arXiv subjects

Christopher M. Kellett

Publications and source records attributed to Christopher M. Kellett.

At least 19 recordsLinked to original sources

arXiv2021

On Continuous-Time Infinite Horizon Optimal Control -- Dissipativity, Stability and Transversality

This paper analyses the interplay between dissipativity and stability properties in continuous-time infinite-horizon Optimal Control Problems (OCPs). We establish several relations between these properties, which culminate in a set of equivalence conditions. Moreover, we investigate convergence and stability of the infinite-horizon optimal adjoint trajectories. The workhorse for our investigations is a notion of strict dissipativity in OCPs, which has been coined in the context of economic model predictive control. With respect to the link between stability and dissipativity, the present paper can be seen as an extension of the seminal work on least squares optimal control by Willems from 1971. Furthermore, we show that strict dissipativity provides a conclusive answer to the question of adjoint transversality conditions in infinite-horizon optimal control which has been raised by Halkin in 1974. Put differently, we establish conditions under which the adjoints converge to their optimal steady state value. We draw upon several examples to illustrate our findings. Moreover, we discuss the relation of our findings to results available in the literature.

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arXiv2021

Robust Output Feedback Stabilization of MIMO Invertible Nonlinear Systems with Output-Dependent Multipliers (extended version)

This note studies the robust output feedback stabilization problem of multi-input multi-output invertible nonlinear systems with output-dependent multipliers. An "ideal" state feedback is first designed under certain mild assumptions. Then, a set of extended low-power high-gain observers is systematically designed, providing a complete estimation of the "ideal" feedback law. This yields a robust output feedback stabilizer such that the origin of the closed-loop system is semiglobally asymptotically stable, while improving the numerical implementation with the power of high-gain parameters up to 2.

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arXiv2021

Robust I&I Adaptive Tracking Control of Systems with Nonlinear Parameterization: An ISS Perspective

This paper studies the immersion and invariance (I&I) adaptive tracking problem for a class of nonlinear systems with nonlinear parameterization in the ISS framework. Under some mild assumptions, a novel I&I adaptive control algorithm is proposed,leading to an interconnection of an ISS estimation error subsystem and an ISS tracking error subsystem. Using an ISS small-gain condition, the desired uniform global asymptotic stability of the resulting interconnected "error" system can be achieved and a sum-type strict Lyapunov function can be explicitly constructed. Taking advantage of this ISS-based design framework,it is shown that the corresponding robustness with respect to the input perturbation can be rendered to be ISS. To remove the need to solve the immersion manifold shaping PDE, a new filter-based approach is proposed, which preserves the ISS-based design framework. Finally, we demonstrate the validness of the proposed framework on a tracking problem for series elastic actuators.

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arXiv2021

Robust Implementable Regulator Design of General Linear Systems

Robust implementable output regulator design approaches are studied for general linear continuous-time \mbox{systems} with periodically sampled measurements, consisting of both the regulation errors and extra measurements that are generally non-vanishing in steady state. A digital regulator is first developed via the conventional emulation-based approach, rendering the regulation errors asymptotically bounded with a small sampling period. We then develop a hybrid design framework by incorporating a generalized hold device, which transforms the original problem into the problem of designing an output feedback controller fulfilling two conditions for a discrete-time system. We show that such a controller can always be obtained by designing a discrete-time internal model, a discrete-time washout filter, and a discrete-time output feedback stabilizer. As a result, the regulation errors are shown to be globally exponentially convergent to zero, while the sampling period is fixed but can be arbitrarily large. This design framework is further developed for a multi-rate digital regulator with a large sampling period of the measurements and a small control execution period.

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arXiv2021

Robust Output Feedback Stabilization of Multivariable Invertible Nonlinear Systems: A Feedback Linearization-Based Method

This note studies the robust output feedback stabilization problem of a class of multi-input multi-output invertible nonlinear systems, for which an "ideal" state feedback based on feedback linearization can be designed under certain mild assumptions. By systematically designing a set of extended low-power high-gain observers, we show that this "ideal" linearizing feedback law can be approximately estimated, which provides a robust output feedback stabilizer such that the origin of the resulting closed-loop system is semiglobally asymptotically stable.

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arXiv2019

Feedback, Dynamics, and Optimal Control in Climate Economics

For his work in the economics of climate change, Professor William Nordhaus was a co-recipient of the 2018 Nobel Memorial Prize for Economic Sciences. A core component of the work undertaken by Nordhaus is the Dynamic Integrated model of Climate and Economy, known as the DICE model. The DICE model is a discrete-time model with two control inputs and is primarily used in conjunction with a particular optimal control problem in order to estimate optimal pathways for reducing greenhouse gas emissions. In this paper, we provide a tutorial introduction to the DICE model and we indicate challenges and open problems of potential interest for the systems and control community.

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arXiv2019

Adaptive Semiglobal Nonlinear Output Regulation:An Extended-State Observer Approach

This paper proposes a new extended-state observer-based framework for adaptive nonlinear regulator design of a class of nonlinear systems, in the general nonequilibrium theory. By augmenting an extended-state observer with an internal model, one is able to obtain an estimate of the term containing uncertain parameters, which then makes it possible to design an adaptive internal model in the presence of a general nonlinearly parameterized immersion condition.

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arXiv2018

Convergence Properties for Discrete-time Nonlinear Systems

Three similar convergence notions are considered. Two of them are the long established notions of convergent dynamics and incremental stability. The other is the more recent notion of contraction analysis. All three convergence notions require that all solutions of a system converge to each other. In this paper, we investigate the differences between these convergence properties for discrete-time, time-varying nonlinear systems by comparing the properties in pairs and using examples. We also demonstrate a time-varying smooth Lyapunov function characterization for each of these convergence notions, and, with appropriate assumptions, we provide several sufficient conditions to establish relationships between these properties in terms of Lyapunov functions.

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arXiv2016

DICE2013R-mc: A Matlab / CasADi Implementation of Vanilla DICE 2013R

This brief document provides a description of how to use DICE2013R-mc \cite{DICE2013R-mc}, a Matlab and CasADi-based implementation of the Dynamic Integrated model of Climate and Economy (DICE). DICE2013R-mc provides the same basic functionality as the GAMS code (A manual is available for DICE2013R DICEManual). However, the description of the model in the manual (DICEManual) differs in several respects from the available code (DICECode). As our aim is replicate the functionality of (DICECode}, the description of the model is in reference to the implementation in (DICECode) rather than the description in (DICEManual). for DICE2013R as available at (DICECode).

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arXiv2016

Classical Converse Theorems in Lyapunov's Second Method

Lyapunov's second or direct method is one of the most widely used techniques for investigating stability properties of dynamical systems. This technique makes use of an auxiliary function, called a Lyapunov function, to ascertain stability properties for a specific system without the need to generate system solutions. An important question is the converse or reversability of Lyapunov's second method; i.e., given a specific stability property does there exist an appropriate Lyapunov function? We survey some of the available answers to this question.

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arXiv2014

Input-to-State Stability, integral Input-to-State Stability, and $\mathcal{L}_2$-Gain Properties: Qualitative Equivalences and Interconnected Systems

Input-to-state stability (ISS) and $\mathcal{L}_2$-gain are well-known robust stability properties that continue to find wide application in the analysis and control of nonlinear dynamical systems and their interconnections. We investigate the relationship between ISS-type and $\mathcal{L}_2$-gain properties, demonstrating several qualitative equivalences between these two approaches. We subsequently present several new sufficient conditions for the stability of interconnected systems derived by exploiting these qualitative equivalences.

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arXiv2014

Optimal Coding Functions for Pairwise Message Sharing on Finite-Field Multi-Way Relay Channels

This paper considers the finite-field multi-way relay channel with pairwise message sharing, where multiple users exchange messages through a single relay and where the users may share parts of their source messages (meaning that some message parts are known/common to more than one user). In this paper, we design an optimal functional-decode-forward coding scheme that takes the shared messages into account. More specifically, we design an optimal function for the relay to decode (from the users on the uplink) and forward (back to the users on the downlink). We then show that this proposed function-decode-forward coding scheme can achieve the capacity region of the finite-field multi-way relay channel with pairwise message sharing. This paper generalizes our previous result for the case of three users to any number of users.

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arXiv2013

The Three-User Finite-Field Multi-Way Relay Channel with Correlated Sources

This paper studies the three-user finite-field multi-way relay channel, where the users exchange messages via a relay. The messages are arbitrarily correlated, and the finite-field channel is linear and is subject to additive noise of arbitrary distribution. The problem is to determine the minimum achievable source-channel rate, defined as channel uses per source symbol needed for reliable communication. We combine Slepian-Wolf source coding and functional-decode-forward channel coding to obtain the solution for two classes of source and channel combinations. Furthermore, for correlated sources that have their common information equal their mutual information, we propose a new coding scheme to achieve the minimum source-channel rate.

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arXiv2012

The Half-Duplex AWGN Single-Relay Channel: Full Decoding or Partial Decoding?

This paper compares the partial-decode-forward and the complete-decode-forward coding strategies for the half-duplex Gaussian single-relay channel. We analytically show that the rate achievable by partial-decode-forward outperforms that of the more straightforward complete-decode-forward by at most 12.5%. Furthermore, in the following asymptotic cases, the gap between the partial-decode-forward and the complete-decode-forward rates diminishes: (i) when the relay is close to the source, (ii) when the relay is close to the destination, and (iii) when the SNR is low. In addition, when the SNR increases, this gap, when normalized to the complete-decode-forward rate, also diminishes. Consequently, significant performance improvements are not achieved by optimizing the fraction of data the relay should decode and forward, over simply decoding the entire source message.

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arXiv2012

On the Capacity of the Binary-Symmetric Parallel-Relay Network

We investigate the binary-symmetric parallel-relay network where there is one source, one destination, and multiple relays in parallel. We show that forwarding relays, where the relays merely transmit their received signals, achieve the capacity in two ways: with coded transmission at the source and a finite number of relays, or uncoded transmission at the source and a sufficiently large number of relays. On the other hand, decoding relays, where the relays decode the source message, re-encode, and forward it to the destination, achieve the capacity when the number of relays is small. In addition, we show that any coding scheme that requires decoding at any relay is suboptimal in large parallel-relay networks, where forwarding relays achieve strictly higher rates.

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arXiv2012

On the Equal-Rate Capacity of the AWGN Multiway Relay Channel

The L-user additive white Gaussian noise multiway relay channel is investigated, where L users exchange information at the same rate through a single relay. A new achievable rate region, based on the functional-decode-forward coding strategy, is derived. For the case where there are three or more users, and all nodes transmit at the same power, the capacity is obtained. For the case where the relay power scales with the number of users, it is shown that both compress-forward and functional-decode-forward achieve rates within a constant number of bits of the capacity at all SNR levels; in addition, functional-decode-forward outperforms compress-forward and complete-decode-forward at high SNR levels.

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arXiv2011

Functional-Decode-Forward for the General Discrete Memoryless Two-Way Relay Channel

We consider the general discrete memoryless two-way relay channel, where two users exchange messages via a relay, and propose two functional-decode-forward coding strategies for this channel. Functional-decode-forward involves the relay decoding a function of the users' messages rather than the individual messages themselves. This function is then broadcast back to the users, which can be used in conjunction with the user's own message to decode the other user's message. Via a numerical example, we show that functional-decode-forward with linear codes is capable of achieving strictly larger sum rates than those achievable by other strategies.

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arXiv2011

The Capacity of a Class of Multi-Way Relay Channels

The capacity of a class of multi-way relay channels, where L users communicate via a relay (at possibly different rates), is derived for the case where the channel outputs are modular sums of the channel inputs and the receiver noise. The cut-set upper bound to the capacity is shown to be achievable. More specifically, the capacity is achieved using (i) rate splitting, (ii) functional-decode-forward, and (iii) joint source-channel coding. We note that while separate source-channel coding can achieve the common-rate capacity, joint source-channel coding is used to achieve the capacity for the general case where the users are transmitting at different rates.

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