The Behavioral Approach to Systems Theory

Similar documents
European Embedded Control Institute. Graduate School on Control Spring The Behavioral Approach to Modeling and Control.

The Behavioral Approach to Systems Theory

LINEAR TIME-INVARIANT DIFFERENTIAL SYSTEMS

Suppose that we have a real phenomenon. The phenomenon produces events (synonym: outcomes ).

A behavioral approach to list decoding

SYSTEM INTERCONNECTION

Zeros and zero dynamics

Kernel Representation Approach to Persistence of Behavior

Lecture Notes of EE 714

Stability, Pole Placement, Observers and Stabilization

Robust Control 2 Controllability, Observability & Transfer Functions

Lecture 3. Jan C. Willems. University of Leuven, Belgium. Minicourse ECC 2003 Cambridge, UK, September 2, 2003

A BEHAVIORAL APPROACH TO THE LQ OPTIMAL CONTROL PROBLEM

Approximate time-controllability versus time-controllability

Eigenvalues, Eigenvectors. Eigenvalues and eigenvector will be fundamentally related to the nature of the solutions of state space systems.

Dynamical system. The set of functions (signals) w : T W from T to W is denoted by W T. W variable space. T R time axis. W T trajectory space

ECEN 420 LINEAR CONTROL SYSTEMS. Lecture 6 Mathematical Representation of Physical Systems II 1/67

Lecture 2. LINEAR DIFFERENTIAL SYSTEMS p.1/22

Linear Hamiltonian systems

We are IntechOpen, the world s leading publisher of Open Access books Built by scientists, for scientists. International authors and editors

POLYNOMIAL EMBEDDING ALGORITHMS FOR CONTROLLERS IN A BEHAVIORAL FRAMEWORK

Control, Stabilization and Numerics for Partial Differential Equations

On at systems behaviors and observable image representations

Control Systems Design

Module 03 Linear Systems Theory: Necessary Background

Understand the existence and uniqueness theorems and what they tell you about solutions to initial value problems.

AC&ST AUTOMATIC CONTROL AND SYSTEM THEORY SYSTEMS AND MODELS. Claudio Melchiorri

20D - Homework Assignment 5

Math 121 Homework 5: Notes on Selected Problems

ELEC system identification workshop. Behavioral approach

The Behavioral Approach to Modeling and Control of Dynamical Systems

Linear Algebra Review

MATH 304 Linear Algebra Lecture 10: Linear independence. Wronskian.

June 2011 PURDUE UNIVERSITY Study Guide for the Credit Exam in (MA 262) Linear Algebra and Differential Equations

Control for Coordination of Linear Systems

THE EIGENVALUE PROBLEM

Knowledge Discovery and Data Mining 1 (VO) ( )

ELEC 3035, Lecture 3: Autonomous systems Ivan Markovsky

JORDAN NORMAL FORM. Contents Introduction 1 Jordan Normal Form 1 Conclusion 5 References 5

THE BEHAVIORAL APPROACH

18.312: Algebraic Combinatorics Lionel Levine. Lecture 22. Smith normal form of an integer matrix (linear algebra over Z).

GRE Subject test preparation Spring 2016 Topic: Abstract Algebra, Linear Algebra, Number Theory.

A q x k+q + A q 1 x k+q A 0 x k = 0 (1.1) where k = 0, 1, 2,..., N q, or equivalently. A(σ)x k = 0, k = 0, 1, 2,..., N q (1.

Multivariable Control. Lecture 05. Multivariable Poles and Zeros. John T. Wen. September 14, 2006

Generalized eigenspaces

Online Exercises for Linear Algebra XM511

REPRESENTATION THEORY WEEK 7

Solution via Laplace transform and matrix exponential

Module 09 From s-domain to time-domain From ODEs, TFs to State-Space Modern Control

1. What is the determinant of the following matrix? a 1 a 2 4a 3 2a 2 b 1 b 2 4b 3 2b c 1. = 4, then det

ẋ n = f n (x 1,...,x n,u 1,...,u m ) (5) y 1 = g 1 (x 1,...,x n,u 1,...,u m ) (6) y p = g p (x 1,...,x n,u 1,...,u m ) (7)

EE Control Systems LECTURE 9

Matrix Solutions to Linear Systems of ODEs

10 Transfer Matrix Models

The Cayley-Hamilton Theorem and the Jordan Decomposition

Math 24 Winter 2010 Sample Solutions to the Midterm

BUMPLESS SWITCHING CONTROLLERS. William A. Wolovich and Alan B. Arehart 1. December 27, Abstract

THE STABLE EMBEDDING PROBLEM

Contents. 1 State-Space Linear Systems 5. 2 Linearization Causality, Time Invariance, and Linearity 31

The Kalman-Yakubovich-Popov Lemma for Differential-Algebraic Equations with Applications

Control Systems. Laplace domain analysis

Generalized eigenvector - Wikipedia, the free encyclopedia

Modeling and Analysis of Dynamic Systems

From integration by parts to state and boundary variables of linear differential and partial differential systems

Stabilization, Pole Placement, and Regular Implementability

Differential equations

Signals and Systems Chapter 2

Definition 2.3. We define addition and multiplication of matrices as follows.

DISTANCE BETWEEN BEHAVIORS AND RATIONAL REPRESENTATIONS

Multivariate Gaussian Analysis

Feedback Linearization Lectures delivered at IIT-Kanpur, TEQIP program, September 2016.

u n 2 4 u n 36 u n 1, n 1.

MAT 242 CHAPTER 4: SUBSPACES OF R n

Linear and Nonlinear Oscillators (Lecture 2)

Discrete and continuous dynamic systems

School of Engineering Faculty of Built Environment, Engineering, Technology & Design

LINEAR ALGEBRA REVIEW

LQR and H 2 control problems

Math 110 Professor Ken Ribet

CONTROL DESIGN FOR SET POINT TRACKING

MTH 309 Supplemental Lecture Notes Based on Robert Messer, Linear Algebra Gateway to Mathematics

Linear Algebra. Min Yan

MATH 583A REVIEW SESSION #1

4 Vector Spaces. 4.1 Basic Definition and Examples. Lecture 10

Nonlinear Eigenvalue Problems: An Introduction

MEM 355 Performance Enhancement of Dynamical Systems MIMO Introduction

M403(2012) Solutions Problem Set 1 (c) 2012, Philip D. Loewen. = ( 1 λ) 2 k, k 1 λ

Lecture A1 : Systems and system models

The integrating factor method (Sect. 1.1)

Vector Space Concepts

CME 345: MODEL REDUCTION

Row Space, Column Space, and Nullspace

Homework 5 M 373K Mark Lindberg and Travis Schedler

Control Systems. Frequency domain analysis. L. Lanari

21 Linear State-Space Representations

An Overview on Behavioural Theory to Systems and Control

10. Linear Systems of ODEs, Matrix multiplication, superposition principle (parts of sections )

and let s calculate the image of some vectors under the transformation T.

Linear Algebra Exercises

APPPHYS 217 Tuesday 6 April 2010

Transcription:

The Behavioral Approach to Systems Theory... and DAEs Patrick Kürschner July 21, 2010 1/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Outline 1 Introduction 2 Mathematical Models 3 Linear Time Invariant Differential Systems 4 Properties of LTIDSs 5 Outlook 2/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Introduction LTI Control Systems Linear Time Invariant System E ẋ(t) = A x(t) + B u(t) y(t) = C x(t) + D u(t) Coefficient matrices: system matrices A, E R n n, input matrix B R n m, output matrix C R p n, direct transmission term D R p m. Involved functions: state / descriptor vector x(t) R n with initial condition x(t 0 ) = x 0, input / control u(t) R m, output y(t) R p. 3/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Introduction LTI Control Systems Linear Time Invariant System E ẋ(t) = A x(t) + B u(t) y(t) = C x(t) + D u(t) Coefficient matrices: system matrices A, E R n n, input matrix B R n m, output matrix C R p n, direct transmission term D R p m. Involved functions: state / descriptor vector x(t) R n with initial condition x(t 0 ) = x 0, input / control u(t) R m, output y(t) R p. Is this an adequate start from a modeling point of view? 3/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Introduction LTI Control Systems Linear Time Invariant System E ẋ(t) = A x(t) + B u(t) y(t) = C x(t) + D u(t) Coefficient matrices: system matrices A, E R n n, input matrix B R n m, output matrix C R p n, direct transmission term D R p m. Involved functions: state / descriptor vector x(t) R n with initial condition x(t 0 ) = x 0, input / control u(t) R m, output y(t) R p. Or: Can we find another representation which does not require an immediate distinction between input / state / output? 3/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Introduction LTI Control Systems Linear Time Invariant System E ẋ(t) = A x(t) + B u(t) Define y(t) = C x(t) + D u(t) ω := x u R n+m+p y and rewrite. 3/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Introduction LTI Control Systems Linear Time Invariant System E ẋ(t) = A x(t) + B u(t) Define y(t) = C x(t) + D u(t) ω := x u R n+m+p y and rewrite. [ A d E B 0 ] ω = 0 C D I p }{{} =:R( d ) with R(ξ) R[ξ] n+p n+m+p. 3/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Introduction LTI Control Systems Linear Time Invariant System E ẋ(t) = A x(t) + B u(t) Define y(t) = C x(t) + D u(t) Kernel Representation [ A d E B 0 ] ω = 0 C D I p }{{} =:R( d ) with R(ξ) R[ξ] n+p n+m+p. ω := and rewrite. x u R n+m+p y In a behavioral setting, every control system is a DAE!! Even if E = I n. 3/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Introduction Miscellaneous People Jan C. Willems, (Katholieke Universiteit Leuven, B) Jan Willem Polderman, (University of Twente, NL) Paolo Rapisarda, (University Southampton, UK)... THE Book Useful link A very nice introductory lecture was held by Jan C. Willems and Paolo Rapisarda at the Elgersburg School 2010. The slides are available at http://www.tu-ilmenau.de/fakmn/home.9078.0.html 4/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Introduction Notation R[ξ] g q - g q matrices whose entries are real univariate polynomials, e.g., [ ] ξ R(ξ) = 2 ξ ξ + 1 3 ξ 4 + ξ 2 ξ 1 ξ 3. For reasons of convenience, the complex analog C[ξ] g q of the above is often used instead. deg(p) N - the degree of scalar polynomials p R[ξ] (or C[ξ]). R[ξ 1,..., ξ n ] g q - g q matrices whose entries are real polynomials in n variables, e.g., [ ] ξ1 ξ R(ξ) = 2 ξ3 2 ξ 1 + 1 3 ξ 1 ξ 2 ξ 3 ξ 4 + ξ4 2 ξ 3 1 ξ 2 ξ3 2. W T - maps from T to W. Often: T R and W R w, w N. 5/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models 1 Introduction 2 Mathematical Models 3 Linear Time Invariant Differential Systems 4 Properties of LTIDSs 5 Outlook 6/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models A Behavorial Approach Goal: We want to find a mathematical model that describes a real-world phenomenon which produces events. 7/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models A Behavorial Approach Goal: We want to find a mathematical model that describes a real-world phenomenon which produces events. Phenomenon Event 7/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models A Behavorial Approach Goal: We want to find a mathematical model that describes a real-world phenomenon which produces events. Phenomenon A deterministic model should prescribe which events of the phenomenon can and which events cannot occur. Event 7/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models A Behavorial Approach Goal: We want to find a mathematical model that describes a real-world phenomenon which produces events. Phenomenon A deterministic model should prescribe which events of the phenomenon can and which events cannot occur. Event We think of a mathematical model as a subset of all possible unmodeled events. 7/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models A Behavorial Approach Universum The set of events that are - in principle - possible is called the universum and is denoted by U. 8/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models A Behavorial Approach Universum The set of events that are - in principle - possible is called the universum and is denoted by U. Behavior The subset B U containing all allowed events is referred to as the behavior. 8/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models A Behavorial Approach Universum The set of events that are - in principle - possible is called the universum and is denoted by U. Behavior The subset B U containing all allowed events is referred to as the behavior. Mathematical Model A mathematical model is a pair (U, B) with B U. 8/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples Discrete event phenomena If U is a finite set, we speak about discrete event systems (DESs). Example: U = {all finite strings consisting of characters in {a,..., z, A,..., Z}}, B = all legal words (e.g., words recognized by a spell checker). homogeneity B, but hohmochenejedi / B 9/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples Discrete event phenomena If U is a finite set, we speak about discrete event systems (DESs). Example: U = {all finite strings consisting of characters in {a,..., z, A,..., Z}}, B = all legal words (e.g., words recognized by a spell checker). homogeneity B, but hohmochenejedi / B Continuous phenomena If U is a subset of a finite vector space, e.g., C w, R w with w N, we speak about continuous models. Example: The Gas Law describes the relation between the events temperature T, volume V, pressure P and quantity N. U = [0, ) 4, B = {(T, V, P, N) U PV = NT }. 9/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples Dynamical phenomena If U is a set of functions of time, we speak about dynamical systems. More precisely, a dynamical system is a triple (T, W, B) with T R the time set, W the signal space, and B W T the behavior. In other words: B contains all trajectories ω : T W which are allowed by the model. Usually T (R, R + ) (continuous time systems) or T (Z, N) (discrete time systems). 10/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples Dynamical phenomena If U is a set of functions of time, we speak about dynamical systems. More precisely, a dynamical system is a triple (T, W, B) with T R the time set, W the signal space, and B W T the behavior. In other words: B contains all trajectories ω : T W which are allowed by the model. Usually T (R, R + ) (continuous time systems) or T (Z, N) (discrete time systems). Main topic of this talk: Behavioral approach for dynamical systems described by ODEs with T R, W R w, that is, w B are univariable functions taking their values in a finite dimensional real vector space. 10/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples for Dynamical Systems Capacitors and inductors Denote by I, V the events current and voltage as scalar functions of time and let C, L be capacitance and inductance of a capacitor and a inductor, respectively. Universum: T = R, W = R R, U = (R R) R. Behavior for Capacitor: B = { ω = (I, V ) U C d V = I }. Behavior for Inductor: B = { ω = (I, V ) U L d I = V }. 11/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples for Dynamical Systems Capacitors and inductors Denote by I, V the events current and voltage as scalar functions of time and let C, L be capacitance and inductance of a capacitor and a inductor, respectively. Universum: T = R, W = R R, U = (R R) R. Behavior for Capacitor: B = { ω = (I, V ) U C d V = I }. Behavior for Inductor: B = { ω = (I, V ) U L d I = V }. Newton s second law Consider a point mass m with position q (R 3 ) R and let F (R 3 ) R be a force acting on m. Universum: 11/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples for Dynamical Systems Capacitors and inductors Denote by I, V the events current and voltage as scalar functions of time and let C, L be capacitance and inductance of a capacitor and a inductor, respectively. Universum: T = R, W = R R, U = (R R) R. Behavior for Capacitor: B = { ω = (I, V ) U C d V = I }. Behavior for Inductor: B = { ω = (I, V ) U L d I = V }. Newton s second law Consider a point mass m with position q (R 3 ) R and let F (R 3 ) R be a force acting on m. Universum: T = R, W = R 3 R 3, U = (R 3 R 3 ) R, 11/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples for Dynamical Systems Capacitors and inductors Denote by I, V the events current and voltage as scalar functions of time and let C, L be capacitance and inductance of a capacitor and a inductor, respectively. Universum: T = R, W = R R, U = (R R) R. Behavior for Capacitor: B = { ω = (I, V ) U C d V = I }. Behavior for Inductor: B = { ω = (I, V ) U L d I = V }. Newton s second law Consider a point mass m with position q (R 3 ) R and let F (R 3 ) R be a force acting on m. Universum: T = R, W = R 3 R 3, U = (R 3 R 3 ) R, B = { ω = (q, F ) U m d2 2 q = F }. 11/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples Distributed phenomena If U is a set of functions of space and time, we speak about distributed parameter systems. Example: 3-dimensional heat-diffusion. Denote temperature and heat flow as multivariate functions T, Q of space x R 3 and time t R. Universum: U = (R + R) R4, T = R 4, W = R + R, Behavior: B = { ω = (T, Q) U t T = T + Q}. 12/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Examples Distributed phenomena If U is a set of functions of space and time, we speak about distributed parameter systems. Example: 3-dimensional heat-diffusion. Denote temperature and heat flow as multivariate functions T, Q of space x R 3 and time t R. Universum: U = (R + R) R4, T = R 4, W = R + R, Behavior: B = { ω = (T, Q) U t T = T + Q}. Exercise for you Write down the time set T, signal space W, universum U and the behavior B of the distributed parameter system governed by the Maxwell s equations. 12/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Representations of Behaviors Kernel representation Specify ω B as solution of equations: f : U, B = {ω U f (ω) = 0} Image representation Specify ω B as image of a map: f : U, B = {ω U ψ such that f (ψ) = ω} Latent variable representation Specify ω B via a projection: B Ext. U L B = {ω U ψ L such that (ω, ψ) B Ext. } 13/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Mathematical Models Representations of Behaviors Kernel representation Specify ω B as solution of equations: f : U, B = {ω U f (ω) = 0} Examples Gas law: U = R 4 +, B = {ω = (P, V, N, T ) U f (ω) = 0}, f (ω) = PV NT. Capacitor: U = (R 2 ) R, B = {ω U f (ω) = 0}, f (ω) = C d V I. Newton s second law: U = (R 3 R 3 ) R, B = {ω = (q, F ) U f (ω) = 0}, f (ω) = m d2 2 q F. 13/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems 1 Introduction 2 Mathematical Models 3 Linear Time Invariant Differential Systems 4 Properties of LTIDSs 5 Outlook 14/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Dynamical Systems Governed by ODEs In the sequel we consider dynamical systems (R, W R w, B), with B of the form { B = ω W R sufficiently smooth ( dω f ω,, d 2 ) } ω 2,..., dn ω n = 0, t R, f : W R w R w R. Meaning of sufficiently smooth in this talk: ω C (R, W). Other solution concepts (strong, weak, distributional) also possible and may be even more reasonable from an application oriented point of view (see THE book). 15/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Important Properties Linearity A dynamical system (T, W, B) is linear iff W is a vector space over a field F {C, R} and ω 1, ω 2 B, γ F ω 1 + γω 2 B, or, in other words, iff the superposition principle holds. 16/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Important Properties Linearity A dynamical system (T, W, B) is linear iff W is a vector space over a field F {C, R} and ω 1, ω 2 B, γ F ω 1 + γω 2 B, or, in other words, iff the superposition principle holds. Time-invariance A dynamical system (T, W, B) is time-invariant iff T {R, R +, Z, N} and ω B, t T σ t ω B, with the backward-t-shift σ t ω(t ) := ω(t + t). 16/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Important Properties Restriction in the sequel: Linear Time-Invariant Differential Systems (LTIDSs) 17/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Important Properties Restriction in the sequel: Linear Time-Invariant Differential Systems (LTIDSs) LTIDSs A dynamical system (R, R w, B) is a LTIDS iff { B = ω (R w ) R dω R 0 ω + R 1 + R d 2 ω 2 2 +... + R d n } ω n n = 0. with R j R g w. 17/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Important Properties Restriction in the sequel: Linear Time-Invariant Differential Systems (LTIDSs) LTIDSs A dynamical system (R, R w, B) is a LTIDS iff { B = ω (R w ) R dω R 0 ω + R 1 + R d 2 ω 2 2 +... + R d n } ω n n = 0. with R j R g w. This admits an extremely elegant kernel representation via polynomial matrices: { ( ) } ( ) d d B = ω (R w ) R R ω = 0 = kernel R, R(ξ) = R 0 + R 1 ξ + R 2 ξ 2 +... + R n ξ n R[ξ] g w. 17/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Examples of LTIDSs Examples Capacitor: U = (R 2 ) R, B = { ω = R(ξ) = [Cξ, 1] R[ξ] 1 2. Newton s second law: U = (R 3 R 3 ) R, B = R(ξ) = [mi 3 ξ 2, I 3 ] R[ξ] 3 6. [ ] V U I { [ ] q ω = U F ( d R ( d R ) } ω = 0, ) } ω = 0, Scalar homogeneous differential equation: { ( ) } U = R R, B = ω U d p ω = 0, p(ξ) R[ξ]. 18/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Examples of LTIDSs Distributed Parameter Systems By introducing a parameter set T R q and polynomial matrices R[ξ 1,..., ξ q ] R[ξ 1,..., ξ q ] g w, systems governed by linear constant coefficient PDEs can be represented by similar means. 19/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Examples of LTIDSs Distributed Parameter Systems By introducing a parameter set T R q and polynomial matrices R[ξ 1,..., ξ q ] R[ξ 1,..., ξ q ] g w, systems governed by linear constant coefficient PDEs can be represented by similar means. Example for you Give a kernel representation for the system governed by the Maxwell equations. 19/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Polynomial Matrices Rings and units Recall that R[ξ] and R[ξ] g w are rings, but only the first one is a commutative ring. An element r of a (commutative) ring R is called unit if it has a multiplicative inverse r R such that r r = rr = 1 (r =: r 1 ). 20/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Polynomial Matrices Rings and units Recall that R[ξ] and R[ξ] g w are rings, but only the first one is a commutative ring. An element r of a (commutative) ring R is called unit if it has a multiplicative inverse r R such that r r = rr = 1 (r =: r 1 ). Scalar polynomials Among the scalar polynomial p R[ξ] only the non-zero ones of degree zero are units, i.e. they have a multiplicative inverse p 1. 20/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Polynomial Matrices Rings and units Recall that R[ξ] and R[ξ] g w are rings, but only the first one is a commutative ring. An element r of a (commutative) ring R is called unit if it has a multiplicative inverse r R such that r r = rr = 1 (r =: r 1 ). Scalar polynomials Among the scalar polynomial p R[ξ] only the non-zero ones of degree zero are units, i.e. they have a multiplicative inverse p 1. Polynomials matrices A square polynomial matrix U(ξ) R[ξ] w w has a multiplicative inverse U 1 (ξ) := V (ξ) R[ξ] w w such that V (ξ)u(ξ) = I w iff det U(ξ) is a non-zero polynomial of degree zero. Polynomial matrices with this property are called unimodular. 20/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Polynomial Matrices Some Examples R(ξ) = [ ] ξ 2 1 1 ξ 2 R[ξ] 2 2 ξ R 1 (ξ) =, 20/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Polynomial Matrices Some Examples R(ξ) = R 1 (ξ) = [ ] ξ 2 1 1 ξ 2 ξ 1 ξ 3 + ξ 2 1 R[ξ] 2 2 [ ] ξ 1 ξ 2 1 ξ 2 / R[ξ] 2 2, 20/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Polynomial Matrices Some Examples R(ξ) = R 1 (ξ) = U(ξ) = [ ] ξ 2 1 1 ξ 2 ξ 1 ξ 3 + ξ 2 1 R[ξ] 2 2 [ ] ξ 1 ξ 2 1 ξ 2 / R[ξ] 2 2, [ ] ξ 2 + 2ξ 1 2 + ξ 2 + ξ 3 1 ξ 2 R[ξ] 2 2 U 1 (ξ) =. 20/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Polynomial Matrices Some Examples R(ξ) = R 1 (ξ) = [ ] ξ 2 1 1 ξ 2 ξ 1 ξ 3 + ξ 2 1 R[ξ] 2 2 [ ] ξ 1 ξ 2 1 ξ 2 / R[ξ] 2 2, [ ] ξ U(ξ) = 2 + 2ξ 1 2 + ξ 2 + ξ 3 1 ξ 2 R[ξ] 2 2 U 1 (ξ) = 1 [ ] 1 ξ 2 2 ξ 3 2 ξ 3 1 ξ 2 R[ξ] 2 2. Hence, U(ξ) is unimodular, but R(ξ) is not! 20/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Polynomial Matrices The Smith Form For every M(ξ) R[ξ] g w there exist unimodular matrices U(ξ) R[ξ] g g and V (ξ) R[ξ] w w, such that [ ] diag (d1,..., d UMV = r ) O r w r O r g r O g r w r with d 1,..., d r R[ξ] and r = rank (M). Furthermore, d j+1 (ξ) = q j (ξ)d j (ξ), q j R[ξ], j = 1,..., r 1. 21/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Polynomial Matrices The Smith Form For every M(ξ) R[ξ] g w there exist unimodular matrices U(ξ) R[ξ] g g and V (ξ) R[ξ] w w, such that [ ] diag (d1,..., d UMV = r ) O r w r O r g r O g r w r with d 1,..., d r R[ξ] and r = rank (M). Furthermore, d j+1 (ξ) = q j (ξ)d j (ξ), q j R[ξ], j = 1,..., r 1. The Smith form provides a useful tool for proofs involving polynomial matrices, expecially with respect to kernel representations of LTIDSs. It is also used for linearizations of polynomial eigenvalue problems. 21/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Differential Operators Scalar ODEs Consider the scalar, linear, homogenous ODE dω p 0 ω + p 1 + p d 2 ω 2 2 +... + p d n ω n n = 0 with p 0,..., p n C (for convenience), or in polynomial representation Which functions ω : R C solve the ODE? p( d )ω = 0, p C[ξ]. (1) 22/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Differential Operators Scalar ODEs p( d )ω = 0, p C[ξ]. (1) Let λ 1,..., λ r be the r n distinct roots of p(ξ) with multiplicities m 1,..., m r (m 1 +... + m r = deg(p)). A function y : R C is a solution of (1) iff it is of the form 22/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Differential Operators Scalar ODEs p( d )ω = 0, p C[ξ]. (1) Let λ 1,..., λ r be the r n distinct roots of p(ξ) with multiplicities m 1,..., m r (m 1 +... + m r = deg(p)). A function y : R C is a solution of (1) iff it is of the form y(t) = q 1 (t)e λ1t +... + q r (t)e λr t, where q j (t) C[ξ], deg(q j ) < m j, j = 1,..., r. 22/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Differential Operators Multivariable ODEs Consider the system of ODEs represented by ( ) d P ω = 0, P(ξ) = P 0 + P 1 ξ +... + P n ξ n C[ξ] w w. (2) Let λ 1,..., λ r be the r n distinct roots of det (P(ξ)) with multiplicities m 1,..., m r (m 1 +... + m r = deg(det P)). The solutions y : R C w of (2) are given in the form y(t) = Q 1 (t)e λ1t +... + Q r (t)e λr t, where the polynomial vectors Q j C[ξ] w with deg(q j ) < m j vary over an m j -dimensional subspace V j C[ξ] w for j = 1,..., r. 23/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Structure of the Kernel Representations of LTIDSs Equivalent representations Consider the behavior B = kernel { ( )} d R, R R[ξ] g w. The polynomial matrix R determines the behavior B. Does the converse hold, too? No! Stated differently, when do R 1 ( d define the same system? ) ω = 0 and R 2 ( d ) ω = 0 24/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Structure of the Kernel Representations of LTIDSs Equivalent representations Consider the systems of ODEs ω 1 + d2 d ω 2 1 = 0 ω 2 + d2 ω 2 2 = 0 and ω 1 + ω 2 1 = 0 d 2 ω 2 1 + d4 ω 4 1 ω 2 + d2 ω 2 2 = 0 which define the same system. 2 24/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Structure of the Kernel Representations of LTIDSs Equivalent representations Consider the systems of ODEs ω 1 + d2 d ω 2 1 = 0 ω 2 + d2 ω 2 2 = 0 and ω 1 + ω 2 1 = 0 d 2 ω 2 1 + d4 ω 4 1 ω 2 + d2 ω 2 2 = 0 which define the same system. ω 1 + d2 ω 2 1 = 0 implies d2 ω 2 1 + d4 ω 4 1 = 0 which can then be added to the second row of the first system. 2 24/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Structure of the Kernel Representations of LTIDSs Equivalent representations Consider the systems of ODEs ω 1 + d2 d ω 2 1 = 0 ω 2 + d2 ω 2 2 = 0 and ω 1 + ω 2 1 = 0 d 2 ω 2 1 + d4 ω 4 1 ω 2 + d2 ω 2 2 = 0 which define the same system. In polynomial form R 1 ( d ) ω = 0, R2 ( d ) ω = 0 with R 1 (ξ) = [ 1 + ξ 2 0 ] 0 1 + ξ 2 and R 2 (ξ) = 2 [ 1 + ξ 2 0 ] ξ 2 + ξ 4 1 + ξ 2 we can transform R 1 (ξ) into R 2 (ξ) using U(ξ) R[ξ] 2 2 unimodular [ ] [ ] [ ] 1 0 1 + ξ 2 0 1 + ξ 2 0 ξ 2 1 0 1 + ξ 2 = ξ 2 + ξ 4 1 + ξ 2. }{{}}{{}}{{} =:U(ξ) =R 1(ξ) =R 2(ξ) 24/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Structure of the Kernel Representations of LTIDSs Equivalent representations Consider the behavior B = kernel { ( )} d R, R R[ξ] g w. The polynomial matrix R determines the behavior B. Does the converse hold, too? No! Stated differently, when do R 1 ( d ) ω = 0 and R 2 ( d ) ω = 0 define the same system? Answer: If there exists an unimodular U(ξ) R[ξ] g g such that UR 1 = R 2. 24/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Structure of the Kernel Representations of LTIDSs Minimum kernel representation Let R ( d ) ω = 0 be a kernel representation of the behavior B. If it has, among all other kernel representations, the smallest number of rows, it is called minimal kernel representation. 25/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Structure of the Kernel Representations of LTIDSs Minimum kernel representation Let R ( d ) ω = 0 be a kernel representation of the behavior B. If it has, among all other kernel representations, the smallest number of rows, it is called minimal kernel representation. Minimal kernel theorem Let B be the behavior of a LTIDSs. Then the following statements are equivalent: 1 R ( d ) ω = 0 is a minimal kernel representation of B. 2 R has linearly independent rows. 3 R has full row rank. Note that all minimal kernel representations of B are generated from one single polynomial matrix R(ξ) via transformations R UR with U unimodular. 25/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Input/Output Systems and Free Variables Free variables Consider a behavior B with signal space R w which we partition as R w = R m R p with w = m + p. The trajectories ω C (R, R w ) are also partitioned as ω = (ω 1, ω 2 ) with ω 1 C (R, R m ), ω 2 C (R, R p ). This partition is an input/output partition if 1 ω 1 is free: ω 1 C (R, R m ), ω 2 C (R, R p ) s.t. (ω 1, ω 2 ) B. 2 ω 1 is also maximally free, that is, for a given ω 1 no component of ω 2 is free. Naturally, ω 1 is called input variable and ω 2 output variable. 26/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Input/Output Systems and Free Variables Systems in i/o form For a given kernel representation with R(ξ) R[ξ] p w this leads to a similar partition of R: R(ξ) = [ Q(ξ), [ ] P(ξ)], [ P(ξ) R[ξ] p p, Q(ξ) R[ξ] p m. Consequently, ω1 u with ω = =: we find ω 2 y] ( ) ( ) ( ) d d d R ω = 0 P y = Q u. This is referred to as system in input/output form if 1 det P(ξ) 0, 2 the entries of the transfer matrix G(ξ) := P 1 (ξ)q(ξ) are proper rational functions: deg(numerator(g ij )) deg(denominator(g ij )), i, j. 26/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Input/Output Systems and Free Variables I/o partition theorem 1 Let R ( d ) ω = 0, ω (R w ) R be a minimal kernel representation of B. Then there exist a partition of the index set {1,..., w} into such that the partition of ω as {k 1,..., k m(b) } and {ˆk 1,..., ˆk p(b) } u = ( ω k1,..., ω km(b) ) and y = {ωˆk1,..., ωˆkp(b) } is an input/output partition of B. Note that, although this partition is not unique, the numbers m(b) and p(b) are! 26/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Linear Time Invariant Differential Systems Input/Output Systems and Free Variables I/o partition theorem 2 Let R ( d ) ω = 0, ω (R w ) R be a minimal kernel representation of B. Then there exist a partition of the index set {1,..., w} into such that the partition of ω as {k 1,..., k m(b) } and {ˆk 1,..., ˆk p(b) } u = ( ω k1,..., ω km(b) ) and y = {ωˆk1,..., ωˆkp(b) } is an input/output partition of B with proper transfer matrix. 26/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Properties of LTIDSs 1 Introduction 2 Mathematical Models 3 Linear Time Invariant Differential Systems 4 Properties of LTIDSs 5 Outlook 27/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Properties of LTIDSs Stability Recall that a dynamical system is stable iff all its trajectories go to zero. Stability of LTIDSs behaviors Let B be a behavior defining a LTIDSs. Then the following statements are equivalent: 1 B is stable. 2 Every complexified trajectory t ae λt B, a C w has Re (λ) < 0. 3 B admits a kernel representation R ( d ) ω = 0 with rank (R) = w and it holds rank (R(λ)) < w, λ C Re (λ) < 0. 4 B has a minimal kernel representation R ( d ) ω = 0 with R(ξ) Hurwitz. 28/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Properties of LTIDSs Controllability A time - invariant dynamical system is controllable if we can always concatenate two trajectories: ω 1, ω 2 B there exists t T, T 0, ω B s.t. { ω 1 (t) : t 0 ω(t) = ω 2 (t T ) : t T. Controllability of LTIDSs behaviors Let B be a behavior defining a LTIDSs. Then the following statements are equivalent: 1 B is controllable. 2 B admits a kernel representation R ( d ) ω = 0 with rank (R) = w λ C. 3 It exists a direct summand B of B such that B B = C (R, R w ). 29/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Properties of LTIDSs Controllability A time - invariant dynamical system is controllable if we can always concatenate two trajectories: ω 1, ω 2 B there exists t T, T 0, ω B s.t. { ω 1 (t) : t 0 ω(t) = ω 2 (t T ) : t T. Controllability of SISO LTIDSs behaviors A single-input-single-output system given in input/output form ( ) ( ) [ ] d d u p y = q u, ω = y is controllable iff the polynomials p, q R[ξ] are coprime, i.e. they have no common factors. 29/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Properties of LTIDSs Stabilizability A dynamical system is stabilizable if its trajectories can be steered towards zero. Stabilizability of LTIDSs behaviors Let B be a behavior defining a LTIDSs. Then the following statements are equivalent: 1 B is stabilizable. 2 B has a kernel representation R ( d ) ω = 0 with constant rank (R) λ C +. 30/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Outlook Stabilizability Further important topics Observability, detectability. Latent variables and states Input/state/output systems = State stability, controllability,.... System interconnection. Feedback. Observers. 31/31 Patrick Kürschner The Behavioral Approach to Systems Theory

Outlook Stabilizability Further important topics Observability, detectability. Latent variables and states Input/state/output systems = State stability, controllability,.... System interconnection. Feedback. Observers. Thank you for your attention! 31/31 Patrick Kürschner The Behavioral Approach to Systems Theory