In this thesis we present theoretical and numerical results for a feedback control problem defined by a thermal fluid. The problem is motivated by recent interest in designing and controlling energy efficient building systems. In particular, we show that it is possible to locally exponentially stabilize the nonlinear Boussinesq Equations by applying Neumann/Robin type boundary control on a bounded and connected domain. The feedback controller is obtained by solving a Linear Quadratic Regulator problem for the linearized Boussinesq equations. Applying classical results for semilinear equations where the linear term generates an analytic semigroup, we establish that this Riccati-based optimal boundary feedback control provides a local stabilizing controller for the full nonlinear Boussinesq equations. In addition, we present a finite element Galerkin approximation. Finally, we provide numerical results based on standard Taylor-Hood elements to illustrate the theory. / Ph. D.

We study numerical methods for finding the maximal symmetric positive definite solution of the nonlinear matrix equation $X = Q + LX^{-1}L^T$, where Q is symmetric positive definite and L is nonsingular. Such equations arise for instance in the analysis of stationary Gaussian reciprocal processes over a finite interval. Its unique largest positive definite solution coincides with the unique positive definite solution of a related discrete-time algebraic Riccati equation (DARE). We discuss how to use the butterfly SZ algorithm to solve the DARE. This approach is compared to several fixed point type iterative methods suggested in the literature.

This paper studies Newton's method for solving the algebraic Riccati equation combined with an exact line search. Based on these considerations we present a Newton{like method for solving algebraic Riccati equations. This method can improve the sometimes erratic convergence behavior of Newton's method.

This paper describes LAPACK-based Fortran 77 subroutines for the reduction of a Hamiltonian matrix to square-reduced form and the approximation of all its eigenvalues using the implicit version of Van Loan's method. The transformation of the Hamilto- nian matrix to a square-reduced Hamiltonian uses only orthogonal symplectic similarity transformations. The eigenvalues can then be determined by applying the Hessenberg QR iteration to a matrix of half the order of the Hamiltonian matrix and taking the square roots of the computed values. Using scaling strategies similar to those suggested for algebraic Riccati equations can in some cases improve the accuracy of the computed eigenvalues. We demonstrate the performance of the subroutines for several examples and show how they can be used to solve some control-theoretic problems.

In telecommunications, distributed cooperative communications refer to techniques which allow different users in a wireless network to share or combine their information in order to increase diversity gain or power gain. Unlike conventional point-to-point communications maximizing the performance of the individual link, distributed cooperative communications enable multiple users to collaborate with each other to achieve an overall improvement in performance, e.g., improved range and data rates. The first part of this dissertation focuses the problem of jointly decoding binary messages from a single distant transmitter to a cooperative receive cluster. The outage probability of distributed reception with binary hard decision exchanges is compared with the outage probability of ideal receive beamforming with unquantized observation exchanges. Low- dimensional analysis and numerical results show, via two simple but surprisingly good approximations, that the outage probability performance of distributed reception with hard decision exchanges is well-predicted by the SNR of ideal receive beamforming after subtracting a hard decision penalty of slightly less than 2 dB. These results, developed in non-asymptotic regimes, are consistent with prior asymptotic results (for a large number of nodes and low per-node SNR) on hard decisions in binary communication systems. We next consider the problem of estimating and tracking channels in a distributed transmission system with multiple transmitters and multiple receivers. In order to track and predict the effective channel between each transmit node and each receive node to facilitate coherent transmission, a linear time-invariant state- space model is developed and is shown to be observable but nonstabilizable. To quantify the steady-state performance of a Kalman filter channel tracker, two methods are developed to efficiently compute the steady-state prediction covariance. An asymptotic analysis is also presented for the homogenous oscillator case for systems with a large number of transmit and receive nodes with closed-form results for all of the elements in the asymptotic prediction covariance as a function of the carrier frequency, oscillator parameters, and channel measurement period. Numeric results confirm the analysis and demonstrate the effect of the oscillator parameters on the ability of the distributed transmission system to achieve coherent transmission. In recent years, the development of efficient radio frequency (RF) radiation wireless power transfer (WPT) systems has become an active research area, motivated by the widespread use of low-power devices that can be charged wirelessly. In this dissertation, we next consider a time division multiple access scenario where a wireless access point transmits to a group of users which harvest the energy and then use this energy to transmit back to the access point. Past approaches have found the optimal time allocation to maximize sum throughput under the assumption that the users must use all of their harvested power in each block of the "harvest-then-transmit" protocol. This dissertation considers optimal time and energy allocation to maximize the sum throughput for the case when the nodes can save energy for later blocks. To maximize the sum throughput over a finite horizon, the initial optimization problem is separated into two sub-problems and finally can be formulated into a standard box- constrained optimization problem, which can be solved efficiently. A tight upper bound is derived by relaxing the energy harvesting causality. A disadvantage of RF-radiation based WPT is that path loss effects can significantly reduce the amount of power received by energy harvesting devices. To overcome this problem, recent investigations have considered the use of distributed transmit beamforming (DTB) in wireless communication systems where two or more individual transmit nodes pool their antenna resources to emulate a virtual antenna array. In order to take the advantages of the DTB in the WPT, in this dissertation, we study the optimization of the feedback rate to maximize the energy efficiency in the WPT system. Since periodic feedback improves the beamforming gain but requires the receivers to expend energy, there is a fundamental tradeoff between the feedback period and the efficiency of the WPT system. We develop a new model to combine WPT and DTB and explicitly account for independent oscillator dynamics and the cost of feedback energy from the receive nodes. We then formulate a "Normalized Weighted Mean Energy Harvesting Rate" (NWMEHR) maximization problem to select the feedback period to maximize the weighted averaged amount of net energy harvested by the receive nodes per unit of time as a function of the oscillator parameters. We develop an explicit method to numerically calculate the globally optimal feedback period.

The Kalman Filter has many applications in control and signal processing but may also be used to reconstruct a higher resolution image from a sequence of lower resolution images (or frames). If the sequence of low resolution frames is recorded by a moving camera or sensor, where the motion can be accurately modeled, then the Kalman filter may be used to update pixels within a higher resolution frame to achieve a more detailed result. This thesis outlines current methods of implementing this algorithm on a scene of interest and introduces possible improvements for the speed and efficiency of this method by use of block operations on the low resolution frames. The effects of noise on camera motion and various blur models are examined using experimental data to illustrate the differences between the methods discussed.

A restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem is presented. The Lanczos vectors are constructed to form a symplectic basis. Breakdowns and near-breakdowns are overcome by inexpensive implicit restarts. The method is used to compute eigenvalues, eigenvectors and invariant subspaces of large and sparse Hamiltonian matrices and low rank approximations to the solution of continuous-time algebraic Riccati equations with large and sparse coefficient matrices.

This paper studies Newton's method for solving the algebraic Riccati equation combined with an exact line search. Based on these considerations we present a Newton{like method for solving algebraic Riccati equations. This method can improve the sometimes erratic convergence behavior of Newton's method.

A restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem is presented. The Lanczos vectors are constructed to form a symplectic basis. Breakdowns and near-breakdowns are overcome by inexpensive implicit restarts. The method is used to compute eigenvalues, eigenvectors and invariant subspaces of large and sparse Hamiltonian matrices and low rank approximations to the solution of continuous-time algebraic Riccati equations with large and sparse coefficient matrices.

This paper describes LAPACK-based Fortran 77 subroutines for the reduction of a Hamiltonian matrix to square-reduced form and the approximation of all its eigenvalues using the implicit version of Van Loan's method. The transformation of the Hamilto- nian matrix to a square-reduced Hamiltonian uses only orthogonal symplectic similarity transformations. The eigenvalues can then be determined by applying the Hessenberg QR iteration to a matrix of half the order of the Hamiltonian matrix and taking the square roots of the computed values. Using scaling strategies similar to those suggested for algebraic Riccati equations can in some cases improve the accuracy of the computed eigenvalues. We demonstrate the performance of the subroutines for several examples and show how they can be used to solve some control-theoretic problems.