arXiv subjects

Antonio Fazzi

Publications and source records attributed to Antonio Fazzi.

5 recordsLinked to original sources

arXiv2024

Simulation of Nonlinear Systems Trajectories: between Models and Behaviors

In this paper, we study connections between the classical model-based approach to nonlinear system theory, where systems are represented by equations, and the nonlinear behavioral approach, where systems are defined as sets of trajectories. In particular, we focus on equivalent representations of the systems in the two frameworks for the problem of simulating a future nonlinear system trajectory starting from a given set of noisy data. The goal also includes extending some existing results from the deterministic to the stochastic setting.

math.OC↗

arXiv2023

Addition and intersection of linear time-invariant behaviors

We define and analyze the operations of addition and intersection of linear time-invariant systems in the behavioral setting, where systems are viewed as sets of trajectories rather than input-output maps. The classical definition of addition of input-output systems is addition of the outputs with the inputs being equal. In the behavioral setting, addition of systems is defined as addition of all variables. Intersection of linear time-invariant systems was considered before only for the autonomous case in the context of "common dynamics" estimation. We generalize the notion of common dynamics to open systems (systems with inputs) as intersection of behaviors. This is done by proposing trajectory-based definitions. The main results of the paper are 1) characterization of the link between the complexities (number of inputs and order) of the sum and intersection systems, 2) algorithms for computing their kernel and image representations and 3) a duality property of the two operations. Our approach combines polynomial and numerical linear algebra computations.

math.DS↗

arXiv2021

Finding the nearest passive or non-passive system via Hamiltonian eigenvalue optimization

We propose and study an algorithm for computing a nearest passive system to a given non-passive linear time-invariant system (with much freedom in the choice of the metric defining `nearest', which may be restricted to structured perturbations), and also a closely related algorithm for computing the structured distance of a given passive system to non-passivity. Both problems are addressed by solving eigenvalue optimization problems for Hamiltonian matrices that are constructed from perturbed system matrices. The proposed algorithms are two-level methods that optimize the Hamiltonian eigenvalue of smallest positive real part over perturbations of a fixed size in the inner iteration, using a constrained gradient flow. They optimize over the perturbation size in the outer iteration, which is shown to converge quadratically in the typical case of a defective coalescence of simple eigenvalues approaching the imaginary axis. For large systems, we propose a variant of the algorithm that takes advantage of the inherent low-rank structure of the problem. Numerical experiments illustrate the behavior of the proposed algorithms.

math.NA↗

arXiv2020

A gradient system approach for Hankel structured low-rank approximation

Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are full rank. This motivates the problem of Hankel structured low-rank approximation. Structured low-rank approximation problems, in general, do not have a global and efficient solution technique. In this paper we propose a local optimization approach based on a two-levels iteration. Experimental results show that the proposed algorithm usually achieves good accuracy and shows a higher robustness with respect to the initial approximation, compared to alternative approaches.

math.NA↗

arXiv2017

A Gauss--Newton iteration for Total Least Squares problems

The Total Least Squares solution of an overdetermined, approximate linear equation $Ax \approx b$ minimizes a nonlinear function which characterizes the backward error. We show that a globally convergent variant of the Gauss--Newton iteration can be tailored to compute that solution. At each iteration, the proposed method requires the solution of an ordinary least squares problem where the matrix $A$ is perturbed by a rank-one term.

math.NA↗