arXiv subjects

Matthew Peet

Publications and source records attributed to Matthew Peet.

At least 19 recordsLinked to original sources

arXiv2026

Picard Iteration for Parameter Estimation in Nonlinear Dynamic Models of Aircraft and Spacecraft

The attitude dynamics of aircraft and spacecraft exhibit significantly nonlinear behaviour. In spacecraft, torque is generated through reaction wheels and control moment gyros. In aircraft, torque is generated using lift on control surfaces. In both cases, complex geometries, unique configurations, and internal/environmental changes imply that models must be identified, verified, and updated using in-flight experimental data. However, this data is often noisy, sparsely sampled, and partial in that modeled states may not be directly measurable. In this paper, we propose a method for estimating key parameters in realistic Ordinary Differential Equation (ODE) models of both spacecraft and aircraft dynamics. This method avoids the need to directly measure state derivatives by coupling sampled outputs using the Picard mapping -- an integral constraint on the solution of the parameterized ODE. This constraint is then enforced, and optimal parameter estimates are found using a gradient contraction algorithm. This algorithm is applied to well-studied models of spacecraft and aircraft motion. First, the algorithm is used to estimate the inertia tensor in a 4 control-moment gyro (CMG) model of spacecraft motion. Second, we estimate the 28 higher-order control surface coefficients in a model of the F/A-18 aircraft.

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arXiv2025

A $\mu$-Analysis and Synthesis Framework for Partial Integral Equations using IQCs

We develop a $\mu$-analysis and synthesis framework for infinite-dimensional systems that leverages the Integral Quadratic Constraints (IQCs) to compute the structured singular value's upper bound. The methodology formulates robust stability and performance conditions jointly as Linear Partial Integral Inequalities within the Partial Integral Equation framework, establishing connections between IQC multipliers and $\mu$-theory. Computational implementation via PIETOOLS enables computational tools that practically applicable to spatially distributed infinite dimensional systems. Illustrations with the help of Partial and Delay Differential Equations validate the effectiveness of the framework, showing a significant reduction in conservatism compared to unstructured methods and providing systematic tools for stability-performance trade-off analysis.

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arXiv2025

Representation and Stability Analysis of 1D PDEs with Periodic Boundary Conditions

PDEs with periodic boundary conditions are frequently used to model processes in large spatial environments, assuming solutions to extend periodically beyond some bounded interval. However, solutions to these PDEs often do not converge to a unique equilibrium, but instead converge to non-stationary trajectories existing in the nullspace of the spatial differential operator (e.g. $\frac{\partial^2}{\partial x^2}$). To analyse this convergence behaviour, in this paper, it is shown how such trajectories can be modeled for a broad class of linear, 2nd order, 1D PDEs with periodic as well as more general boundary conditions, using the Partial Integral Equation (PIE) representation. In particular, it is first shown how any PDE state satisfying these boundary conditions can be uniquely expressed in terms of two components, existing in the image and the nullspace of the differential operator $\frac{\partial^2}{\partial x^2}$, respectively. An equivalent representation of linear PDEs is then derived as a PIE, explicitly defining the dynamics of both state components. Finally, a notion of exponential stability is defined that requires only one of the state components to converge to zero, and it is shown how this stability notion can be tested by solving a linear operator inequality. The proposed methodology is applied to examples of heat and wave equations, demonstrating that exponential stability can be verified with tight bounds on the rate of decay.

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arXiv2025

Bounding the Error of Value Functions in Sobolev Norm Yields Bounds on Suboptimality of Controller Performance

Optimal feedback controllers for nonlinear systems can be derived by solving the Hamilton-Jacobi-Bellman (HJB) equation. However, because the HJB equation is a nonlinear partial differential equation, numerical methods typically provide only approximate solutions. While numerical error bounds on approximate HJB solutions are often available, these bounds do not necessarily translate into guarantees on the suboptimality of the resulting controllers. In this paper, we establish that the suboptimality of the resulting controller is bounded by the $L^\infty$ norm of the HJB residual, which is, in turn, bounded by numerical error in the value function as measured in the Sobolev $W^{1,\infty}$ norm. This implies that convergence of value functions in $W^{1,\infty}$ result in controllers that yield a cost that is arbitrarily close to the true minimum. In contrast, we demonstrate that such guarantees do not hold when the value function error is measured in weaker norms, such as the Sobolev $W^{1,p}$ norm for finite $p$.}These results apply to systems governed by Lipschitz continuous dynamics over a finite time horizon with compact input space.

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arXiv2025

PIETOOLS 2025: User Manual

The PIETOOLS 2025 User Manual describes all the features of version 2025 of the MATLAB toolbox PIETOOLS for the analysis and control of Partial Integral Equations (PIEs). The manual is aimed to guide, with examples, first-time users to four fundamental features of PIETOOLS: converting coupled ODE-PDEs, DDEs, DDFs, etc., to PIE representation; analysis of stability and input-output properties of PIEs; design of optimal observers and controllers for PIEs; simulation of open- and closed-loop PIE systems. The use of PIETOOLS is not limited to the features described above. However, the manual focuses on these features to provide a holistic understanding of the workflow of PIETOOLS, which will serve as a foundation to develop more complicated programs, for example, the design of boundary feedback controllers, robust observers, robust controllers, etc..

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arXiv2025

Bounding the Settling Time of Finite-Time Stable Systems using Sum of Squares

Finite-time stability (FTS) of a differential equation guarantees that solutions reach a given equilibrium point in finite time, where the time of convergence depends on the initial state of the system. For traditional stability notions such as exponential stability, the convex optimization framework of Sum-of-Squares (SoS) enables computation of polynomial Lyapunov functions to certify stability. However, finite-time stable systems are characterized by non-Lipschitz, non-polynomial vector fields, rendering standard SoS methods inapplicable. To this end, we show that computation of a non-polynomial Lyapunov function certifying finite-time stability can be reformulated as feasibility of a set of polynomial inequalities under a particular transformation. As a result, SoS can be utilized to verify FTS and obtain a bound on the settling time. Numerical examples are used to demonstrate the accuracy of the conditions in both certifying finite-time stability and bounding the settling time.

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arXiv2024

A Computational Method for $H_2$-optimal Estimator and State Feedback Controller Synthesis for PDEs

In this paper, we present solvable, convex formulations of $H_2$-optimal state estimation and state-feedback control problems for a general class of linear Partial Differential Equations (PDEs) with one spatial dimension. These convex formulations are derived by using an analysis and control framework called the `Partial Integral Equation' (PIE) framework, which utilizes the PIE representation of infinite-dimensional systems. Since PIEs are parameterized by Partial Integral (PI) operators that form an algebra, $H_2$-optimal estimation and control problems for PIEs can be formulated as Linear PI Inequalities (LPIs). Furthermore, if a PDE admits a PIE representation, then the stability and $H_2$ performance of the PIE system implies that of the PDE system. Consequently, the optimal estimator and controller obtained for a PIE using LPIs provide the same stability and performance when applied to the corresponding PDE. These LPI optimization problems can be solved computationally using semi-definite programming solvers because such problems can be formulated using Linear Matrix Inequalities by using positive matrices to parameterize a cone of positive PI operators. We illustrate the application of these methods by constructing observers and controllers for some standard PDE examples.

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arXiv2023

A PIE Representation of Scalar Quadratic PDEs and Global Stability Analysis Using SDP

It has recently been shown that the evolution of a linear Partial Differential Equation (PDE) can be more conveniently represented in terms of the evolution of a higher spatial derivative of the state. This higher spatial derivative (termed the `fundamental state') lies in $L_2$ - requiring no auxiliary boundary conditions or continuity constraints. Such a representation (termed a Partial Integral Equation or PIE) is then defined in terms of an algebra of bounded integral operators (termed Partial Integral (PI) operators) and is constructed by identifying a unitary map from the fundamental state to the state of the original PDE. Unfortunately, when the PDE is nonlinear, the dynamics of the associated fundamental state are no longer parameterized in terms of PI operators. However, in this paper, we show that such dynamics can be compactly represented using a new tensor algebra of partial integral operators acting on the tensor product of the fundamental state. We further show that this tensor product of the fundamental state forms a natural distributed equivalent of the monomial basis used in representation of polynomials on a finite-dimensional space. This new representation is then used to provide a simple SDP-based Lyapunov test of stability of quadratic PDEs. The test is applied to three illustrative examples of quadratic PDEs.

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arXiv2022

Representation of linear PDEs with spatial integral terms as Partial Integral Equations

In this paper, we present the Partial Integral Equation (PIE) representation of linear Partial Differential Equations (PDEs) in one spatial dimension, where the PDE has spatial integral terms appearing in the dynamics and the boundary conditions. The PIE representation is obtained by performing a change of variable where every PDE state is replaced by its highest, well-defined derivative using the Fundamental Theorem of Calculus to obtain a new equation (a PIE). We show that this conversion from PDE representation to PIE representation can be written in terms of explicit maps from the PDE parameters to PIE parameters. Lastly, we present numerical examples to demonstrate the application of the PIE representation by performing stability analysis of PDEs via convex optimization methods.

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arXiv2022

Dual Representations and $H_{\infty}$-Optimal Control of Partial Differential Equations

We consider $\hinf$-optimal state-feedback control of the class of linear Partial Differential Equations (PDEs) which admit a Partial Integral Equation (PIE) representation. While linear matrix inequalities are commonly used for optimal control of Ordinary Differential Equations (ODEs), the absence of a universal state-space representation and suitable dual form prevents such methods from being applied to optimal control of PDEs. Specifically, for ODEs, the controller synthesis problem is defined in state-space, and duality is used to resolve the bilinearity of that synthesis problem. Recently, the PIE representation was proposed as a universal state-space representation for linear PDE systems. In this paper, we show that any PDE system represented by a PIE admits a dual PIE with identical stability and I/O properties. This result allows us to reformulate the stabilizing and optimal state-feedback control problems as convex optimization over the cone of positive Partial Integral (PI) operators. Operator inversion formulae then allow us to construct feedback gains for the original PDE system. The results are verified through application to several canonical problems in optimal control of PDEs and indicate the resulting bounds on $\hinf$ norm are not conservative.

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arXiv2022

Extension of the Partial Integral Equation Representation to GPDE Input-Output Systems

It has been shown that the existence of a Partial Integral Equation (PIE) representation of a Partial Differential Equation (PDE) simplifies many numerical aspects of analysis, simulation, and optimal control. However, the PIE representation has not previously been extended to many of the complex, higher-order PDEs such as may be encountered in speculative or data-based models. In this paper, we propose PIE representations for a large class of such PDE models, including higher-order derivatives, boundary-valued inputs, and coupling with Ordinary Differential Equations. The main technical contribution which enables this extension is a generalization of Cauchy's rule for repeated integration. The process of conversion of a complex PDE model to a PIE is simplified through a PDE modeling interface in the open-source software PIETOOLS. Several numerical tests and illustrations are used to demonstrate the results.

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arXiv2022

Computational stability analysis of PDEs with integral terms using the PIE framework

The Partial Integral Equation (PIE) framework was developed to computationally analyze linear Partial Differential Equations (PDEs) where the PDE is first converted to a PIE and then the analysis problem is solved by solving operator-valued optimization problems. Previous works on the PIE framework focused on the analysis of PDEs with spatial derivatives up to $2^{nd}$-order. In this paper, we extend the class of PDEs by including integral terms and performing stability analysis using the PIE framework. More specifically, we show that PDEs with the integral terms where the integration is with respect to the spatial variable and the kernel of the integral operator is matrix-valued polynomials can be converted to PIEs if the boundary conditions satisfy certain criteria. The conversion is performed by using a change of variable where every PDE state is substituted in terms of its highest derivative and boundary values to obtain a new equation (a PIE) in a variable that does not have any continuity requirements. Later, we show that this change of variable can be represented using explicit maps from the parameters of the PDE to the parameters of the PIE and the stability test can be posed as an optimization problem involving these parameters. Lastly, we present numerical examples to demonstrate the simplicity and application of this method.

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arXiv2022

Efficient Data Structures for Exploiting Sparsity and Structure in Representation of Polynomial Optimization Problems: Implementation in SOSTOOLS

We present a new data structure for representation of polynomial variables in the parsing of sum-of-squares (SOS) programs. In SOS programs, the variables $s(x;Q)$ are polynomial in the independent variables $x$, but linear in the decision variables $Q$. Current SOS parsers, however, fail to exploit the semi-linear structure of the polynomial variables, treating the decision variables as independent variables in their representation. This results in unnecessary overhead in storage and manipulation of the polynomial variables, prohibiting the parser from addressing larger-scale optimization problems. To eliminate this computational overhead, we introduce a new representation of polynomial variables, the "dpvar" structure, that is affine in the decision variables. We show that the complexity of operations on variables in the dpvar representation scales favorably with the number of decision variables. We further show that the required memory for storing polynomial variables is relatively small using the dpvar structure, particularly when exploiting the MATLAB sparse storage structure. Finally, we incorporate the dpvar data structure into SOSTOOLS 4.00, and test the performance of the parser for several polynomial optimization problems.

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arXiv2021

PIETOOLS 2022: User Manual

PIETOOLS 2022 manual is a document that describes all the features of the MATLAB toolbox for the analysis and control of Partial Integral Equations (PIEs). The manual is aimed to guide, with examples, the first time users to three fundamental features of PIETOOLS: converting coupled ODE-PDEs, DDEs, DDFs, etc., to PIE representation; analysis of stability and input-output properties of PIEs; design of optimal observers and controllers for PIEs. The use of PIETOOLS is not limited to the features described above. However, the manual focuses on these features to provide a holistic understanding of the workflow of PIETOOLS, which will serve as a foundation to develop more complicated programs, for example, the design of boundary feedback controllers, robust observers, robust controllers, etc.

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arXiv2020

A Generalization of Bellman's Equation with Application to Path Planning, Obstacle Avoidance and Invariant Set Estimation

The standard Dynamic Programming (DP) formulation can be used to solve Multi-Stage Optimization Problems (MSOP's) with additively separable objective functions. In this paper we consider a larger class of MSOP's with monotonically backward separable objective functions; additively separable functions being a special case of monotonically backward separable functions. We propose a necessary and sufficient condition, utilizing a generalization of Bellman's equation, for a solution of a MSOP, with a monotonically backward separable cost function, to be optimal. Moreover, we show that this proposed condition can be used to efficiently compute optimal solutions for two important MSOP's; the optimal path for Dubin's car with obstacle avoidance, and the maximal invariant set for discrete time systems.

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arXiv2018

Representation and Stability Analysis of PDE-ODE Coupled Systems

In this work, we present a scalable Linear Matrix Inequality (LMI) based framework to verify the stability of a set of linear Partial Differential Equations (PDEs) in one spatial dimension coupled with a set of Ordinary Differential Equations (ODEs) via input-output based interconnection. Our approach extends the newly developed state space representation and stability analysis of coupled PDEs that allows parametrizing the Lyapunov function on $L_2$ with multipliers and integral operators using polynomial kernels of semi-separable class. In particular, under arbitrary well-posed boundary conditions, we define the linear operator inequalities on $\mathbb{R}^n \times L_2$ and cast the stability condition as a feasibility problem constrained by LMIs. In this framework, no discretization or approximation is required to verify the stability conditions of PDE-ODE coupled systems. The developed algorithm has been implemented in MATLAB where the stability of example PDE-ODE coupled systems are verified.

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arXiv2015

Polynomial Optimization with Applications to Stability Analysis and Control - Alternatives to Sum of Squares

In this paper, we explore the merits of various algorithms for polynomial optimization problems, focusing on alternatives to sum of squares programming. While we refer to advantages and disadvantages of Quantifier Elimination, Reformulation Linear Techniques, Blossoming and Groebner basis methods, our main focus is on algorithms defined by Polya's theorem, Bernstein's theorem and Handelman's theorem. We first formulate polynomial optimization problems as verifying the feasibility of semi-algebraic sets. Then, we discuss how Polya's algorithm, Bernstein's algorithm and Handelman's algorithm reduce the intractable problem of feasibility of semi-algebraic sets to linear and/or semi-definite programming. We apply these algorithms to different problems in robust stability analysis and stability of nonlinear dynamical systems. As one contribution of this paper, we apply Polya's algorithm to the problem of H_infinity control of systems with parametric uncertainty. Numerical examples are provided to compare the accuracy of these algorithms with other polynomial optimization algorithms in the literature.

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arXiv2014

Constructing Piecewise Polynomial Lyapunov Functions for Local Stability of Nonlinear Systems Using Handelman's Theorem

In this paper, we propose a new convex approach to stability analysis of nonlinear systems with polynomial vector fields. First, we consider an arbitrary convex polytope that contains the equilibrium in its interior. Then, we decompose the polytope into several convex sub-polytopes with a common vertex at the equilibrium. Then, by using Handelman's theorem, we derive a new set of affine feasibility conditions -solvable by linear programming- on each sub-polytope. Any solution to this feasibility problem yields a piecewise polynomial Lyapunov function on the entire polytope. This is the first result which utilizes Handelman's theorem and decomposition to construct piecewise polynomial Lyapunov functions on arbitrary polytopes. In a computational complexity analysis, we show that for large number of states and large degrees of the Lyapunov function, the complexity of the proposed feasibility problem is less than the complexity of certain semi-definite programs associated with alternative methods based on Sum-of-Squares or Polya's theorem. Using different types of convex polytopes, we assess the accuracy of the algorithm in estimating the region of attraction of the equilibrium point of the reverse-time Van Der Pol oscillator.

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