Search NASA⌕ Search

SEARCH · Search NASA

Results for “Lyapunov equation”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records

An iterative decoupling solution method for large scale Lyapunov equations

A great deal of attention has been given to the numerical solution of the Lyapunov equation. A useful classification of the variety of solution techniques are the groupings of direct, transformation, and iterative methods. The paper summarizes those methods that are at least partly favorable numerically, giving special attention to two criteria: exploitation of a general sparse system matrix structure and efficiency in resolving the governing linear matrix equation for different matrices. An iterative decoupling solution method is proposed as a promising approach for solving large-scale Lyapunov equation when the system matrix exhibits a general sparse structure. A Fortran computer program that realizes the iterative decoupling algorithm is also discussed.

Athay, T. M.↗

Numerical solution of large Lyapunov equations

A few methods are proposed for solving large Lyapunov equations that arise in control problems. The common case where the right hand side is a small rank matrix is considered. For the single input case, i.e., when the equation considered is of the form AX + XA(sup T) + bb(sup T) = 0, where b is a column vector, the existence of approximate solutions of the form X = VGV(sup T) where V is N x m and G is m x m, with m small is established. The first class of methods proposed is based on the use of numerical quadrature formulas, such as Gauss-Laguerre formulas, applied to the controllability Grammian. The second is based on a projection process of Galerkin type. Numerical experiments are presented to test the effectiveness of these methods for large problems.

Saad, Youcef↗

Calculating Closed-Loop Sensitivity to Parameter Variations

Performance sensitivity calculated by back substitution. Original Lyapunov equation differentiated two times with respect to parameter p. Each differential turns out to yield Lyapunov equation for first and second derivatives with respective to parameter p of steady-state covariance of state variables. Derivatives desired closed-loop performance sensitivities.

Schaechter, D. B.↗

Exact solution of some linear matrix equations using algebraic methods

A study is done of solution methods for Linear Matrix Equations including Lyapunov's equation, using methods of modern algebra. The emphasis is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The action f sub BA is introduced a Basic Lemma is proven. The equation PA + BP = -C as well as the Lyapunov equation are analyzed. Algorithms are given for the solution of the Lyapunov and comment is given on its arithmetic complexity. The equation P - A'PA = Q is studied and numerical examples are given.

Djaferis, T. E.↗

A homotopy algorithm for synthesizing robust controllers for flexible structures via the maximum entropy design equations

One well known deficiency of LQG compensators is that they do not guarantee any measure of robustness. This deficiency is especially highlighted when considering control design for complex systems such as flexible structures. There has thus been a need to generalize LQG theory to incorporate robustness constraints. Here we describe the maximum entropy approach to robust control design for flexible structures, a generalization of LQG theory, pioneered by Hyland, which has proved useful in practice. The design equations consist of a set of coupled Riccati and Lyapunov equations. A homotopy algorithm that is used to solve these design equations is presented.

Collins, Emmanuel G., Jr.↗

Computation of optimal output-feedback compensators for linear time-invariant systems

The control of linear time-invariant systems with respect to a quadratic performance criterion was considered, subject to the constraint that the control vector be a constant linear transformation of the output vector. The optimal feedback matrix, f*, was selected to optimize the expected performance, given the covariance of the initial state. It is first shown that the expected performance criterion can be expressed as the ratio of two multinomials in the element of f. This expression provides the basis for a feasible method of determining f* in the case of single-input single-output systems. A number of iterative algorithms are then proposed for the calculation of f* for multiple input-output systems. For two of these, monotone convergence is proved, but they involve the solution of nonlinear matrix equations at each iteration. Another is proposed involving the solution of Lyapunov equations at each iteration, and the gradual increase of the magnitude of a penalty function. Experience with this algorithm will be needed to determine whether or not it does, indeed, possess desirable convergence properties, and whether it can be used to determine the globally optimal f*.

Platzman, L. K.↗

Measuring attitude with a gradiometer

This paper explores using a gravity gradiometer to measure the attitude of a satellite, given that the gravity field is accurately known. Since gradiometers actually measure a combination of the gradient and attitude rate and acceleration terms, the answer is far from obvious. The paper demonstrates that it can be done and at microradian accuracy. The technique employed is dynamic estimation, based on the momentum biased Euler equations. The satellite is assumed nominally planet pointed, and subject to control, gravity gradient, and partly radom drag torques. The attitude estimator is unusual. While the standard method of feeding back measurement residuals is used, the feedback gain matrix isn't derived from Kalman theory. instead, it's chosen to minimize a measure of the terminal covariance of the error in the estimate. This depends on the gain matrix and the power spectra of all the process and measurement noises. An integration is required over multiple solutions of Lyapunov equations.

Sonnabend, David↗

Control optimization, stabilization and computer algorithms for aircraft applications

Research related to reliable aircraft design is summarized. Topics discussed include systems reliability optimization, failure detection algorithms, analysis of nonlinear filters, design of compensators incorporating time delays, digital compensator design, estimation for systems with echoes, low-order compensator design, descent-phase controller for 4-D navigation, infinite dimensional mathematical programming problems and optimal control problems with constraints, robust compensator design, numerical methods for the Lyapunov equations, and perturbation methods in linear filtering and control.

Source record↗

Mean-square error bounds for reduced-error linear state estimators

The mean-square error of reduced-order linear state estimators for continuous-time linear systems is investigated. Lower and upper bounds on the minimal mean-square error are presented. The bounds are readily computable at each time-point and at steady state from the solutions to the Ricatti and the Lyapunov equations. The usefulness of the error bounds for the analysis and design of reduced-order estimators is illustrated by a practical numerical example.

Baram, Y.↗

Integrated control-system design via generalized LQG (GLQG) theory

Thirty years of control systems research has produced an enormous body of theoretical results in feedback synthesis. Yet such results see relatively little practical application, and there remains an unsettling gap between classical single-loop techniques (Nyquist, Bode, root locus, pole placement) and modern multivariable approaches (LQG and H infinity theory). Large scale, complex systems, such as high performance aircraft and flexible space structures, now demand efficient, reliable design of multivariable feedback controllers which optimally tradeoff performance against modeling accuracy, bandwidth, sensor noise, actuator power, and control law complexity. A methodology is described which encompasses numerous practical design constraints within a single unified formulation. The approach, which is based upon coupled systems or modified Riccati and Lyapunov equations, encompasses time-domain linear-quadratic-Gaussian theory and frequency-domain H theory, as well as classical objectives such as gain and phase margin via the Nyquist circle criterion. In addition, this approach encompasses the optimal projection approach to reduced-order controller design. The current status of the overall theory will be reviewed including both continuous-time and discrete-time (sampled-data) formulations.

Bernstein, Dennis S.↗

Overview of Krylov subspace methods with applications to control problems

An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.

Saad, Youcef↗

Control of maglev vehicles with aerodynamic and guideway disturbances

A modeling, analysis, and control design methodology is presented for maglev vehicle ride quality performance improvement as measured by the Pepler Index. Ride quality enhancement is considered through active control of secondary suspension elements and active aerodynamic surfaces mounted on the train. To analyze and quantify the benefits of active control, the authors have developed a five degree-of-freedom lumped parameter model suitable for describing a large class of maglev vehicles, including both channel and box-beam guideway configurations. Elements of this modeling capability have been recently employed in studies sponsored by the U.S. Department of Transportation (DOT). A perturbation analysis about an operating point, defined by vehicle and average crosswind velocities, yields a suitable linearized state space model for multivariable control system analysis and synthesis. Neglecting passenger compartment noise, the ride quality as quantified by the Pepler Index is readily computed from the system states. A statistical analysis is performed by modeling the crosswind disturbances and guideway variations as filtered white noise, whereby the Pepler Index is established in closed form through the solution to a matrix Lyapunov equation. Data is presented which indicates the anticipated ride quality achieved through various closed-loop control arrangements.

Flueckiger, Karl↗

Using Covariance Analysis to Assess Pointing Performance

A Pointing Covariance Analysis Tool (PCAT) has been developed for evaluating the expected performance of the pointing control system for NASA s Space Interferometry Mission (SIM). The SIM pointing control system is very complex, consisting of multiple feedback and feedforward loops, and operating with multiple latencies and data rates. The SIM pointing problem is particularly challenging due to the effects of thermomechanical drifts in concert with the long camera exposures needed to image dim stars. Other pointing error sources include sensor noises, mechanical vibrations, and errors in the feedforward signals. PCAT models the effects of finite camera exposures and all other error sources using linear system elements. This allows the pointing analysis to be performed using linear covariance analysis. PCAT propagates the error covariance using a Lyapunov equation associated with time-varying discrete and continuous-time system matrices. Unlike Monte Carlo analysis, which could involve thousands of computational runs for a single assessment, the PCAT analysis performs the same assessment in a single run. This capability facilitates the analysis of parametric studies, design trades, and "what-if" scenarios for quickly evaluating and optimizing the control system architecture and design.

Bayard, David↗

Conditioning of the Stable, Discrete-time Lyapunov Operator

The Schatten p-norm condition of the discrete-time Lyapunov operator L(sub A) defined on matrices P is identical with R(sup n X n) by L(sub A) P is identical with P - APA(sup T) is studied for stable matrices A is a member of R(sup n X n). Bounds are obtained for the norm of L(sub A) and its inverse that depend on the spectrum, singular values and radius of stability of A. Since the solution P of the the discrete-time algebraic Lyapunov equation (DALE) L(sub A)P = Q can be ill-conditioned only when either L(sub A) or Q is ill-conditioned, these bounds are useful in determining whether P admits a low-rank approximation, which is important in the numerical solution of the DALE for large n.

Tippett, Michael K.↗