On second-order cone positive systems
Grussler, Christian LU and Rantzer, Anders LU
(2021)
In SIAM Journal on Control and Optimization
59(4).
p.2717-2739
- Abstract
Internal positivity offers a computationally cheap certificate for external (inputoutput) positivity of a linear time-invariant system. However, the drawback with this certificate lies in its realization dependency. First, computing such a realization requires finding a polyhedral cone with a potentially high number of extremal generators that lifts the dimension of the state-space representation, significantly. Second, not all externally positive systems possess an internally positive realization. Third, in many typical applications such as controller design, system identification, and model order reduction, internal positivity is not preserved. To overcome these drawbacks, we present a tractable sufficient certificate of external... (More)
Internal positivity offers a computationally cheap certificate for external (inputoutput) positivity of a linear time-invariant system. However, the drawback with this certificate lies in its realization dependency. First, computing such a realization requires finding a polyhedral cone with a potentially high number of extremal generators that lifts the dimension of the state-space representation, significantly. Second, not all externally positive systems possess an internally positive realization. Third, in many typical applications such as controller design, system identification, and model order reduction, internal positivity is not preserved. To overcome these drawbacks, we present a tractable sufficient certificate of external positivity based on second-order cones. This certificate does not require any special state-space realization: if it succeeds with a possibly non-minimal realization, then it will do so with any minimal realization. While there exist systems where this certificate is also necessary, we also demonstrate how to construct systems, where both second-order and polyhedral cones as well as other certificates fail. Nonetheless, in contrast to other realization independent certificates, the second-order-cone one appears to be favorable in terms of applicability and conservatism. Three applications are representatively discussed to underline its potential. We show how the certificate can be used to find externally positive approximations of nearly externally positive systems and demonstrate that this may help to reduce system identification errors. The same algorithm is used then to design state-feedback controllers that provide closed-loop external positivity, a common approach to avoid over- and undershooting of the step response. Last, we present modifications to generalized balanced truncation such that external positivity is preserved for those systems, where our certificate applies.
(Less)
- author
- Grussler, Christian
LU
and Rantzer, Anders
LU
- organization
- publishing date
- 2021
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Balanced truncation, External positivity, Model order reduction, Overshooting, Positive systems, Second-order cones, Semidefinite programming, State-feedback, System identification
- in
- SIAM Journal on Control and Optimization
- volume
- 59
- issue
- 4
- pages
- 23 pages
- publisher
- Society for Industrial and Applied Mathematics
- external identifiers
-
- scopus:85112635617
- ISSN
- 0363-0129
- DOI
- 10.1137/20M1337454
- project
- Scalable Control of Interconnected Systems
- language
- English
- LU publication?
- yes
- id
- 3b2cc299-6075-4b34-9d7e-40be1436fc62
- date added to LUP
- 2021-09-27 08:48:46
- date last changed
- 2023-11-23 08:31:52
@article{3b2cc299-6075-4b34-9d7e-40be1436fc62,
abstract = {{<p>Internal positivity offers a computationally cheap certificate for external (inputoutput) positivity of a linear time-invariant system. However, the drawback with this certificate lies in its realization dependency. First, computing such a realization requires finding a polyhedral cone with a potentially high number of extremal generators that lifts the dimension of the state-space representation, significantly. Second, not all externally positive systems possess an internally positive realization. Third, in many typical applications such as controller design, system identification, and model order reduction, internal positivity is not preserved. To overcome these drawbacks, we present a tractable sufficient certificate of external positivity based on second-order cones. This certificate does not require any special state-space realization: if it succeeds with a possibly non-minimal realization, then it will do so with any minimal realization. While there exist systems where this certificate is also necessary, we also demonstrate how to construct systems, where both second-order and polyhedral cones as well as other certificates fail. Nonetheless, in contrast to other realization independent certificates, the second-order-cone one appears to be favorable in terms of applicability and conservatism. Three applications are representatively discussed to underline its potential. We show how the certificate can be used to find externally positive approximations of nearly externally positive systems and demonstrate that this may help to reduce system identification errors. The same algorithm is used then to design state-feedback controllers that provide closed-loop external positivity, a common approach to avoid over- and undershooting of the step response. Last, we present modifications to generalized balanced truncation such that external positivity is preserved for those systems, where our certificate applies. </p>}},
author = {{Grussler, Christian and Rantzer, Anders}},
issn = {{0363-0129}},
keywords = {{Balanced truncation; External positivity; Model order reduction; Overshooting; Positive systems; Second-order cones; Semidefinite programming; State-feedback; System identification}},
language = {{eng}},
number = {{4}},
pages = {{2717--2739}},
publisher = {{Society for Industrial and Applied Mathematics}},
series = {{SIAM Journal on Control and Optimization}},
title = {{On second-order cone positive systems}},
url = {{http://dx.doi.org/10.1137/20M1337454}},
doi = {{10.1137/20M1337454}},
volume = {{59}},
year = {{2021}},
}