Clustered Model Reduction of Interconnected Second-Order Systems and Its Applications to Power Systems

Size: px
Start display at page:

Download "Clustered Model Reduction of Interconnected Second-Order Systems and Its Applications to Power Systems"

Transcription

1 Clustered Model Reduction of Interconnected Second-Order Systems and Its Applications to Power Systems Takayuki Ishizaki, Jun-ichi Imura (Tokyo Inst. of Tech.)

2 Outline Introduction: Why clustered model reduction? Clustered Model Reduction Theory Interconnected first-order systems Extension to second-order networks Application to power networks Conclusion 2/21

3 3/21 Control of Large-Scale Networks Power Networks Tokyo area: 20 million houses Instability may be caused by renewables such as PV, wind Micro Grid Power line homes PV Thermal power Model reduction is one prospective approach Traffic Networks Center of Tokyo area: 5 million cars Heavy traffic jam homes Hydroelectric power How to manage?

4 Standard Model Reduction Framework Main goal: Find such that is small enough + stability of error systems, error analysis, low computation cost Standard methods: Balanced truncation, Hankel norm approximation error bound, stability preservation high computational cost Krylov projection lower computation cost possibly unstable model, no error bound 4/21

5 Application of Standard Methods to Network Systems Drawback: Network structure is lost through reduction Network system Reduced model Dense matrix Sparse Dense 5/21

6 Clustered Model Reduction Network system Aggregated model Cluster state Aggregated state : row vector Sparse Sparse Preservation of network structure among clusters 6/21

7 7/21 Why Clustered Model Reduction? Gene Network [Mochizuki et al., J. Theoretical Biology (2010)] Clustered model reduction Extract essential structure to study mechanism of functions

8 Outline Introduction: Why clustered model reduction? Clustered Model Reduction Theory Interconnected first-order systems Extension to second-order networks Application to power networks Conclusion 8/21

9 9/21 System Description (First-Order Subsystems) [Definition] Bidirectional Network with is said to be bidirectional network if and is symmetric and stable. Reaction-diffusion systems:

10 Clustered Model Reduction Problem [Problem] Given, find a cluster set such that where and Bidirectional network Aggregated model Cluster state Aggregated state Sparse Sparse 10/21

11 11/21 How to Formulate Reducibility? Bidirectional network [State trajectory under random ] 7 clusters 50 trajectories 50 nodes, nonzero is randomly chosen from [Definition] Reducible cluster A cluster can be aggregated into Local 7-dim. uncontrollability! variable is said to be reducible if under any input signal

12 Positive Tridiagonalization [Lemma] For every bidirectional network such that, there exists a unitary has the following structure. Bidirectional network Positive tridiagonal realization (not necessarily positive) Metzler 12/21

13 13/21 Reducibility Characterization Bidirectional network reducible reducible -(graph Laplacian+diagonal)

14 Reducibility Characterization Bidirectional network : positive tridiagonal realization : transformation matrix Index matrix reducible reducible Characterization in frequency domain identical identical Equivalent characterization of cluster reducibility 14/21

15 -Reducible Cluster Aggregation [Definition] -Reducibility of Clusters A cluster is said to be -reducible if Similar behavior [Theorem] If all clusters are -reducible, then where : coarseness parameter 1000 nodes 47 clusters Extract essential aggregation cluster structure! about 5% error 15/21

16 Outline Introduction: Why clustered model reduction? Clustered Model Reduction Theory Interconnected first-order systems Extension to second-order networks Application to power networks Conclusion 16/21

17 17/21 Formulation by Second-Order Systems Second-order networks Aggregated model [Problem] Given, find a cluster set such that where and

18 Extension to Second-Order Networks First-order representation (2n-dim. system) where Index matrix w.r.t. position velocity [Definition] A cluster is said to be -reducible if [Theorem] If all clusters are -reducible, then where 18/21

19 Outline Introduction: Why clustered model reduction? Clustered Model Reduction Theory Interconnected first-order systems Extension to second-order networks Application to power networks Conclusion 19/21

20 20/21 Numerical Example Power network modeled by swing equation Original network (300 nodes) Agg. model (42 clusters) Zoom up Position trajectory of a mass smaller error Relative error when

21 Concluding Remarks Clustered model reduction extract essential information on input-to-state mapping application to power networks model by swing equation Future works application to more realistic power networks extension to nonlinear systems application to control system design [T. Ishizaki et al. IEEE TAC (2014)], [T. Ishizaki et al. NOLTA (2015)], My website, etc. Thank you for your attention! 21/21

Clustering-based State Aggregation of Dynamical Networks

Clustering-based State Aggregation of Dynamical Networks Clustering-based State Aggregation of Dynamical Networks Takayuki Ishizaki Ph.D. from Tokyo Institute of Technology (March 2012) Research Fellow of the Japan Society for the Promotion of Science More than

More information

Model Reduction of Multi-Input Dynamical Networks based on Clusterwise Controllability

Model Reduction of Multi-Input Dynamical Networks based on Clusterwise Controllability Model Reduction of Multi-Input Dynamical Networks based on Clusterwise Controllability Takayuki Ishizaki *, Kenji Kashima**, Jun-ichi Imura* and Kazuyuki Aihara*** Abstract This paper proposes a model

More information

Network Clustering for SISO Linear Dynamical Networks via Reaction-Diffusion Transformation

Network Clustering for SISO Linear Dynamical Networks via Reaction-Diffusion Transformation Milano (Italy) August 28 - September 2, 211 Network Clustering for SISO Linear Dynamical Networks via Reaction-Diffusion Transformation Takayuki Ishizaki Kenji Kashima Jun-ichi Imura Kazuyuki Aihara Graduate

More information

Glocal Control for Network Systems via Hierarchical State-Space Expansion

Glocal Control for Network Systems via Hierarchical State-Space Expansion Glocal Control for Network Systems via Hierarchical State-Space Expansion Hampei Sasahara, Takayuki Ishizaki, Tomonori Sadamoto, Jun-ichi Imura, Henrik Sandberg 2, and Karl Henrik Johansson 2 Abstract

More information

Structure preserving model reduction of network systems

Structure preserving model reduction of network systems Structure preserving model reduction of network systems Jacquelien Scherpen Jan C. Willems Center for Systems and Control & Engineering and Technology institute Groningen Reducing dimensions in Big Data:

More information

Eigenstructure Analysis from Symmetrical Graph Motives with Application to Aggregated Controller Design

Eigenstructure Analysis from Symmetrical Graph Motives with Application to Aggregated Controller Design Eigenstructure Analysis from Symmetrical Graph otives with Application to Aggregated Controller Design Takayuki Ishizaki, Risong Ku, and Jun-ichi Imura Abstract In this paper, we analyze the eigenstructure

More information

Retrofitting State Feedback Control of Networked Nonlinear Systems Based on Hierarchical Expansion

Retrofitting State Feedback Control of Networked Nonlinear Systems Based on Hierarchical Expansion Retrofitting State Feedback Control of Networked Nonlinear Systems Based on Hierarchical Expansion Tomonori Sadamoto 1, Takayuki Ishizaki 1, Jun-ichi Imura 1, Henrik Sandberg 2, and Karl Henrik Johansson

More information

Network Structure Preserving Model Reduction with Weak A Priori Structural Information

Network Structure Preserving Model Reduction with Weak A Priori Structural Information Network Structure Preserving Model Reduction with Weak A Priori Structural Information E. Yeung, J. Gonçalves, H. Sandberg, S. Warnick Information and Decision Algorithms Laboratories Brigham Young University,

More information

Clustering-Based Model Order Reduction for Multi-Agent Systems with General Linear Time-Invariant Agents

Clustering-Based Model Order Reduction for Multi-Agent Systems with General Linear Time-Invariant Agents Max Planck Institute Magdeburg Preprints Petar Mlinarić Sara Grundel Peter Benner Clustering-Based Model Order Reduction for Multi-Agent Systems with General Linear Time-Invariant Agents MAX PLANCK INSTITUT

More information

Projective State Observers for Large-Scale Linear Systems

Projective State Observers for Large-Scale Linear Systems Projective State Observers for Large-Scale Linear Systems Tomonori Sadamoto 1,2, Takayuki Ishizaki 1,2, Jun-ichi Imura 1,2 Abstract In this paper, towards efficient state estimation for large-scale linear

More information

Average State Observers for Large-Scale Network Systems

Average State Observers for Large-Scale Network Systems JOURNAL OF L A TEX CLASS FILES, VOL. 13, NO. 9, SEPTEMBER 214 1 Average State Observers for Large-Scale Network Systems Tomonori Sadamoto, Member, IEEE, Takayuki Ishizaki, Member, IEEE, and Jun-ichi Imura,

More information

Section 5.4 (Systems of Linear Differential Equation); 9.5 Eigenvalues and Eigenvectors, cont d

Section 5.4 (Systems of Linear Differential Equation); 9.5 Eigenvalues and Eigenvectors, cont d Section 5.4 (Systems of Linear Differential Equation); 9.5 Eigenvalues and Eigenvectors, cont d July 6, 2009 Today s Session Today s Session A Summary of This Session: Today s Session A Summary of This

More information

QUANTIZED SYSTEMS AND CONTROL. Daniel Liberzon. DISC HS, June Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign

QUANTIZED SYSTEMS AND CONTROL. Daniel Liberzon. DISC HS, June Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign QUANTIZED SYSTEMS AND CONTROL Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign DISC HS, June 2003 HYBRID CONTROL Plant: u y

More information

Model reduction of large-scale dynamical systems

Model reduction of large-scale dynamical systems Model reduction of large-scale dynamical systems Lecture III: Krylov approximation and rational interpolation Thanos Antoulas Rice University and Jacobs University email: aca@rice.edu URL: www.ece.rice.edu/

More information

Hierarchical Decentralized Observer Design for Linearly Coupled Network Systems

Hierarchical Decentralized Observer Design for Linearly Coupled Network Systems Hierarchical Decentralized Observer Design for Linearly Coupled Network Systems Takayuki Ishizaki, Yukihiro Sakai, Kenji Kashima and Jun-ichi Imura* Abstract This paper proposes a novel type of decentralized

More information

Outline. Input to state Stability. Nonlinear Realization. Recall: _ Space. _ Space: Space of all piecewise continuous functions

Outline. Input to state Stability. Nonlinear Realization. Recall: _ Space. _ Space: Space of all piecewise continuous functions Outline Input to state Stability Motivation for Input to State Stability (ISS) ISS Lyapunov function. Stability theorems. M. Sami Fadali Professor EBME University of Nevada, Reno 1 2 Recall: _ Space _

More information

Glocal Control for Hierarchical Dynamical Systems

Glocal Control for Hierarchical Dynamical Systems Lecture Series, TU Munich October 22, 29 & November 5, 2013 Glocal Control for Hierarchical Dynamical Systems Theoretical Foundations with Applications in Energy Networks Shinji HARA The University of

More information

POSITIVE REALNESS OF A TRANSFER FUNCTION NEITHER IMPLIES NOR IS IMPLIED BY THE EXTERNAL POSITIVITY OF THEIR ASSOCIATE REALIZATIONS

POSITIVE REALNESS OF A TRANSFER FUNCTION NEITHER IMPLIES NOR IS IMPLIED BY THE EXTERNAL POSITIVITY OF THEIR ASSOCIATE REALIZATIONS POSITIVE REALNESS OF A TRANSFER FUNCTION NEITHER IMPLIES NOR IS IMPLIED BY THE EXTERNAL POSITIVITY OF THEIR ASSOCIATE REALIZATIONS Abstract This letter discusses the differences in-between positive realness

More information

Consider the following example of a linear system:

Consider the following example of a linear system: LINEAR SYSTEMS Consider the following example of a linear system: Its unique solution is x + 2x 2 + 3x 3 = 5 x + x 3 = 3 3x + x 2 + 3x 3 = 3 x =, x 2 = 0, x 3 = 2 In general we want to solve n equations

More information

4.8 Arnoldi Iteration, Krylov Subspaces and GMRES

4.8 Arnoldi Iteration, Krylov Subspaces and GMRES 48 Arnoldi Iteration, Krylov Subspaces and GMRES We start with the problem of using a similarity transformation to convert an n n matrix A to upper Hessenberg form H, ie, A = QHQ, (30) with an appropriate

More information

Retrofit Control: Localization of Controller Design and Implementation

Retrofit Control: Localization of Controller Design and Implementation Retrofit Control: Localization of Controller Design and Implementation Takayuki Ishizaki a, Tomonori Sadamoto a, Jun-ichi Imura a, Henrik Sandberg b, and Karl Henrik Johansson b, a Tokyo Institute of Technology;

More information

Sparsity-Promoting Optimal Control of Distributed Systems

Sparsity-Promoting Optimal Control of Distributed Systems Sparsity-Promoting Optimal Control of Distributed Systems Mihailo Jovanović www.umn.edu/ mihailo joint work with: Makan Fardad Fu Lin LIDS Seminar, MIT; Nov 6, 2012 wind farms raft APPLICATIONS: micro-cantilevers

More information

Hierarchical Decentralized Observers for Networked Linear Systems

Hierarchical Decentralized Observers for Networked Linear Systems Hierarchical Decentralized Observers for Networked Linear Systems Takayuki Ishizaki 1,2, Masakazu Koike 1,2, Tomonori Sadamoto 1, Jun-ichi Imura 1,2 Abstract In this paper, we propose a design method of

More information

Research Reports on Mathematical and Computing Sciences

Research Reports on Mathematical and Computing Sciences ISSN 1342-284 Research Reports on Mathematical and Computing Sciences Exploiting Sparsity in Linear and Nonlinear Matrix Inequalities via Positive Semidefinite Matrix Completion Sunyoung Kim, Masakazu

More information

Discrete Time Coupled Logistic Equations with Symmetric Dispersal

Discrete Time Coupled Logistic Equations with Symmetric Dispersal Discrete Time Coupled Logistic Equations with Symmetric Dispersal Tasia Raymer Department of Mathematics araymer@math.ucdavis.edu Abstract: A simple two patch logistic model with symmetric dispersal between

More information

Approximating the matrix exponential of an advection-diffusion operator using the incomplete orthogonalization method

Approximating the matrix exponential of an advection-diffusion operator using the incomplete orthogonalization method Approximating the matrix exponential of an advection-diffusion operator using the incomplete orthogonalization method Antti Koskela KTH Royal Institute of Technology, Lindstedtvägen 25, 10044 Stockholm,

More information

Order Reduction of a Distributed Parameter PEM Fuel Cell Model

Order Reduction of a Distributed Parameter PEM Fuel Cell Model Order Reduction of a Distributed Parameter PEM Fuel Cell Model María Sarmiento Carnevali 1 Carles Batlle Arnau 2 Maria Serra Prat 2,3 Immaculada Massana Hugas 2 (1) Intelligent Energy Limited, (2) Universitat

More information

Parallel implementation of primal-dual interior-point methods for semidefinite programs

Parallel implementation of primal-dual interior-point methods for semidefinite programs Parallel implementation of primal-dual interior-point methods for semidefinite programs Masakazu Kojima, Kazuhide Nakata Katsuki Fujisawa and Makoto Yamashita 3rd Annual McMaster Optimization Conference:

More information

Solving Large Nonlinear Sparse Systems

Solving Large Nonlinear Sparse Systems Solving Large Nonlinear Sparse Systems Fred W. Wubs and Jonas Thies Computational Mechanics & Numerical Mathematics University of Groningen, the Netherlands f.w.wubs@rug.nl Centre for Interdisciplinary

More information

Paul Heckbert. Computer Science Department Carnegie Mellon University. 26 Sept B - Introduction to Scientific Computing 1

Paul Heckbert. Computer Science Department Carnegie Mellon University. 26 Sept B - Introduction to Scientific Computing 1 Paul Heckbert Computer Science Department Carnegie Mellon University 26 Sept. 2 5-859B - Introduction to Scientific Computing aerospace: simulate subsonic & supersonic air flow around full aircraft, no

More information

Planning of Optimal Daily Power Generation Tolerating Prediction Uncertainty of Demand and Photovoltaics

Planning of Optimal Daily Power Generation Tolerating Prediction Uncertainty of Demand and Photovoltaics Planning of Optimal Daily Power Generation Tolerating Prediction Uncertainty of Demand and Photovoltaics Masakazu Koike, Takayuki Ishizaki, Yuzuru Ueda, Taisuke Masuta, Takashi Ozeki, Nacim Ramdani Tomonori

More information

Encapsulating Urban Traffic Rhythms into Road Networks

Encapsulating Urban Traffic Rhythms into Road Networks Encapsulating Urban Traffic Rhythms into Road Networks Junjie Wang +, Dong Wei +, Kun He, Hang Gong, Pu Wang * School of Traffic and Transportation Engineering, Central South University, Changsha, Hunan,

More information

Chapter 5 HIGH ACCURACY CUBIC SPLINE APPROXIMATION FOR TWO DIMENSIONAL QUASI-LINEAR ELLIPTIC BOUNDARY VALUE PROBLEMS

Chapter 5 HIGH ACCURACY CUBIC SPLINE APPROXIMATION FOR TWO DIMENSIONAL QUASI-LINEAR ELLIPTIC BOUNDARY VALUE PROBLEMS Chapter 5 HIGH ACCURACY CUBIC SPLINE APPROXIMATION FOR TWO DIMENSIONAL QUASI-LINEAR ELLIPTIC BOUNDARY VALUE PROBLEMS 5.1 Introduction When a physical system depends on more than one variable a general

More information

Matrix Decomposition in Privacy-Preserving Data Mining JUN ZHANG DEPARTMENT OF COMPUTER SCIENCE UNIVERSITY OF KENTUCKY

Matrix Decomposition in Privacy-Preserving Data Mining JUN ZHANG DEPARTMENT OF COMPUTER SCIENCE UNIVERSITY OF KENTUCKY Matrix Decomposition in Privacy-Preserving Data Mining JUN ZHANG DEPARTMENT OF COMPUTER SCIENCE UNIVERSITY OF KENTUCKY OUTLINE Why We Need Matrix Decomposition SVD (Singular Value Decomposition) NMF (Nonnegative

More information

Modeling with Itô Stochastic Differential Equations

Modeling with Itô Stochastic Differential Equations Modeling with Itô Stochastic Differential Equations 2.4-2.6 E. Allen presentation by T. Perälä 27.0.2009 Postgraduate seminar on applied mathematics 2009 Outline Hilbert Space of Stochastic Processes (

More information

Distributed Randomized Algorithms for the PageRank Computation Hideaki Ishii, Member, IEEE, and Roberto Tempo, Fellow, IEEE

Distributed Randomized Algorithms for the PageRank Computation Hideaki Ishii, Member, IEEE, and Roberto Tempo, Fellow, IEEE IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 55, NO. 9, SEPTEMBER 2010 1987 Distributed Randomized Algorithms for the PageRank Computation Hideaki Ishii, Member, IEEE, and Roberto Tempo, Fellow, IEEE Abstract

More information

EE5900 Spring Lecture 5 IC interconnect model order reduction Zhuo Feng

EE5900 Spring Lecture 5 IC interconnect model order reduction Zhuo Feng EE59 Spring Parallel VLSI CAD Algorithms Lecture 5 IC interconnect model order reduction Zhuo Feng 5. Z. Feng MU EE59 In theory we can apply moment matching for any order of approximation But in practice

More information

AMS526: Numerical Analysis I (Numerical Linear Algebra)

AMS526: Numerical Analysis I (Numerical Linear Algebra) AMS526: Numerical Analysis I (Numerical Linear Algebra) Lecture 19: More on Arnoldi Iteration; Lanczos Iteration Xiangmin Jiao Stony Brook University Xiangmin Jiao Numerical Analysis I 1 / 17 Outline 1

More information

Graph-based codes for flash memory

Graph-based codes for flash memory 1/28 Graph-based codes for flash memory Discrete Mathematics Seminar September 3, 2013 Katie Haymaker Joint work with Professor Christine Kelley University of Nebraska-Lincoln 2/28 Outline 1 Background

More information

Survey of Synchronization Part I: Kuramoto Oscillators

Survey of Synchronization Part I: Kuramoto Oscillators Survey of Synchronization Part I: Kuramoto Oscillators Tatsuya Ibuki FL11-5-2 20 th, May, 2011 Outline of My Research in This Semester Survey of Synchronization - Kuramoto oscillator : This Seminar - Synchronization

More information

Scientific Computing with Case Studies SIAM Press, Lecture Notes for Unit VII Sparse Matrix

Scientific Computing with Case Studies SIAM Press, Lecture Notes for Unit VII Sparse Matrix Scientific Computing with Case Studies SIAM Press, 2009 http://www.cs.umd.edu/users/oleary/sccswebpage Lecture Notes for Unit VII Sparse Matrix Computations Part 1: Direct Methods Dianne P. O Leary c 2008

More information

Feedback stabilisation with positive control of dissipative compartmental systems

Feedback stabilisation with positive control of dissipative compartmental systems Feedback stabilisation with positive control of dissipative compartmental systems G. Bastin and A. Provost Centre for Systems Engineering and Applied Mechanics (CESAME Université Catholique de Louvain

More information

Detecting Wormhole Attacks in Wireless Networks Using Local Neighborhood Information

Detecting Wormhole Attacks in Wireless Networks Using Local Neighborhood Information Detecting Wormhole Attacks in Wireless Networks Using Local Neighborhood Information W. Znaidi M. Minier and JP. Babau Centre d'innovations en Télécommunication & Intégration de services wassim.znaidi@insa-lyon.fr

More information

Projection of state space realizations

Projection of state space realizations Chapter 1 Projection of state space realizations Antoine Vandendorpe and Paul Van Dooren Department of Mathematical Engineering Université catholique de Louvain B-1348 Louvain-la-Neuve Belgium 1.0.1 Description

More information

Simulation of quantum computers with probabilistic models

Simulation of quantum computers with probabilistic models Simulation of quantum computers with probabilistic models Vlad Gheorghiu Department of Physics Carnegie Mellon University Pittsburgh, PA 15213, U.S.A. April 6, 2010 Vlad Gheorghiu (CMU) Simulation of quantum

More information

Dissipativity. Outline. Motivation. Dissipative Systems. M. Sami Fadali EBME Dept., UNR

Dissipativity. Outline. Motivation. Dissipative Systems. M. Sami Fadali EBME Dept., UNR Dissipativity M. Sami Fadali EBME Dept., UNR 1 Outline Differential storage functions. QSR Dissipativity. Algebraic conditions for dissipativity. Stability of dissipative systems. Feedback Interconnections

More information

Model Reduction for Unstable Systems

Model Reduction for Unstable Systems Model Reduction for Unstable Systems Klajdi Sinani Virginia Tech klajdi@vt.edu Advisor: Serkan Gugercin October 22, 2015 (VT) SIAM October 22, 2015 1 / 26 Overview 1 Introduction 2 Interpolatory Model

More information

Minimizing Total Delay in Fixed-Time Controlled Traffic Networks

Minimizing Total Delay in Fixed-Time Controlled Traffic Networks Minimizing Total Delay in Fixed-Time Controlled Traffic Networks Ekkehard Köhler, Rolf H. Möhring, and Gregor Wünsch Technische Universität Berlin, Institut für Mathematik, MA 6-1, Straße des 17. Juni

More information

Design of structured optimal feedback gains for interconnected systems

Design of structured optimal feedback gains for interconnected systems Design of structured optimal feedback gains for interconnected systems Mihailo Jovanović www.umn.edu/ mihailo joint work with: Makan Fardad Fu Lin Technische Universiteit Delft; Sept 6, 2010 M. JOVANOVIĆ,

More information

Decentralized Stabilization of Heterogeneous Linear Multi-Agent Systems

Decentralized Stabilization of Heterogeneous Linear Multi-Agent Systems 1 Decentralized Stabilization of Heterogeneous Linear Multi-Agent Systems Mauro Franceschelli, Andrea Gasparri, Alessandro Giua, and Giovanni Ulivi Abstract In this paper the formation stabilization problem

More information

New Directions in Computer Science

New Directions in Computer Science New Directions in Computer Science John Hopcroft Cornell University Time of change The information age is a revolution that is changing all aspects of our lives. Those individuals, institutions, and nations

More information

Distributed Optimization over Networks Gossip-Based Algorithms

Distributed Optimization over Networks Gossip-Based Algorithms Distributed Optimization over Networks Gossip-Based Algorithms Angelia Nedić angelia@illinois.edu ISE Department and Coordinated Science Laboratory University of Illinois at Urbana-Champaign Outline Random

More information

Iterative Methods for Linear Systems

Iterative Methods for Linear Systems Iterative Methods for Linear Systems 1. Introduction: Direct solvers versus iterative solvers In many applications we have to solve a linear system Ax = b with A R n n and b R n given. If n is large the

More information

Bisimilar Finite Abstractions of Interconnected Systems

Bisimilar Finite Abstractions of Interconnected Systems Bisimilar Finite Abstractions of Interconnected Systems Yuichi Tazaki and Jun-ichi Imura Tokyo Institute of Technology, Ōokayama 2-12-1, Meguro, Tokyo, Japan {tazaki,imura}@cyb.mei.titech.ac.jp http://www.cyb.mei.titech.ac.jp

More information

Control and synchronization in systems coupled via a complex network

Control and synchronization in systems coupled via a complex network Control and synchronization in systems coupled via a complex network Chai Wah Wu May 29, 2009 2009 IBM Corporation Synchronization in nonlinear dynamical systems Synchronization in groups of nonlinear

More information

AN OVERVIEW OF MODEL REDUCTION TECHNIQUES APPLIED TO LARGE-SCALE STRUCTURAL DYNAMICS AND CONTROL MOTIVATING EXAMPLE INVERTED PENDULUM

AN OVERVIEW OF MODEL REDUCTION TECHNIQUES APPLIED TO LARGE-SCALE STRUCTURAL DYNAMICS AND CONTROL MOTIVATING EXAMPLE INVERTED PENDULUM Controls Lab AN OVERVIEW OF MODEL REDUCTION TECHNIQUES APPLIED TO LARGE-SCALE STRUCTURAL DYNAMICS AND CONTROL Eduardo Gildin (UT ICES and Rice Univ.) with Thanos Antoulas (Rice ECE) Danny Sorensen (Rice

More information

Control Systems Design

Control Systems Design ELEC4410 Control Systems Design Lecture 14: Controllability Julio H. Braslavsky julio@ee.newcastle.edu.au School of Electrical Engineering and Computer Science Lecture 14: Controllability p.1/23 Outline

More information

Discrete-state Abstractions of Nonlinear Systems Using Multi-resolution Quantizer

Discrete-state Abstractions of Nonlinear Systems Using Multi-resolution Quantizer Discrete-state Abstractions of Nonlinear Systems Using Multi-resolution Quantizer Yuichi Tazaki and Jun-ichi Imura Tokyo Institute of Technology, Ōokayama 2-12-1, Meguro, Tokyo, Japan {tazaki,imura}@cyb.mei.titech.ac.jp

More information

Math 405: Numerical Methods for Differential Equations 2016 W1 Topics 10: Matrix Eigenvalues and the Symmetric QR Algorithm

Math 405: Numerical Methods for Differential Equations 2016 W1 Topics 10: Matrix Eigenvalues and the Symmetric QR Algorithm Math 405: Numerical Methods for Differential Equations 2016 W1 Topics 10: Matrix Eigenvalues and the Symmetric QR Algorithm References: Trefethen & Bau textbook Eigenvalue problem: given a matrix A, find

More information

NOWADAYS, many control applications have some control

NOWADAYS, many control applications have some control 1650 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL 49, NO 10, OCTOBER 2004 Input Output Stability Properties of Networked Control Systems D Nešić, Senior Member, IEEE, A R Teel, Fellow, IEEE Abstract Results

More information

Synchronization of a General Delayed Complex Dynamical Network via Adaptive Feedback

Synchronization of a General Delayed Complex Dynamical Network via Adaptive Feedback Synchronization of a General Delayed Complex Dynamical Network via Adaptive Feedback Qunjiao Zhang and Junan Lu College of Mathematics and Statistics State Key Laboratory of Software Engineering Wuhan

More information

Facebook Friends! and Matrix Functions

Facebook Friends! and Matrix Functions Facebook Friends! and Matrix Functions! Graduate Research Day Joint with David F. Gleich, (Purdue), supported by" NSF CAREER 1149756-CCF Kyle Kloster! Purdue University! Network Analysis Use linear algebra

More information

Kronecker Product of Networked Systems and their Approximates

Kronecker Product of Networked Systems and their Approximates Kronecker Product of Networked Systems and their Approximates Robotics, Aerospace and Information Networks (RAIN) University of Washington (Robotics, Aerospace Kronecker and Information Products Networks

More information

Model reduction of interconnected systems

Model reduction of interconnected systems Model reduction of interconnected systems A Vandendorpe and P Van Dooren 1 Introduction Large scale linear systems are often composed of subsystems that interconnect to each other Instead of reducing the

More information

Manifold Coarse Graining for Online Semi-supervised Learning

Manifold Coarse Graining for Online Semi-supervised Learning for Online Semi-supervised Learning Mehrdad Farajtabar, Amirreza Shaban, Hamid R. Rabiee, Mohammad H. Rohban Digital Media Lab, Department of Computer Engineering, Sharif University of Technology, Tehran,

More information

Ateneo de Manila, Philippines

Ateneo de Manila, Philippines Ideal Flow Based on Random Walk on Directed Graph Ateneo de Manila, Philippines Background Problem: how the traffic flow in a network should ideally be distributed? Current technique: use Wardrop s Principle:

More information

Copyrighted Material. 1.1 Large-Scale Interconnected Dynamical Systems

Copyrighted Material. 1.1 Large-Scale Interconnected Dynamical Systems Chapter One Introduction 1.1 Large-Scale Interconnected Dynamical Systems Modern complex dynamical systems 1 are highly interconnected and mutually interdependent, both physically and through a multitude

More information

Boundary Value Problems and Iterative Methods for Linear Systems

Boundary Value Problems and Iterative Methods for Linear Systems Boundary Value Problems and Iterative Methods for Linear Systems 1. Equilibrium Problems 1.1. Abstract setting We want to find a displacement u V. Here V is a complete vector space with a norm v V. In

More information

Introduction to Model Order Reduction

Introduction to Model Order Reduction KTH ROYAL INSTITUTE OF TECHNOLOGY Introduction to Model Order Reduction Lecture 1: Introduction and overview Henrik Sandberg, Bart Besselink, Madhu N. Belur Overview of Today s Lecture What is model (order)

More information

QR FACTORIZATIONS USING A RESTRICTED SET OF ROTATIONS

QR FACTORIZATIONS USING A RESTRICTED SET OF ROTATIONS QR FACTORIZATIONS USING A RESTRICTED SET OF ROTATIONS DIANNE P. O LEARY AND STEPHEN S. BULLOCK Dedicated to Alan George on the occasion of his 60th birthday Abstract. Any matrix A of dimension m n (m n)

More information

This paper presents the

This paper presents the ISESCO JOURNAL of Science and Technology Volume 8 - Number 14 - November 2012 (2-8) A Novel Ensemble Neural Network based Short-term Wind Power Generation Forecasting in a Microgrid Aymen Chaouachi and

More information

We showed that adding a vector to a basis produces a linearly dependent set of vectors; more is true.

We showed that adding a vector to a basis produces a linearly dependent set of vectors; more is true. Dimension We showed that adding a vector to a basis produces a linearly dependent set of vectors; more is true. Lemma If a vector space V has a basis B containing n vectors, then any set containing more

More information

Model reduction of coupled systems

Model reduction of coupled systems Model reduction of coupled systems Tatjana Stykel Technische Universität Berlin ( joint work with Timo Reis, TU Kaiserslautern ) Model order reduction, coupled problems and optimization Lorentz Center,

More information

A Control-Theoretic Perspective on the Design of Distributed Agreement Protocols, Part

A Control-Theoretic Perspective on the Design of Distributed Agreement Protocols, Part 9. A Control-Theoretic Perspective on the Design of Distributed Agreement Protocols, Part Sandip Roy Ali Saberi Kristin Herlugson Abstract This is the second of a two-part paper describing a control-theoretic

More information

Centralized Supplementary Controller to Stabilize an Islanded AC Microgrid

Centralized Supplementary Controller to Stabilize an Islanded AC Microgrid Centralized Supplementary Controller to Stabilize an Islanded AC Microgrid ESNRajuP Research Scholar, Electrical Engineering IIT Indore Indore, India Email:pesnraju88@gmail.com Trapti Jain Assistant Professor,

More information

SOLVING SPARSE LINEAR SYSTEMS OF EQUATIONS. Chao Yang Computational Research Division Lawrence Berkeley National Laboratory Berkeley, CA, USA

SOLVING SPARSE LINEAR SYSTEMS OF EQUATIONS. Chao Yang Computational Research Division Lawrence Berkeley National Laboratory Berkeley, CA, USA 1 SOLVING SPARSE LINEAR SYSTEMS OF EQUATIONS Chao Yang Computational Research Division Lawrence Berkeley National Laboratory Berkeley, CA, USA 2 OUTLINE Sparse matrix storage format Basic factorization

More information

Lyapunov small-gain theorems for not necessarily ISS hybrid systems

Lyapunov small-gain theorems for not necessarily ISS hybrid systems Lyapunov small-gain theorems for not necessarily ISS hybrid systems Andrii Mironchenko, Guosong Yang and Daniel Liberzon Institute of Mathematics University of Würzburg Coordinated Science Laboratory University

More information

Robust solution of Poisson-like problems with aggregation-based AMG

Robust solution of Poisson-like problems with aggregation-based AMG Robust solution of Poisson-like problems with aggregation-based AMG Yvan Notay Université Libre de Bruxelles Service de Métrologie Nucléaire Paris, January 26, 215 Supported by the Belgian FNRS http://homepages.ulb.ac.be/

More information

Black Box Linear Algebra

Black Box Linear Algebra Black Box Linear Algebra An Introduction to Wiedemann s Approach William J. Turner Department of Mathematics & Computer Science Wabash College Symbolic Computation Sometimes called Computer Algebra Symbols

More information

Sieving for Shortest Vectors in Ideal Lattices:

Sieving for Shortest Vectors in Ideal Lattices: Sieving for Shortest Vectors in Ideal Lattices: a Practical Perspective Joppe W. Bos Microsoft Research LACAL@RISC Seminar on Cryptologic Algorithms CWI, Amsterdam, Netherlands Joint work with Michael

More information

Using Model Reduction techniques for simulating the heat transfer in electronic systems.

Using Model Reduction techniques for simulating the heat transfer in electronic systems. Using Model Reduction techniques for simulating the heat transfer in electronic systems. -Pramod Mathai, Dr. Benjamin Shapiro, University of Maryland, College Park Abstract: There is an increasing need

More information

Lecture 11 FIR Filters

Lecture 11 FIR Filters Lecture 11 FIR Filters Fundamentals of Digital Signal Processing Spring, 2012 Wei-Ta Chu 2012/4/12 1 The Unit Impulse Sequence Any sequence can be represented in this way. The equation is true if k ranges

More information

Graph-Theoretic Analysis of Power Systems

Graph-Theoretic Analysis of Power Systems IEEE TRANSACTION ON XXX VOL. X NO. X... XX Graph-Theoretic Analysis of Power Systems Takayuki Ishizaki Member Aranya Chakrabortty Senior Member Jun-ichi Imura Member Abstract We present an overview of

More information

AMS526: Numerical Analysis I (Numerical Linear Algebra) Lecture 23: GMRES and Other Krylov Subspace Methods; Preconditioning

AMS526: Numerical Analysis I (Numerical Linear Algebra) Lecture 23: GMRES and Other Krylov Subspace Methods; Preconditioning AMS526: Numerical Analysis I (Numerical Linear Algebra) Lecture 23: GMRES and Other Krylov Subspace Methods; Preconditioning Xiangmin Jiao SUNY Stony Brook Xiangmin Jiao Numerical Analysis I 1 / 18 Outline

More information

Power System Reliability Monitoring and Control. for Transient Stability

Power System Reliability Monitoring and Control. for Transient Stability The 14 h International Workshops on Electric Power Control Centers (EPCC 14) May 14-17 2017, Wiesloch, Germany Power System Reliability Monitoring and Control for Transient Stability May 15, 2017 Naoto

More information

Observations on the Stability Properties of Cooperative Systems

Observations on the Stability Properties of Cooperative Systems 1 Observations on the Stability Properties of Cooperative Systems Oliver Mason and Mark Verwoerd Abstract We extend two fundamental properties of positive linear time-invariant (LTI) systems to homogeneous

More information

Boundary Value Problems - Solving 3-D Finite-Difference problems Jacob White

Boundary Value Problems - Solving 3-D Finite-Difference problems Jacob White Introduction to Simulation - Lecture 2 Boundary Value Problems - Solving 3-D Finite-Difference problems Jacob White Thanks to Deepak Ramaswamy, Michal Rewienski, and Karen Veroy Outline Reminder about

More information

Spatial Autocorrelation (2) Spatial Weights

Spatial Autocorrelation (2) Spatial Weights Spatial Autocorrelation (2) Spatial Weights Luc Anselin Spatial Analysis Laboratory Dept. Agricultural and Consumer Economics University of Illinois, Urbana-Champaign http://sal.agecon.uiuc.edu Outline

More information

EE 381V: Large Scale Learning Spring Lecture 16 March 7

EE 381V: Large Scale Learning Spring Lecture 16 March 7 EE 381V: Large Scale Learning Spring 2013 Lecture 16 March 7 Lecturer: Caramanis & Sanghavi Scribe: Tianyang Bai 16.1 Topics Covered In this lecture, we introduced one method of matrix completion via SVD-based

More information

Consensus Protocols for Networks of Dynamic Agents

Consensus Protocols for Networks of Dynamic Agents Consensus Protocols for Networks of Dynamic Agents Reza Olfati Saber Richard M. Murray Control and Dynamical Systems California Institute of Technology Pasadena, CA 91125 e-mail: {olfati,murray}@cds.caltech.edu

More information

Pseudospectra and Nonnormal Dynamical Systems

Pseudospectra and Nonnormal Dynamical Systems Pseudospectra and Nonnormal Dynamical Systems Mark Embree and Russell Carden Computational and Applied Mathematics Rice University Houston, Texas ELGERSBURG MARCH 1 Overview of the Course These lectures

More information

OUTLINE ffl CFD: elliptic pde's! Ax = b ffl Basic iterative methods ffl Krylov subspace methods ffl Preconditioning techniques: Iterative methods ILU

OUTLINE ffl CFD: elliptic pde's! Ax = b ffl Basic iterative methods ffl Krylov subspace methods ffl Preconditioning techniques: Iterative methods ILU Preconditioning Techniques for Solving Large Sparse Linear Systems Arnold Reusken Institut für Geometrie und Praktische Mathematik RWTH-Aachen OUTLINE ffl CFD: elliptic pde's! Ax = b ffl Basic iterative

More information

4 Second-Order Systems

4 Second-Order Systems 4 Second-Order Systems Second-order autonomous systems occupy an important place in the study of nonlinear systems because solution trajectories can be represented in the plane. This allows for easy visualization

More information

Zeros and zero dynamics

Zeros and zero dynamics CHAPTER 4 Zeros and zero dynamics 41 Zero dynamics for SISO systems Consider a linear system defined by a strictly proper scalar transfer function that does not have any common zero and pole: g(s) =α p(s)

More information

March 27 Math 3260 sec. 56 Spring 2018

March 27 Math 3260 sec. 56 Spring 2018 March 27 Math 3260 sec. 56 Spring 2018 Section 4.6: Rank Definition: The row space, denoted Row A, of an m n matrix A is the subspace of R n spanned by the rows of A. We now have three vector spaces associated

More information

Preface to the Second Edition. Preface to the First Edition

Preface to the Second Edition. Preface to the First Edition n page v Preface to the Second Edition Preface to the First Edition xiii xvii 1 Background in Linear Algebra 1 1.1 Matrices................................. 1 1.2 Square Matrices and Eigenvalues....................

More information

Model reduction for linear systems by balancing

Model reduction for linear systems by balancing Model reduction for linear systems by balancing Bart Besselink Jan C. Willems Center for Systems and Control Johann Bernoulli Institute for Mathematics and Computer Science University of Groningen, Groningen,

More information

Large-scale eigenvalue problems

Large-scale eigenvalue problems ELE 538B: Mathematics of High-Dimensional Data Large-scale eigenvalue problems Yuxin Chen Princeton University, Fall 208 Outline Power method Lanczos algorithm Eigenvalue problems 4-2 Eigendecomposition

More information

Power Grid State Estimation after a Cyber-Physical Attack under the AC Power Flow Model

Power Grid State Estimation after a Cyber-Physical Attack under the AC Power Flow Model Power Grid State Estimation after a Cyber-Physical Attack under the AC Power Flow Model Saleh Soltan, Gil Zussman Department of Electrical Engineering Columbia University, New York, NY Email: {saleh,gil}@ee.columbia.edu

More information