We study nonlinear singular optimal control problems of port-Hamil-tonian (descriptor) systems. We employ general control-affine cost functionals that include as a special case the energy supplied to the system. We first derive optimality conditions for the case of ordinary differential equations with and without control bounds by applying the general theory to the specially structured port-Hamiltonian case, and show that this leads to elegant optimality conditions, in particular in the linear case. We then extend these results to classes of nonlinear port-Hamiltonian descriptor systems.
We study $H_\infty$ control design for linear time-invariant port-Hamiltonian systems. By a modification of the two central algebraic Riccati equations, we ensure that the resulting controller will be port-Hamiltonian. Using these modified equations, we proceed to show that a corresponding balanced truncation approach preserves port-Hamiltonian structure. We illustrate the theoretical findings using numerical examples and observe that the chosen representation of the port-Hamiltonian system can have an influence on the approximation qualities of the reduced order model.
The relationships between port-Hamiltonian systems modeling and the notion of monotonicity are explored. The earlier introduced notion of incrementally port-Hamiltonian systems is extended to maximal cyclically monotone relations, together with their generating functions. This gives rise to new classes of incrementally port-Hamiltonian systems, with examples stemming from physical systems modeling as well as from convex optimization. An in-depth treatment is given of the composition of maximal monotone and maximal cyclically monotone relations, where in the latter case the resulting maximal cy…
We study port-Hamiltonian systems with two external ports, and the strategies and limitations for conversion of energy from one port into the other. It turns out that, apart from the cyclo-passivity of port-Hamiltonian systems, this is related to the internal connection structure of port-Hamiltonian systems. A source of motivation for energy conversion is provided by thermodynamics, in particular the Carnot theory of conversion of thermal into mechanical energy. This is extended to general port-Hamiltonian systems which are satisfying structural conditions on their topology; thus generalizing …
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…
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…
Turnpike phenomena of nonlinear port-Hamiltonian descriptor systems under minimal energy supply are studied. Under assumptions on the smoothness of the system nonlinearities, it is shown that the optimal control problem is dissipative with respect to a manifold. Then, under controllability assumptions, it is shown that the optimal control problem exhibits a manifold turnpike property.
It is a universal phenomenon that the state and input of the continuous stirred tank reactor (CSTR) systems are both disturbed. This paper proposes a (state, input)-disturbed port-Hamiltonian framework that can be used to model and further designs a stochastic passivity based controller to asymptotically stabilize in probability the (state, input)-disturbed CSTR (sidCSTR) systems. The opposite entropy function and the availability function are selected as the Hamiltonian for the model and control purposes, respectively. Furthermore, the proposed (state, input)-disturbed port-Hamiltonian model …
We consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE with feed-through term, we derive an input-state turnpike towards a subspace for optimal control of generalized port-Hamiltonian ordinary differential equations. We study the reachability properties of the system and prove that optimal states exhibit a turnpike behavior with respect to the conservative subspace. By means of the port-Hamiltonian structure, we…
The modeling framework of port-Hamiltonian systems is systematically extended to constrained dynamical systems (descriptor systems, differential-algebraic equations). A new algebraically and geometrically defined system structure is derived. It is shown that this structure is invariant under equivalence transformations, and that it is adequate also for the modeling of high-index descriptor systems. The regularization procedure for descriptor systems to make them suitable for simulation and control is modified to deal with the port-Hamiltonian structure. The relevance of the new structure is de…
We consider the problem of minimizing the entropy, energy, or exergy production for state transitions of irreversible port-Hamiltonian systems subject to control constraints. Via a dissipativity-based analysis we show that optimal solutions exhibit the manifold turnpike phenomenon with respect to the manifold of thermodynamic equilibria. We illustrate our analytical findings via numerical results for a heat exchanger.
Motivated by recent work in this area we expand on a generalization of port-Hamiltonian systems that is obtained by replacing the Hamiltonian function representing energy storage by a general Lagrangian subspace. This leads to a new class of algebraic constraints in physical systems modeling, and to an interesting class of DAE systems. It is shown how constant Dirac structures and Lagrangian subspaces allow for similar representations, and how this leads to descriptions of the DAE systems entailing generalized Lagrange multipliers.
This paper studies the problem of frequency regulation in power grids, while maximizing the social welfare. Two price-based controllers are proposed; the first one an internal-model-based controller and the second one based on a continuous gradient method for optimization. Both controllers can be implemented in a fully distributed fashion, with freedom in choosing a controller communication network. As a result, two real-time dynamic pricing models described by port- Hamiltonian systems are obtained. By coupling with the port- Hamiltonian description of the physical network we obtain a closed-…
We give a short overview of advantages and drawbacks of the classical formulation of minimum cost network flow problems and solution techniques, to motivate a reformulation of classical static minimum cost network flow problems as optimal control problems constrained by port-Hamiltonian systems (pHS). The first-order optimality system for the port-Hamiltonian system-constrained optimal control problem is formally derived. Then we propose a gradient-based algorithm to find optimal controls. The port-Hamiltonian system formulation naturally conserves flow and supports a wide array of further mod…
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.
After recalling standard nonlinear port-Hamiltonian systems and their algebraic constraint equations, called here Dirac algebraic constraints, an extended class of port-Hamiltonian systems is introduced. This is based on replacing the Hamiltonian function by a general Lagrangian submanifold of the cotangent bundle of the state space manifold, motivated by developments in Barbero-Linan et al., and extending the linear theory as developed in Van der Schaft et al., Beattie et al.. The resulting new type of algebraic constraints equations are called Lagrange constraints. It is shown how Dirac alge…
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.
Based on Pontryagin Maximum Principle (PMP), this paper establishes a generalized PMP aiming at control system with with extra input/output terms. The paper details the adaptive target and gives a proof of the generalized theorem. Transformation and application of this specific method is showed and thereafter an example explained its feasibility.
We study linear quadratic Gaussian (LQG) control design for linear port-Hamiltonian systems. To this end, we exploit the freedom in choosing the weighting matrices and propose a specific choice which leads to an LQG controller which is port-Hamiltonian and, thus, in particular stable and passive. Furthermore, we construct a reduced-order controller via balancing and subsequent truncation. This approach is closely related to classical LQG balanced truncation and shares a similar a priori error bound with respect to the gap metric. By exploiting the non-uniqueness of the Hamiltonian, we are able…
Port-Hamiltonian (pH) systems are a very important modeling tool in almost all areas of systems and control, in particular in network based model of multi-physics multi-scale systems. They lead to remarkably robust models that can be easily interconnected. This paper discusses the derivation of pH models from time-domain input-output data. While a direct construction of pH models is still an open problem, we present three different indirect numerical methods for the realization of pH systems. The algorithms are implemented in MATLAB and their performance is illustrated via several numerical ex…
We consider nonlinear electrical circuits for which we derive a port-Hamiltonian formulation. After recalling a framework for nonlinear port-Hamiltonian systems, we model each circuit component as an individual port-Hamiltonian system. The overall circuit model is then derived by considering a port-Hamiltonian interconnection of the components. We further compare this modelling approach with standard formulations of nonlinear electrical circuits
Delay-dependent passivity and stability of linear port-Hamiltonian systems
ENSAM, Hassan II University of Casabalanca（卡萨布兰卡哈桑二世大学ENSAM）；University of Wuppertal（伍珀塔尔大学）；Fraunhofer IEG, Fraunhofer Research Institution for Energy Infrastructures and Geotechnologies IEG（弗劳恩霍夫能源基础设施和岩土技术研究所IEG）
We discuss the problem of robust representations of stable and passive transfer functions in particular coordinate systems, and focus in particular on the so-called port-Hamiltonian representations. Such representations are typically far from unique and the degrees of freedom are related to the solution set of the so-called Kalman-Yakubovich-Popov linear matrix inequality (LMI). In this paper we analyze robustness measures for the different possible representations and relate it to quality functions defined in terms of the eigenvalues of the matrix associated with the LMI. In particular, we lo…
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…
The relation between passive and positive real systems has been extensively studied in the literature. In this paper, we study their connection to the more recently used notion of port-Hamiltonian descriptor systems. It is well-known that port-Hamiltonian systems are passive and that passive systems are positive real. Hence it is studied under which assumptions the converse implications hold. Furthermore, the relationship between passivity, KYP inequalities and a~finite available storage is investigated.
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.
The present work is a successor of [Ilchmann, Kirchhoff 2022] on generic controllability and of [Ilchmann, Kirchhoff 2023] on relative generic controllability of linear differential-algebraic equations. We extend the result from general, unstructured differential-algebraic equations to differential-algebraic equations of port-Hamiltonian type. We derive new results on relative genericity. These findings are the basis for characterizing relative generic controllability of port-Hamiltonian systems in terms of dimensions. A similar result is proved for relative generic stabilizability.
We establish an exponential stabilization result for linear port-Hamiltonian systems of first order with quite general, not necessarily continuous, energy densities. In fact, we have only to require the energy density of the system to be of bounded variation. In particular, and in contrast to the previously known stabilization results, our result applies to vibrating strings or beams with jumps in their mass density and modulus of elasticity.
We study port-Hamiltonian systems on a familiy of intervals and characterise all boundary conditions leading to $m$-accretive realisations of the port-Hamiltonian operator and thus to generators of contractive semigroups. The proofs are based on a structural observation that the port-Hamiltonian operator can be transformed to the derivative on a familiy of reference intervals by suitable congruence relations allowing for studying the simpler case of a transport equation. Moreover, we provide well-posedness results for associated control problems without assuming any additional regularity of th…
We investigate an energy-based formulation of the two-field poroelasticity model and the related multiple-network model as they appear in geosciences or medical applications. We propose a port-Hamiltonian formulation of the system equations, which is beneficial for preserving important system properties after discretization or model-order reduction. For this, we include the commonly omitted second-order term and consider the corresponding first-order formulation. The port-Hamiltonian formulation of the quasi-static case is then obtained by (formally) setting the second-order term zero. Further…
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 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…
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.
The present work address the problem of energy shaping for stochastic port-Hamiltonian system. Energy shaping is a powerful technique that allows to systematically find feedback law to shape the Hamiltonian of a controlled system so that, under a general passivity condition, it converges or tracks a desired configuration. Energy shaping has been recently generalized to consider stochastic port-Hamiltonian system. Nonetheless the resulting theory presents several limitation in the application so that relevant examples, such as the additive noise case, are immediately ruled out from the possible…
When computing the eigenstructure of matrix pencils associated with the passivity analysis of perturbed port-Hamiltonian descriptor system using a structured generalized eigenvalue method, one should make sure that the computed spectrum satisfies the symmetries that corresponds to this structure and the underlying physical system. We perform a backward error analysis and show that for matrix pencils associated with port-Hamiltonian descriptor systems and a given computed eigenstructure with the correct symmetry structure there always exists a nearby port-Hamiltonian descriptor system with exac…
Boundary feedback stabilisation of linear port-Hamiltonian systems on an interval is considered. Generation and stability results already known for linear feedback are extended to nonlinear dissipative feedback, both to static feedback control and dynamic control via an (exponentially stabilising) nonlinear controller. A design method for nonlinear controllers of linear port-Hamiltonian systems is introduced. As a special case the Euler-Bernoulli beam is considered.
Electric circuits are usually described by charge- and flux-oriented modified nodal analysis. In this paper, we derive models as port-Hamiltonian systems on several levels: overall systems, multiply coupled systems and systems within dynamic iteration procedures. To this end, we introduce new classes of port-Hamiltonian differential-algebraic equations. Thereby, we additionally allow for nonlinear dissipation on a subspace of the state space. Both, each subsystem and the overall system, possess a port-Hamiltonian structure. A structural analysis is performed for the new setups. Dynamic iterati…
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 offers a geometric framework for modeling port-Hamiltonian systems on discrete manifolds. The simplicial Dirac structure, capturing the topological laws of the system, is defined in terms of primal and dual cochains related by the coboundary operators. This finite-dimensional Dirac structure, as discrete analogue of the canonical Stokes-Dirac structure, allows for the formulation of finite-dimensional port-Hamiltonian systems that emulate the behaviour of the open distributed-parameter systems with Hamiltonian dynamics.
