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Emil Vladu

Publications and source records attributed to Emil Vladu.

3 recordsLinked to original sources

On Integral Linear Constraints on Convex Cones

In this paper, we consider integral linear constraints and the dissipation inequality with linear supply rates for certain sets of trajectories confined pointwise in time to a convex cone which belongs to a finite-dimensional normed vector space. Such constraints are then shown to be satisfied if and only if a bounded linear functional exists which satisfies a conic inequality. This is analogous to the typical situation in which a quadratic supply rate over the entire space is related to a linear matrix inequality. A connection is subsequently drawn precisely to linear-quadratic control: by proper choice of cone, the main results can be applied to produce a known L1-gain analogue to the bounded real lemma in positive systems theory, as well as a non-strict version of the Kalman-Yakubovich-Popov Lemma in linear-quadratic control.

math.OC

Stability and Performance Analysis on Self-dual Cones

In this paper, we consider nonsymmetric solutions to certain Lyapunov and Riccati equations and inequalities with coefficient matrices corresponding to cone-preserving dynamical systems. Most results presented here appear to be novel even in the special case of positive systems. First, we provide a simple eigenvalue criterion for a Sylvester equation to admit a cone-preserving solution. For a single system preserving a self-dual cone, this reduces to stability. Further, we provide a set of conditions equivalent to testing a given H-infinity norm bound, as in the bounded real lemma. These feature the stability of a coefficient matrix similar to the Hamiltonian, a solution to two conic inequalities, and a stabilizing cone-preserving solution to a nonsymmetric Riccati equation. Finally, we show that the H-infinity norm is attained at zero frequency.

math.OC

A Cone-preserving Solution to a Nonsymmetric Riccati Equation

In this paper, we provide the following simple equivalent condition for a nonsymmetric Algebraic Riccati Equation to admit a stabilizing cone-preserving solution: an associated coefficient matrix must be stable. The result holds under the assumption that said matrix be cross-positive on a proper cone, and it both extends and completes a corresponding sufficient condition for nonnegative matrices in the literature. Further, key to showing the above is the following result which we also provide: in order for a monotonically increasing sequence of cone-preserving matrices to converge, it is sufficient to be bounded above in a single vectorial direction.

math.OC