Orientador: Marcelo Minhoto Carvalho Teixeira / Resumo: Neste trabalho são feitas análises sobre quando as condições de existência dos teoremas apresentados por (GUEDES, 2015), que propõem condições necessárias e suficientes para a estabilidade de sistemas não lineares de tempo contínuo descritos através de modelos fuzzy Takagi-Sugeno (TS), que transformam sistemas não lineares em um conjunto convexo de sistemas lineares a partir de regras se-então, baseadas em Funções de Lyapunov Fuzzy (FLF), são satisfeitas. Primeiramente, são analisados os casos particulares de 3 e 4 modelos locais. Logo após, são tratados casos genéricos, com quantidades de regras tanto pares quanto ímpares, identificando quando as condições impostas pelos teoremas citados são satisfeitas. Para os casos nos quais as condições não são satisfeitas, é proposto também um algoritmo para obtenção do “pior caso” possível, varrendo todas as possibilidades que o sistema apresenta. Este algoritmo oferece condições necessárias e suficientes para o problema e também pode ser utilizado quando as condições exigidas pelos dois teoremas apresentados em (GUEDES, 2015) são satisfeitas. Por fim, são analisadas as contribuições do uso do algoritmo, onde são considerados parâmetros como número de LMIs, número de variáveis matriciais simétricas nxn simétricas utilizadas na resolução das LMIs e tempo computacionalmente necessário. / Mestre

Orientador: Pedro Luis Dias Peres / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação / Made available in DSpace on 2018-08-05T03:23:54Z (GMT). No. of bitstreams: 1 Leite_ValterJuniordeSouza_D.pdf: 4310851 bytes, checksum: bcd0414d19eb46e02496290857fdf9bc (MD5) Previous issue date: 2005 / Resumo: Este trabalho trata da aplica¸c¿ao de funcionais de Lyapunov e Lyapunov-Krasovskii dependentes de parâmetro a alguns problemas selecionados da área de controle robusto, a saber: D-estabilidade robusta de polítipo de matrizes, D-estabilidade robusta de politopos de polinômios matriciais, estabilidade robusta de sistemas neutrais com atrasos variantes no tempo e controle robusto H8 de sistemas discretos no tempo com atraso nos estados. É utilizada a representação politópica para as incertezas dos sistemas estudados. São obtidas formulações convexas, na forma de desigualdades matriciais lineares, suficientes para a solução dos problemas selecionados. Essas condições podem ser resolvidas numericamente de maneira eficiente por meio de algoritmos especializados baseados em pontos interiores. Os resultados obtidos são menos conservadores que os encontrados na literatura, baseados em geral na estabilidade quadrática, isto é, as matrizes dos funcionais são fixas e independentes da incerteza / Abstract: This work deals with the application of parameter dependent Lyapunov and Lyapunov-Krasovskii functionals to some selected problems of robust control: robust D-stability of polytopes of matrices, robust D-stability of polytopes of polynomial matrices, robust stability of uncertain neutral systems with timevarying delays and robust H8 control of uncertain discrete time delay systems. The polytopic representation is used to describe the uncertainties. Convex formulations are obtained, in terms of inear matrix inequalities, that are sufficient for the solution of the selected problems. Those conditions can be solved in a efficient way through specialized interior point algorithms. The obtained results are less conservative than those from the literature, in general based on quadratic stability, i.e., the matrices in the functionals are fixed and do not depend on the uncertainty / Doutorado / Automação / Doutor em Engenharia Elétrica

Neste trabalho, apresentamos um conjunto de fatos empíricos e propriedades estatística de negociações em alta frequência, e discutimos algumas questões gerais comuns a dados de alta frequência tais: como discretização, espaçamento temporal irregular, durações correlacionadas, periodicidade diária, correlações temporais e as propriedades estatísticas dos fluxos de ordens. Logo apresentamos dois modelos da literatura,estilizados para a dinâmica do limit order book. No primeiro modelo os fluxo de ordens é descrito por processos de Poisson independentes, propomos para ele uma forma alternativa da prova de ergodicidade basejada em funções de Lyapunov. O segundo modelo é um modelo reduzido que toma em consideração dinâmicas tipo difusão para os tamanhos do bid e ask, e se foca só nas ordens como melhores preços, e modela explicitamente as cotações do bid e ask na presença de liquidez oculta. E por ultimo, propomos um modelo alternativo para a dinâmica do preço e do spread no limit order book, estudamos o comportamento assintótico do modelo e estabelecemos condições de ergodicidade e transitoridade. Além disso, consideramos a uma família de cadeias de Markov definidos nas sequências de caracteres (strings, ou palavras) com infinito alfabeto e para alguns exemplos inspirados nos modelos de negociações em alta frequência, obtemos condições para ergodicidade, transitoriedade e recorrência nula, para a qual usamos as técnicas de construção de funções Lyapunov. / In this work, we present a set of empirical facts and statistical properties of negotiations at high frequency and discuss some general issues common to high-frequency data such: as discretization, irregular spacing, correlated durations, daily periodicity, temporal correlations and the statistical properties of flows orders. Soon we present two models stylized in the literature for the dynamic limit order book. In the first model the order flow described by separate Poisson processes and we propose it to an alternative form of test ergodicity based on Lyapunov function. The second model is a reduced model that takes into consideration diffusion-type dynamics for the sizes of the bid and ask, and focus only on orders as best price and model explicitly quotes the bid and ask in the presence of hidden liquidity. And finally, we propose an alternative model for the price dynamics and spread in the limit order book, we study the asymptotic behavior of the model and established conditions of ergodicity. Furthermore, we consider the a family of Markov chains defined on the sequences of characters (strings, or words) with infinite alphabet. For some examples inspired by the models of high frequency trading we obtain a conditions for ergodicity, transience and null-recurrence. In order to prove this we use the construction of Lyapunov functions techniques.

Neste trabalho investigamos a existência de uma função de Lyapunov associada a um sistema de tipo gradiente, semigrupos ou processos de evolução. Para isso, um estudo detalhado da teoria de Morse desempenha um papel decisivo. Como principal consequência deste estudo obtemos a estabilidade dos sistemas gradientes sob perturbação (autônoma ou não). A aplicabilidade dos resultados abstratos que aqui discutimos é exemplificada estudando-se sistemas de equações diferenciais em espaços de Banach com acoplamento unilateral / In this work we investigated the existence of a Lyapunov function associated to a gradient-like system, semigroups or evolution processes. For that, a detailed study of Morse theory plays a central role. As the main consequence of this study we obtain the stability of gradient systems under perturbation (autonomous or not). The applicability of the abstract results discussed here is exemplified by studying systems of differential equations in Banach spaces with unilateral coupling

Orientador: Pedro Luis Dias Peres / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação / Made available in DSpace on 2018-08-22T18:08:10Z (GMT). No. of bitstreams: 1 Agulhari_CristianoMarcos_D.pdf: 2096468 bytes, checksum: 0e762392c4ee0ab5e249ccd096ab4acf (MD5) Previous issue date: 2013 / Resumo: As principais contribuições desta tese consistem no desenvolvimento de métodos para a síntese de controladores e para a análise de estabilidade de sistemas lineares, variantes ou invariantes no tempo. Com relação aos sistemas invariantes no tempo, o objetivo é a síntese de controladores robustos de ordem reduzida para sistemas a tempo contínuo com parâmetros incertos. O método apresentado para a síntese baseia-se em uma técnica de dois estágios, em que um ganho de realimentação de estados é construído no primeiro estágio e posteriormente utilizado no segundo estágio, que fornece o controlador robusto desejado. Cada etapa consiste na resolução de condições sob a forma de desigualdades matriciais lineares. No caso de sistemas variantes no tempo, em geral, dependendo das informações disponíveis, dois modelos matemáticos podem ser utilizados. Por um lado, para sistemas cujos elementos variantes no tempo são limitados em norma, mas não são completamente conhecidos, é possível utilizar modelos dependentes de parâmetros variantes no tempo, que levam a uma representação politópica. Nesse caso, a técnica de estabilização proposta é baseada no método de dois estágios, para gerar controladores dependentes dos parâmetros. Supõe-se que os parâmetros sejam mensuráveis em tempo real, e os controladores são sintetizados de forma a serem robustos a ruídos nas medições. Por outro lado, se a dinâmica variante no tempo é conhecida, o sistema pode ser tratado diretamente sem que seja utilizado nenhum tipo de parametrização. Duas técnicas de síntese são propostas para esse caso: a construção de ganhos estabilizantes utilizando diretamente a matriz de transição de estados, e uma técnica de síntese projetada a partir de um novo critério para a verificação da estabilidade do sistema. A validade dos métodos propostos é ilustrada por meio de exemplos numéricos, que mostram a qualidade dos resultados que podem ser obtidos / Abstract: The main contributions of this thesis concern the development of methods for the stability analysis and the synthesis of controllers for linear systems, either time varying or time-invariant. Concerning time-invariant systems, the objective is the synthesis of reduced-order robust controllers for continuous-time systems with uncertain parameters. The method presented for the synthesis is based on a two-stage technique, in which a stabilizing state-feedback gain is constructed in the first stage and then applied on the second stage to search for the desired controller. Each stage consists in the resolution of conditions based on linear matrix inequalities. In the case of time-varying systems, depending on the amount of available information, two mathematical models may be used. On one hand, if the time-varying elements of the system are not entirely known, one can model the system as function of time-varying parameters, resulting on a polytopic representation. In this case, the stabilization method proposed is based on the two-stage technique, which yields parameter-dependent controllers. The parameters are supposed to be real-time measurable, and the controllers are robust with respect to noises and uncertainties on the measures. On the other hand, if the time-varying dynamics are known, the system may be directly handled without using any parameterization. Two synthesis techniques are proposed in this case: the construction of stabilizing gains by using the state transition matrix, and a synthesis technique derived from a new stability criterion for time-varying systems. The validity of the proposed methods is illustrated through numerical examples that show the efficiency of the results that can be obtained / Doutorado / Automação / Doutor em Engenharia Elétrica

L'objectif de cette thèse est l'étude qualitative de certains modèles de la dynamique et la distribution des bactéries dans une rivière. Il s'agit de la stabilité des états stationnaires et l'existence des solutions périodiques. Nous considérons, dans la première partie de la thèse, un système d'équations différentielles ordinaires qui modélise les interactions et la dynamique de quatre espèces de bactéries dans une rivière. Nous avons étudié le comportement asymptotique des états stationnaires. L'étude de la stabilité des états stationnaires est essentiellement faite par la construction d'une fonction de Lyapunov combinée avec le principe d'invariance de LaSalle. D'autre part, l'existence des solutions périodiques est démontrée en utilisant le théorème de continuation de Mawhin. La deuxième partie de la thèse est consacrée à l'étude d'un système de convection-diffusion non-autonome. Ce modèle tient compte du transport des bactéries. Nous étudions l'analyse qualitative des solutions, nous déterminons l'ensemble limite du système et nous démontrons l'existence des états stationnaires positifs. L'étude de l'existence des états stationnaires (les seuls qu'il soit possible d'obtenir) est basée sur le théorème de Leray-Schauder. / The objective of this thesis is the qualitative study of some models of the dynamic and the distribution of bacteria in a river. We are interested in the stability of equilibria and the existence of periodic solutions. The thesis can be divided into two parts; the first part is concerned with a mathematical analysis of a system of differential equations modelling the dynamics and the interactions of four species of bacteria in a river. The asymptotic behavior of equilibria is established. The stability study of equilibrium states is mainly done by construction of Lyapunov functions combined with LaSalle's invariance principle. On the other hand, the existence of periodic solutions is proved under certain conditions using the continuation theorem of Mawhin. In the second part of this thesis, we propose a non-autonomous convection-reaction diffusion system with nonlinear reaction source functions. This model refers to the quantification and the distribution of antibiotic resistant bacteria (ARB) in a river. Our main contributions are : (i) the determination of the limit set of the system; it is shown that it is reduced to the solutions of the associated elliptic system; (ii) sufficient conditions for the existence of a positive solution of the associated elliptic system based on the Leray Schauder's degree theory.

This thesis is broadly concerned with online-optimizing anti-windup control. These are control structures that implement some online-optimization routines to compensate for the windup effects in constrained control systems. The first part of this thesis examines a general framework for analyzing robust preservation in anti-windup control systems. This framework - the robust Kalman conjecture - is defined for the robust Lur’e problem. This part of the thesis verifies this conjecture for first-order plants perturbed by various norm-bounded unstructured uncertainties. Integral quadratic constraint theory is exploited to classify the appropriate stability multipliers required for verification in these cases. The remaining part of the thesis focusses on accelerated gradient methods. In particular, tight complexity-certificates can be obtained for the Nesterov gradient method, which makes it attractive for implementation of online-optimizing anti-windup control. This part of the thesis presents a proposed algorithm that extends the classical Nesterov gradient method by using available secant information. Numerical results demonstrating the efficiency of the proposed algorithm are analysed with the aid of performance profiles. As the objective function becomes more ill-conditioned, the proposed algorithm becomes significantly more efficient than the classical Nesterov gradient method. The improved performance bodes well for online-optimization anti-windup control since ill-conditioning is common place in constrained control systems. In addition, this thesis explores another subcategory of accelerated gradient methods known as Barzilai-Borwein gradient methods. Here, two algorithms that modify the Barzilai-Borwein gradient method are proposed. Global convergence of the proposed algorithms for all convex functions is established by using discrete Lyapunov theorems.

Les systèmes descripteurs incertains sont convenables pour la représentation des incertitudes d’un modèle, du comportement impulsif et des contraintes algébriques entre les variables d’état. Ils peuvent décrire bien plus de phénomènes qu’un système dynamique standard, mais, en conséquence, l’analyse des systèmes descripteurs incertains est aussi plus complexe. Des recherches sont menées de façon à réduire le degré de conservatisme dans l’analyse des systèmes descripteurs incertains. L’utilisation des fonctions de Lyapunov qui sont en mesure de générer des conditions nécessaires et suffisantes pour une telle évaluation y figurent. Les fonctions de Lyapunov polynomiales homogènes font partie de ces classes, mais elles n’ont jamais été employées pour les systèmes descripteurs incertains. Dans cette thèse, nous comblons ce vide dans la littérature en étendant l’usage des fonctions de Lyapunov polynomiales homogènes du cas incertain standard vers les systèmes descripteurs incertains. / Uncertain descriptor systems are a convenient framework for simultaneously representing uncertainties in a model, as well as impulsive behavior and algebraic constraints. This is far beyond what can be depicted by standard dynamic systems, but it also means that the analysis of uncertain descriptor systems is more complex than the standard case. Research has been conducted to reduce the degree of conservatism in the analysis of uncertain descriptor systems. This can be achieved by using classes of Lyapunov functions that are known to be able to provide necessary and sufficient conditions for this evaluation. Homogeneous polynomial Lyapunov functions constitute one of such classes, but they have never been employed in the context of uncertain descriptor systems. In this thesis, we fill in this scientific gap, extending the use of homogeneous polynomial Lyapunov functions from the standard uncertain case for the uncertain descriptor one.

Modern complex dynamical systems typically possess a multiechelon hierarchical hybrid structure characterized by continuous-time dynamics at the lower-level units and logical decision-making units at the higher-level of hierarchy. Hybrid dynamical systems involve an interacting countable collection of dynamical systems defined on subregions of the partitioned state space. Thus, in addition to traditional control systems, hybrid control systems involve supervising controllers which serve to coordinate the (sometimes competing) actions of the lower-level controllers. A subclass of hybrid dynamical systems are impulsive dynamical systems which consist of three elements, namely, a continuous-time differential equation, a difference equation, and a criterion for determining when the states of the system are to be reset. One of the main topics of this dissertation is the development of stability analysis and control design for impulsive dynamical systems. Specifically, we generalize Poincare's theorem to dynamical systems possessing left-continuous flows to address the stability of limit cycles and periodic orbits of left-continuous, hybrid, and impulsive dynamical systems. For nonlinear impulsive dynamical systems, we present partial stability results, that is, stability with respect to part of the system's state. Furthermore, we develop adaptive control framework for general class of impulsive systems as well as energy-based control framework for hybrid port-controlled Hamiltonian systems. Extensions of stability theory for impulsive dynamical systems with respect to the nonnegative orthant of the state space are also addressed in this dissertation. Furthermore, we design optimal output feedback controllers for set-point regulation of linear nonnegative dynamical systems. Another main topic that has been addressed in this research is the stability analysis of large-scale dynamical systems. Specifically, we extend the theory of vector Lyapunov functions by constructing a generalized comparison system whose vector field can be a function of the comparison system states as well as the nonlinear dynamical system states. Furthermore, we present a generalized convergence result which, in the case of a scalar comparison system, specializes to the classical Krasovskii-LaSalle invariant set theorem. Moreover, we develop vector dissipativity theory for large-scale dynamical systems based on vector storage functions and vector supply rates. Finally, using a large-scale dynamical systems perspective, we develop a system-theoretic foundation for thermodynamics. Specifically, using compartmental dynamical system energy flow models, we place the universal energy conservation, energy equipartition, temperature equipartition, and entropy nonconservation laws of thermodynamics on a system-theoretic basis.

Το αντικείμενο της διατριβής αφορά την ανάλυση και τον έλεγχο δυναμικών συστημάτων με περιορισμούς στο διάνυσμα της εισόδου ή/ και στις μεταβλητές κατάστασης. Τα θεωρητικά εργαλεία που χρησιμοποιήθηκαν για την εξαγωγή των αποτελεσμάτων προέρχονται από τη θεωρία ευστάθειας Lyapunov, την αρχή σύγκρισης συστημάτων και τη θεωρία συνόλων, και οδήγησαν στην εδραίωση συνθηκών ευστάθειας και την ανάπτυξη συστηματικών μεθόδων εύρεσης λύσης στο πρόβλημα ελέγχου συγκεκριμένων κατηγοριών δυναμικών συστημάτων με περιορισμούς. Πιο συγκεκριμένα, για την κατηγορία των γραμμικών συστημάτων συνεχούς και διακριτού χρόνου, προτάθηκε μια νέα μέθοδος επίλυσης του προβλήματος ευσταθειοποίησης συνόλου αρχικών συνθηκών και του υπολογισμού του μέγιστου θετικά αμετάβλητου ή αμετάβλητου με έλεγχο συνόλου παρουσία περιορισμών στις εισόδους ή/και στις καταστάσεις. Τα αποτελέσματα επεκτάθηκαν και στην κατηγορία των γραμμικών συστημάτων με πολυτοπικη αβεβαιότητα. Επίσης, μελετήθηκε η κατηγορία των αυτοανάδρομων μοντέλων κινούμενου μέσου όρου (ARMA models). Αρχικά εδραιώθηκαν συνθήκες που εγγυώνται ευστάθεια για ένα συγκεκριμένο σύνολο αρχικών συνθηκών παρουσία περιορισμών. Τα αποτελέσματα αυτά εφαρμόστηκαν στην κατηγορία των δικτυωμένων συστημάτων ελέγχου (NCS), όπου υπολογίστηκε ένας κοινός γραμμικός νόμος ελέγχου ανατροφοδότησης κατάστασης για όλο το εύρος της καθυστέρησης της εισόδου. Τέλος, μελετήθηκε η κατηγορία των διγραμμικών συστημάτων συνεχούς και διακριτού χρόνου. Αρχικά διατυπώθηκαν ικανές συνθήκες ύπαρξης πολυεδρικών συναρτήσεων Lyapunov για αυτήν την κατηγορία συστημάτων. Το πρόβλημα που μελετήθηκε είναι η ευσταθειοποίηση μιας συγκεκριμένης περιοχής του χώρου κατάστασης παρουσία περιορισμών στις εισόδους και τις καταστάσεις και προτάθηκε μια υποβέλτιστη λύση που οδηγεί στον υπολογισμό γραμμικού νόμου ελέγχου ανατροφοδότησης κατάστασης. Όλα τα αποτελέσματα προκύπτουν από την επιλογή πολυεδρικών συναρτήσεων Lyapunov οι οποίες οδηγούν στο χαρακτηρισμό πολυεδρικών εκτιμήσεων της περιοχής ελκτικότητας και θετικά αμετάβλητων συνόλων. Τα κυριότερα οφέλη της επιλογής τέτοιων συναρτήσεων είναι η μη συντηρητική εκτίμησης της περιοχή ευστάθειας και η εδράιωση συνθηκών που οδηγούν σε συστηματικές μεθόδους επίλυσης των προβλημάτων ανάλυσης και ελέγχου, η λύση των οποίων προκύπτει από τη λύση γραμμικών προβλημάτων βελτιστοποίησης. / This dissertation considers the problem of stability analysis and control of dynamical systems under constraints in the input and/or state vector. The theoretical tools used arise from Lyapunov stability theory, comparison systems theory and set theoretic methods and lead to the determination of stability conditions and development of systematic methods that solve the control problem of constrained systems of particular type. In specific, for linear discrete or continuous time systems, a novel method that leads to the solution of the initial condition set stabilization problem as well as the maximal controlled invariant set computation problem is presented. These results have been extended for the case of linear systems with polytopic uncertainty. Also, the category of auto regressive moving average (ARMA) models is investigated. First, conditions that guarantee stability for a preassigned initial conditions set for constrained ARMA models are established. These results are applied to the category of networked control systems (NCS), were a single linear state feedback control law is computed for the whole range of the input delay. Finally, the category of bilinear discrete-time or continuous-time systems is investigated. Initially, sufficient conditions which guarantee existence of polyhedral Lyapunov functions are presented. The problem studied here is the stabilization of an initial condition set in the presence of input and state constraints. The solution proposed is suboptimal and leads to the determination of a linear state feedback control law. The choice of Lyapunov functions leads to the determination of a polyhedral approximation of the domain of attraction as well as polyhedral positively invariant sets. The main benefits of choosing this type of functions is the nonconservative estimation of the domain of attraction and the establishment of stability conditions that lead to systematic control design methods through the solution of linear programming problems.