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Mikael Kurula

Publications and source records attributed to Mikael Kurula.

13 recordsLinked to original sources

Canonical Wiener-Hopf factorization on the unit circle: matching subspaces versus Riccati equations

Wiener-Hopf factorization is an important tool in the study of block Toeplitz and block Wiener-Hopf operators, and many applications involving these operators. In this paper we compare two approaches to Wiener-Hopf factorization, namely, the more classical approach based on matching invariant subspaces and a more recent approach based on solutions to a non-symmetric Riccati equation. The latter approach is extended to the case of Hilbert space operator-valued functions that are analytic on a neighborhood of the unit disc $\BT$, but need not be rational. In both approaches, existence of canonical right Wiener-Hopf factorization is characterized by existence of a stabilizing solution to a Riccati equation, however, the Riccati equations are not the same. We analyse the solution sets of the Riccati equations and show that they indeed are not the same, but they do have the same stabilizing solution.

math.FA

A new systems theory perspective on canonical Wiener-Hopf factorization on the unit circle

We establish left and right canonical factorizations of Hilbert-space operator-valued functions G(z) that are analytic on neighborhoods of the complex unit circle and the origin 0, and that have the form G(z)=I+F(z) with F(z) taking strictly contractive values on the unit circle. Such functions can be realized as transfer functions of infinite dimensional dichotomous discrete-time linear systems, and we employ the strict bounded real lemma for this class of systems, together with associated Krein space theory, to derive explicit formulas for the left and right canonical factorizations.

math.FA

Region-free explicit model predictive control for linear systems on Hilbert spaces

We extend discrete-time explicit model predictive control (MPC) rigorously to linear distributed parameter systems. After formulating an MPC framework and giving a relevant KKT theorem, we realize fast regionless explicit MPC by using the dual active set method QPKWIK. A Timoshenko beam with input and state constraints is used to demonstrate the efficacy of the design at controlling a continuous-time hyperbolic PDE with constraints, using a discrete-time explicit MPC controller.

math.OC

Solvability of time-varying infinite-dimensional linear port-Hamiltonian systems

Thirty years after the introduction of port-Hamiltonian systems, interest in this system class still remains high among systems and control researchers. Very recently, Jacob and Laasri obtained strong results on the solvability and well-posedness of time-varying linear port-Hamil\-to\-nian systems with boundary control and boundary observation. In this paper, we complement their results by discussing the solvability of linear, infinite-dimensional time-varying port-Hamiltonian systems not necessarily of boundary control type. The theory is illustrated on a system with a delay component in the state dynamics.

math.OC

The Infinite-Dimensional Standard and Strict Bounded Real Lemmas in Continuous Time: The storage function approach

The bounded real lemma (BRL) is a classical result in systems theory, which provides a linear matrix inequality criterium for dissipativity, via the Kalman-Yakubovich-Popov (KYP) inequality. The BRL has many applications, among others in H-infinity control. Extensions to infinite dimensional systems, although already present in the work of Yakubovich, have only been studied systematically in the last few decades. In this context various notions of stability, observability and controllability exist, and depending on the hypothesis one may have to allow the KYP-inequality to have unbounded solutions which forces one to consider the KYP-inequality in a spatial form. In the present paper we consider the BRL for continuous time, infinite dimensional, linear well-posed systems. Via an adaptation of Willems' storage function approach we present a unified way to address both the standard and strict forms of the BRL. We avoid making use of the Cayley transform and work only in continuous time. While for the standard bounded real lemma, we obtain analogous results as there exist for the discrete time case, when treating the strict case additional conditions are required, at least at this stage. This might be caused by the fact that the Cayley transform does not preserve exponential stability, an important property in the strict case, when transferring a continuous-time system to a discrete-time system.

math.OC

Optimal approximation of discrete-time multirate systems on Hilbert spaces

We study discrete-time $(m,n)$-multirate systems on separable Hilbert spaces, solving the problem of approximating such a system by one which has a shorter multirate period $(m/q,n/q)$, optimally in the Hilbert-Schmidt norm. We work in the state-space setting, providing two state-space representations of the optimal approximant which are expressed in terms of a state-space representation of the original system.

math.OC

Well-posedness of time-varying linear systems

In this paper, we give easily verifiable sufficient conditions for two classes of perturbed linear, passive PDE systems to be well-posed, and we provide an energy inequality for the perturbed systems. Our conditions are in terms of smoothness of the operator functions that describe the multiplicative and additive perturbation, and here well-posedness essentially means that the time-varying systems have strongly continuous Lax-Phillips evolution families. A time-varying wave equation with a bounded multi-dimensional Lipschitz domain is used as illustration, and as a part of the example, we show that the time-invariant wave equation is a "physically motivated" scattering-passive system in the sense of Staffans and Weiss. The theory also applies to time-varying port-Hamiltonian systems.

math.OC

Approximate robust output regulation of boundary control systems

We extend the internal model principle for systems with boundary control and boundary observation, and construct a robust controller for this class of systems. However, as a consequence of the internal model principle, any robust controller for a plant with infinite-dimensional output space necessarily has infinite-dimensional state space. We proceed to formulate the approximate robust output regulation problem and present a finite-dimensional controller structure to solve it. Our main motivating example is a wave equation on a bounded multidimensional spatial domain with force control and velocity observation at the boundary. In order to illustrate the theoretical results, we construct an approximate robust controller for the wave equation on an annular domain and demonstrate its performance with numerical simulations.

math.OC

Crouzeix's conjecture holds for tridiagonal $3\times 3$ matrices with elliptic numerical range centered at an eigenvalue

M. Crouzeix formulated the following conjecture in (Integral Equations Operator Theory 48, 2004, 461--477): For every square matrix $A$ and every polynomial $p$, $$ \|p(A)\| \le 2 \max_{z\in W(A)}|p(z)|, $$ where $W(A)$ is the numerical range of $A$. We show that the conjecture holds in its strong, completely bounded form, i.e., where $p$ above is allowed to be any matrix-valued polynomial, for all tridiagonal $3\times 3$ matrices with constant main diagonal: $$ \left[\begin{matrix}a&b_1&0\\c_1&a&b_2\\0&c_2&a\end{matrix}\right],\qquad a,b_k,c_k\in\mathbb C, $$ or equivalently, for all complex $3\times 3$ matrices with elliptic numerical range and one eigenvalue at the center of the ellipse. We also extend the main result of D. Choi in (Linear Algebra Appl. 438, 3247--3257) slightly.

math.CV

A conservative de Branges-Rovnyak functional model for operator Schur functions on $\mathbb C^+$

We present a solution of the operator-valued Schur-function realization problem on the right-half plane by developing the corresponding de Branges-Rovnyak canonical conservative simple functional model. This model corresponds to the closely connected unitary model in the disk setting, but we work the theory out directly in the right-half plane, which allows us to exhibit structure which is absent in the disk case. A main feature of the study is that the connecting operator is unbounded, and so we need to make use of the theory of well-posed continuous-time systems. In order to strengthen the classical uniqueness result (which states uniqueness up to unitary similarity), we introduce non-invertible intertwinements of system nodes.

math.FA

Feedback theory extended for proving generation of contraction semigroups

Recently, the following novel method for proving the existence of solutions for certain linear time-invariant PDEs was introduced: The operator associated to a given PDE is represented by a (larger) operator with an internal loop. If the larger operator (without the internal loop) generates a contraction semigroup, the internal loop is accretive, and some non-restrictive technical assumptions are fulfilled, then the original operator generates a contraction semigroup as well. Beginning with the undamped wave equation, this general idea can be applied to show that the heat equation and wave equations with damping are well-posed. In the present paper we show how this approach can benefit from feedback techniques and recent developments in well-posed systems theory, at the same time generalising the previously known results. Among others, we show how well-posedness of degenerate parabolic equations can be proved.

math.OC

Linear wave systems on $n$-D spatial domains

In this paper we study the linear wave equation on an $n$-dimensional spatial domain. We show that there is a boundary triplet associated to the undamped wave equation. This enables us to characterise all boundary conditions for which the undamped wave equation possesses a unique solution non-increasing in the energy. Furthermore, we add boundary inputs and outputs to the system, thus turning it into an impedance conservative boundary control system.

math.OC

De Branges-Rovnyak realizations of operator-valued Schur functions on the complex right half-plane

We give a controllable energy-preserving and an observable co-energy-preserving de Branges-Rovnyak functional model realization of an arbitrary given operator Schur function defined on the complex right-half plane. We work the theory out fully in the right-half plane, without using results for the disk case, in order to expose the technical details of continuous-time systems theory. At the end of the article, we make explicit the connection to the corresponding classical de Branges-Rovnyak realizations for Schur functions on the complex unit disk.

math.OC