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New results and algorithms for computing storage functions: the lossless/all-pass cases Sandeep Kumar, Chayan Bhawal, Debasattam Pal and Madhu N. Belur Control and Computing group, Department of Electrical Engineering, Indian Institute of

New results and algorithms for computing storage functions: the lossless/all-pass cases Sandeep Kumar, Chayan Bhawal, Debasattam Pal and Madhu N. Belur Control and Computing group, Department of Electrical Engineering, Indian Institute of Technology Bombay European Control Conference, Aalborg June 30, 2016 S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 1 / 18
Motivation Dissipative systems and storage function Dissipative systems and storage function A dissipative system 1 has no source of 2 can only absorb 3 can store energy. energy. energy. Power supplied = Rate-change-stored-energy + Dissipated power � �� Q Σ ( w ) d ∆Q Σ ( w ) dt Q Ψ ( w ) d Dissipative systems : dt Q Ψ ( w ) � Q Σ ( w ). Power supplied with respect to system variable: Q Σ ( w )= w T Σ w . � 0 � I w = 2 u T y . e.g. Supply rate: w = ( u, y ) : Q Σ ( w ) = w T I 0 Stored energy: Storage function 1 Q Ψ ( w ) = x T Kx . 1J.C. Willems and H.L. Trentelman, SIAM Journal on Control and Optimization, 1998. S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 2 / 18
Motivation Dissipative systems and storage function Dissipative systems and storage function A dissipative system 1 has no source of 2 can only absorb 3 can store energy. energy. energy. Power supplied = Rate-change-stored-energy + Dissipated power � �� Q Σ ( w ) d ∆Q Σ ( w ) dt Q Ψ ( w ) d Dissipative systems : dt Q Ψ ( w ) � Q Σ ( w ). Power supplied with respect to system variable: Q Σ ( w )= w T Σ w . � 0 � I w = 2 u T y . e.g. Supply rate: w = ( u, y ) : Q Σ ( w ) = w T I 0 Stored energy: Storage function 1 Q Ψ ( w ) = x T Kx . 1J.C. Willems and H.L. Trentelman, SIAM Journal on Control and Optimization, 1998. S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 2 / 18
Motivation Dissipative systems and storage function Dissipative systems and storage function A dissipative system 1 has no source of 2 can only absorb 3 can store energy. energy. energy. Power supplied = Rate-change-stored-energy + Dissipated power � �� Q Σ ( w ) d ∆Q Σ ( w ) dt Q Ψ ( w ) d Dissipative systems : dt Q Ψ ( w ) � Q Σ ( w ). Power supplied with respect to system variable: Q Σ ( w )= w T Σ w . � 0 � I w = 2 u T y . e.g. Supply rate: w = ( u, y ) : Q Σ ( w ) = w T I 0 Stored energy: Storage function 1 Q Ψ ( w ) = x T Kx . 1J.C. Willems and H.L. Trentelman, SIAM Journal on Control and Optimization, 1998. S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 2 / 18
Motivation Dissipative systems and storage function Dissipative systems and storage function A dissipative system 1 has no source of 2 can only absorb 3 can store energy. energy. energy. Power supplied = Rate-change-stored-energy + Dissipated power � �� Q Σ ( w ) d ∆Q Σ ( w ) dt Q Ψ ( w ) d Dissipative systems : dt Q Ψ ( w ) � Q Σ ( w ). Power supplied with respect to system variable: Q Σ ( w )= w T Σ w . � 0 � I w = 2 u T y . e.g. Supply rate: w = ( u, y ) : Q Σ ( w ) = w T I 0 Stored energy: Storage function 1 Q Ψ ( w ) = x T Kx . 1J.C. Willems and H.L. Trentelman, SIAM Journal on Control and Optimization, 1998. S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 2 / 18
Motivation Dissipative systems and storage function Dissipative systems and storage function A dissipative system 1 has no source of 2 can only absorb 3 can store energy. energy. energy. Power supplied = Rate-change-stored-energy + Dissipated power � �� Q Σ ( w ) d ∆Q Σ ( w ) dt Q Ψ ( w ) d Dissipative systems : dt Q Ψ ( w ) � Q Σ ( w ). Power supplied with respect to system variable: Q Σ ( w )= w T Σ w . � 0 � I w = 2 u T y . e.g. Supply rate: w = ( u, y ) : Q Σ ( w ) = w T I 0 Stored energy: Storage function 1 Q Ψ ( w ) = x T Kx . 1J.C. Willems and H.L. Trentelman, SIAM Journal on Control and Optimization, 1998. S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 2 / 18
Motivation Objective Lossless systems and algebraic Riccati equation (ARE) System: x = Ax + Bu ˙ y = Cx + Du . ARE helps to calculate extremal storage functions ( x T Kx ): A T K + KA + ( KB − C T )( D + D T ) − 1 ( B T K − C ) = 0 Lossless systems: D + D T = 0 ⇒ No ARE C 1 C 2 L 2 Z ( s ) = G ( s ) L 1 S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 3 / 18
Motivation Objective Lossless systems and algebraic Riccati equation (ARE) System: x = Ax + Bu ˙ y = Cx + Du . ARE helps to calculate extremal storage functions ( x T Kx ): A T K + KA + ( KB − C T )( D + D T ) − 1 ( B T K − C ) = 0 Lossless systems: D + D T = 0 ⇒ No ARE C 1 C 2 L 2 Z ( s ) = G ( s ) L 1 S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 3 / 18
Motivation Objective Lossless systems and algebraic Riccati equation (ARE) System: x = Ax + Bu ˙ y = Cx + Du . ARE helps to calculate extremal storage functions ( x T Kx ): A T K + KA + ( KB − C T )( D + D T ) − 1 ( B T K − C ) = 0 Lossless systems: D + D T = 0 ⇒ No ARE C 1 C 2 L 2 Z ( s ) = G ( s ) L 1 S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 3 / 18
Motivation Objective Lossless systems and algebraic Riccati equation (ARE) System: x = Ax + Bu ˙ y = Cx + Du . ARE helps to calculate extremal storage functions ( x T Kx ): A T K + KA + ( KB − C T )( D + D T ) − 1 ( B T K − C ) = 0 Lossless systems: D + D T = 0 ⇒ No ARE Investigate properties of storage function for lossless systems. Propose algorithms to compute storage function of lossless systems i.e. find the matrix K in x T Kx . S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 3 / 18
Motivation Objective Lossless systems and algebraic Riccati equation (ARE) System: x = Ax + Bu ˙ y = Cx + Du . ARE helps to calculate extremal storage functions ( x T Kx ): A T K + KA + ( KB − C T )( D + D T ) − 1 ( B T K − C ) = 0 Lossless systems: D + D T = 0 ⇒ No ARE Investigate properties of storage function for lossless systems. Propose algorithms to compute storage function of lossless systems i.e. find the matrix K in x T Kx . S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 3 / 18
Presentation Layout Static relations extraction based algorithm Preliminaries Lossless behavior and storage function Main result Example Bezoutian based algorithm Main result Algorithm Example Partial fraction based algorithm Main result Example Experimental results Computation time Computation error Conclusion S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 3 / 18
Presentation Layout Static relations extraction based algorithm Preliminaries Lossless behavior and storage function Main result Example Bezoutian based algorithm Main result Algorithm Example Partial fraction based algorithm Main result Example Experimental results Computation time Computation error Conclusion S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 3 / 18
Presentation Layout Static relations extraction based algorithm Preliminaries Lossless behavior and storage function Main result Example Bezoutian based algorithm Main result Algorithm Example Partial fraction based algorithm Main result Example Experimental results Computation time Computation error Conclusion S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 3 / 18
Presentation Layout Static relations extraction based algorithm Preliminaries Lossless behavior and storage function Main result Example Bezoutian based algorithm Main result Algorithm Example Partial fraction based algorithm Main result Example Experimental results Computation time Computation error Conclusion S.Kumar, C.Bhawal, D.Pal, M.Belur (Control and Computing group,Department of Electrical Engineering,Indian Results & algos: storage functions EE Dept.,IIT Bombay 3 / 18

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