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Identification of linear systems
Linear systems analysis to identify dynamic characteristics of human operator based on input-output data
Empirical Bayes state estimation in discrete time linear systems
Linear dynamic systems state estimation, using empirical Bayes decision theory to develop filter set
Lectures on algebraic system theory: Linear systems over rings
The presentation centers on four classes of systems that can be treated as linear systems over a ring. These are: (1) discrete-time systems over a ring of scalars such as the integers; (2) continuous-time systems containing time delays; (3) large-scale discrete-time systems; and (4) time-varying discrete-time systems.
Stochastic stability properties of jump linear systems
Jump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented.
The stabilization of a nonlinear system using a linear system estimator
Nonlinear systems stabilization with linear system estimator output state to provide feedback for asymptotic stability of overall system
Fast inversion, preconditioned quantum linear system solvers, fast Green's-function computation, and fast evaluation of matrix functions
Preconditioning is the most widely used and effective way for treating ill-conditioned linear systems in the context of classical iterative linear system solvers. We introduce a quantum primitive called fast inversion, which can be used as a preconditioner for solving quantum linear systems. The key idea of fast inversion is to directly block encode a matrix inverse through a quantum circuit implementing the inversion of eigenvalues via classical arithmetics. We demonstrate the application of preconditioned linear system solvers for computing single-particle Green's functions of quantum many-body systems, which are widely used in quantum physics, chemistry, and materials science. We analyze the complexities in three scenarios: the Hubbard model, the quantum many-body Hamiltonian in the plane-wave-dual basis, and the Schwinger model. We also provide a method for performing Green's function calculation in second quantization within a fixed-particle manifold and note that this approach may be valuable for simulation more broadly. Aside from solving linear systems, fast inversion also allows us to develop fast algorithms for computing matrix functions, such as the efficient preparation of Gibbs states. Furthermore, we introduce two efficient approaches for such a task, based on the contour-integral formulation and the inverse transform, respectively.
Analysis of Monte Carlo accelerated iterative methods for sparse linear systems: Analysis of Monte Carlo accelerated iterative methods for sparse linear systems
Here, we consider hybrid deterministic-stochastic iterative algorithms for the solution of large, sparse linear systems. Starting from a convergent splitting of the coefficient matrix, we analyze various types of Monte Carlo acceleration schemes applied to the original preconditioned Richardson (stationary) iteration. We expect that these methods will have considerable potential for resiliency to faults when implemented on massively parallel machines. We also establish sufficient conditions for the convergence of the hybrid schemes, and we investigate different types of preconditioners including sparse approximate inverses. Numerical experiments on linear systems arising from the discretization of partial differential equations are presented.
FAST Modularization Framework for Wind Turbine Simulation: Full-System Linearization: Preprint
The wind engineering community relies on multiphysics engineering software to run nonlinear time-domain simulations e.g. for design-standards-based loads analysis. Although most physics involved in wind energy are nonlinear, linearization of the underlying nonlinear system equations is often advantageous to understand the system response and exploit well-established methods and tools for analyzing linear systems. This paper presents the development and verification of the new linearization functionality of the open-source engineering tool FAST v8 for land-based wind turbines, as well as the concepts and mathematical background needed to understand and apply it correctly.
Analysis and design of space vehicle flight control systems. Volume III - Linear systems
Analysis and design of space vehicle linear flight control systems
A distributed-memory hierarchical solver for general sparse linear systems
Not Available
Contributions to linear system theory.
Linear dynamic systems governed by first-order linear differential equations in state variables, emphasizing time reversal and differential controllability
Estimability and regulability of linear systems
A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time.
Estimability and regulability of linear systems
A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time.
Preprocessing Inconsistent Linear System for a Meaningful Least Squares Solution
Mathematical models of many physical/statistical problems are systems of linear equations. Due to measurement and possible human errors/mistakes in modeling/data, as well as due to certain assumptions to reduce complexity, inconsistency (contradiction) is injected into the model, viz. the linear system. While any inconsistent system irrespective of the degree of inconsistency has always a least-squares solution, one needs to check whether an equation is too much inconsistent or, equivalently too much contradictory. Such an equation will affect/distort the least-squares solution to such an extent that renders it unacceptable/unfit to be used in a real-world application. We propose an algorithm which (i) prunes numerically redundant linear equations from the system as these do not add any new information to the model, (ii) detects contradictory linear equations along with their degree of contradiction (inconsistency index), (iii) removes those equations presumed to be too contradictory, and then (iv) obtain the minimum norm least-squares solution of the acceptably inconsistent reduced linear system. The algorithm presented in Matlab reduces the computational and storage complexities and also improves the accuracy of the solution. It also provides the necessary warning about the existence of too much contradiction in the model. In addition, we suggest a thorough relook into the mathematical modeling to determine the reason why unacceptable contradiction has occurred thus prompting us to make necessary corrections/modifications to the models - both mathematical and, if necessary, physical.
Preprocessing in Matlab Inconsistent Linear System for a Meaningful Least Squares Solution
Mathematical models of many physical/statistical problems are systems of linear equations~ Due to measurement and possible human errors/mistakes in modeling/data, as well as due to certain assumptions to reduce complexity, inconsistency (contradiction) is injected into the model, viz. the linear system. While any inconsistent system irrespective of the degree of inconsistency has always a least-squares solution, one needs to check whether an equation is too much inconsistent or, equivalently too much contradictory. Such an equation will affect/distort the least-squares solution to such an extent that renders it unacceptable/unfit to be used in a real-world application. We propose an algorithm which (i) prunes numerically redundant linear equations from the system as these do not add any new information to the model, (ii) detects contradictory linear equations along with their degree of contradiction (inconsistency index), (iii) removes those equations presumed to be too contradictory, and then (iv) obtain the . minimum norm least-squares solution of the acceptably inconsistent reduced linear system. The algorithm presented in Matlab reduces the computational and storage complexities and also improves the accuracy of the solution. It also provides the necessary warning about the existence of too much contradiction in the model. In addition, we suggest a thorough relook into the mathematical modeling to determine the reason why unacceptable contradiction has occurred thus prompting us to make necessary corrections/modifications to the models - both mathematical and, if necessary, physical.
The effect of local modifications on the eigenvalues and eigenvectors of damped linear systems
Discrete linear vibration systems viscous damping local modifications effect on eigenvalues and vectors, using Weissenburgers procedure in matrix form
Dual-mode robust fault estimation for switched linear systems with state jumps
Not Available