Wim Michiels

Stability and Stabilization of Systems with Time Delay

Time-delays are important components of many dynamical systems that describe coupling or interconnection between dynamics, propagation, or transport phenomena in shared environments, in heredity, and in competition in population dynamics. This monograph addresses the problem of stability analysis and the stabilisation of dynamical systems subjected to time-delays. It presents a wide and self-contained panorama of analytical methods and computational algorithms using a unified eigenvalue-based approach illustrated by examples and applications in electrical and mechanical engineering, biology, and complex network analysis.

Finite spectrum assignment of unstable time-delay systems with a safe implementation

The instability mechanisms, related to the implementation of distributed delay controllers in the context of finite spectrum assignment, were studied in detail in the past few years. In this note we introduce a distributed delay control law that assigns a finite closed-loop spectrum and whose implementation with a sum of point-wise delays is safe. This property is obtained by implicitly including a low-pass filter in the control loop. This leads to a closed-loop characteristic quasipolynomial of retarded type, and not one of neutral type, which was shown to be a cause of instability in previous schemes.

An eigenvalue based approach for the stabilization of linear time-delay systems of neutral type

An eigenvalue based approach for the stabilization of linear neutral functional differential equations is presented, which extends the recently developed continuous pole placement method for delay equations of retarded type. The approach consists of two steps. First the stability of the associated difference equation is determined and a procedure is applied to compute the supremum of the real parts of its characteristic roots, which corresponds to computing the radius of the essential spectrum of the solution operator of the neutral equation. No restrictions are made on the dimension of the system and the number of delays. Also the effect of small delay perturbations is explicitly taken into account. As a result of this first step the stabilization problem of the neutral equation is reduced to a problem involving only a finite number of characteristic roots. As a second step, stabilization is achieved by shifting the rightmost or unstable characteristic roots to the left half plane in a quasi-continuous way, by applying small changes to the controller parameters, and meanwhile monitoring other characteristic roots with a large real part. A numerical example is presented.

Stabilization of time-delay systems with a Controlled time-varying delay and applications

We study the stability of a linear system with a point-wise, time-varying delay. We assume that the delay varies around a nominal value in a deterministic way and investigate the influence of this variation on stability. More precisely we are interested in characterizing situations where the time-varying delay system is stable, whereas the system with constant delay is unstable. Our approach consists of relating the stability properties of a system with a fast varying point-wise delay with these of a time-invariant system with a distributed delay. Then we can use frequency domain methods to analyze the problem and to derive stability criteria. The results are first illustrated with two theoretical examples. Then, we study a model of a variable speed rotating cutting tool. Based on the developed theory, we thereby provide both a theoretical explanation and a quantitative analysis tool for the beneficial effect of a variation of the machine speed on enhancing stability properties, which was reported in the literature.

Static output feedback stabilization: necessary conditions for multiple delay controllers

This note focuses on the static output feedback stabilization problem for a class of single-input-single-output systems when the control law includes multiple (distinct) delays. We are interested in giving necessary conditions for the existence of such stabilizing controllers. Illustrative examples (second-order system, chain of integrators, or chain of oscillators) are presented, and discussed.

On the delay sensitivity of Smith Predictors

It is well known that the stability of the Smith Predictor control scheme is sensitive with respect to delay uncertainties. We analysed the effect of delay mismatches on the closed-loop stability and derived various stability/instability characterizations. Thereby, it was assumed that the desired closed-loop transfer function was proper but not necessarily strictly proper. This may induce a sensitivity of stability with respect to infinitesimal delay mismatches and make the scheme practically unstable. We explained the instability mechanism and derived the necessary and sufficient robustness conditions using two different approaches. Under the assumption of practical stability, we then characterized the maximal delay mismatch such that stability was maintained and discussed a numerical example. Both SISO and MIMO systems are considered.

Combining Convex–Concave Decompositions and Linearization Approaches for Solving BMIs, With Application to Static Output Feedback

A novel optimization method is proposed to minimize a convex function subject to bilinear matrix inequality (BMI) constraints. The key idea is to decompose the bilinear mapping as a difference between two positive semidefinite convex mappings. At each iteration of the algorithm the concave part is linearized, leading to a convex subproblem. Applications to various output feedback controller synthesis problems are presented. In these applications, the subproblem in each iteration step can be turned into a convex optimization problem with linear matrix inequality (LMI) constraints. The performance of the algorithm has been benchmarked on the data from the COMPleib library.

Sensitivity to Infinitesimal Delays in Neutral Equations

The stability of a steady state solution of a neutral functional differential equation can be sensitive to infinitesimal changes in the delays. This phenomenon is caused by the behavior of the essential spectrum and is determined by the roots of an exponential polynomial. Avellar and Hale [J. Math. Anal. Appl., 73 (1980), pp. 434--452] have considered the case of multiple fixed and nonzero delays. In the first part of this paper their results are illustrated by means of spectral plots. In the second part we extend the theory of Avellar and Hale to the limit case whereby some of the delays are brought to zero, which may lead to characteristic roots with arbitrarily large real part. Necessary and sufficient conditions are provided. Using these results we show that the ratio of the delays plays a crucial role when several delays tend to zero simultaneously. As an illustration of the theory, we analyze the robustness of a boundary controlled PDE in the presence of a small feedback delay.

Recent Advances in Optimization and its Applications in Engineering

Mathematical optimization encompasses both a rich and rapidly evolving body of fundamental theory, and a variety of exciting applications in science and engineering. The present book contains a careful selection of articles on recent advances in optimization theory, numerical methods, and their applications in engineering. It features in particular new methods and applications in the fields of optimal control, PDE-constrained optimization, nonlinear optimization, and convex optimization. The authors of this volume took part in the 14th Belgian-French-German Conference on Optimization (BFG09) organized in Leuven, Belgium, on September 14-18, 2009. The volume contains a selection of reviewed articles contributed by the conference speakers as well as three survey articles by plenary speakers and two papers authored by the winners of the best talk and best poster prizes awarded at BFG09. Researchers and graduate students in applied mathematics, computer science, and many branches of engineering will find in this book an interesting and useful collection of recent ideas on the methods and applications of optimization.

Reliably computing all characteristic roots of delay differential equations in a given right half plane using a spectral method

Spectral discretization methods are well established methods for the computation of characteristic roots of time-delay systems. In this paper a method is presented for computing all characteristic roots in a given right half plane. In particular, a procedure for the automatic selection of the number of discretization points is described. This procedure is grounded in the connection between a spectral discretization and a rational approximation of exponential functions. First, a region that contains all desired characteristic roots is estimated. Second, the number of discretization points is selected in such a way that in this region the rational approximation of the exponential functions is accurate. Finally, the characteristic roots approximations, obtained from solving the discretized eigenvalue problem, are corrected up to the desired precision by a local method. The effectiveness and robustness of the procedure are illustrated with several examples and compared with DDE-BIFTOOL.