Stability radii for real linear Hamiltonian systems with perturbed dissipation
Authors
Christian Mehl, Volker Mehrmann, Punit Sharma
Abstract
We study linear dissipative Hamiltonian (DH) systems with real constant coefficients that arise in energy based modeling of dynamical systems. We analyze when such a system is on the boundary of the region of asymptotic stability, i.e., when it has purely imaginary eigenvalues, or how much the dissipation term has to be perturbed to be on this boundary. For unstructured systems the explicit construction of the real distance to instability ( real stability radius ) has been a challenging problem. We analyze this real distance under different structured perturbations to the dissipation term that preserve the DH structure and we derive explicit formulas for this distance in terms of low rank perturbations. We also show (via numerical examples) that under real structured perturbations to the dissipation the asymptotical stability of a DH system is much more robust than for unstructured perturbations.
Keywords
Dissipative Hamiltonian system; Port-Hamiltonian system; Real distance to instability; Real structured distance to instability; Restricted real distance to instability; 93D20; 93D09; 65F15; 15A21; 65L80; 65L05; 34A30
Citation
- Journal: BIT Numerical Mathematics
- Year: 2017
- Volume: 57
- Issue: 3
- Pages: 811–843
- Publisher: Springer Science and Business Media LLC
- DOI: 10.1007/s10543-017-0654-0
BibTeX
@article{Mehl_2017,
title={{Stability radii for real linear Hamiltonian systems with perturbed dissipation}},
volume={57},
ISSN={1572-9125},
DOI={10.1007/s10543-017-0654-0},
number={3},
journal={BIT Numerical Mathematics},
publisher={Springer Science and Business Media LLC},
author={Mehl, Christian and Mehrmann, Volker and Sharma, Punit},
year={2017},
pages={811--843}
}
References
- Adhikari, B.: Backward perturbation and sensitivity analysis of structured polynomial eigenvalue problem. PhD thesis, Dept. of Math., IIT Guwahati, Assam, India (2008)
- Byers, R. A Bisection Method for Measuring the Distance of a Stable Matrix to the Unstable Matrices. SIAM Journal on Scientific and Statistical Computing vol. 9 875–881 (1988) – 10.1137/0909059
- Dalsmo, M. & van der Schaft, A. On Representations and Integrability of Mathematical Structures in Energy-Conserving Physical Systems. SIAM Journal on Control and Optimization vol. 37 54–91 (1998) – 10.1137/s0363012996312039
- Davis, C., Kahan, W. M. & Weinberger, H. F. Norm-Preserving Dilations and Their Applications to Optimal Error Bounds. SIAM Journal on Numerical Analysis vol. 19 445–469 (1982) – 10.1137/0719029
- Freitag, M. A. & Spence, A. A Newton-based method for the calculation of the distance to instability. Linear Algebra and its Applications vol. 435 3189–3205 (2011) – 10.1016/j.laa.2011.06.012
- FR Gantmacher. Gantmacher, F.R.: Theory of Matrices, vol. 1. Chelsea, New York (1959) (1959)
- I Gohberg. Gohberg, I., Lancaster, P., Rodman, L.: Indefinite Linear Algebra and Applications. Birkhäuser, Basel (2006) (2006)
- G Golo. Golo, G., van der Schaft, A.J., Breedveld, P.C., Maschke, B.M.: Hamiltonian formulation of bond graphs. In: Rantzer, A., Johansson, R. (eds.) Nonlinear and Hybrid Systems in Automotive Control, pp. 351–372. Springer, Heidelberg (2003) (2003)
- GH Golub. Golub, G.H., Van Loan, C.F.: Matrix Computations, 3rd edn. Johns Hopkins University Press, Baltimore (1996) (1996)
- Gräbner, N., Mehrmann, V., Quraishi, S., Schröder, C. & von Wagner, U. Numerical methods for parametric model reduction in the simulation of disk brake squeal. ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik vol. 96 1388–1405 (2016) – 10.1002/zamm.201500217
- He, C. & Watson, G. A. An Algorithm for Computing the Distance to Instability. SIAM Journal on Matrix Analysis and Applications vol. 20 101–116 (1998) – 10.1137/s0895479897314838
- Hinrichsen, D. & Pritchard, A. J. Stability radii of linear systems. Systems & Control Letters vol. 7 1–10 (1986) – 10.1016/0167-6911(86)90094-0
- Hinrichsen, D. & Pritchard, A. J. Stability radius for structured perturbations and the algebraic Riccati equation. Systems & Control Letters vol. 8 105–113 (1986) – 10.1016/0167-6911(86)90068-x
- D Hinrichsen. Hinrichsen, D., Pritchard, A.J.: Mathematical Systems Theory I. Modelling, State Space Analysis, Stability and Robustness. Springer, New York (2005) (2005)
- Kahan, W., Parlett, B. N. & Jiang, E. Residual Bounds on Approximate Eigensystems of Nonnormal Matrices. SIAM Journal on Numerical Analysis vol. 19 470–484 (1982) – 10.1137/0719030
- Mackey, D. S., Mackey, N. & Tisseur, F. Structured Mapping Problems for Matrices Associated with Scalar Products. Part I: Lie and Jordan Algebras. SIAM Journal on Matrix Analysis and Applications vol. 29 1389–1410 (2008) – 10.1137/060657856
- Martins, N. & Lima, L. T. G. Determination of suitable locations for power system stabilizers and static VAR compensators for damping electromechanical oscillations in large scale power systems. IEEE Transactions on Power Systems vol. 5 1455–1469 (1990) – 10.1109/59.99400
- Martins, N., Pellanda, P. C. & Rommes, J. Computation of Transfer Function Dominant Zeros With Applications to Oscillation Damping Control of Large Power Systems. IEEE Transactions on Power Systems vol. 22 1657–1664 (2007) – 10.1109/tpwrs.2007.907526
- Maschke, B. M., Van Der Schaft, A. J. & Breedveld, P. C. An intrinsic hamiltonian formulation of network dynamics: non-standard poisson structures and gyrators. Journal of the Franklin Institute vol. 329 923–966 (1992) – 10.1016/s0016-0032(92)90049-m
- Mehl, C., Mehrmann, V. & Sharma, P. Stability Radii for Linear Hamiltonian Systems with Dissipation Under Structure-Preserving Perturbations. SIAM Journal on Matrix Analysis and Applications vol. 37 1625–1654 (2016) – 10.1137/16m1067330
- Putting energy back in control. IEEE Control Systems vol. 21 18–33 (2001) – 10.1109/37.915398
- Ortega, R., van der Schaft, A., Maschke, B. & Escobar, G. Interconnection and damping assignment passivity-based control of port-controlled Hamiltonian systems. Automatica vol. 38 585–596 (2002) – 10.1016/s0005-1098(01)00278-3
- Qiu, L. et al. A formula for computation of the real stability radius. Automatica vol. 31 879–890 (1995) – 10.1016/0005-1098(95)00024-q
- Rommes, J. & Martins, N. Exploiting structure in large-scale electrical circuit and power system problems. Linear Algebra and its Applications vol. 431 318–333 (2009) – 10.1016/j.laa.2008.12.027
- Multibody Systems Handbook. (Springer Berlin Heidelberg, 1990). doi:10.1007/978-3-642-50995-7 – 10.1007/978-3-642-50995-7
- van der Schaft, A. Port-Hamiltonian systems: an introductory survey. Proceedings of the International Congress of Mathematicians Madrid, August 22–30, 2006 1339–1365 (2007) doi:10.4171/022-3/65 – 10.4171/022-3/65
- Schaft, A. J. Port-Hamiltonian Systems: Network Modeling and Control of Nonlinear Physical Systems. Advanced Dynamics and Control of Structures and Machines 127–167 (2004) doi:10.1007/978-3-7091-2774-2_9 – 10.1007/978-3-7091-2774-2_9
- AJ Schaft van der. van der Schaft, A.J., Maschke, B.M.: The Hamiltonian formulation of energy conserving physical systems with external ports. Arch. Elektron. Übertragungstech. 45, 362–371 (1995) (1995)
- van der Schaft, A. J. & Maschke, B. M. Hamiltonian formulation of distributed-parameter systems with boundary energy flow. Journal of Geometry and Physics vol. 42 166–194 (2002) – 10.1016/s0393-0440(01)00083-3
- van der Schaft, A. J. & Maschke, B. M. Port-Hamiltonian Systems on Graphs. SIAM Journal on Control and Optimization vol. 51 906–937 (2013) – 10.1137/110840091
- Van Loan, C. How near is a stable matrix to an unstable matrix? Contemporary Mathematics 465–478 (1985) doi:10.1090/conm/047/828319 – 10.1090/conm/047/828319
- Veselić, K. Damped Oscillations of Linear Systems. Lecture Notes in Mathematics (Springer Berlin Heidelberg, 2011). doi:10.1007/978-3-642-21335-9 – 10.1007/978-3-642-21335-9