The Behavioral Approach to Systems Theory Paolo Rapisarda, Un. of - - PowerPoint PPT Presentation

the behavioral approach to systems theory
SMART_READER_LITE
LIVE PREVIEW

The Behavioral Approach to Systems Theory Paolo Rapisarda, Un. of - - PowerPoint PPT Presentation

The Behavioral Approach to Systems Theory Paolo Rapisarda, Un. of Southampton, U.K. & Jan C. Willems, K.U. Leuven, Belgium MTNS 2006 Kyoto, Japan, July 2428, 2006 Lecture 1: General Introduction Lecturer: Jan C. Willems Questions


slide-1
SLIDE 1

The Behavioral Approach to Systems Theory

Paolo Rapisarda, Un. of Southampton, U.K. & Jan C. Willems, K.U. Leuven, Belgium MTNS 2006 Kyoto, Japan, July 24–28, 2006

slide-2
SLIDE 2

Lecture 1: General Introduction Lecturer: Jan C. Willems

slide-3
SLIDE 3

Questions

  • What is a mathematical model , really?
slide-4
SLIDE 4

Questions

  • What is a mathematical model , really?
  • How is this specialized to dynamics ?
slide-5
SLIDE 5

Questions

  • What is a mathematical model , really?
  • How is this specialized to dynamics ?
  • How are models arrived at?
  • From basic laws: ‘first principles’ modeling
  • Combined with interconnection:

tearing, zooming & linking

  • From measured data: SYSID (system identification)
slide-6
SLIDE 6

Questions

  • What is a mathematical model , really?
  • How is this specialized to dynamics ?
  • How are models arrived at?
  • From basic laws: ‘first principles’ modeling
  • Combined with interconnection:

tearing, zooming & linking

  • From measured data: SYSID (system identification)
  • What is the role of (differential) equations ?
slide-7
SLIDE 7

Questions

  • What is a mathematical model , really?
  • How is this specialized to dynamics ?
  • How are models arrived at?
  • From basic laws: ‘first principles’ modeling
  • Combined with interconnection:

tearing, zooming & linking

  • From measured data: SYSID (system identification)
  • What is the role of (differential) equations ?
  • Importance of latent variables
slide-8
SLIDE 8

Static models

slide-9
SLIDE 9

The seminal idea

Consider a ‘phenomenon’; produces ‘outcomes’, ‘events’ . Mathematization: events belong to a set, U.

slide-10
SLIDE 10

The seminal idea

Consider a ‘phenomenon’; produces ‘outcomes’, ‘events’ . Mathematization: events belong to a set, U. Modeling question: Which events can really occur ? The model specifies: Only those in the subset B ⊆ U ! ⇒⇒ a mathematical model, with behavior B ⇐⇐

slide-11
SLIDE 11

The seminal idea

Consider a ‘phenomenon’; produces ‘outcomes’, ‘events’ . Mathematization: events belong to a set, U. Modeling question: Which events can really occur ? The model specifies: Only those in the subset B ⊆ U ! ⇒⇒ a mathematical model, with behavior B ⇐⇐ Before modeling: events in U are possible After modeling: only events in B are possible Sharper model ❀ smaller B.

slide-12
SLIDE 12

Examples

Gas law Phenomenon: A balloon filled with a gas

Gas

¡¡ Model the relation between volume, quantity, pressure, & temperature !!

slide-13
SLIDE 13

Examples

Gas law Phenomenon: A balloon filled with a gas

Gas

¡¡ Model the relation between volume, quantity, pressure, & temperature !! Event: (vol. V, quant. N, press. P, temp. T) ❀ U = R4

+

slide-14
SLIDE 14

Examples

Gas law Phenomenon: A balloon filled with a gas

Gas

¡¡ Model the relation between volume, quantity, pressure, & temperature !! Event: (vol. V, quant. N, press. P, temp. T) ❀ U = R4

+

Charles Boyle and Avogadro ❀ model PV NT = a universal constant =: R ⇒⇒ B =

  • (T, P, V, N) ∈ R 4

+

| PV NT = R

  • ⇐⇐
slide-15
SLIDE 15

Examples

An economy Phenomenon: trading of a product ¡¡ Model the relation between price, sales & production !!

slide-16
SLIDE 16

Examples

An economy Phenomenon: trading of a product ¡¡ Model the relation between price, sales & production !! Event: (price P, demand D) ❀ U = R2

+

Typical model: B = graph of a curve

Demand Price

slide-17
SLIDE 17

Examples

An economy Phenomenon: trading of a product ¡¡ Model the relation between price, sales & production !! Event: (price P, supply S) ❀ U = R2

+

Typical model: B = graph of a curve

Supply Price

slide-18
SLIDE 18

Examples

An economy Phenomenon: trading of a product ¡¡ Model the relation between price, sales & production !! Event: (price P, demand D, supply S) ❀ U = R3

+

B = intersection of two graphs : ❀ usually point(s)

Price Demand Supply

slide-19
SLIDE 19

Examples

An economy Phenomenon: trading of a product ¡¡ Model the relation between sales & production !! Price only to explain mechanism Event: ( demand D, supply S) ❀ U = R2

+

B = intersection of two graphs : ❀ usually point(s)

Demand Supply

The price P becomes a ‘hidden’

  • variable. Modeling using ‘hidden’,

‘auxiliary’, ‘latent’ intermediate variables is very common. How shall we deal with such variables?

slide-20
SLIDE 20

Examples

Newton’s 2-nd law Phenomenon: A moving mass

FORCE MASS

¡¡ Model the relation between force, mass, & acceleration !!

slide-21
SLIDE 21

Examples

Newton’s 2-nd law Phenomenon: A moving mass

FORCE MASS

¡¡ Model the relation between force, mass, & acceleration !! Event: (force F, mass m, acceleration a) ❀ U = R3 × R+ × R3

slide-22
SLIDE 22

Examples

Newton’s 2-nd law Phenomenon: A moving mass

FORCE MASS

¡¡ Model the relation between force, mass, & acceleration !! Event: (force F, mass m, acceleration a) ❀ U = R3 × R+ × R3 Model due to Newton: F = ma ⇒⇒ B = { (F, m, a) ∈ R3 × R+ × R3 | F = ma} ⇐⇐

slide-23
SLIDE 23

Examples

Newton’s 2-nd law Phenomenon: A moving mass

FORCE MASS

But, the aim of Newton’s law is really: ¡¡ Model the relation between force, mass, & position !!

slide-24
SLIDE 24

Examples

Newton’s 2-nd law Phenomenon: A moving mass

FORCE MASS

But, the aim of Newton’s law is really: ¡¡ Model the relation between force, mass, & position !! Event: (force F, mass m, position q) F = ma, a = d2 dt2 q not ‘instantaneous’ relation between F, m, q ❀ dynamics How shall we deal with this?

slide-25
SLIDE 25

Dynamic models

slide-26
SLIDE 26

Dynamical systems

Phenomenon produces ‘events’ that are functions of time Mathematization: It is convenient to distinguish domain (‘independent’ variables) T ⊆ R ‘time-axis’ co-domain (‘dependent’ variables) W ‘signal space’

slide-27
SLIDE 27

Dynamical systems

Phenomenon produces ‘events’ that are functions of time Mathematization: It is convenient to distinguish domain (‘independent’ variables) T ⊆ R ‘time-axis’ co-domain (‘dependent’ variables) W ‘signal space’ A dynamical system := Σ = (T, W, B) B ⊆ (W)T the behavior

slide-28
SLIDE 28

Dynamical systems

Phenomenon produces ‘events’ that are functions of time Mathematization: It is convenient to distinguish domain (‘independent’ variables) T ⊆ R ‘time-axis’ co-domain (‘dependent’ variables) W ‘signal space’ A dynamical system := Σ = (T, W, B) B ⊆ (W)T the behavior T = R, R+, or interval in R: continuous-time systems T = Z, N, etc.: discrete-time systems Later: set of independent variables = Rn, n > 1, PDE’s.

slide-29
SLIDE 29

Dynamical systems

Phenomenon produces ‘events’ that are functions of time Mathematization: It is convenient to distinguish domain (‘independent’ variables) T ⊆ R ‘time-axis’ co-domain (‘dependent’ variables) W ‘signal space’ A dynamical system := Σ = (T, W, B) B ⊆ (W)T the behavior W = Rw, etc. lumped systems W = finite: finitary systems T = Z or N, W finite: DES (discrete event systems) W = function space: DPS (distributed parameter systems)

slide-30
SLIDE 30

Dynamical systems

Phenomenon produces ‘events’ that are functions of time Mathematization: It is convenient to distinguish domain (‘independent’ variables) T ⊆ R ‘time-axis’ co-domain (‘dependent’ variables) W ‘signal space’ A dynamical system := Σ = (T, W, B) B ⊆ (W)T the behavior W vector space, B ⊂ (W)T linear subspace: linear systems controllability,

  • bservability,

stabilizability, dissipativity, stability, symmetry, reversibility, (equivalent) representa- tions, etc.: to be defined in terms of the behavior B The behavior is all there is

slide-31
SLIDE 31

Examples

Newton’s 2-nd law

FORCE MASS

¡¡ Model the relation between force & position of a pointmass !!

slide-32
SLIDE 32

Examples

Newton’s 2-nd law

FORCE MASS

¡¡ Model the relation between force & position of a pointmass !! Event: (force F (a f’n of time), position q (a f’n of time)) ❀ T = R, W = R3 × R3

slide-33
SLIDE 33

Examples

Newton’s 2-nd law

FORCE MASS

¡¡ Model the relation between force & position of a pointmass !! Event: (force F (a f’n of time), position q (a f’n of time)) ❀ T = R, W = R3 × R3 Model: F = ma, a = d2 dt2 q ❀ Σ = (R, R3 × R3, B) with ⇒⇒ B =

  • (F, q) : R → R3 × R3 | F = m d2

dt2 q

  • ⇐⇐
slide-34
SLIDE 34

Examples

RLC circuit Phenomenon: the port voltage and current, f’ns of time

I + − V RL

C

R C L

system environment

I

+ −

V

RL

C

R C L

Model voltage/current histories as a f’n of time !

slide-35
SLIDE 35

Examples

RLC circuit ❀ Σ = (R, R2, B) behavior B specified by:

Case 1: CRC = L RL

RC RL +

  • 1 + RC

RL

  • CRC d

dt + CRC L RL d2 dt2

  • V =
  • 1 + CRC d

dt 1 + L RL d dt

  • RCI

Case 2: CRC = L RL

RC RL + CRC d dt

  • V = (1 + CRC) d

dt RCI

❀ behavior all solutions (V, I) : R → R2 of this DE

slide-36
SLIDE 36

Examples

input/output models

u1 u2 u

1

y u

m

y

2 p

input SYSTEM

  • utput

y(t) = f(y(t − 1), · · · , y(t − n), u(t), u(t − 1), u(t − n)), w = u y

  • Differential equation analogue

P( d dt )y = P( d dt )u, w = u y

  • , P, Q : polynomial matrices
  • r matrices of rational functions as in y = G(s)u

How shall we define the behavior with the rat. f’ns?

slide-37
SLIDE 37

Examples

input/output models State models

R.E. Kalman

d dt x = Ax+Bu, y = Cx+Du; d dt x = f◦(x, u), y = h◦(x, u) ¿¿ What is the behavior of this system ??

slide-38
SLIDE 38

Examples

input/output models State models d dt x = Ax+Bu, y = Cx+Du; d dt x = f◦(x, u), y = h◦(x, u) ¿¿ What is the behavior of this system ?? In applications, we care foremost about i/o pairs u, y ❀ Σ = (R, U × Y, B) B = {(u, y) : R → U × Y | ∃x : R → X such that x = f ◦ (x, u), y = h ◦ (x, u) So, here again, we meet auxiliary variables, the state x.

slide-39
SLIDE 39

Latent variables

slide-40
SLIDE 40

Latent variables

Auxiliary variables. We call them ‘latent’ . They are ubiqui- tous:

  • states in dynamical systems
  • prices in economics
  • the wave function in QM
  • the basic probability space Ω
  • potentials in mechanics, in EM
  • interconnection variables
  • driving variables in linear system theory
  • etc., etc.

Their importance in applications merits formalization.

slide-41
SLIDE 41

Latent variables

Latent variable model := (U, L, Bfull) with Bfull ⊆ (U×L) U: space of manifest variables L: space of latent variables Bfull: ‘full behavior’ B = {u ∈ U|∃ℓ ∈ L : (u, ℓ) ∈ Bfull}: ‘manifest behavior’.

slide-42
SLIDE 42

Latent variables

Latent variable model := (U, L, Bfull) with Bfull ⊆ (U×L) U: space of manifest variables L: space of latent variables Bfull: ‘full behavior’ B = {u ∈ U|∃ℓ ∈ L : (u, ℓ) ∈ Bfull}: ‘manifest behavior’. This is readily generalized to dynamical systems. A latent variable dynamical system := (T, W, L, Bfull) with Bfull ⊆ (W × L)T etc.

slide-43
SLIDE 43

Example

The price in our economic example

slide-44
SLIDE 44

Example

RLC circuit

a

V V

b

I a I b

RL

C

C L R

✂✄ ☎✆

environment system

Model voltage/current histories as a f’n of time ! How do we actually go about this modeling ? Emergence of latent variables.

slide-45
SLIDE 45

Example

RLC circuit TEARING

11

R L

7 8

C

6 5

RL

4 3 10 9 12 13 14 2 1

C

connector1 connector2

slide-46
SLIDE 46

Example

RLC circuit ZOOMING The list of the modules & the associated terminals: Module Type Terminals Parameter RC resistor (1, 2) in ohms RL resistor (3, 4) in ohms C capacitor (5, 6) in farad L inductor (7, 8) in henry connector1 3-terminal connector (9, 10, 11) connector2 3-terminal connector (12, 13, 14)

slide-47
SLIDE 47

Example

RLC circuit TEARING The interconnection architecture:

11

R L

7 8

C

6 5

RL

4 3 10 9 12 13 14 2 1

C

connector1 connector2

Pairing {10, 1} {11, 7} {2, 5} {8, 3} {6, 13} {4, 14}

slide-48
SLIDE 48

Example

RLC circuit Manifest variable assignment: the variables V9, I9, V12, I12

  • n the external terminals {9, 12}, i.e,

Va = V9, Ia = I9, Vb = V12, Ib = I12. The internal terminals are {1, 2, 3, 4, 5, 6, 7, 8, 10, 11, 13, 14} The variables (currents and voltages) on these terminals are our latent variables.

slide-49
SLIDE 49

Example

RLC circuit

Faraday Ohm Henry Coulomb

Equations for the full behavior: Modules Constitutive equations RC I1 + I2 = 0 V1 − V2 = RCI1 RL I7 + I8 = 0 V7 − V8 = RLI7 C I5 + I6 = 0 C d

dt (V5 − V6) = I5

L I7 + I8 = 0 V7 − V8 = L d

dt I7

connector1 I9 + I10 + I11 = 0 V9 = V10 = V11 connector2 I12 + I13 + I14 = 0 V12 = V13 = V14 Kirchhoff Interconnection pair Interconnection equations {10, 1} V10 = V1 I10 + I1 = 0 {11, 7} V11 = V7 I11 + I7 = 0 {2, 5} V2 = V5 I2 + I5 = 0 {8, 3} V8 = V3 I8 + I3 = 0 {6, 13} V6 = V13 I6 + I13 = 0 {4, 14} V4 = V14 I4 + I14 = 0

slide-50
SLIDE 50

Example

RLC circuit All these eq’ns combined define a latent variable system in the manifest ‘external’ variables w = (Va, Ia, Vb, Ib) with ‘internal’ latent variables ℓ = (V1, I1, V2, I2, V3, I3, V4, I4, V5, I5, V6, I6, V7, I7, V8, I8, V10, I10, V11, I11, V13, I13, V14, I14). The manifest behavior B is given by B = {(Va, Ia, Vb, Ib) : R → R4 | ∃ ℓ : R → R24 . . .}

slide-51
SLIDE 51

Example

RLC circuit Elimination: Case 1: CRC = L RL .

(RC RL +(1+RC RL )CRC d dt +CRC L RL d2 dt2 )(Va − Vb) = (1+CRC d dt )(1+ L RL d dt )RCIa. Ia + Ib = 0

Case 2: CRC = L RL .

(RC RL + CRC d dt )(Va − Vb) = (1 + CRC d dt )RCIa Ia + Ib = 0

Perhaps ‘port’ variables: V = Va − Vb, I = Ia = −Ib

slide-52
SLIDE 52

Example

RLC circuit Note: the eliminated equations are differential equations! Does this follow from some general principle ? Algorithms for elimination? The modeling of this RLC circuit is an example of tearing, zooming & linking . It is the most prevalent way of

  • modeling. See my website for formalization. Crucial role of

latent variables. Note: no input/output thinking; systems in nodes, connections in edges.

slide-53
SLIDE 53

Controllability & Observability

slide-54
SLIDE 54

System properties

In this framework, system theoretic notions like Controllability, observability, stabilizability,... become simpler, more general, more convincing.

slide-55
SLIDE 55

System properties

In this framework, system theoretic notions like Controllability, observability, stabilizability,... become simpler, more general, more convincing. For simplicity, we consider only time-invariant, continuous-time systems with T = R time-invariant := [ [ w ∈ B ] ] ⇒ [ [ w(t′ + ·) ∈ B ∀ t′ ∈ R ] ].

slide-56
SLIDE 56

Controllability

The time-invariant system Σ = (T, W, B) is said to be controllable if for all w1, w2 ∈ B ∃ w ∈ B and T ≥ 0 such that w(t) =

  • w1(t)

t < 0 w2(t − T) t ≥ T Controllability :⇔ legal trajectories must be ‘patch-able’, ‘concatenable’.

slide-57
SLIDE 57

Controllability

2 1

w w W time

slide-58
SLIDE 58

Controllability

2 1

w w W time

2

T

1

w w ! w

T

W time W

slide-59
SLIDE 59

Examples

d dt x = Ax + Bu; d dt x = f ◦ (x, u) with w = (x, u), controllable ⇔ ‘state point’ controllable.

slide-60
SLIDE 60

Examples

d dt x = Ax + Bu; d dt x = f ◦ (x, u) with w = (x, u), controllable ⇔ ‘state point’ controllable. likewise ⇔ with w = x

slide-61
SLIDE 61

Examples

d dt x = Ax + Bu; d dt x = f ◦ (x, u) with w = (x, u), controllable ⇔ ‘state point’ controllable. RLC circuit Case 2: CRC = L RL

(RC RL + CRC d dt )(Va − Vb) = (1 + CRC d dt )RCIa Ia + Ib = 0

Assume also RC = RL . Controllable ? Va − Vb = RCIa + constant · e

t CRC . Not controllable.

slide-62
SLIDE 62

Examples

d dt x = Ax + Bu; d dt x = f ◦ (x, u) with w = (x, u), controllable ⇔ ‘state point’ controllable. p( d dt )y = q( d dt )u controllable ⇔ p, q co-prime

slide-63
SLIDE 63

Examples

d dt x = Ax + Bu; d dt x = f ◦ (x, u) with w = (x, u), controllable ⇔ ‘state point’ controllable. w = M( d dt )ℓ M a polynomial matrix, always has a controllable manifest behavior. In fact, this characterizes the controllable linear time-invariant differentiable systems (‘image representation’). Note emergence of latent variables, ℓ.

slide-64
SLIDE 64

Examples

w = M( d dt )ℓ M a polynomial matrix, always has a controllable manifest behavior. Likewise, w = F( d dt )ℓ F matrix of rat. f’ns has controllable manifest behavior. But we need to give this ‘differential equation’ a meaning. Whence y = G( d dt )u, w = u y

  • is always controllable.
slide-65
SLIDE 65

Observability

SYSTEM

w1

variables to!be!deduce variables

w2

  • bserved

¿ Is it possible to deduce w2 from w1 and the model B ?

slide-66
SLIDE 66

Observability

Consider the system Σ = (T, W1 × W2, B). Each element

  • f B hence consists of a pair of trajectories (w1, w2):

w1 : observed; w2 : to-be-deduced.

slide-67
SLIDE 67

Observability

Consider the system Σ = (T, W1 × W2, B). Each element

  • f B hence consists of a pair of trajectories (w1, w2):

w1 : observed; w2 : to-be-deduced. Definition: w2 is said to be

  • bservable from w1

if [ [(w1, w′

2) ∈ B, and (w1, w′′ 2 ) ∈ B]

] ⇒ [ [(w′

2 = w′′ 2 )]

], i.e., if on B, there exists a map w1 → w2.

slide-68
SLIDE 68

Observability

Consider the system Σ = (T, W1 × W2, B). Each element

  • f B hence consists of a pair of trajectories (w1, w2):

w1 : observed; w2 : to-be-deduced. Definition: w2 is said to be

  • bservable from w1

if [ [(w1, w′

2) ∈ B, and (w1, w′′ 2 ) ∈ B]

] ⇒ [ [(w′

2 = w′′ 2 )]

], i.e., if on B, there exists a map w1 → w2. Very often manifest = observed, latent = to-be-deduced. We then speak of an observable (latent variable) system.

slide-69
SLIDE 69

Examples

d dt x = Ax+Bu, y = Cx+Du; d dt x = f◦(x, u), y = h◦(x, u) with w1 = (u, y), w2 = x, observable ⇔ ‘state’ observable.

slide-70
SLIDE 70

Examples

a

V V

b

I a I b

RL

C

C L R

✂✄ ☎✆

environment system

Controllability of this system (referring to external terminal variables) is a well-defined question. Observability is not! No duality on the system’s level. Of course, there is a notion of B⊥, and results connecting controllability of B to state observability of B⊥.

slide-71
SLIDE 71

Examples

Faraday Ohm Henry Coulomb

Equations for the full behavior: Modules Constitutive equations RC I1 + I2 = 0 V1 − V2 = RCI1 RL I7 + I8 = 0 V7 − V8 = RLI7 C I5 + I6 = 0 C d

dt (V5 − V6) = I5

L I7 + I8 = 0 V7 − V8 = L d

dt I7

connector1 I9 + I10 + I11 = 0 V9 = V10 = V11 connector2 I12 + I13 + I14 = 0 V12 = V13 = V14 Kirchhoff Interconnection pair Interconnection equations {10, 1} V10 = V1 I10 + I1 = 0 {11, 7} V11 = V7 I11 + I7 = 0 {2, 5} V2 = V5 I2 + I5 = 0 {8, 3} V8 = V3 I8 + I3 = 0 {6, 13} V6 = V13 I6 + I13 = 0 {4, 14} V4 = V14 I4 + I14 = 0

slide-72
SLIDE 72

Examples

All these eq’ns combined define a latent variable system in the manifest variables w = (Va, Ia, Vb, Ib) with latent variables ℓ = (V1, I1, V2, I2, V3, I3, V4, I4, V5, I5, V6, I6, V7, I7, V8, I8, V10, I10, V11, I11, V13, I13, V14, I14). The manifest behavior B is given by B = {(Va, Ia, Vb, Ib) : R → R4 | ∃ ℓ : R → R24 . . .} Are the latent variables observable from the manifest ones? ⇔ CRC = L/RL

slide-73
SLIDE 73

Examples

p( d dt )y = q( d dt )u u is observable from y ⇔ q = non-zero constant ( no zeros ). A controllable linear time-invariant differential system al- ways has an observable ‘image’ representation w = M( d dt )ℓ. In fact, this again characterizes the controllable linear time-invariant differentiable systems.

slide-74
SLIDE 74

Kalman definitions

Special case: classical Kalman definitions for

d dt x = f ◦ (x, u), y = h ◦ (x, u).

R.E. Kalman

slide-75
SLIDE 75

Kalman definitions

Special case: classical Kalman definitions for

d dt x = f ◦ (x, u), y = h ◦ (x, u).

R.E. Kalman

controllability: variables = (input, state) If a system is not (state) controllable, why is it? Insufficient influence of the control? Or bad choice of the state?

slide-76
SLIDE 76

Kalman definitions

Special case: classical Kalman definitions for

d dt x = f ◦ (x, u), y = h ◦ (x, u).

R.E. Kalman

controllability: variables = (input, state) If a system is not (state) controllable, why is it? Insufficient influence of the control? Or bad choice of the state?

  • bservability: ❀ observed = (input, output),

to-be-deduced = state. Why is it so interesting to try to deduce the state, of all things? The state is a derived notion, not a ‘physical’ one.

slide-77
SLIDE 77

Stabilizability

The system Σ = (T, Rw, B) is said to be stabilizable if, for all w ∈ B, there exists w′ ∈ B such that w(t) = w′(t) for t < 0 and w′(t) − →

t→∞ 0.

slide-78
SLIDE 78

Stabilizability

The system Σ = (T, Rw, B) is said to be stabilizable if, for all w ∈ B, there exists w′ ∈ B such that w(t) = w′(t) for t < 0 and w′(t) − →

t→∞ 0.

Stabilizability :⇔ legal trajectories can be steered to a desired point.

w’ w W time

slide-79
SLIDE 79

Detectability

SYSTEM

w1

variables to!be!deduce variables

w2

  • bserved

¿ Is it possible to deduce w2 asymptotically from w1 ?

slide-80
SLIDE 80

Detectability

SYSTEM

w1

variables to!be!deduce variables

w2

  • bserved

¿ Is it possible to deduce w2 asymptotically from w1 ? Definition: w2 is said to be detectable from w1 if [ [(w1, w′

2) ∈ B, and (w1, w′′ 2 ) ∈ B]

] ⇒ [ [(w′

2 − w′′ 2 ) → 0 for t → ∞]

]

slide-81
SLIDE 81

Summary

slide-82
SLIDE 82

Btw

  • A model is not a map, but a relation.
slide-83
SLIDE 83

Btw

  • A model is not a map, but a relation.
  • A flow

d dt x = f(x) with or without y = h(x) is a very limited model class. ❀ closed dynamical systems.

slide-84
SLIDE 84

Btw

  • A model is not a map, but a relation.
  • A flow is a very limited model class.

❀ closed dynamical systems.

  • An open dynamical system is not an input/output

map .

Heaviside Wiener Nyquist Bode

slide-85
SLIDE 85

Btw

  • A model is not a map, but a relation.
  • A flow is a very limited model class.

❀ closed dynamical systems.

  • An open dynamical system is not an input/output

map .

  • input/state/output systems, although still limited, are

the first class of suitably general models

R.E. Kalman

slide-86
SLIDE 86

Btw

  • A model is not a map, but a relation.
  • A flow is a very limited model class.

❀ closed dynamical systems.

  • An open dynamical system is not an input/output

map .

  • input/state/output systems, although still limited, are

the first class of suitably general models

  • Behaviors, including latent variables, are the first

suitable general model class for physical applications and modeling by tearing, zooming, and linking

slide-87
SLIDE 87

Summary

  • A mathematical model = a subset
slide-88
SLIDE 88

Summary

  • A mathematical model = a subset
  • A dynamical system = a behavior

= a family of trajectories

slide-89
SLIDE 89

Summary

  • A mathematical model = a subset
  • A dynamical system = a behavior

= a family of trajectories

  • Latent variables are ubiquitous in models
slide-90
SLIDE 90

Summary

  • A mathematical model = a subset
  • A dynamical system = a behavior

= a family of trajectories

  • Latent variables are ubiquitous in models
  • Important properties of dynamical systems
  • Controllability : concatenability of trajectories
  • Observability : deducing one trajectory from another
  • Stabilizability : driving a trajectory to zero
slide-91
SLIDE 91

Summary

  • A mathematical model = a subset
  • A dynamical system = a behavior

= a family of trajectories

  • Latent variables are ubiquitous in models
  • Important properties of dynamical systems
  • Controllability : concatenability of trajectories
  • Observability : deducing one trajectory from another
  • Stabilizability : driving a trajectory to zero
  • The behavior is all there is. All properties in terms of

the behavior. Equivalence, representations also.

slide-92
SLIDE 92

Stochastic models

We only consider deterministic models. Stochastic models:

Laplace Kolmogorov

there is a map P (the ’probability’) P : A → [0, 1] with A a ‘σ-algebra’ of subsets of U. P (B) = ‘degree of certainty’ (relative frequency, propensity, plausibility, belief) that outcomes are in B; ∼ = the degree of validity of B as a model.

slide-93
SLIDE 93

Stochastic models

We only consider deterministic models. Stochastic models: there is a map P (the ’probability’) P : A → [0, 1] with A a ‘σ-algebra’ of subsets of U. P (B) = ‘degree of certainty’ (relative frequency, propensity, plausibility, belief) that outcomes are in B; ∼ = the degree of validity of B as a model. Determinism: P is a ‘{0, 1}-law’ A = {∅, B, Bcomplement, U}, P (B) = 1.

slide-94
SLIDE 94

Fuzzy models

  • L. Zadeh

Fuzzy models: there is a map µ (‘membership f’n’) µ : U → [0, 1] µ (x) = ‘the extent to which x belongs to the model’s behavior’.

slide-95
SLIDE 95

Fuzzy models

Fuzzy models: there is a map µ (‘membership f’n’) µ : U → [0, 1] µ (x) = ‘the extent to which x belongs to the model’s behavior’. Determinism: µ is ‘crisp’: image (µ) = {0, 1}, B = µ−1 ({1}) := {x ∈ U | µ (x) = 1}

slide-96
SLIDE 96

Every ‘good’ scientific theory is prohibition: it forbids certain things to happen... The more a theory forbids, the better it is.

Karl Popper (1902-1994)

Replace ‘scientific theory’ by ‘mathematical model’ !