review most of the methods which have been developed for overcoming this difficulty, including numerical filtering, Tikhonov regularisation, iterative methods, the Backus-Gilbert method and so on. Regularisation methods for the stable approximation of generalised solutions obtained through minimisation of suitable seminorms (C-generalised solutions), such as the method of Phillips (1962), are also considered.

On the stability radius of a generalized state-space system

The concept of “distance to instability” of a system matrix is generalized to system pencils which arise in descriptor (semistate) systems. Difficulties arise in the case of singular systems, because the pencil can be made unstable by an infinitesimal perturbation. It is necessary to measure the distance subject to restricted, or structured, perturbations. In this paper a suitable measure for the stability radius of a generalized state-space system is defined, and a computable expression for the distance to instability is derived for regular pencils of index less than or equal to one. For systems which are strongly controllable it is shown that this measure is related to the sensitivity of the poles of the system over all feedback matrices assigning the poles.