arXiv subjects

Giordano Pola

Publications and source records attributed to Giordano Pola.

25 records · Page 2Linked to original sources

arXiv2010

Integrated symbolic control design for nonlinear systems with infinite states specifications

Discrete abstractions of continuous and hybrid systems have recently been the topic of great interest from both the control systems and the computer science communities, because they provide a sound mathematical framework for analysing and controlling embedded systems. In this paper we give a further contribution to this research line, by addressing the problem of symbolic control design of nonlinear systems with infinite states specifications, modelled by differential equations. We first derive the symbolic controller solving the control design problem, given in terms of discrete abstractions of the plant and the specification systems. We then present an algorithm which integrates the construction of the discrete abstractions with the design of the symbolic controller. Space and time complexity analysis of the proposed algorithm is performed and a comparison with traditional approaches currently available in the literature for symbolic control design, is discussed. Some examples are included, which show the interest and applicability of our results.

math.OC↗

arXiv2009

A stochastic reachability approach to portfolio construction in finance industry

In finance industry portfolio construction deals with how to divide the investors' wealth across an asset-classes' menu in order to maximize the investors' gain. Main approaches in use at the present are based on variations of the classical Markowitz model. However, recent evolutions of the world market showed limitations of this method and motivated many researchers and practitioners to study alternative methodologies to portfolio construction. In this paper we propose one approach to optimal portfolio construction based on recent results on stochastic reachability, which overcome some of the limits of current approaches. Given a sequence of target sets that the investors would like their portfolio to stay within, the optimal portfolio allocation is synthesized in order to maximize the joint probability for the portfolio value to fulfill the target sets requirements. A case study in the US market is given which shows benefits from the proposed methodology in portfolio construction. A comparison with traditional approaches is included.

q-fin.PM↗

arXiv2009

Symbolic models for nonlinear time-delay systems using approximate bisimulations

Time-delay systems are an important class of dynamical systems which provide a solid mathematical framework to deal with many application domains of interest ranging from biology, chemical, electrical, and mechanical engineering, to economics. However, the inherent complexity of such systems poses serious difficulties to control design, when control objectives depart from the standard ones investigated in the current literature, e.g. stabilization, regulation, and etc. In this paper we propose one approach to control design, which is based on the construction of symbolic models, where each symbolic state and each symbolic label correspond to an aggregate of continuous states and to an aggregate of input signals in the original system. The use of symbolic models offers a systematic methodology for control design in which constraints coming from software and hardware, interacting with the physical world, can be integrated. The main contribution of this paper is in showing that incrementally input-to-state stable time-delay systems do admit symbolic models that are approximately bisimilar to the original system, with a precision that can be rendered as small as desired. An algorithm is also presented which computes the proposed symbolic models. When the state and input spaces of time-delay systems are bounded, which is the case in many realistic situations, the proposed algorithm is shown to terminate in a finite number of steps.

math.DS↗

arXiv2008

Approximately bisimilar symbolic models for incrementally stable switched systems

Switched systems constitute an important modeling paradigm faithfully describing many engineering systems in which software interacts with the physical world. Despite considerable progress on stability and stabilization of switched systems, the constant evolution of technology demands that we make similar progress with respect to different, and perhaps more complex, objectives. This paper describes one particular approach to address these different objectives based on the construction of approximately equivalent (bisimilar) symbolic models for switched systems. The main contribution of this paper consists in showing that under standard assumptions ensuring incremental stability of a switched system (i.e. existence of a common Lyapunov function, or multiple Lyapunov functions with dwell time), it is possible to construct a finite symbolic model that is approximately bisimilar to the original switched system with a precision that can be chosen a priori. To support the computational merits of the proposed approach, we use symbolic models to synthesize controllers for two examples of switched systems, including the boost DC-DC converter.

math.OC↗

arXiv2008

Observability and Detectability of Linear Switching Systems: A Structural Approach

We define observability and detectability for linear switching systems as the possibility of reconstructing and respectively of asymptotically reconstructing the hybrid state of the system from the knowledge of the output for a suitable choice of the control input. We derive a necessary and sufficient condition for observability that can be verified computationally. A characterization of control inputs ensuring observability of switching systems is given. Moreover, we prove that checking detectability of a linear switching system is equivalent to checking asymptotic stability of a suitable switching system with guards extracted from it, thus providing interesting links to Kalman decomposition and the theory of stability of hybrid systems.

math.DS↗

arXiv2008

Approximately bisimilar symbolic models for nonlinear control systems

Control systems are usually modeled by differential equations describing how physical phenomena can be influenced by certain control parameters or inputs. Although these models are very powerful when dealing with physical phenomena, they are less suitable to describe software and hardware interfacing the physical world. For this reason there is a growing interest in describing control systems through symbolic models that are abstract descriptions of the continuous dynamics, where each "symbol" corresponds to an "aggregate" of states in the continuous model. Since these symbolic models are of the same nature of the models used in computer science to describe software and hardware, they provide a unified language to study problems of control in which software and hardware interact with the physical world. Furthermore the use of symbolic models enables one to leverage techniques from supervisory control and algorithms from game theory for controller synthesis purposes. In this paper we show that every incrementally globally asymptotically stable nonlinear control system is approximately equivalent (bisimilar) to a symbolic model. The approximation error is a design parameter in the construction of the symbolic model and can be rendered as small as desired. Furthermore if the state space of the control system is bounded the obtained symbolic model is finite. For digital control systems, and under the stronger assumption of incremental input-to-state stability, symbolic models can be constructed through a suitable quantization of the inputs.

math.OC↗

arXiv2007

Symbolic Models for Nonlinear Control Systems: Alternating Approximate Bisimulations

Symbolic models are abstract descriptions of continuous systems in which symbols represent aggregates of continuous states. In the last few years there has been a growing interest in the use of symbolic models as a tool for mitigating complexity in control design. In fact, symbolic models enable the use of well known algorithms in the context of supervisory control and algorithmic game theory, for controller synthesis. Since the 1990's many researchers faced the problem of identifying classes of dynamical and control systems that admit symbolic models. In this paper we make a further progress along this research line by focusing on control systems affected by disturbances. Our main contribution is to show that incrementally globally asymptotically stable nonlinear control systems with disturbances admit symbolic models. When specializing these results to linear systems, we show that these symbolic models can be easily constructed.

math.OC↗