We consider reasoning and minimization in systems of polynomial ordinary differential equations (ode's). The ring of multivariate polynomials is employed as a syntax for denoting system behaviours. We endow this set with a transition system structure based on the concept of Lie-derivative, thus inducing a notion of L-bisimulation. We prove that two states (variables) are L-bisimilar if and only if they correspond to the same solution in the ode's system. We then characterize L-bisimilarity algebraically, in terms of certain ideals in the polynomial ring that are invariant under Lie-derivation. This characterization allows us to develop a complete algorithm, based on building an ascending chain of ideals, for computing the largest L-bisimulation containing all valid identities that are instances of a user-specified template. A specific largest L-bisimulation can be used to build a reduced system of ode's, equivalent to the original one, but minimal among all those obtainable by linear aggregation of the original equations. A computationally less demanding approximate reduction and linearization technique is also proposed.
In nonlinear Control Theory, there is a huge amount of literature on ( ), that aims at reducing the size of a given system, while preserving some properties of interest, such as stability and passivity. A well established approach relies on building truncated Taylor expansions of the given sysytems @cite_38 @cite_17 , repeated at various points along a trajectory of interest, to keep the approximation error globally small: a technique known as ( tpwl ) , see e.g. @cite_14 . One wonders whether our approximate linearization technique of Section might conveniently serve as a building block of this strategy.
@cite_38 @cite_14 @cite_17
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We deal with nonlinear dynamical systems, consisting of a linear nominal part perturbed by model uncertainties, nonlinearities and both additive and multiplicative random noise, modeled as a Wiener process. In particular, we study the problem of finding suitable measurement feedback control laws such that the resulting closed-loop system is stable in some probabilistic sense. To this aim, we introduce a new notion of stabilization in probability, which is the natural counterpart of the classical concept of regional stabilization for deterministic nonlinear dynamical systems and stands as an intermediate notion between local and global stabilization in probability. This notion requires that, given a target set, a trajectory, starting from some compact region of the state space containing the target, remains forever inside some larger compact set, eventually enters any given neighborhood of the target in finite time and remains thereinafter, all these events being guaranteed with some probability. We give a Lyapunov-based sufficient condition for achieving stability in probability and a separation result which splits the control design into a state feedback problem and a filtering problem. Finally, we point out constructive procedures for solving the state feedback and filtering problem with arbitrarily large region of attraction and arbitrarily small target for a wide class of nonlinear systems, which at least include feedback linearizable systems. The generality of the result is promising for applications to other classes of stochastic nonlinear systems. In the deterministic case, our results recover classical stabilization results for nonlinear systems. In this paper, we present a novel constraint tightening approach for nonlinear robust model predictive control (MPC). This approach uses a simple constructive constraint tightening based on growing tubes. Contrary to other approaches, we require no complex offline computations to obtain a stabilizing control law. Instead, we consider the notion of incremental stabilizability and design tubes based on an estimate of the achievable exponential decay rate. In addition, we show how this tightening can be used as an ad-hoc modification to improve the robustness of MPC without terminal constraints. We study the system theoretic properties of the resulting closed-loop system, including bounds on the region of attraction and the minimal robust positively invariant (RPI) set. Within an MPC framework without terminal constraints, the proposed constraint tightening leads to a nonlinear robust controller without complex design procedures, which makes it appealing for practical applications. This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental trials, estimates the error in that model with respect to the truth, and then designs a controller using both the model and uncertainty estimate. Our technique uses contemporary tools from random matrix theory to bound the error in the estimation procedure. We also employ a recently developed approach to control synthesis called System Level Synthesis that enables robust control design by solving a convex optimization problem. We provide end-to-end bounds on the relative error in control cost that are nearly optimal in the number of parameters and that highlight salient properties of the system to be controlled such as closed-loop sensitivity and optimal control magnitude. We show experimentally that the Coarse-ID approach enables efficient computation of a stabilizing controller in regimes where simple control schemes that do not take the model uncertainty into account fail to stabilize the true system. The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new strategies for the optimal design of sequential experiments. First, we rigorously formulate the general sequential optimal experimental design (sOED) problem as a dynamic program. Batch and greedy designs are shown to result from special cases of this formulation. We then focus on sOED for parameter inference, adopting a Bayesian formulation with an information theoretic design objective. To make the problem tractable, we develop new numerical approaches for nonlinear design with continuous parameter, design, and observation spaces. We approximate the optimal policy by using backward induction with regression to construct and refine value function approximations in the dynamic program. The proposed algorithm iteratively generates trajectories via exploration and exploitation to improve approximation accuracy in frequently visited regions of the state space. Numerical results are verified against analytical solutions in a linear-Gaussian setting. Advantages over batch and greedy design are then demonstrated on a nonlinear source inversion problem where we seek an optimal policy for sequential sensing.