EXTERNALLY AND INTERNALLY POSITIVE TIME- VARYING LINEAR SYSTEMS
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1 Coyrigh IFAC 5h Trieial World Cogress Barceloa Sai EXTERNALLY AND INTERNALLY POSITIVE TIME- VARYING LINEAR SYSTEMS Tadeusz Kaczorek Warsaw Uiversiy o Techology Faculy o Elecrical Egieerig Isiue o Corol ad Idusrial Elecroics -66 Warszawa Koszykowa 75 Polad e-ail: kaczorek@isewedul Absrac The oios o eerally osiive ad ierally osiive ie-varyig liear syses are iroduced Necessary ad suicie codiios or he eeral osiiviy ad ieral osiiviy o ie-varyig liear syses are esablished Suicie codiios or he reachabiliy o ierally osiive ie-varyig liear syses are reseed INTRODUCTION Roughly seakig osiive syses are syses whose rajecories are eirely i he oegaive orha R wheever he iiial sae ad iu are oegaive Posiive syses arise i odellig o syses i egieerig ecooics social scieces biology edicie ad oher areas (Faria ad Rialdi ; d Alessadro de Sais 994; Bera Neua ad Ser 989; Bera ad Pleos 994; Kaczorek ; Ruchev Jaes 99; Ruchev Jaes 995 The sigle-iu sigle-ouu eerally osiive ad ierally osiive liear ie-ivaria syses have bee ivesigaed i (Faria ad Rialdi ; Bera Neua ad Ser 989; Bera ad Pleos 994 The oios o eerally osiive ad ierally osiive syses have bee eeded or sigular coiuous-ie ad discree-ie ad wodiesioal liear syses i (Kaczorek The reachabiliy ad corollabiliy o sadard ad sigular ierally osiive liear syses have bee aalysed i (Fai Maioe ad Turchsao 99; Klaka 998; Oha Madea ad Kodaa 984; Valcher 996 The oios o weakly osiive discree-ie ad coiuous-ie liear syses have bee iroduced i (Kaczorek ; 998 Recely he osiive wo-diesioal (D liear syses have bee eesively ivesigaed by Forasii ad Valcher (Forasii ad Valcher 997; Valcher 996; 997 ad i (Kaczorek PRELIMINARIES R be he se o q q Le real arices ad R : R The se o q real arices wih oegaive eries will be deoed by R : R Cosider he liear ie-varyig syse &( A( ( B( u( ( ( C( ( D(( u q R ad (a y (b ( & ( d where ( d R is he sae
2 vecor u( R is he iu vecor y( R is he ouu vecor ad A ( B ( C ( D ( are real arices o aroriae diesios wih coiuous-ie eries Soluio ( o he equaio saisyig he iiial codiio ( is give by (Gaacher 959 ( ( ( B( u( d ( where ( is he udaeal ari deied by g ( C( ( B( D( δ ( ad ( or δ is he Dirac iulse (6 Theore The syse ( is eerally osiive i ad oly i g ( R or (7 Proo The ecessiy ollows iediaely ro deiiio ad he deiiio o iulse resose To show he suiciecy le us assue ha (7 holds The ro (5 or u ( R we have ( R or y ( I A( A( A( K where I is he ideiy ari I ( A( A( A( he (3 akes he or (Gaacher 959 A or [ ( (3 e A( (3a The udaeal ari ( diereial equaio saisies he ari ( A( ( & (4 ad he iiial codiio ( I 4 INTERNALLY POSITIVE SYSTEMS Deiiio The syse ( is called ierally osiive i or every R ad all u ( R he sae vecor ( R ad y ( R or Fro coariso o he deiiios ad i ollows ha every ierally osiive syse ( is always eerally osiive Lea The udaeal ari ( R or (8 i ad oly i he o-diagoal eries a i j i j K o he ari A ( saisy he codiio ( a or i j i j K (9 3 EXTERNALLY POSITIVE SYSTEMS Deiiio The syse ( is called eerally osiive i or all u ( R ad zero iiial codiios ( he ouu vecor ( y R or Le g( R be he ari iulse resose o he syse ( I is well-kow ha he ouu vecor y ( o he syse ( wih zero iiial codiios or a iu vecor u ( is give by he orula Proo Firs we shall show ha (9 ilies (8 Le i ( ( z i ( be he i-h cooe o he z ad vecor ( ( ( ( ( ( i zi e a ii i K ( Subsiuio o ( io he equaio (a or u ( yields (Raajczak 967 z & A z ( ( ( ( where y ( g( ( u d (5 where A( a ( [ ] R
3 a ( a Fro ( i ollows ha ( ( i [ ] ( e a ( a ( jj ii zi or i K i Usig ( or ( obai where or i j or i j ( R (3 u ad (3 or ( we z ( ( z (4 ( I A( A( A( K (5 Fro ( i ollows ha i (9 holds he A( R ad by (5 his ilies ( R ad z ( R or ay z R Hece by ( ad (3 ( R or ay R Thereore (9 ilies (8 Necessiy ollows iediaely ro (3a ad he ac ha ( R oly i ( ari or ay A d (Kaczorek 998 is a Mezler Reark I he ari A ( is ideede o ie A ( A [ a ] ad a or i j he A is he Mezler ari (Faria d Rialdi ; Kaczorek ad ( e( A( Theore The syse ( is ierally osiive i ad oly i i he o-diagoal eries o A ( saisy he codiio (9 ii B( R C R D( R or ( Proo Necessiy Le ( u or ad e j The rajecory does o leave he orha A e R oly i ( ( & j ad his ilies (9 For he sae reasos or we have & ( Bu( ad his ilies B( R sice u ( R ay be arbirary Fro (b or u ( we have ( C( R C R y R ad ( sice ay be arbirary Siilarly ro (b or we obai y ( D( u( R ad D( R or sice u ( R ay be arbirary Suiciecy I he codiio (9 is saisied he by Lea (8 holds ad ro ( we obai ( R or ay R ad u ( R sice B( R I C( R ad D( R or he ro (b we obai y ( R sice ( R ad u ( R or 5 REACHABILITY Deiiio 3 The sae ( R o he syse ( is called reachable i ie i here eis a iu vecor u ( R or [ ] which seers he sae o he syse ro o Deiiio 4 I every sae ( R o he syse ( is reachable i ie he he syse is called reachable i ie Deiiio 5 I or every sae ( R here eis > such ha he sae is reachable i ie he he syse ( is called reachable A ari A R is called ooial (or he geeralised eruaio ari i i each row ad i each colu oly oe ery is osiive ad he reaiig eries are zero Theore 3 The ierally osiive syse ( is reachable i ie i he ari ( : ( B( B ( ( R ( T deoes he rasose (6 is a ooial ari
4 The iu vecor which seers he sae vecor o ( ro o is give by u ( B ( ( R ( (7 or ] [ Proo I ( iverse ari ( R is a ooial ari he he R R ad u ( R or ] We shall show ha (7 seers he sae [ o ( ro o Subsiuig (7 io ( or ad we obai ( ( B( B ( ( R ( ( B( B ( ( R ( Thereore i (6 is a ooial ari he he osiive syse ( is reachable i ie Theore 4 The ierally osiive syse ( is reachable i ie i A ( [ a ( a ( a ( ] diag K (8 ( a i ( i K is coiuous-ie ucio ad B( R is a ooial coiuous-ie ari Proo I is well-kow (Gaacher 959 ha i A ( has he or (8 he A A A ad A ( ( ( ( or [ ( ( e A is also diagoal oegaive ari or Hece he ari ( B( R is a ooial ari ad he ari is also a ooial ari The by Theore 3 he syse ( is reachable i ie Reark I he diagoal ari (8 ad B ( are ideede o he ro heores 3 ad 4 we obai he corresodig heores 3 ad 3 i (Kaczorek Siilar resuls ca be obaied or he corollabiliy o ie-varyig liear syses 6 EXAMPLE Cosider he syse ( wih ad A( e ( B (9 By heore 4 he syse is reachable i ie Thereore here eis iu u ( which seers he sae o he syse ro o i ie Usig (3a (6 ad (7 we obai ( e A( e ( ( e ( ( R( ( B( B ( ( R 4 - ( e e ( e - ( B ( ( R ( u ( ( B( B ( ( R T ( B( [ ( B( ] 4 e e ( e e - (
5 7 CONCLUDING REMARKS The oios o eerally osiive ad ierally osiive ie-varyig liear syses have bee iroduced Necessary ad suicie codiios or he eeral ad ieral osiiviy o ie-varyig liear syses have bee esablished The coce o reachabiliy has bee eeded or ierally osiive ie-varyig liear syses ad suicie codiios or he reachabiliy o ierally osiive ievaryig liear syses have bee esablished Wih sligh odiicaios he cosideraio ca be eeded or discree-ie varyig liear syses A eesio o hese cosideraios or D liear syses wih variable coeicies is also ossible A oe roble is a eesio o hese cosideraios or sigular ie-varyig liear syses REFERENCES P d'alessadro E de Sais (994 Posiivess o dyaic syses wih o osiive coeicies arices IEEE Tras Auo Cor vol AC A Berra M Neua ad R Ser (989 Noegaive Marices i Dyaic Syses New York A Bera ad RJ Pleos (994 Noegaive Marices i Maheaical Scieces SIAM Press Philadelhia MP Fai B Maioe ad B Turchsao (99 Corollabiliy o uli-iu osiive discreeie syses I J Corol vol 5 No L Faria ad S Rialdi ( Posiive Liear Syses Theory ad Alicaios J Wiley New York E Forasii ad ME Valcher (997 Rece develoes i D osiive syses heory J o Alied Mah ad Couer Sciece 7-3 FR Gaacher (959 The heory o Marices Chelsea New York T Kaczorek ( Posiive D ad D Syses Sriger-Verlag T Kaczorek (998 Weakly osiive coiuousie liear syses Bull Pol Acad Tech Sci vol 46 No T Kaczorek (998 Posiive descrior discree-ie liear syses Probles o Noliear Aalysis i Egieerig Syses No ( J Klaka (998 Cosraied corollabiliy o osiive D syses Bull Pol Acad Tech Sci vol 46 No 93- Y Oha H Madea ad S Kodaa (984 Reachabiliy observabiliy ad realizabiliy o coiuous-ie osiive syses SIAM J Corol ad Oiisaio vol No 7-8 VG Ruchev ad DJG Jaes (995 Secral Characerisaio ad ole assige or osiive liear discree-ie syses I J Syses Sci vol 6 No 95-3 Z Raajczak (967 O soluios o he syse o hoogeous diereial liear equaios Zeszyy Naukowe Poliechiki Pozaskiej Maeayka Nr (i Polish VG Ruchev DJG Jaes (99 The role o oegaive arices i discree-ie aheaical odellig I J Mah Educ Sci Techol vol 69-8 ME Valcher (996 Corollabiliy ad reachabiliy crieria or discree-ie osiive syses I J Corol vol ME Valcher (997 O he ieral sabiliy ad asyoic behaviour o D osiive syses IEEE Tras Cir ad Sys Par I vol
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