Realization of continuous-time positive linear systems

Positive linear systems are used in biomathematics, economics, and other research areas. For discrete-time positive linear systems, part of the realization problem has been solved. In this paper the solution of the corresponding problem for continuous-time positive linear systems will be presented, which can be deduced from that of the discrete-time case by a transformation. Sufficient and necessary conditions for the existence of a positive realization are presented. To solve the problem of minimality, the solution of the factorization of positive matrices is needed.     

Static output feedback control of positive linear systems with output time delays

ABSTRACT

In this paper, we discuss a new problem of static output feedback controllers design for positive systems with delayed output measurements. When delayed output measurements are exclusively used as feedback control signals, previous control design methods for positive systems relying on the so-called delay-independent positivity and stability conditions are unable to synthesise a stable static output feedback controller for positive systems. A new method based on delay-dependent positivity and stability conditions is proposed in this paper to tackle this issue. We show that the synthesis of static output feedback controllers for positive systems under the effect of delayed output measurements is feasible under the newly proposed design method. Numerical examples are given to demonstrate the effectiveness of the new result.     

Stabilization of positive linear systems

We consider stabilization of equilibrium points of positive linear systems which are in the interior of the first orthant. The existence of an interior equilibrium point implies that the system matrix does not possess eigenvalues in the open right half plane. This allows to transform the problem to the stabilization problem of compartmental systems, which is known and for which a solution has been proposed already. We provide necessary and sufficient conditions to solve the stabilization problem by means of affine state feedback. A class of stabilizing feedbacks is given explicitly.     

On the reachable set for third-order linear discrete-time systems with positive control: The case of complex eigenvalues

In this paper, we study the geometrical properties of the set of reachable states of a single input third-order discrete-time linear system with positive controls. This set is a cone and we give a complete geometrical characterization of this set when the system has a complex conjugate pair of eigenvalues. More in detail, we give necessary and sufficient conditions for properness and polyhedrality of the cone and provide the number of its edges in terms of eigenvalue locations.     

Necessary conditions for positive realizability of continuous-time linear systems

This paper deals with the positive realization problem. The problem is to find, from a given transfer function, a state equation in which state variables and the output take nonnegative values whenever initial states and inputs are nonnegative. Necessary conditions are investigated and a new one is given, together with some related results.     

On linear co-positive Lyapunov functions for sets of linear positive systems

In this paper we derive necessary and sufficient conditions for the existence of a common linear co-positive Lyapunov function for a finite set of linear positive systems. Both the state dependent and arbitrary switching cases are considered. Our results reveal an interesting characterisation of “linear” stability for the arbitrary switching case; namely, the existence of such a linear Lyapunov function can be related to the requirement that a number of extreme systems are Metzler and Hurwitz stable. Examples are given to illustrate the implications of our results.     

On model consistency in compartmental systems identification

This paper tackles the issue of model consistency in identification procedures for SISO LTI compartmental systems of given order. In fact, in this case, the identified model must have a compartmental realization. In this paper, a finite set of constraints ensuring the existence of such a realization of a given order is proposed, in the case of real distinct eigenvalues. As a byproduct, the same set of conditions also ensure nonnegativity of the estimated impulse response.     

On the existence of a positive realization

The positive realization problem for linear systems is to find conditions, for a given transfer function with nonnegative impulse response, to have a realization such that the resulting system is a positive system. Recently, it has been shown that, under a mild assumption on the long-term behaviour of the impulse response, this problem is related to the maximum modulus poles only. In this paper necessary and sufficient conditions for positive realizability of discrete-time systems are given. They show that also nondominant poles play a role in the most general case. Positive realizability conditions for the continuous-time case are also given.     

Improved results on stability of continuous-time switched positive linear systems

In this paper, the problems of stability for switched positive linear systems (SPLSs) under arbitrary switching are investigated in a continuous-time context. The so-called “copositive polynomial Lyapunov function” (CPLF) giving a generalization of copositive types of Lyapunov function is first proposed, which is formulated in a higher order form of the positive states of the underlying systems. It is illustrated in this paper that some classical types of Lyapunov functions can be seen as special cases of the proposed CPLF. Then, new stability conditions are developed by the new Lyapunov function approach. It is also proved that the conservativeness of the obtained criteria can be further reduced as the degree of the Lyapunov function increases. A numerical example is given to demonstrate the effectiveness and less conservativeness of the developed techniques.     

On the reachability in any fixed time for positive continuous-time linear systems

This paper deals with the reachability of continuous-time linear positive systems. The reachability of such systems, which we will call here the strong reachability, amounts to the possibility of steering the state in any fixed time to any point of the positive orthant by using nonnegative control functions. The main result of this paper essentially says that the only strongly reachable positive systems are those made of decoupled scalar subsystems. Moreover, the strongly reachable set is also characterized.     

Identification of Wiener systems with binary-valued output observations

This work is concerned with identification of Wiener systems whose outputs are measured by binary-valued sensors. The system consists of a linear FIR (finite impulse response) subsystem of known order, followed by a nonlinear function with a known parametrization structure. The parameters of both linear and nonlinear parts are unknown. Input design, identification algorithms, and their essential properties are presented under the assumptions that the distribution function of the noise is known and the nonlinearity is continuous and invertible. It is shown that under scaled periodic inputs, identification of Wiener systems can be decomposed into a finite number of core identification problems. The concept of joint identifiability of the core problem is introduced to capture the essential conditions under which the Wiener system can be identified with binary-valued observations. Under scaled full-rank conditions and joint identifiability, a strongly convergent algorithm is constructed. The algorithm is shown to be asymptotically efficient for the core identification problem, hence achieving asymptotic optimality in its convergence rate. For computational simplicity, recursive algorithms are also developed.     

On relationships among passivity,positive realness,and dissipativity in linear systems

The notions of passivity and positive realness are fundamental concepts in classical control theory, but the use of the terms has varied. For LTI systems, these two concepts capture the same essential property of dynamical systems, that is, a system with this property does not generate its own energy but only stores and dissipates energy supplied by the environment. This paper summarizes the connection between these two concepts for continuous and discrete time LTI systems. Beyond that, relationships are provided between classes of strictly passive systems and classes of positive real systems. The more general framework of dissipativity is introduced to connect passivity and positive realness and also to survey other energy-based results. The frameworks of passivity indices and conic systems are discussed to connect to passivity and dissipativity. After surveying relevant existing results, some clarifying results are presented. These involve connections between classes of passive systems and finite-gain _L2$L_2$ stability as well as asymptotic stability. Additional results are given to clarify some of the more subtle conditions between classes of these systems and stability results. This paper surveys existing connections between classes of passive and positive real systems and provides results that clarify more subtle connections between these concepts.     

Input-to-state stabilization of linear systems with positive outputs

This paper considers the problem of stabilization of linear systems for which only the magnitudes of outputs are measured. It is shown that, if a system is controllable and observable, then one can find a stabilizing controller, which is robust with respect to observation noise (in the ISS sense).     

On the reachable set for third-order linear discrete-time systems with positive control

In this paper we study the geometrical properties of the set of reachable states of a single-input third-order discrete-time linear system with positive controls. This set is a cone and we give a complete geometrical characterization of this set when the system has all real eigenvalues. More in detail, we give necessary and sufficient conditions for properness and polyhedrality of the cone and provide the number of its edges in terms of eigenvalue locations. Moreover, we provide necessary and sufficient conditions for finite time reachability of every reachable state and characterize the minimum number of steps needed to reach every state in terms of eigenvalue locations.     

Identification of systems containing linear dynamic and static nonlinear elements

Identification of nonlinear systems which can be represented by combinations of linear dynamic and static nonlinear elements are considered. Previous results by the authors based on correlation analysis are combined to provide a unified treatment for this class of systems. It is shown that systems composed of cascade, feedforward, feedback and multiplicative connections of linear dynamic and zero memory nonlinear elements can be identified in terms of the individual component subsystems from measurements of the system input and output only.     

Identifiability of linear stochastic systems operating under linear feedback

The identifiability of multiple input-multiple output stochastic systems operating in closed loop is considered for the case where the plant and the regulator are both linear and time-invariant. Two basic identification methods have been proposed for such systems: the joint input-output method, in which the input and output processes are modelled jointly as the output of a white noise driven system; and the direct method, in which a prediction error method is used on the input-output data as if the system were in open loop. Previously obtained identifiability results for the joint input-output method are extended to a number of new situations, including but extending beyond the identifiability results obtained with the direct method.     

Excitability, stability, and sign of equilibria in positive linear systems

The relationship between sign and stability of equilibria in positive linear systems is investigated in this paper. In particular it is proved that the well-known result “stability and irreducibility imply strict positivity” can be better specified by introducing the notion of excitability. In fact stability, excitability and strict positivity of the equilibria are three perfectly balanced properties since any one of them is implied by the two others.     

State representations of linear systems with output constraints

We derive state space representations for linear systems that are described by input/state/output equations and that are subjected to a number of constant linear constraints on the outputs. In the case of a general linear system, the state representation of the constrained system is shown to be essentially nonunique. For linear Hamiltonian systems satisfying a nondegeneracy condition, there is a natural and unique choice of the representation which preserves the Hamiltonian structure. In the linear systems setting we give an algebraic proof that a system withn degrees of freedom underk constraints becomes a system withn−k degree of freedom. Similar results are obtained for linear gradient systems.     

Optimal linear combination of Poisson variables for multivariate statistical process control

In this paper we analyze the monitoring of p Poisson quality characteristics simultaneously, developing a new multivariate control chart based on the linear combination of the Poisson variables, the LCP control chart. The optimization of the coefficients of this linear combination (and control limit) for minimizing the out-of-control ARL is constrained by the desired in-control ARL. In order to facilitate the use of this new control chart the optimization is carried out employing user-friendly Windows© software, which also makes a comparison of performance between this chart and other schemes based on monitoring a set of Poisson variables; namely a control chart on the sum of the variables (MP chart), a control chart on their maximum (MX chart) and an optimized set of univariate Poisson charts (Multiple scheme). The LCP control chart shows very good performance. First, the desired in-control ARL (ARL₀) is perfectly matched because the linear combination of Poisson variables is not constrained to integer values, which is an advantage over the rest of charts, which cannot in general match the required ARL₀ value. Second, in the vast majority of cases this scheme signals process shifts faster than the rest of the charts.     

Non-fragile positive real control for uncertain linear neutral delay systems

This paper is concerned with the problem of non-fragile positive real control for uncertain neutral delay systems with time-invariant norm-bounded parameter uncertainty. Time delays are assumed to appear in both the state and the controlled output equations. The state feedback gains are with norm-bounded controller uncertainties. For both the cases with additive and multiplicative controller uncertainties, we address the problem of designing memoryless state feedback controllers such that, for all admissible uncertainties, the resulting closed-loop system is stable and the closed-loop transfer function is extended strictly positive real. Sufficient conditions for the existence of desired controllers are given in terms of linear matrix inequalities (LMIs). When these LMIs are feasible, the expected memoryless state feedback controller can be easily constructed via convex optimization. An illustrative example is given to demonstrate the validity and applicability of the proposed approach.