Top Banner
A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U. Leuven, Belgium) MTNS 2004 Leuven, July 5, 2004 QDF’s – p.1/35
85

A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Jun 16, 2020

Download

Documents

dariahiddleston
Welcome message from author
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
Page 1: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

A TUTORIAL INTRODUCTIONTO

QUADRATICDIFFERENTIAL FORMS

Paolo Rapisarda (Un. of Maastricht, NL)

&Jan C. Willems (K.U. Leuven, Belgium)

MTNS 2004 Leuven, July 5, 2004

QDF’s – p.1/35

Page 2: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Part I

THEORY

Introduction

Basic definitions:bilinear/quadratic differential forms (BDF’s, QDF’s)

Two-variable polynomial matrices

Calculus of BDF’s, QDF’s

QDF’s – p.2/35

Page 3: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Introduction

Given: a linear differential system, with variables �Often necessary to study functionals of � and its derivatives� ��� � � , for example in

Lyapunov functions for high-order diff. eq’ns;

Performance criteria in control and filtering problems;

Modeling physical quantities/properties,

as power, energy; dissipativity, conservation laws;

Of special interest quadratic and bilinear functionals.

Could reduce to 1-st order eq’ns and constant functionals;

but why not address such issues in the original representation?

QDF’s – p.3/35

Page 4: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Introduction

Given: a linear differential system, with variables �Often necessary to study functionals of � and its derivatives� ��� � � , for example in

Lyapunov functions for high-order diff. eq’ns;

Performance criteria in control and filtering problems;

Modeling physical quantities/properties,

as power, energy; dissipativity, conservation laws;

Of special interest quadratic and bilinear functionals.

Could reduce to 1-st order eq’ns and constant functionals;

but why not address such issues in the original representation?QDF’s – p.3/35

Page 5: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Example: Lyapunov stability

Consider trajectories

��� � � �� � � � described by

� � ��� ��� � � � ��� ���

Lyapunov stability: assume � � �; ¿

� ��� �� � � � � ! "

?

Check if there exists a quadratic functional

with and

along solutions of

Why cast this into state form (nontrivial for multivariable case!)?

QDF’s – p.4/35

Page 6: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Example: Lyapunov stability

Consider trajectories

��� � � �� � � � described by

� � ��� ��� � � � ��� ���

Lyapunov stability: assume � � �; ¿

� ��� �� � � � � ! "

?

Check if there exists a quadratic functional

# �� � �$ % & #$ % & � �$��$ � � � � &�� & � �

with

# �� � � � � ' �and

��� # �� � � � � ( �

along solutions of � � ��� � � � �*) ) )

Why cast this into state form (nontrivial for multivariable case!)?QDF’s – p.4/35

Page 7: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Bilinear differential forms

Let

+$ % & , -./ 0 .1

,

243 5 � �3 6 3 7 3 ) ) ) 3 8

and 9: , ; � � -3 -.< �

.

The functional8>= ? ;� � -3 -./ �A@ ;� � -3 - .1 � B ;� � -3 - �

defined by

C = � �ED � � � GF ! H$ % &JI K � � L�� L �ED MON $ % & � � P�� P � �

is called a bilinear differential form (BDF).

QDF’s – p.5/35

Page 8: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Quadratic differential forms

Let

+$ % & , -. 0 .

,

Q � R ! " � S � T �U U U � C

and 9 , ;� � -3 - . �

.

The functional

# = ? ;� � -3 -. � B ;� � -3 - �defined by

# = � 9 � ? � H$ % &JI K � � L�� L 9 � M +$ % & � � P�� P 9 �

is called a quadratic differential form (QDF).

QDF’s – p.6/35

Page 9: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Example

QDF: Total energy in spring-mass system

V �V� � � W � ! "

X

tot

� � ! D � � ��� � � � � W D � � � � �

X

tot

� � ! Y � � � ��� � � � Z [\

D � "" D �

]^

[\ � � �

��� � � � ]

^

QDF’s – p.7/35

Page 10: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Two-variable polynomial matrices

Entries are polynomials with real coefficients in two

indeterminates:

N �_ � ` ! H$ % &JI K

N $ % &_ $ ` &

with

N $ % & ./ 0 .1

.

In 1 1 relation with the BDF

the bilinear differential form (BDF) induced by

QDF’s – p.8/35

Page 11: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Two-variable polynomial matrices

Entries are polynomials with real coefficients in two

indeterminates:

N �_ � ` ! H$ % &JI K

N $ % &_ $ ` &

with

N $ % & ./ 0 .1

. In 1 1 relation with the BDF

C =�� � � ./ ba �� � � .1 �� � �

C = � �ED � � � GF ! H$ % &JI K � � L�� L �ED MON $ % & � � P�� P � �

the bilinear differential form

C = (BDF) induced by

N �_ � `

QDF’s – p.8/35

Page 12: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Two-variable polynomial matrices and QDF’s

Let cD ! c � ! c in

N �_ � ` ! H$ % &JI K

N $ % &_ $ ` &

The QDF

�� � � . �� � �

C = � � � � ! = � � ! H$ % &JI K � � L�� L � MN $ % & � P�� P �

is called the quadratic differential form = induced by

N �_ � `

WLOG i.e. (symmetry)

relation with QDF’s

QDF’s – p.9/35

Page 13: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Two-variable polynomial matrices and QDF’s

Let cD ! c � ! c in

N �_ � ` ! H$ % &JI K

N $ % &_ $ ` &

The QDF

�� � � . �� � �

C = � � � � ! = � � ! H$ % &JI K � � L�� L � MN $ % & � P�� P �

is called the quadratic differential form = induced by

N �_ � `

WLOG

N $ % & ! N M& %$ i.e.

N �_ � ` ! N � ` � _ M

(symmetry)S Srelation with QDF’s

QDF’s – p.9/35

Page 14: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Examples

Total energy for oscillator

�1 ��1 9 d e 9 � �induced by

+ �f 3 g � � 67 f g d 67 e

since = � � ! D � � ��� � � W D � � �

.

¿Polynomial matrix for ?

Therefore

QDF’s – p.10/35

Page 15: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Examples

# = � 9D 3 9 � � � 9 � ��� 9D

¿Polynomial matrix for = ?

h1 i ��� h/ j I D � kmlln h/ lln h1 o pq K DK Krs pq h/ h1rs

t D � k h/ h1 o pq K KD Krs pqlln h/lln h1rs

ThereforeN �_ � ` ! D �

[\ " _

` "]

^

QDF’s – p.10/35

Page 16: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

The calculus of QDF’s

1. Basics of linear differential systems

2. Differentiation

3. Integration

4. QDF’s along behaviors

5. Positivity

QDF’s – p.11/35

Page 17: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Linear differential systems

u K W uD VV� � W u � V �V� � � W U U U W u H V HV� H � ! "

u: v 0 .

,

w ! " �U U U � C

. Associated one-variable polynomial

matrix:

u �x ! u K W uD x W U U U W u H x H v 0 . yx z

kernel representation

More than a representation issue:

calculus of representations;

Time-domain properties algebraic properties

QDF’s – p.12/35

Page 18: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Linear differential systems

u K W uD VV� � W u � V �V� � � W U U U W u H V HV� H � ! "

u: v 0 .

,

w ! " �U U U � C

. Associated one-variable polynomial

matrix:

u �x ! u K W uD x W U U U W u H x H v 0 . yx z

u � ��� � ! "kernel representation

More than a representation issue:

calculus of representations;

Time-domain properties algebraic properties

QDF’s – p.12/35

Page 19: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Linear differential systems

u K W uD VV� � W u � V �V� � � W U U U W u H V HV� H � ! "

u: v 0 .

,

w ! " �U U U � C

. Associated one-variable polynomial

matrix:

u �x ! u K W uD x W U U U W u H x H v 0 . yx z

u � ��� � ! "kernel representation

More than a representation issue:{

calculus of representations;

Time-domain properties algebraic propertiesQDF’s – p.12/35

Page 20: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Linear differential systems

Often in order to model the behavior of � (‘manifest’ variable), we

need to consider the

R

(’latent’ variable) as well:

u � ��� � ! � ��� R

latent variable repr’on

‘State’ variable is special latent variable (’Markovian’)

1-st order representation is consequence of state property!

Observability of from :

QDF’s – p.13/35

Page 21: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Linear differential systems

Often in order to model the behavior of � (‘manifest’ variable), we

need to consider the

R

(’latent’ variable) as well:

u � ��� � ! � ��� R

latent variable repr’on

‘State’ variable is special latent variable (’Markovian’)

1-st order representation is consequence of state property!

Observability of from :

QDF’s – p.13/35

Page 22: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Linear differential systems

Often in order to model the behavior of � (‘manifest’ variable), we

need to consider the

R

(’latent’ variable) as well:

u � ��� � ! � ��� R

latent variable repr’on

‘State’ variable is special latent variable (’Markovian’)

1-st order representation is consequence of state property!

Observability of

Rfrom �: � � ! " � R ! "

QDF’s – p.13/35

Page 23: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

The calculus of QDF’s: differentiation

Consider = induced by

N . 0 .| y_ � ` zThe derivative of = isV

V� = F �� � � . �� � �

� ��� = � � F ! ��� = � �

Also a QDF!

¿Which matrix in induces ?

The matrix !

QDF’s – p.14/35

Page 24: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

The calculus of QDF’s: differentiation

Consider = induced by

N . 0 .| y_ � ` zThe derivative of = isV

V� = F �� � � . �� � �

� ��� = � � F ! ��� = � �

Also a QDF!

¿Which matrix in

. 0 . | y_ � ` z

induces

��� = ?

The matrix !

QDF’s – p.14/35

Page 25: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

The calculus of QDF’s: differentiation

Consider = induced by

N . 0 .| y_ � ` zThe derivative of = isV

V� = F �� � � . �� � �

� ��� = � � F ! ��� = � �

Also a QDF!

¿Which matrix in

. 0 . | y_ � ` z

induces

��� = ?

The matrix

}N �_ � ` GF ! �_ W ` N �_ � `

!

QDF’s – p.14/35

Page 26: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Calculus of QDF’s: integration

Consider compact-support

� �

-trajectories (denoted

� � }

),

let C = F � � ./ a � � .1 � �

Integral of defined

Is it a BDF? Not always, but when? Analogous question for

QDF’s. ‘Path independence’ (cfr. Brockett’s work in the 1960’s)

QDF’s – p.15/35

Page 27: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Calculus of QDF’s: integration

Consider compact-support

� �

-trajectories (denoted

� � }

),

let C = F � � ./ a � � .1 � �

Integral of

C = defined

C = F � � ./ a � � .1

C = � �D � � � F ! �~ � C = � �D � � � V�

Is it a BDF? Not always, but when? Analogous question for

QDF’s. ‘Path independence’ (cfr. Brockett’s work in the 1960’s)

QDF’s – p.15/35

Page 28: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Calculus of QDF’s: integration

Consider compact-support

� �

-trajectories (denoted

� � }

),

let C = F � � ./ a � � .1 � �

Integral of

C = defined

C = F � � ./ a � � .1

C = � �D � � � F ! �~ � C = � �D � � � V�

Is it a BDF? Not always, but when? Analogous question for QDF’s.

‘Path independence’ (cfr. Brockett’s work in the 1960’s)QDF’s – p.15/35

Page 29: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Integration

¿Given � , does there exist a

�� � �such that

��� � � � ?

Theorem: Let . The following areequivalent:

1. there exists such that,

equivalently, ;

2. .

QDF’s – p.16/35

Page 30: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Integration

¿Given � , does there exist a

�� � �such that

��� � � � ?

Theorem: Let

� � � �� �� � �. The following are

equivalent:

1. there exists� � � �� �� � �

such that�� � � � � � � �� � �

,

equivalently,

��� � � � ;2.

��� � � � �

.QDF’s – p.16/35

Page 31: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

QDF’s along behaviors: example

Often need to evaluate QDF’s on � �(“along ”)

Example: Mass-spring system

Total energy

for all expressed as

if evaluated on if evaluated on

QDF’s – p.17/35

Page 32: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

QDF’s along behaviors: example

Often need to evaluate QDF’s on � �(“along ”)

Example: Mass-spring system� � � � ��� � � � � �Total energy

�� � � � �� � ��

for all expressed as

if evaluated on if evaluated on

QDF’s – p.17/35

Page 33: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

QDF’s along behaviors: example

Often need to evaluate QDF’s on � �(“along ”)

Example: Mass-spring system� � � � ��� � � � � �Total energy

�� � � � �� � ��

��� � � � � � �for all � �

expressed as

i� tO� j = i� %� j I i� t� j i D � �� � t D � � j

I D � i �� 1 t � j� �� �� � if evaluated on   ¡ ¢� t D � � i �� 1 t � j� �� �� � if evaluated on   ¡ ¢

QDF’s – p.17/35

Page 34: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

QDF’s which are zero along behaviors

� is zero on , written � £ � �, if � � � � � �

forall � �

Theorem: Let ker . Then if and

only if there exists such that

QDF’s – p.18/35

Page 35: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

QDF’s which are zero along behaviors

� is zero on , written � £ � �, if � � � � � �

forall � �

Theorem: Let � ker

� ��� �. Then � £ � �

if and

only if there exists

� ¤ � ¤ �� � �

such that

�� � � � � � ¥ �� � � � �� � ¥ � � �

QDF’s – p.18/35

Page 36: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Equivalence of QDF’s along behaviors

= ¦ ! § iff exists

¨ ª© 0© y_ � ` zsuch that

N �_ � ` ¬« ­ �_ � ` ! u �_ M ¨ �_ � ` W ¨ � ` � _ M u � `

Example: when ker .

Indeed,

In two-variable polynomial terms:

QDF’s – p.19/35

Page 37: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Equivalence of QDF’s along behaviors

= ¦ ! § iff exists

¨ ª© 0© y_ � ` zsuch that

N �_ � ` ¬« ­ �_ � ` ! u �_ M ¨ �_ � ` W ¨ � ` � _ M u � `

Example:

_ ® ` ® W S ¦ ! _ ` W Swhen ! ker

� �1 ��1 W S

.

Indeed, V �V� � � W � ! " ! V ®V� ® � ! « VV� �

In two-variable polynomial terms:

_ ® ` ® W S ! �_ ` W S W �_ � W S �_ ` ® W �_ ® ` � ` � W S

QDF’s – p.19/35

Page 38: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Positivity of QDF’s

N . 0 . y_ � ` z

is nonnegative (written

N ") if = � � "

for all � �� � � .

.

N . 0 . y_ � ` z

is positive (writtenN ¯ "

) if

N "

and� = � � ! " � � ! " .

exists

exists

and rank

QDF’s – p.20/35

Page 39: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Positivity of QDF’s

N . 0 . y_ � ` z

is nonnegative (written

N ") if = � � "

for all � �� � � .

.

N . 0 . y_ � ` z

is positive (writtenN ¯ "

) if

N "

and� = � � ! " � � ! " .

N "

exists } 0 . yx z F N �_ � ` ! M �_ � `

N ¯ "exists

} 0 . yx z F N �_ � ` ! M �_ � `

and rank

�° ! c ±° ²

QDF’s – p.20/35

Page 40: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Positivity of QDF’s along behaviors

N . 0 . y_ � ` z

is nonnegative along (writtenN ¦ "

) if= � � "

for all �

.

N . 0 . y_ � ` z

is positive along (written

N ¦ ¯ "

) if

N ¦ "

and

� = � � ! " � � ! " .

s.t. and

s.t.

and rank

QDF’s – p.21/35

Page 41: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Positivity of QDF’s along behaviors

N . 0 . y_ � ` z

is nonnegative along (writtenN ¦ "

) if= � � "

for all �

.

N . 0 . y_ � ` z

is positive along (written

N ¦ ¯ "

) if

N ¦ "

and

� = � � ! " � � ! " .

= ¢´³ Kµ ¶ = ·¹¸ º » ¼ » ½� %� ¾s.t.

= i � %� j ¢I = · i� %� j

and

= · ³ K

= ¢´¿ K µ ¶= ·À¸ º » ¼ » ½� %� ¾

s.t.

= i� %� j ¢I = · i� %� j

= · i� %� j I Á Â i� j Á i� j and rank

pÃÄÃÅqÆ �Ç �

È �Ç �rÉÄÉÅs I . ÊË ¸ Ì

QDF’s – p.21/35

Page 42: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Part II

APPLICATIONS

Lyapunov theory

The construction of storage functions

...

QDF’s – p.22/35

Page 43: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Is there

a Lyapunov theory for systems described by high orderdifferential equations?

cfr. early work by Fuhrmann.

QDF’s – p.23/35

Page 44: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

An example

Consider the mechanical system

� h t Á ��� h t � �1 ��1 h I K

The stored energy equals

The dissipation equals

1. No need to put the system in state form.

2. Draw conclusions directly from polynomial matrix calculus.Which lead to stability?

QDF’s – p.24/35

Page 45: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

An example

Consider the mechanical system

� h t Á ��� h t � �1 ��1 h I K

The stored energy equals

Í i h % ��� h j I D � h  � h t D � i ��� h j  � i ��� h j

The dissipation equals��� Í i h % ��� h j ¢I ~ i ��� h j  Á i ��� h j

1. No need to put the system in state form.

2. Draw conclusions directly from polynomial matrix calculus.Which lead to stability?

QDF’s – p.24/35

Page 46: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

An example

Consider the mechanical system

� h t Á ��� h t � �1 ��1 h I K

The stored energy equals

Í i h % ��� h j I D � h  � h t D � i ��� h j  � i ��� h j

The dissipation equals��� Í i h % ��� h j ¢I ~ i ��� h j  Á i ��� h j

Conclude stability if e.g.

! M " � ! M " � W M "

1. No need to put the system in state form.

2. Draw conclusions directly from polynomial matrix calculus.Which lead to stability?

QDF’s – p.24/35

Page 47: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

An example

Consider the mechanical system

� h t Á ��� h t � �1 ��1 h I K

The stored energy equals

Í i h % ��� h j I D � h  � h t D � i ��� h j  � i ��� h j

The dissipation equals��� Í i h % ��� h j ¢I ~ i ��� h j  Á i ��� h j

asymptotic stability if e.g.

! M ¯ " � ! M ¯ " � W M ¯ "

1. No need to put the system in state form.

2. Draw conclusions directly from polynomial matrix calculus.Which lead to stability?

QDF’s – p.24/35

Page 48: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

An example

Consider the mechanical system

� h t Á ��� h t � �1 ��1 h I K

The stored energy equals

Í i h % ��� h j I D � h  � h t D � i ��� h j  � i ��� h j

The dissipation equals��� Í i h % ��� h j ¢I ~ i ��� h j  Á i ��� h j

1. No need to put the system in state form.

2. Draw conclusions directly from polynomial matrix calculus.

Which lead to stability?

QDF’s – p.24/35

Page 49: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

An example

Consider the mechanical system

� h t Á ��� h t � �1 ��1 h I K Î Ï iÐ j I � t ÁÐ t �Ð 1ÒÑ

The stored energy equals

Í i h % ��� h j I D � h  � h t D � i ��� h j  � i ��� h j Î D � � t D � �� �

The dissipation equals��� Í i h % ��� h j ¢I ~ i ��� h j  Á i ��� h j Î D � i Á t Á  j � �

1. No need to put the system in state form.

2. Draw conclusions directly from polynomial matrix calculus.

Whichu �x � Ó �_ � ` � } Ó ¦ �_ � `

lead to stability?

QDF’s – p.24/35

Page 50: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Lyapunov theorem

Given: , c variables, autonomous. Is stable?

¿

� ��� �� � � � � ! "

for all � ?

Theorem: is stable there exists

such that

and

Recall

The general theory teaches us how to verify -positivity.

QDF’s – p.25/35

Page 51: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Lyapunov theorem

Given: , c variables, autonomous. Is stable?

¿

� ��� �� � � � � ! "

for all � ?

Theorem: is stable there existsN . 0 . y_ � ` zsuch that

= ¦ "and Ô=

¦Õ "U

Recall

}N �_ � ` GF ! �_ W ` N �_ � `

The general theory teaches us how to verify -positivity.

QDF’s – p.25/35

Page 52: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Construction of Lyapunov functions

Recall the construction for first order representationsVV� Ö ! × Ö � ×

HurwitzU

Take ! M Õ "

and solve the Lyapunov eq’n

× MOØ W Ø × !

for

Ø ! Ø M ¯ ".

Lyapunov function is Ö MOØ Ö, its derivative is Ö M ÖU

This completely generalizes to high order differential equations.

Given ker , .

Choose

Solve the polynomial Lyapunov equation in

Define

Then i.e.

and if is stable and

QDF’s – p.26/35

Page 53: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Construction of Lyapunov functions

Given ! ker

� u � ���

,

u . 0 . yx z � ÙÛÚ Ü � u Ý ! ".

Choose

Solve the polynomial Lyapunov equation in

Define

Then i.e.

and if is stable and

QDF’s – p.26/35

Page 54: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Construction of Lyapunov functions

Given ! ker

� u � ���

,

u . 0 . yx z � ÙÛÚ Ü � u Ý ! ".

Choose

­ . 0 . y_ � ` z

Solve the polynomial Lyapunov equation in

. 0 . yx z

u �« x M �x W �« x M u �x ! ­ �« x � x

Define

N �_ � ` ! § i� %� j ~ Ï i � j ÂÞ i� j ~ Þ i� j Â Ï i� j� t�

Then i.e.

and if is stable and

QDF’s – p.26/35

Page 55: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Construction of Lyapunov functions

Given ! ker

� u � ���

,

u . 0 . yx z � ÙÛÚ Ü � u Ý ! ".

Choose

­ . 0 . y_ � ` z

Solve the polynomial Lyapunov equation in

. 0 . yx z

u �« x M �x W �« x M u �x ! ­ �« x � x

Define

N �_ � ` ! § i� %� j ~ Ï i � j ÂÞ i� j ~ Þ i� j Â Ï i� j� t�

Then Ô= ¦ ! § i.e.

��� = ¦ ! §

and = ¦ ¯ "if is stable and § ¦Õ "

QDF’s – p.26/35

Page 56: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Example

ß! � W ��� � W �1 ��1 � ! " à u �x ! S W x W x �

á �f 3 g � �ãâ 7f g, ä � ? # § � 9 � �â 7 � ��� 9 � �; negative on

å

.

The polynomial Lyapunov equation becomes

Solution is , induces

This construction theorem leads to Lyapunov proofs of

the Hurwitz criterion, and the Kharitonov theorem.

QDF’s – p.27/35

Page 57: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Example

ß! � W ��� � W �1 ��1 � ! " à u �x ! S W x W x �

á �f 3 g � �ãâ 7f g, ä � ? # § � 9 � �â 7 � ��� 9 � �; negative on

å

.

The polynomial Lyapunov equation becomes

��æ Kâ æ D ç � � 6 d ç d ç � � d � 6â ç d ç � � � æ K d æ D ç � � â 7 ç �

Solution is , induces

This construction theorem leads to Lyapunov proofs of

the Hurwitz criterion, and the Kharitonov theorem.

QDF’s – p.27/35

Page 58: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Example

ß! � W ��� � W �1 ��1 � ! " à u �x ! S W x W x �

á �f 3 g � �ãâ 7f g, ä � ? # § � 9 � �â 7 � ��� 9 � �; negative on

å

.

The polynomial Lyapunov equation becomes

��æ Kâ æ D ç � � 6 d ç d ç � � d � 6â ç d ç � � � æ K d æ D ç � � â 7 ç �

Solution is Ö �x ! « x, induces

= i� %� j I è i� jJé i� j t é i� j è i� j� tO� I � iD tO� t� 1 j t� iD t � t � 1 j� tO� I D t � �

This construction theorem leads to Lyapunov proofs of

the Hurwitz criterion, and the Kharitonov theorem.

QDF’s – p.27/35

Page 59: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Example

ß! � W ��� � W �1 ��1 � ! " à u �x ! S W x W x �

á �f 3 g � �ãâ 7f g, ä � ? # § � 9 � �â 7 � ��� 9 � �; negative on

å

.

The polynomial Lyapunov equation becomes

��æ Kâ æ D ç � � 6 d ç d ç � � d � 6â ç d ç � � � æ K d æ D ç � � â 7 ç �

Solution is Ö �x ! « x, induces

= i� %� j I è i� jJé i� j t é i� j è i� j� tO� I � iD tO� t� 1 j t� iD t � t � 1 j� tO� I D t � �

Î L.f.êìë i h j I h1 t i lln h j1

, derivative:

lln êìë I êìí i h j I ~ � i lln h j1îÑ

This construction theorem leads to Lyapunov proofs of

the Hurwitz criterion, and the Kharitonov theorem.

QDF’s – p.27/35

Page 60: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Example

ß! � W ��� � W �1 ��1 � ! " à u �x ! S W x W x �

á �f 3 g � �ãâ 7f g, ä � ? # § � 9 � �â 7 � ��� 9 � �; negative on

å

.

The polynomial Lyapunov equation becomes

��æ Kâ æ D ç � � 6 d ç d ç � � d � 6â ç d ç � � � æ K d æ D ç � � â 7 ç �

Solution is Ö �x ! « x, induces

= i� %� j I è i� jJé i� j t é i� j è i� j� tO� I � iD tO� t� 1 j t� iD t � t � 1 j� tO� I D t � �

This construction theorem leads to Lyapunov proofs of

the Hurwitz criterion, and the Kharitonov theorem.QDF’s – p.27/35

Page 61: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Dissipative systems

both the supply rate and the storage function in linearsystem theory lead to QDF’s.

QDF’s – p.28/35

Page 62: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Dissipative systems

Definition:

ïð

is said to be dissipative

w.r.t. the supply rate ñ with storage function § if the

dissipation inequality

Ô § òó ôöõ ÷÷ø § òó ô ñ ò�ù ô

holds for all

ò�ùûú ó ôýü þÿ � �, a latent variable repr. of .

If equality holds: ‘conservative’.

Defines the dissipation rate .

Central problem: Given and , construct .

QDF’s – p.29/35

Page 63: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Dissipative systems

If the storage function acts on ù , i.e., if

��� ò�ù ôõ ÷÷ø � ò�ù ô ñ ò�ù ô

for all ù ü

, then we call the storage function observable.

Defines the dissipation rate .

We consider only observable storage functions and dissipation

rates.

Central problem: Given and , construct .

QDF’s – p.29/35

Page 64: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Dissipative systems

��� ò�ù ô � ñ ò�ù ô õ � � � ò ÷÷ø ô ò�ù ô � � �

Defines the dissipation rate .

Central problem: Given and , construct .

QDF’s – p.29/35

Page 65: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Dissipative systems

��� ò�ù ô � ñ ò�ù ô õ � � � ò ÷÷ø ô ò�ù ô � � �

Defines the dissipation rate .

Central problem: Given

and

, construct

.

QDF’s – p.29/35

Page 66: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Existence of storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1.

2. Dissipativity

3.

4. Dissipation function

5. Other representations, adapted conditions ...

QDF’s – p.30/35

Page 67: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Existence of storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. �� � ñ ò�ù ô� � �

for all ù ü

of compact support.

2. Dissipativity

3.

4. Dissipation function

5. Other representations, adapted conditions ...

QDF’s – p.30/35

Page 68: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Existence of storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. �� � ñ ò�ù ô� � �

2. Dissipativity :

� �such that

� �� ñ

3.

4. Dissipation function

5. Other representations, adapted conditions ...

QDF’s – p.30/35

Page 69: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Existence of storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. �� � ñ ò�ù ô� � �

2. Dissipativity

3. Dissipativity :

� �ú such that

��� ò�ú � ô �õ ñ ò�ú � ô � � ò� ô ò � ô

4.

5. Dissipation function

6. Other representations, adapted conditions ...

QDF’s – p.30/35

Page 70: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Existence of storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. �� � ñ ò�ù ô� � �

2. Dissipativity

3. � ò � ��� ô ò � ��ú � ô ò ��� ô �

for all � ü �ú with ù õ ò ÷÷ø ô ó

any image repr. of .

4. Dissipation function

5. Other representations, adapted conditions ...

QDF’s – p.30/35

Page 71: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Existence of storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. �� � ñ ò�ù ô� � �

2. Dissipativity

3. � ò � ��� ô ò � ��ú � ô ò ��� ô �

4. Dissipation function :

� �

such that

� ò � � ô ò � �ú � ô ò � ôöõ � � ò � � ô � ò � ô

5. Other representations, adapted conditions ...

QDF’s – p.30/35

Page 72: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Existence of storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. �� � ñ ò�ù ô� � �

2. Dissipativity

3. � ò � ��� ô ò � ��ú � ô ò ��� ô �

4. Dissipation function

5. Other representations, adapted conditions ...

QDF’s – p.30/35

Page 73: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Non-negative storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. ‘half-line dissipativity’

2. Dissipativity with a non-negative storage function

3. A Pick matrix condition on

4. Other representations, adapted conditions ...

QDF’s – p.31/35

Page 74: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Non-negative storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. ‘half-line dissipativity’

� ñ ò�ù ô� � �

for all ù ü

of compact support.

2. Dissipativity with a non-negative storage function

3. A Pick matrix condition on

4. Other representations, adapted conditions ...

QDF’s – p.31/35

Page 75: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Non-negative storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. ‘half-line dissipativity’

2. Dissipativity with a non-negative storage function� �

such that

� � �and ���

� ñ"!

3. A Pick matrix condition on

4. Other representations, adapted conditions ...

QDF’s – p.31/35

Page 76: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Non-negative storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. ‘half-line dissipativity’

2. Dissipativity with a non-negative storage function

3. A Pick matrix condition on

� ò � � ô ò � �ú � ô ò � ô

with ù õ ò ÷÷ø ô óany image representation of .

4. Other representations, adapted conditions ...

QDF’s – p.31/35

Page 77: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Non-negative storage f’ns

Theorem: Let

ü ïð

, controllable, ñ a QDF, the supply rate.

The following are equivalent:

1. ‘half-line dissipativity’

2. Dissipativity with a non-negative storage function

3. A Pick matrix condition on

� ò � � ô ò � �ú � ô ò � ô

4. Other representations, adapted conditions ...

QDF’s – p.31/35

Page 78: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Storage functions

Remarks:

1. If there exists a storage function, there exists one that is a QDF.

Every observable storage f’n is a memoryless state f’n!

Algorithmic issues.

QDF’s – p.32/35

Page 79: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Storage functions

Algorithmic issues.

2. The set of observable storage functions is

convex, compact, and attains its maximum and minimum:

�$#% # &' # ( '*)� � � �,+ )- . &+ ) /

0í21 31 451 6587 9;: < 9 <>= ? @ ÿA B CD ÿ D E � FG 0IH 9JK: < ÷ø L

0íNM 7O P 4M 7 Q 9 : < 9 <= ? RTS U D ÿ D E GVF 0H 9 J: < ÷ø L

with the sup and inf over all

Wù such that the concatenations,

Wù X ùûú ù X Wù ü !

QDF’s – p.32/35

Page 80: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Storage functions

Algorithmic issues.

3. The condition: Given

ò ÷÷ø ô ù õ �and

, ¿

� �

such that

���� ñ

is actually an LMI.

Most easily seen by going to image representation:Yõ given

¿

� �such that

ò� � � ô � ò�ú � ô ò�ú � ô !

Obviously an LMI in the coefficients of

.QDF’s – p.32/35

Page 81: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Storage functions

Algorithmic issues.

4. We can also compute the dissipation rate first: Given

,

¿

� Z

such that

Z � Z � �

and ò � �ú � ô õ

[\]\_^

`� ` a

...9 � b <c acd

e]e_f�

Z[

\]\_^`` a

...acd

e]e_f

Obviously an LMI in the coefficients of

Z

.

QDF’s – p.32/35

Page 82: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

there is much more ...

... many more applications, many more to be expected from

various areas:

B/QDF’s for distributed systems (Pillai e.a) ;

SOS (Parrilo)

Representation-free control- and filtering

(Trentelman, Belur)

LQ-control for higher-order systems (Valcher)

Balancing and model reduction

Bilinear- and quadratic difference forms (discrete-time)

(Fujii & Kaneko)QDF’s – p.33/35

Page 83: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Conclusion

State systems quadratic functionals

High order linear differential eq’ns QDF’s

Stay with the original, parsimonious, model

No need to put things in state form...

QDF’s – p.34/35

Page 84: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Conclusion

State systems quadratic functionals

High order linear differential eq’ns QDF’s

Stay with the original, parsimonious, model

No need to put things in state form...

QDF’s – p.34/35

Page 85: A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL …€¦ · A TUTORIAL INTRODUCTION TO QUADRATIC DIFFERENTIAL FORMS Paolo Rapisarda (Un. of Maastricht, NL) & Jan C. Willems (K.U.

Thank youThank you

Thank you

Thank you

Thank you

Thank you

Thank you

Thank you

QDF’s – p.35/35