Stability Analysis of Adaptive Model Predictive Control Using the Circle and Tsypkin Criteria (2404.04170v1)
Abstract: Absolute stability is a technique for analyzing the stability of Lur'e systems, which arise in diverse applications, such as oscillators with nonlinear damping or nonlinear stiffness. A special class of Lur'e systems consists of self-excited systems (SES), in which bounded oscillations arise from constant inputs. In many cases, SES can be stabilized by linear controllers, which motivates the present work, where the goal is to evaluate the effectiveness of adaptive model predictive control for Lur'e systems. In particular, the present paper considers predictive cost adaptive control (PCAC), which is equivalent to a linear, time-variant (LTV) controller. A closed-loop Lur'e system comprised of the positive feedback interconnection of the Lur'e system and the PCAC-based controller can thus be derived at each step. In this work, the circle and Tsypkin criteria are used to evaluate the absolute stability of the closed-loop Lur'e system, where the adaptive controller is viewed as instantaneously linear time-invariant. When the controller converges, the absolute stability criteria guarantee global asymptotic stability of the asymptotic closed-loop dynamics.
- R. E. Kalman, “Lyapunov functions for the problem of Lur’e in automatic control,” Proc. Nat. Acad. Sci., vol. 49, pp. 201–205, 1963.
- V. Yakubovich, “A frequency theorem in control theory,” Sib. Math. J., vol. 14, no. 2, pp. 265–289, 1973.
- ——, “Frequency-domain criteria for oscillation in nonlinear systems with one stationary nonlinear component,” Sib. Math. J., vol. 14, no. 5, pp. 768–788, 1973.
- E. A. Tomberg and V. A. Yakubovich, “Conditions for auto-oscillations in nonlinear systems,” Sib. Math. J., vol. 30, no. 4, pp. 641–653, 1989.
- W. M. Haddad and D. S. Bernstein, “Explicit construction of quadratic Lyapunov functions for the small gain, positivity, circle, and Popov theorems and their application to robust stability. Part I: Continuous-time theory,” Int. J. Rob. Nonlin. Contr., vol. 3, pp. 313–339, 1993.
- ——, “Parameter-dependent Lyapunov functions and the Popov criterion in robust analysis and synthesis,” IEEE Trans. Autom. Contr., vol. 40, pp. 536–543, 1995.
- D. S. Bernstein, W. M. Haddad, and A. G. Sparks, “A Popov criterion for uncertain linear multivariable systems,” Automatica, vol. 31, pp. 1061–1064, 1995.
- M. Arcak and A. Teel, “Input-to-state stability for a class of Lurie systems,” Automatica, vol. 38, no. 11, pp. 1945–1949, 2002.
- R. Sepulchre and G.-B. Stan, “Feedback mechanisms for global oscillations in Lur’e systems,” Sys. Contr. Lett., vol. 54, no. 8, pp. 809–818, 2005.
- D. V. Efimov and A. L. Fradkov, “Oscillatority of nonlinear systems with static feedback,” SIAM J. Contr. Optim., vol. 48, no. 2, pp. 618–640, 2009.
- X. Liu, J. Wang, Z. Duan, and L. Huang, “New absolute stability criteria for time-delay Lur’e systems with sector-bounded nonlinearity,” Int. J. Rob. Nonlin. Contr., vol. 20, no. 6, pp. 659–672, 2010.
- E. Sarkans and H. Logemann, “Input-to-state stability of Lur’e systems,” Math. Contr. Sig. Syst., vol. 27, no. 4, pp. 439–465, 2015.
- R. F. Pinheiro and D. Colon, “Analysis and synthesis of single-input-single-output Lurie type systems via H∞{}_{\infty}start_FLOATSUBSCRIPT ∞ end_FLOATSUBSCRIPT mixed-sensitivity,” Trans. Inst. Meas. Contr., vol. 44, no. 1, pp. 133–143, 2022.
- M. Giaccagli, V. Andrieu, S. Tarbouriech, and D. Astolfi, “LMI conditions for contraction, integral action, and output feedback stabilization for a class of nonlinear systems,” Automatica, 2023.
- Y. Z. Tsypkin, “Fundamentals of the theory of non-linear pluse control systems,” IFAC Proc. Vols., vol. 1, no. 2, pp. 172–180, 1963.
- ——, “Frequency criteria for the absolute stability of nonlinear sampled-data systems,” Autom. i Teleme., vol. 25, pp. 281–289, 1964.
- E. L. Jury and B. Lee, “On the stability of a certain class of nonlinear sampled-data systems,” IEEE TAC, vol. 9, pp. 51–61, 1964.
- S. Wu, “A circle stability criterion for a class of discrete systems,” Trans. Autom. Contr., vol. 12, no. 1, pp. 114–115, 1967.
- T.-T. Lee and S.-H. Lee, “Gain and phase margins for discrete-time systems,” Int. J. Contr., vol. 44, no. 5, pp. 1415–1426, 1986.
- W. M. Haddad and D. S. Bernstein, “Explicit construction of quadratic Lyapunov functions for the small gain, positivity, circle, and Popov theorems and their application to robust stability. Part II: Discrete-time theory,” Int. J. Rob. Nonlin. Contr., vol. 4, no. 2, pp. 249–265, 1994.
- ——, “Parameter-dependent Lyapunov functions and the discrete-time Popov criterion for robust analysis,” Automatica, vol. 30, pp. 1015–1021, 1994.
- V. Kapila and W. M. Haddad, “A multivariable extension of the Tsypkin criterion using a Lyapunov-function approach,” IEEE Trans. Autom. Contr., vol. 41, no. 1, pp. 149–152, 1996.
- M. Larsen and P. V. Kokotović, “A brief look at the Tsypkin criterion: from analysis to design,” Int. J. Adap. Contr. Sig. Proc., vol. 15, no. 2, pp. 121–128, 2001.
- N. S. Ahmad, W. Heath, and G. Li, “Lyapunov functions for generalized discrete-time multivariable Popov criterion,” IFAC Proc. Vols., vol. 44, no. 1, pp. 3392–3397, 2011.
- N. S. Ahmad, W. P. Heath, and G. Li, “LMI-based stability criteria for discrete-time Lur’e systems with monotonic, sector-and slope-restricted nonlinearities,” IEEE Trans. Autom. Contr., vol. 58, no. 2, pp. 459–465, 2012.
- C. A. Gonzaga, M. Jungers, and J. Daafouz, “Stability analysis of discrete-time Lur’e systems,” Automatica, vol. 48, no. 9, pp. 2277–2283, 2012.
- S. Wang, W. P. Heath, and J. Carrasco, “A complete and convex search for discrete-time noncausal FIR Zames-Falb multipliers,” in Proc. IEEE Conf. Dec. Contr. IEEE, 2014, pp. 3918–3923.
- N. S. Ahmad, J. Carrasco, and W. P. Heath, “A less conservative LMI condition for stability of discrete-time systems with slope-restricted nonlinearities,” IEEE Trans. Autom. Contr., vol. 60, pp. 1692–7, 2014.
- B. Y. Park, P. Park, and N. K. Kwon, “An improved stability criterion for discrete-time Lur’e systems with sector- and slope-restrictions,” Automatica, vol. 51, pp. 255–258, 2015.
- E. Sarkans and H. Logemann, “Input-to-state stability of discrete-time Lur’e systems,” SIAM J. Contr. Optim., vol. 54, pp. 1739–68, 2016.
- J. Park, S. Y. Lee, and P. Park, “A less conservative stability criterion for discrete-time Lur’e systems with sector and slope restrictions,” IEEE Trans. Autom. Contr., vol. 64, no. 10, pp. 4391–4395, 2019.
- X. Yu and F. Liao, “Preview tracking control for discrete-time nonlinear Lur’e systems with sector-bounded nonlinearities,” Trans. Inst. Meas. Contr., vol. 41, no. 10, pp. 2726–2737, 2019.
- P. Seiler and J. Carrasco, “Construction of periodic counterexamples to the discrete-time Kalman conjecture,” IEEE Contr. Sys. Lett., vol. 5, no. 4, pp. 1291–1296, 2020.
- A. L. Bertolin, R. C. Oliveira, G. Valmorbida, and P. L. Peres, “An LMI approach for stability analysis and output-feedback stabilization of discrete-time Lur’e systems using Zames-Falb multipliers,” IEEE Contr. Sys. Lett., vol. 6, pp. 710–715, 2021.
- ——, “Control design of uncertain discrete-time Lur’e systems with sector and slope bounded nonlinearities,” Int. J. Rob. Nonlin. Contr., vol. 32, no. 12, pp. 7001–7015, 2022.
- R. Drummond and G. Valmorbida, “Generalised Lyapunov functions for discrete-time Lurie systems with slope-restricted nonlinearities,” IEEE Trans. Autom. Contr., pp. 1–12, 2023.
- L. Su, P. Seiler, J. Carrasco, and S. Z. Khong, “On the necessity and sufficiency of discrete-time O’Shea–Zames–Falb multipliers,” Automatica, vol. 150, p. 110872, 2023.
- A. Jenkins, “Self-oscillation,” Phys. Rep., vol. 525, no. 2, pp. 167–222, 2013.
- B. D. Coller and P. A. Chamara, “Structural non-linearities and the nature of the classic flutter instability,” J. Sound Vibr., vol. 277, pp. 711–739, 2004.
- E. Jonsson, C. Riso, C. A. Lupp, C. E. S. Cesnik, J. R. R. A. Martins, and B. I. Epureanu, “Flutter and post-flutter constraints in aircraft design optimization,” Prog. Aero. Sci., vol. 109, p. 100537, 2019.
- E. Awad and F. E. C. Culick, “On the existence and stability of limit cycles for longitudinal acoustic modes in a combustion chamber,” Comb. Sci. Tech., vol. 46, pp. 195–222, 1986.
- Y. Chen and J. F. Driscoll, “A multi-chamber model of combustion instabilities and its assessment using khz laser diagnostics in a gas turbine model combustor,” Comb. Flame, vol. 174, pp. 120–137, 2016.
- P. L. Rijke, “LXXI. Notice of a new method of causing a vibration of the air contained in a tube open at both ends,” Lond. Edinb. Dubl. Phil. Mag, vol. 17, no. 116, pp. 419–422, 1859.
- J. W. S. Rayleigh, “The explanation of certain acoustical phenomena,” Nature, vol. 18, no. 455, pp. 319–321, 1878.
- M. A. Heckl, “Non-linear acoustic effects in the Rijke tube,” Acta Acustica, vol. 72, no. 1, pp. 63–71, 1990.
- ——, “Active control of the noise from a Rijke tube,” J. Sound Vib., vol. 124, no. 1, pp. 117–133, 1988.
- A. M. Annaswamy, M. Fleifil, J. W. Rumsey, R. Prasanth, J.-P. Hathout, and A. F. Ghoniem, “Thermoacoustic instability: Model-based optimal control designs and experimental validation,” IEEE Trans. Contr. Sys. Tech., vol. 8, no. 6, pp. 905–918, 2000.
- S. J. Illingworth and A. S. Morgans, “Advances in feedback control of the Rijke tube thermoacoustic instability,” Int. J. Flow Contr., vol. 2, no. 4, 2010.
- J. P. Epperlein, B. Bamieh, and K. J. Astrom, “Thermoacoustics and the Rijke tube: Experiments, identification, and modeling,” IEEE Contr. Sys. Mag., vol. 35, no. 2, pp. 57–77, 2015.
- U. Zalluhoglu, A. S. Kammer, and N. Olgac, “Delayed feedback control laws for Rijke tube thermoacoustic instability, synthesis, and experimental validation,” IEEE Trans. Contr. Sys. Tech., vol. 24, no. 5, pp. 1861–1868, 2016.
- G. A. de Andrade, R. Vazquez, and D. J. Pagano, “Boundary control of a Rijke yube using irrational transfer functions with experimental validation,” in Proc. IFAC World Congress, 2017, pp. 4528–4533.
- J. Paredes and D. S. Bernstein, “Experimental Implementation of Retrospective Cost Adaptive Control for Suppressing Thermoacoustic Oscillations in a Rijke Tube,” IEEE Trans. Contr. Sys. Tech., 2023.
- T. W. Nguyen, S. A. U. Islam, D. S. Bernstein, and I. V. Kolmanovsky, “Predictive Cost Adaptive Control: A Numerical Investigation of Persistency, Consistency, and Exigency,” IEEE Contr. Sys. Mag., vol. 41, pp. 64–96, December 2021.
- S. A. U. Islam and D. S. Bernstein, “Recursive least squares for real-time implementation,” IEEE Contr. Syst. Mag., vol. 39, no. 3, pp. 82–85, 2019.
- N. Mohseni and D. S. Bernstein, “Recursive least squares with variable-rate forgetting based on the F-test,” in Proc. Amer. Contr. Conf., 2022, pp. 3937–3942.
- W. H. Kwon and A. E. Pearson, “On feedback stabilization of time-varying discrete linear systems,” IEEE Trans. Autom. Contr., vol. AC-23, no. 3, pp. 479–481, 1978.
- I. Sandberg, “On the boundedness of solutions of nonlinear integral equations,” Bell Sys. Tech. J., vol. 44, no. 3, pp. 439–453, 1965.
- J. W. Polderman, “A state space approach to the problem of adaptive pole assignment,” Math. Contr. Sig. Sys., vol. 2, pp. 71–94, 1989.