In this paper, we consider infinite-dimensional port-Hamiltonian systems with in-domain actuation by means of an approach based on Stokes-Dirac structures as well as in a framework that exploits an underlying jet-bundle structure. In both frameworks, a dynamic controller based on the energy-Casimir method is derived in order to stabilise certain equilibrias. Moreover, we propose distributed-parameter observers deduced by exploiting damping injection for the observer error. Finally, we compare the approaches by means of an in-domain actuated vibrating string and show the equivalence of the control schemes derived in both frameworks.
This paper deals with the observer design problem for time-varying linear infinite-dimensional systems. We address both the problem of online estimation of the state of the system from the output via an asymptotic observer, and the problem of offline estimation of the initial state via a Back and Forth Nudging (BFN) algorithm. In both contexts, we show under a weak detectability assumption that a Luenberger-like observer may reconstruct the so-called observable subspace of the system. However, since no exact observability hypothesis is required, only a weak convergence of the observer holds in…
In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by delay-differential equations are also infinite-dimensional systems. The full state of these systems cannot be measured. Observer design is an important tool for estimating the state from available measurements. For linear systems, both finite- and infinite-dimensional, the Kalman filter provides an estimate with minimum-variance on the error, if certain assumptio…
In this paper, the behaviour of the observer error of an in-domain actuated vibrating string, where the observer system has been designed based on energy considerations exploiting a port-Hamiltonian system representation for infinite-dimensional systems, is analysed. Thus, the observer-error dynamics are reformulated as an abstract Cauchy problem, which enables to draw conclusions regarding the well-posedness of the observer-error system. Furthermore, we show that the observer error is asymptotically stable by applying LaSalle's invariance principle for infinite-dimensional systems.
In this paper we construct an infinite horizon minimax state observer for a linear stationary differential-algebraic equation (DAE) with uncertain but bounded input and noisy output. We do not assume regularity or existence of a (unique) solution for any initial state of the DAE. Our approach is based on a generalization of Kalman's duality principle. The latter allows us to transform minimax state estimation problem into a dual control problem for the adjoint DAE: the state estimate in the original problem becomes the control input for the dual problem and the cost function of the latter is, …
We consider the problem of minimizing the supplied energy of infinite-dimensional linear port-Hamiltonian systems and prove that optimal trajectories exhibit the turnpike phenomenon towards certain subspaces induced by the dissipation of the dynamics.
Stochastic port-Hamiltonian systems on infinite-dimensional spaces governed by Itô stochastic differential equations (SDEs) are introduced and some properties of this new class of systems are studied. They are an extension of stochastic port-Hamiltonian systems defined on a finite-dimensional state space. The concept of well-posedness in the sense of Weiss and Salamon is generalized to the stochastic context. Under this extended definition, stochastic port-Hamiltonian systems are shown to be well-posed. The theory is illustrated on an example of a vibrating string subject to a Hilbert space-va…
Stochastic infinite-dimensional port-Hamiltonian systems (SPHSs) with multiplicative Gaussian white noise are considered. In this article we extend the notion of Dirac structure for deterministic distributed parameter port-Hamiltonian systems to a stochastic ones by adding some additional stochastic ports. Using the Stratonovich formalism of the stochastic integral, the proposed extended interconnection of ports for SPHSs is proved to still form a Dirac structure. This constitutes our main contribution. We then deduce that the interconnection between (stochastic) Dirac structures is again a (s…
We will give general sufficient conditions under which a controller achieves robust regulation for a boundary control and observation system. Utilizing these conditions we construct a minimal order robust controller for an arbitrary order impedance passive linear port-Hamiltonian system. The theoretical results are illustrated with a numerical example where we implement a controller for a one-dimensional Euler-Bernoulli beam with boundary controls and boundary observations.
Infinite-dimensional linear port-Hamiltonian systems on a one-dimensional spatial domain with full boundary control and without internal damping are studied. This class of systems includes models of beams and waves as well as the transport equation and networks of nonhomogeneous transmission lines. The main result shows that well-posed port-Hamiltonian systems, with state space $L^2((0,1);\mathbb C^n)$ and input space $\mathbb C^n$, are exactly controllable.
In this paper, we consider nonlinear PDEs in a port-Hamiltonian setting based on an underlying jet-bundle structure. We restrict ourselves to systems with 1-dimensional spatial domain and 2nd-order Hamiltonian including certain dissipation models that can be incorporated in the port- Hamiltonian framework by means of appropriate differential operators. For this system class, energy-based control by means of Casimir functionals as well as energy balancing is analysed and demonstrated using a nonlinear Euler-Bernoulli beam.
A dynamic iteration scheme for linear infinite-dimensional port-Hamiltonian systems is proposed. The dynamic iteration is monotone in the sense that the error is decreasing, it does not require any stability condition and is in particular applicable to port-Hamiltonian formulations arising from domain decompositions.
We consider an infinite horizon portfolio problem with borrowing constraints, in which an agent receives labor income which adjusts to financial market shocks in a path dependent way. This path-dependency is the novelty of the model, and leads to an infinite dimensional stochastic optimal control problem. We solve the problem completely, and find explicitly the optimal controls in feedback form. This is possible because we are able to find an explicit solution to the associated infinite dimensional Hamilton-Jacobi-Bellman (HJB) equation, even if state constraints are present. To the best of ou…
This contribution deals with energy-based in-domain control of systems governed by partial differential equations with spatial domain up to dimension two. We exploit a port-Hamiltonian system description based on an underlying jet-bundle formalism, where we restrict ourselves to systems with 2nd-order Hamiltonian. A certain power-conserving interconnection enables the application of a dynamic control law based on structural invariants. Furthermore, we use various examples such as beams and plates with in-domain actuation to demonstrate the capability of our approach.
We consider an operator-theoretic approach to linear infinite-dimensional port-Hamiltonian systems. In particular, we use the theory of system nodes by Staffans to formulate a~suitable concept for port-Hamiltonian systems, which allows a unifying approach to systems with boundary as well as distributed control and observation. The concept presented in this article is further neither limited to parabolic nor hyperbolic systems, and it also covers partial differential equations on multi-dimensional spatial domains. Our presented theory is substantiated by means of several physical examples.
This thesis deals with the formulation and analysis of two systems of conservation laws defined on two complementary intervals and coupled by some moving interface as a single infinite-dimensional port-Hamiltonian system. This approach may be regarded as an extension of the well-established mathematical framework of boundary port-Hamiltonian systems, i.e., infinite-dimensional Hamiltonian systems interacting with its physical environment. In order to keep track of the power flow at the position of the interface, we introduce interface port variables. We provide a well-posed port-Hamiltonian mo…
Infinite-dimensional linear systems with unbounded input and output operators are considered. For the purpose of finite-dimensional observer-based state feedback, an observer approximation scheme will be developed which can be directly combined with existing late-lumping controllers and observer output injection gains. It relies on a decomposition of the feedback gain, resp. observer output injection gain, into a bounded and an unbounded part. Based on a perturbation result, the spectrum-determined growth condition is established, for the closed loop.
We study constant input delay compensation by using finite-dimensional observer-based controllers in the case of the 1D heat equation. We consider Neumann actuation with nonlocal measurement and employ modal decomposition with $N+1$ modes in the observer. We introduce a chain of $M$ sub-predictors that leads to a closed-loop ODE system coupled with infinite-dimensional tail. Given an input delay $r$, we present LMI stability conditions for finding $M$ and $N$ and the resulting exponential decay rate and prove that the LMIs are always feasible for any $r$. We also consider a classical observer-…
We present simulation friendly detectability conditions for 2D Navier-Stokes Equation (NSE) with periodic boundary conditions, and describe a generic class of ``detectable'' observation operators: it includes pointwise evaluation of NSE's solution at interpolation nodes, and spatial average measurements. For ``detectable'' observation operators we design a global infinite-dimensional observer for NSE with uncertain possibly destabilizing inputs: in our numerical experiments we illustrate $H^1$-sensitivity of NSE to small perturbations of initial conditions, yet the observer converges for known…
Stokes-Dirac structures are infinite-dimensional Dirac structures defined in terms of differential forms on a smooth manifold with boundary. These Dirac structures lay down a geometric framework for the formulation of Hamiltonian systems with a nonzero boundary energy flow. Simplicial triangulation of the underlaying manifold leads to the so-called simplicial Dirac structures, discrete analogues of Stokes-Dirac structures, and thus provides a natural framework for deriving finite-dimensional port-Hamiltonian systems that emulate their infinite-dimensional counterparts. The port-Hamiltonian sys…
We study global finite-dimensional observer-based stabilization of a semilinear 1D heat equation with globally Lipschitz semilinearity in the state variable. We consider Neumann actuation and point measurement. Using dynamic extension and modal decomposition we derive nonlinear ODEs for the modes of the state. We propose a controller that is based on a nonlinear finite-dimensional Luenberger observer. Our Lypunov $H^1$-stability analysis leads to LMIs, which are shown to be feasible for a large enough observer dimension and small enough Lipschitz constant. Next, we consider the case of a const…
This paper is concerned with a stochastic linear-quadratic (LQ) optimal control problem on infinite time horizon, with regime switching, random coefficients, and cone control constraint. To tackle the problem, two new extended stochastic Riccati equations (ESREs) on infinite time horizon are introduced. The existence of the nonnegative solutions, in both standard and singular cases, is proved through a sequence of ESREs on finite time horizon. Based on this result and some approximation techniques, we obtain the optimal state feedback control and optimal value for the stochastic LQ problem exp…
Observer design typically requires the observability of the underlying system, which may be hard to verify for nonlinear systems, while guaranteeing asymptotic convergence of errors, which may be insufficient in order to satisfy performance conditions in finite time. This paper develops a method to design Luenberger-type observers for nonlinear systems which guarantee the largest possible domain of attraction for the state estimation error regardless of the initialization of the system. The observer design procedure is posed as a two step problem. In the the first step, the error dynamics are …
We consider infinite dimensional port-Hamiltonian systems. Based on a power balance relation we introduce the port-Hamiltonian system representation where we pay attention to two different scenarios, namely the non-differential operator case and the differential operator case regarding the structural mapping, the dissipation mapping and the in/output mapping. In contrast to the well-known representation on the basis of the underlying Stokes-Dirac structure our approach is not necessarily based on using energy-variables which leads to a different port-Hamiltonian representation of the analyzed …
This paper provides a first contribution to port-Hamiltonian modeling of district heating networks. By introducing a model hierarchy of flow equations on the network, this work aims at a thermodynamically consistent port-Hamiltonian embedding of the partial differential-algebraic systems. We show that a spatially discretized network model describing the advection of the internal energy density with respect to an underlying incompressible stationary Euler-type hydrodynamics can be considered as a parameter-dependent finite-dimensional port-Hamiltonian system. Moreover, we present an infinite-di…
The zero dynamics of infinite-dimensional systems can be difficult to characterize. The zero dynamics of boundary control systems are particularly problematic. In this paper the zero dynamics of port-Hamiltonian systems are studied. A complete characterization of the zero dynamics for a port-Hamiltonian systems with invertible feedthrough as another port-Hamiltonian system on the same state space is given. It is shown that the zero dynamics for any port-Hamiltonian system with commensurate wave speeds are well-defined, and are also a port-Hamiltonian system. Examples include wave equations wit…
This paper considers the H\infty-optimal estimation problem for linear systems with multiple delays in states, output, and disturbances. First, we formulate the H\infty-optimal estimation problem in the Delay-Differential Equation (DDE) framework. Next, we construct an equivalent Partial Integral Equation (PIE) representation of the optimal estimator design framework. We then show that in the PIE framework, the H\infty-optimal estimator synthesis problem can be posed as a Linear PI Inequality (LPI). LPIs are a generalization of LMIs to the algebra of Partial Integral (PI) operators and can be …
The location of the spectrum and the Riesz basis property of well-posed homogeneous infinite-dimensional linear port-Hamiltonian systems on a 1D spatial domain are studied. It is shown that the Riesz basis property is equivalent to the fact that system operator generates a strongly continuous group. Moreover, in this situation the spectrum consists of eigenvalues only, located in a strip parallel to the imaginary axis and they can decomposed into finitely many sets having each a uniform gap.
Western University（韦仕敦大学）；Lakehead University（湖首大学）
This paper considers the problem of simultaneous estimation of the attitude, position and linear velocity for vehicles navigating in a three-dimensional space. We propose two types of hybrid nonlinear observers using continuous angular velocity and linear acceleration measurements as well as intermittent landmark position measurements. The first type relies on a fixed-gain design approach based on an infinite-dimensional optimization, while the second one relies on a variable-gain design approach based on a continuous-discrete Riccati equation. For each case, we provide two different observers…
Motivated by a paradigm shift towards a hyper-connected world, we develop a computationally tractable small-gain theorem for a network of infinitely many systems, termed as infinite networks. The proposed small-gain theorem addresses exponential input-to-state stability with respect to closed sets, which enables us to analyze diverse stability problems in a unified manner. The small-gain condition, expressed in terms of the spectral radius of a gain operator collecting all the information about the internal Lyapunov gains, can be numerically computed for a large class of systems in an efficien…
We consider networks of infinite-dimensional port-Hamiltonian systems $\mathfrak{S}_i$ on one-dimensional spatial domains. These subsystems of port-Hamiltonian type are interconnected via boundary control and observation and are allowed to be of distinct port-Hamiltonian orders $N_i \in \mathbb{N}$. Wellposedness and stability results for port-Hamiltonian systems of fixed order $N \in \mathbb{N}$ are thereby generalised to networks of such. The abstract theory is applied to some particular model examples.
This paper is concerned with a class of open quantum systems whose dynamic variables have an algebraic structure, similar to that of the Pauli matrices pertaining to finite-level systems. The system interacts with external bosonic fields, and its Hamiltonian and coupling operators depend linearly on the system variables. This results in a Hudson-Parthasarathy quantum stochastic differential equation (QSDE) whose drift and dispersion terms are affine and linear functions of the system variables. The quasilinearity of the QSDE leads to tractable dynamics of mean values and higher-order multi-poi…
The class of port-Hamiltonian systems incorporates many physical models, such as mechanical systems in the finite-dimensional case and wave and beam equations in the infinite-dimensional case. In this paper we study a subclass of linear first order port-Hamiltonian systems. These systems are exactly observable when the energy is not dissipated internally and when sufficient observations are made at the boundary. In this article we study the observability properties for these systems when internal dissipation of energy is possible. We cannot show the exact observability, but we do show that the…
