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Abstract Quantitative Local Analysis of Nonlinear Systems by Ufuk Topcu Doctor of Philosophy in Engineering - Mechanical Engineering University of California, Berkeley Professor Andrew K. Packard, Chair This thesis investigates quantitative methods for local robustness and performance analysis of nonlinear dynamical systems with polynomial vector fields. We propose measures to quantify systems’ robustness against uncertainties in initial conditions (regions-ofattraction) and external disturbances (local reachability/gain analysis). S-procedure and sum-of-squares relaxations are used to translate Lyapunov-type characterizations to sumof-squares optimization problems. These problems are typically bilinear/nonconvex (due to local analysis rather than global) and their size grows rapidly with state/uncertainty space dimension. Our approach is based on exploiting system theoretic interpretations of these optimization problems to reduce their complexity. We propose a methodology incorporating simulation data in formal proof construction enabling more reliable and efficient search for robustness and performance certificates compared to the direct use of general purpose solvers. This 1
technique is adapted both to region-of-attraction and reachability analysis. We extend the analysis to uncertain systems by taking an intentionally simplistic and potentially conservative route, namely employing parameter-independent, rather than parameter-dependent, certificates. The conservatism is simply reduced by a branch-and-bound type refinement procedure. The main thrust of these methods is their suitability for parallel computing achieved by decomposing otherwise challenging problems into relatively tractable smaller ones. We demonstrate proposed methods on several small/medium size examples in each chapter and apply each method to a benchmark example with an uncertain short period pitch axis model of an aircraft. Additional practical issues leading to a more rigorous basis for the proposed methodology as well as promising further research topics are also addressed. We show that stability of linearized dynamics is not only necessary but also sufficient for the feasibility of the formulations in region-of-attraction analysis. Furthermore, we generalize an upper bound refinement procedure in local reachability/gain analysis which effectively generates nonpolynomial certificates from polynomial ones. Finally, broader applicability of optimizationbased tools stringently depends on the availability of scalable/hierarchial algorithms. As an initial step toward this direction, we propose a local small-gain theorem and apply to stability region analysis in the presence of unmodeled dynamics. Professor Andrew K. Packard Dissertation Committee Chair 2
Page 1 and 2: Quantitative Local Analysis of Nonl
Page 3: Quantitative Local Analysis of Nonl
Page 7 and 8: Contents Contents ii List of Figure
Page 9 and 10: 5.1 Setup and Estimation of the Rob
Page 11 and 12: 4.1 Invariant subsets of ROA report
Page 13 and 14: 6.4 Upper bounds for ∂(V ) = 2 (w
Page 15 and 16: 4.4 Optimal values of β in the pro
Page 17 and 18: Acknowledgements It has been a shor
Page 19 and 20: specifically sum-of-squares program
Page 21 and 22: ections. Finally, it is shown that,
Page 23 and 24: 1.2 Summary of Examples Listed belo
Page 25 and 26: Chapter 2 Background The goal in th
Page 27 and 28: Affine SDPs are convex optimization
Page 29 and 30: and LP constraints, namely for c
Page 31 and 32: Theorem 2.2.1. A polynomial p, in x
Page 33 and 34: containment constraint {x ∈ R n :
Page 35 and 36: ⊳ Example 2.3.1. We now give a pr
Page 37 and 38: The main difference between these c
Page 39 and 40: Chapter 3 Simulation-Aided Region-o
Page 41 and 42: of decision variable space, so that
Page 43 and 44: Using simple generalizations of the
Page 45 and 46: where ∇V (c(t))f(c(t)) < 0, l 1 (
Page 47 and 48: It is well-known that Y lin is conv
Page 49 and 50: Φ T 3 α = b 3 Φ T 2 α = b 2 α
Page 51 and 52: definite l 2 ∈ R[x], define γ
Page 53 and 54: Table 3.1. Parameters used in and r
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3 2 1 0 −1 −2 −3 −2 −1 0
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Table 3.2. Volume ratios for (E 1 )
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3.3.3 Controlled Short Period Aircr
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1.5 1 0.5 x 3 0 −0.5 −1 −1.5
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sampling some region and imposing
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vi. Further optimize initializing C
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where H can be chosen positive defi
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3.6 Appendix Problems 3.2.1 and 3.2
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and p be convex. Define β ∗ a :=
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SOS relaxations [63, 58, 59, 57, 73
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Note that entries of ϕ do not have
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introduces extra complexity [35] an
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δ(= ϕ + α) as long as ϕ l (x)
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and V (0) = 0 are sufficient condit
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• For each δ ∈ E ∆ , compute
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The result is straightforward to ex
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1.5 1 0.5 x 2 0 −0.5 −1 −1.5
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3 2 1 x 2 0 −1 −2 −3 −2 −
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Table 4.5. Optimal value of β in t
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4.7 Appendix Parameters for the unc
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eter space) and covering the graph
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functions, and δ takes values in a
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(SDP), with 3 “types” of decisi
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5.2 Polynomial Parametric Uncertain
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and max σ li ∈S li ,a l ,b l Vol
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5.3 Branch-and-Bound Type Refinemen
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- compute L D k and update U D k;
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Finally, the following continuity r
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1 β lp β nc β 0.5 0 1 lower boun
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15 β10 "quasi−upper" and lower b
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5.5 Chapter Summary We extended the
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Chapter 6 Reachability and Local Ga
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then G R 2 ⊆ Ω V,R 2. ⊳ Given
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where V poly and S’s are prescrib
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Lower bound for the reachable set:
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Consequently, this strengthens the
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Of course, this set could be empty,
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ii. If all trajectories stay in Ω
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Given K current , solve: [1/R∗, 2
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20 15 β 10 5 0 0 5 10 15 20 R 2 Fi
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5 4 γ 3 2 1 0 1 2 3 4 5 6 R Figure
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Proof. Let ẋ 2 (t) = Ax 2 (t) + B
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Proof. Define S := V + Q. d dt S(x
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✲ ẋ 4 = A c x 4 + B c y v = C c
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Chapter 7 Conclusions This thesis i
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ehavior of the actual system. The i
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[8] H. H. Bauschke and J. M. Borwei
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editors, System Theory: Modeling, A
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[45] A. Paice and F. Wirth. Robustn
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[64] J. E. Tierno, R. M. Murray, J.
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