Reachability properties of constrained linear systems

This paper presents reachability results for a linear control system and arbitrary terminal pointsp inR ⁿ with controls constrained within a compact setU containing the origin. The well-known results forp=0 are then a special case of our results.Geometric properties of the reachable set are presented and include: general containment properties which describe conditions that guarantee the inclusion of a reachable set in another reachable set; classification of the set of all pointsp that ensure the equivalence of two (different) reachable sets and the properties of this set.The topological properties of the reachable set to a pointp depends on the control setU, the final pointp, and the location of the spectrum of the system in the complex plane. We characterize the geometric properties of the reachable set when the spectrum lies in the closed right-half plane, the open left-half plane, or a combination of both.This work was supported in part by NSF Grant ECS-86-09586.     

A functional characterization of certain mixed volumes

A function over the convex coneK{inn}, of convex bodiesK in Euclideann-space (where addition is vector addition, positive scalar multiplication is dilatation), which is linear overK{inn}, increasing with respect to set inclusion, and zero at point bodies must be a mixed volumeV(K; đ, p−1;σ ₁, …,σ _n−p). Heređ, takenp−1 times, is inK{inn} andσ ₁, …,σ _n−pare pairwise orthogonal unit segments spanning the orthogonal complement of the affine hull ofđ.     

Admissible and minimax multiparameter estimation in exponential families

Consider p independent distributions each belonging to the one parameter exponential family with distribution functions absolutely continuous with respect to Lebesgue measure. For estimating the natural parameter vector with p ≥ p₀ (p₀ is typically 2 or 3), a general class of estimators dominating the minimum variance unbiased estimator (MVUE) or an estimator which is a known constant multiple of the MVUE is produced under different weighted squared error losses. Included as special cases are some results of Hudson [13] and Berger [5]. Also, for a subfamily of the general exponential family, a class of estimators dominating the MVUE of the mean vector or an estimator which is a known constant multiple of the MVUE is produced. The major tool is to obtain a general solution to a basic differential inequality.     

On some properties of solutions of second-order linear functional differential equations

The properties of solutions of the equationu″(t) =p ₁(t)u(τ₁(t)) +p ₂(t)u′(τ₂(t)) are investigated wherep _i :a, + ∞[→R (i=1,2) are locally summable functions τ₁ :a, + ∞[→R is a measurable function, and τ₂ :a, + ∞[→R is a nondecreasing locally absolutely continuous function. Moreover, τ _i (t) ≥t (i = 1,2),p ₁(t)≥0,p ₂ ² (t) ≤ (4 - ɛ)τ ₂ ^′ (t)p ₁(t), ɛ =const > 0 and . In particular, it is proved that solutions whose derivatives are square integrable on [α,+∞] form a one-dimensional linear space and for any such solution to vanish at infinity it is necessary and sufficient that .     

Third-order nilpotency, nice reachability and asymptotic stability

We consider an affine control system whose vector fields span a third-order nilpotent Lie algebra. We show that the reachable set at time T using measurable controls is equivalent to the reachable set at time T using piecewise-constant controls with no more than four switches. The bound on the number of switches is uniform over any final time T. As a corollary, we derive a new sufficient condition for stability of nonlinear switched systems under arbitrary switching. This provides a partial solution to an open problem posed in [D. Liberzon, Lie algebras and stability of switched nonlinear systems, in: V. Blondel, A. Megretski (Eds.), Unsolved Problems in Mathematical Systems and Control Theory, Princeton Univ. Press, 2004, pp. 203-207].     

Local controllability of control systems with feedback

We prove sufficient conditions for the instantaneous local controllability of nonlinear (nonsmooth) control systems with feedback. We introduce for that purpose the high-order variations of the reachable map, which is related strongly to its shape. It is a direction in which the reachable map evolves. The cone of variations is convex. This allows one to prove the following theorem: if there exist variationsv ₁, ...,v _p such that int co{v ₁, ...,v _p }, then the system is small-time locally controllable at the point of equilibrium. We provide a short proof of the main result of Sussmann (Ref. 12) and extend it to differential inclusions.This work was supported in part by FCAR of Canada.     

Global asymptotic stability for damped half-linear oscillators

A necessary and sufficient condition is established for the equilibrium of the oscillator of half-linear type with a damping term, (?_p(x^′))^′+h(t)?_p(x^′)+?_p(x)=0 to be globally asymptotically stable. The obtained criterion is given by the form of a certain growth condition of the damping coefficient h(t) and it can be applied to not only the cases of large damping and small damping but also the case of fluctuating damping. The presented result is new even in the linear cases (p=2). It is also discussed whether a solution of the half-linear differential equation (r(t)?_p(x^′))^′+c(t)?_p(x)=0 that converges to a non-zero value exists or not. Some suitable examples are included to illustrate the results in the present paper.     

Integrability and closest approximation representations

Summary Suppose U is a set,F is a field of subsets of U, andp _AB is the set of all real-valued bounded finitely additive functions defined onF. This paper consists of two main parts. In the first, a previously given (seeRiv. Math. Univ. Parma, (3),2 (1973), pp. 251–276) notion of a subset ofp _AB defined by certain closure properties and called a C-set, is considered, and those C-sets that are linear spaces are characterized. Now, suppose γ is a function whose domain isF and whose range is a collection of number sets with bounded union. The set,J _γ, of all elements ofp _AB with respect to which γ is integrable, for refinements of subdivisions, is a C-set and a linear space (seeRend. Sem. Mat. Univ. Padova,52 (1974), pp. 1–24). The second part of this paper concerns, for μ inp _AB and nonnegative-valued, a representation of the element ofJ _γ closest to μ with respect to variation norm. Entrata in Redazione il 14 giugno 1977.     

Dependence on the parameters of the set of trajectories of the control system described by a nonlinear Volterra integral equation

In this paper the control system with limited control resources is studied, where the behavior of the system is described by a nonlinear Volterra integral equation. The admissible control functions are chosen from the closed ball centered at the origin with radius µ in L _p (p > 1). It is proved that the set of trajectories generated by all admissible control functions is Lipschitz continuous with respect to µ for each fixed p, and is continuous with respect to p for each fixed µ. An upper estimate for the diameter of the set of trajectories is given.     

Pseudodifferential <Emphasis Type="Italic">p</Emphasis>-adic vector fields and pseudodifferentiation of a composite <Emphasis Type="Italic">p</Emphasis>-adic function

We discuss transformation of p-adic pseudodifferential operators (in the one-dimensional and multidimensional cases) with respect to p-adic maps which correspond to automorphisms of the tree of balls in the corresponding p-adic spaces. In the dimension one we find a rule of transformation for pseudodifferential operators. In particular we find the formula of pseudodifferentiation of a composite function with respect to the Vladimirov p-adic fractional operator. We describe the frame of wavelets for the group of parabolic automorphisms of the tree T (O _p ) of balls in O _p . In many dimensions we introduce the group of mod p-affine transformations, the family of pseudodifferential operators corresponding to pseudodifferentiation along vector fields on the tree T (O _p ) and obtain a rule of transformation of the introduced pseudodifferential operators with respect to mod p-affine transformations.     

Symmetry of the point spectrum of infinite dimensional hamiltonian operators and its applications

This paper studies the symmetry, with respect to the real axis, of the point spectrum of the upper triangular infinite dimensional Hamiltonian operator H. Note that the point spectrum of H can be described as σp(H) = σp(A) ∪σp1(-A*). Using the characteristic of the set σp1(-A*), we divide the point spectrum σp(A) of A into three disjoint parts. Then, a necessary and sufficient condition is obtained under which σp1(-A*) and one part of σp(A) are symmetric with respect to the real axis each other. Based on this result, the symmetry of σp(H) is completely given. Moreover, the above result is applied to thin plates on elastic foundation, plane elasticity problems and harmonic equations.     

Limit Behavior of Reachable Sets of Linear Time-Invariant Systems with Integral Bounds on Control

In this paper, a linear dynamic system is considered under L _p -constraint on control. We establish the existence of the limit shape of reachable sets as time goes to infinity. Asymptotic formulas are obtained for reachable sets and their shapes. The results throw a bridge between the cases of geometric bounds on control and constraints on the total impulse of control, and create a unified picture of the structure of the limit shapes of reachable sets.     

Robust estimation in the linear model with asymmetric error distributions

In the linear model X^{n × 1} = C^{n × p}θ^{p × 1} + E^{n × 1}, Huber's theory of robust estimation of the regression vector θ^{p × 1} is adapted for two models for the partially specified common distribution F of the i.i.d. components of the error vector E^{n × 1}. In the first model considered, the restriction of F to a set [−a₀, b₀] is a standard normal distribution contaminated, with probability , by an unknown distribution symmetric about 0. In the second model, the restriction of F to [−a₀, b₀] is completely specified (and perhaps asymmetrical). In both models, the distribution of F outside the set [−a₀, b₀] is completely unspecified. For both models, consistent and asymptotically normal M-estimators of θ^{p × 1} are constructed, under mild regularity conditions on the sequence of design matrices {C^{n × p}}. Also, in both models, M-estimators are found which minimize the maximal mean-squared error. The optimal M-estimators have influence curves which vanish off compact sets.     

W 2,p -a priori estimates for the emergent Poincaré Problem

We derive W ^2,p (Ω)-a priori estimates with arbitrary p ∈(1, ∞), for the solutions of a degenerate oblique derivative problem for linear uniformly elliptic operators with low regular coefficients. The boundary operator is given in terms of directional derivative with respect to a vector field ℓ that is tangent to ∂Ω at the points of a non-empty set ε ⊂ ∂Ω and is of emergent type on ∂Ω.      

<Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> discrepancy of generalized two-dimensional Hammersley point sets

We determine the L _p discrepancy of the two-dimensional Hammersley point set in base b. These formulas show that the L _p discrepancy of the Hammersley point set is not of best possible order with respect to the general (best possible) lower bound on L _p discrepancies due to Roth and Schmidt. To overcome this disadvantage we introduce permutations in the construction of the Hammersley point set and show that there always exist permutations such that the L _p discrepancy of the generalized Hammersley point set is of best possible order. For the L ₂ discrepancy such permutations are given explicitly. F.P. is supported by the Austrian Science Foundation (FWF), Project S9609, that is part of the Austrian National Research Network “Analytic Combinatorics and Probabilistic Number Theory”.     

On small solutions of delay equations in infinite dimensions

LetX be a Banach space and 1p<. LetL be a bounded linear operator fromL ^p ([–1,0],X) intoX. Consider the delay differential equationu(t)=Lu _t ,u(0)=x,u ₀=f on the state spaceL ^p ([–1,0],X). We prove that a mild solutionu(t)=u(t;x,f) is a small solution if and only if the Laplace transform ofu(t;x,f) extends to an entire function. The same result holds for the state spaceC([–1,0],X).This paper was written while the authors were affiliated with the University of Tübingen. It is part of a research project supported by the Deutsche Forschungsgemeinschaft DFG. The authors warmly thank Professor Rainer Nagel and the AG Funktionalanalysis for the stimulating and enjoyable working environment.Support by DAAD is gratefully acknowledged.Support by an Individual Fellowship from the Human Capital and Mobility programme of the European Community is gratefully acknowledged.     

Modulus Semigroups and Perturbation Classes for Linear Delay Equations in <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>

In this paper we study C₀-semigroups on X × L_p( − h, 0; X) associated with linear differential equations with delay, where X is a Banach space. In the case that X is a Banach lattice with order continuous norm, we describe the associated modulus semigroup, under minimal assumptions on the delay operator. Moreover, we present a new class of delay operators for which the delay equation is well-posed for p in a subinterval of [1,∞). Dedicated to the memory of H. H. Schaefer