Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf ·...

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INPUT-OUTPUT APPROACH

Transcript of Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf ·...

Page 1: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

INPUT-OUTPUT APPROACH

Page 2: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 3: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 4: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

impulse response of S

Page 5: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

impulse response of S

Page 6: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 7: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

The operator H is:

• causal

• biased

• G is the unbiased operator associated with H

G is a linear operator

induced norm of G

Page 8: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

The operator H is:

• causal

• biased

• G is the unbiased operator associated with H

induced norm of G

Page 9: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is H bounded?

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 10: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

WEAKLY BOUNDED/BOUNDED OPERATOR

H u y

causal

Definition (weakly bounded operator):

A causal operator is weakly bounded (or with finite gain)

if

Definition (bounded operator):

A causal operator is bounded if

• is bounded

Remark: H bounded H weakly bounded

Page 11: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is H bounded?

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

free evolution of S

Page 12: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is H bounded?

G bounded H bounded

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

free evolution of S

Page 13: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is G bounded?

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 14: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is G bounded?

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 15: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is G bounded?

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 16: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is G bounded?

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

impulse response of S

Page 17: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is G bounded?

G is bounded

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

impulse response of S

Page 18: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

H è limitato?

• G is bounded

H is bounded

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

free evolution of S

Page 19: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

H è limitato?

• G is bounded

H is bounded

Let us compute the zero bias gain of G

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

free evolution of S

Page 20: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 21: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

• If we find a sequence of inputs um, with such that

G bounded operator in with zero bias gain

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 22: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Let and define

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 23: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Let and define

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 24: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Let and define

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

𝑔 𝑡 − 𝜏 = 0, 𝜏 > 𝑡 𝑢𝑚 𝜏 = 0, 𝜏 > 𝑚

Page 25: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Let and define

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

𝑔 𝑡 − 𝜏 = 0, 𝜏 > 𝑡 𝑢𝑚 𝜏 = 0, 𝜏 > 𝑚

Page 26: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

H (bounded) is weakly bounded because

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 27: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

H (bounded) is weakly bounded because

We shall show that

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 28: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

causal operator

Definition (affine operator):

The causal operator is affine if the associated unbiased

operator G

Is linear.

G

y0

u y

Page 29: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Page 30: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

H weakly bounded causal such that

(first condition for H to be bounded)

Page 31: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

For any

&

Page 32: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

Page 33: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

Page 34: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

Page 35: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

Page 36: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

G bounded (second condition for H to be bounded)

Page 37: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

G bounded (second condition for H to be bounded) H bounded

Page 38: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

G bounded ( H bounded) with

Page 39: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

Page 40: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

AFFINE CAUSAL OPERATOR

H u y

affine causal operator

Theorem

A weakly bounded affine causal operator

• is bounded

• its gain is equal to its zero bias gain

Proof:

Page 41: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

H (bounded) is weakly bounded because

since H is affine

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 42: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is H bounded?

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 43: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is H bounded?

If G bounded

H bounded (and, hence, weakly bounded) and, since H is affine,

its gain is equal to the zero bias gain, i.e.,

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

free evolution of S

Page 44: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is G bounded?

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Fourier transform of the impulse response:

Page 45: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is G bounded?

By Parseval theorem:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 46: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is G bounded?

By Parseval theorem:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

since it is a continuous function

that tends to zero as

Page 47: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

Is G bounded?

from which we get

G is bounded

One can show that

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

Page 48: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

Let

In conclusion:

H is bounded and weakly bounded with gain

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

norm of F(s)

Page 49: Hybrid Systems course - Intranet DEIBhome.deib.polimi.it/prandini/file/7_input-output.pdf · input-output approach. example: linear asymptotically stable dynamical system . example:

EXAMPLE: LINEAR ASYMPTOTICALLY STABLE

DYNAMICAL SYSTEM

One can show that the H operator is bounded (and, hence, weakly

bounded, with gain equal to the zero bias gain) in Lpe, for any p