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Seminar 2008

Helmut Hauser

Institute for Theoretical Computer Science

31.Jan, 2008

Overview

Overview

1 2

Overview

1 2 3

Introduction and Basic Theorems Connecting Contractive Systems Applications of Contraction Theory

Overview

1 2 3 4

Introduction and Basic Theorems Connecting Contractive Systems Applications of Contraction Theory Summary

Introductions

Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

Introductions

Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function

Introductions

Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function f is assumed to be smooth

Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function f is assumed to be smooth all quantities assumed to be real and smooth (any required derivative or partial derivative exists)

Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function f is assumed to be smooth all quantities assumed to be real and smooth (any required derivative or partial derivative exists) Note: system can be in general time-variant!

Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function f is assumed to be smooth all quantities assumed to be real and smooth (any required derivative or partial derivative exists) Note: system can be in general time-variant! Note: may also represent closed-loop dynamics of system with state feedback u(x, t)

Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point

Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten

Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge

Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge Analysis is inspired by uid mechanics

Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge Analysis is inspired by uid mechanics Stability can be therefor analyzed dierentially: Do nearby trajectories converge?

Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge Analysis is inspired by uid mechanics Stability can be therefor analyzed dierentially: Do nearby trajectories converge?

Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge Analysis is inspired by uid mechanics Stability can be therefor analyzed dierentially: Do nearby trajectories converge? Fluid Mechanics Interpretation x = f(x, t) can be seen as an n-dimensional uid ow, where x is the n-dimensional velocity vector at the n-dimensional position x and time t.

Helmut Hauser Introduction to Contraction Theory Institute for Theoretical Computer Science

With x being a virtual displacement (= innitesimal displacement at xed time) we dene a well dened dierential relation: x = f (x, t) x x Virtual dynamics of neighboring trajectories

With x being a virtual displacement (= innitesimal displacement at xed time) we dene a well dened dierential relation: x = f (x, t) x x Virtual dynamics of neighboring trajectories

the associated quadratic tangent form of x is xT x. Looking at rate of change of the quadratic distance between to neighboring trajectories: d f from above (xT x) = 2xT x = 2xT x dt x

With x being a virtual displacement (= innitesimal displacement at xed time) we dene a well dened dierential relation: x = f (x, t) x x Virtual dynamics of neighboring trajectories

the associated quadratic tangent form of x is xT x. Looking at rate of change of the quadratic distance between to neighboring trajectories: d f from above (xT x) = 2xT x = 2xT x dt x Now we want to have a negative rate of change = trajectories converge

Jacobian

Jacobian

Denoting max (x, t) the largest eigenvalue of the symmetric part of the f Jacobian x d (xT x) 2max xT x dt

Jacobian

Denoting max (x, t) the largest eigenvalue of the symmetric part of the f Jacobian x d (xT x) 2max xT x dt and hence, x x0 e

Rt

0

max (x,t)dt

Denition Given the systems equations x = f(x, t), a region of the state space is called a f contraction region if the Jacobian x is uniformly negative denite in that region. Theorem Given the systems equation x = f(x, t), any trajectory, which starts in a ball of constant radius centered about a given trajectory and contained at all times in a contraction region, remains in that ball and converges exponentially to this trajectory. Furthermore, global exponential convergence to the given trajectory is guaranteed if the whole state space is a contraction region.

Examples

f x

Examples

Example Consider the system x = x + e t and the Jacobian Example Consider the system x = t(x 3 + x) and the Jacobian t t0 0.

f x f x

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length A line vector x can be expressed by using a dierential coordinate transformation z = x

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length A line vector x can be expressed by using a dierential coordinate transformation z = x where (x, t) is a square matrix and uniformly positive denite.

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length A line vector x can be expressed by using a dierential coordinate transformation z = x where (x, t) is a square matrix and uniformly positive denite. a quadratic distance is then zT z = xT M x

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length A line vector x can be expressed by using a dierential coordinate transformation z = x where (x, t) is a square matrix and uniformly positive denite. a quadratic distance is then zT z = xT M x with M(x, t) = T representing a symmetric and continuously dierentiable metric.

Generalization - cont.

Generalization - cont.

Same steps as before: Calculating the time derivative of z d + f 1 z = Fz z = dt x f with F = + x 1 is called the generalized Jacobian

Generalization - cont.

Same steps as before: Calculating the time derivative of z d + f 1 z = Fz z = dt x f with F = + x 1 is called the generalized Jacobian the rate of change of the squared length d (zT z) = 2zT Fz dt

Denition Given the systems equations x = f(x, t), a region of the state space is called a contraction region with respect to a uniformly positive denite metric f M(x, t) = T if the generalized Jacobian F = + x 1 is uniformly negative denite in that region. Theorem Given the systems equations x = f(x, t), any trajectory, which starts in a ball of constant radius with respect to the metric M(x, t), centered at a given trajectory and containend at all times in a contraction region with respect to M(x, t), remains in that ball and converges exponentially to this trajectory. Furthermore, global exponential convergence to the given trajectory is guaranteed if the whole state space is a contraction region with respect the metric M(x, t).

Example

Example For a linear system x = Ax the coordinate transformation z = x (constant!) into a Jordan form. + f 1 = (0 + A) 1 F= x and therefore A1 has to be uniformly negative denite. This is true if and only if the system is strictly stable.

Example

Example FitzHugh-Nagumo model (simplication of the Hodgkin-Huxley model): 1 v + w v3 + I 3 1 (v a + bw ) c c

v w

= =

with c,a and b being some constants, I the input, v the membrane voltage and w the recovery variable. With 1 0 = 0 c we get following generalized Jacobian: c(1 v 2 ) F= 1

Helmut Hauser Introduction to Contraction Theory

1 b c

Additional Possibilities

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture)

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture) System (plant & controller) can be designed to be contractive

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture) System (plant & controller) can be designed to be contractive Observer can be designed to be contractive in conjunction with the plant

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture) System (plant & controller) can be designed to be contractive Observer can be designed to be contractive in conjunction with the plant The rate of convergence is bounded by max

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture) System (plant & controller) can be designed to be contractive Observer can be designed to be contractive in conjunction with the plant The rate of convergence is bounded by max Contractive systems are robust, temporal disturbances vanish exponentially

Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes!

Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling

Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling

Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel

Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies

Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies Feedback

Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies Feedback and others

Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies Feedback and others

Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies Feedback and others Note: They can be combined and applied recursively!

One-Way Coupling

We have two systems: x1 x2 = = f1 (x1 , t) f2 (x1 , t) + u(x1 ) u(x2 )

f1 and f1 are the dynamics of uncoupled oscillators. u(x1 ) u(x2 ) is the coupling force.

One-Way Coupling

We have two systems: x1 x2 = = f1 (x1 , t) f2 (x1 , t) + u(x1 ) u(x2 )

f1 and f1 are the dynamics of uncoupled oscillators. u(x1 ) u(x2 ) is the coupling force. if f u is contracting then x1 x2 exponentially regardless of initial condition. This is interesting when the two systems are two (or more) oscillators they synchronize!

One-Way Coupling

We have two systems: x1 x2 = = f1 (x1 , t) f2 (x1 , t) + u(x1 ) u(x2 )

f1 and f1 are the dynamics of uncoupled oscillators. u(x1 ) u(x2 ) is the coupling force. if f u is contracting then x1 x2 exponentially regardless of initial condition. This is interesting when the two systems are two (or more) oscillators they synchronize! Simple proof: The second subsystem, with u(x1 ) as input, is contracting, and x1 (t) = x2 (t) is a particular solution.

One-Way Coupling

We have two systems: x1 x2 = = f1 (x1 , t) f2 (x1 , t) + u(x1 ) u(x2 )

f1 and f1 are the dynamics of uncoupled oscillators. u(x1 ) u(x2 ) is the coupling force. if f u is contracting then x1 x2 exponentially regardless of initial condition. This is interesting when the two systems are two (or more) oscillators they synchronize! Simple proof: The second subsystem, with u(x1 ) as input, is contracting, and x1 (t) = x2 (t) is a particular solution. This can be used to extent networks with chain or tree structures.

Helmut Hauser Introduction to Contraction Theory Institute for Theoretical Computer Science

Two-Way Coupling

We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize!

Two-Way Coupling

We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death

Two-Way Coupling

We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death Networks with special symmetry

Two-Way Coupling

We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death Networks with special symmetry Shuto of synchrony by just one inhibitory link (fast inhibition)

Two-Way Coupling

We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death Networks with special symmetry Shuto of synchrony by just one inhibitory link (fast inhibition) Leader Following (and even dierent leaders of arbitrary dynamics can dene dierent group primitives)

Two-Way Coupling

We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death Networks with special symmetry Shuto of synchrony by just one inhibitory link (fast inhibition) Leader Following (and even dierent leaders of arbitrary dynamics can dene dierent group primitives) and many other case

Parallel Connection

Parallel Connection

Parallel Connection

F2 z P d d So we have a linear combination dt z = i i (t) dt zi and combined system is contractive again with i > 0 and same metric.

Example Control Primitives with biological control inputs: X x = f(x, t) + i (t)i (x, t)

i

Example Control Primitives with biological control inputs: X x = f(x, t) + i (t)i (x, t)

i

Dynamics f and primitives i all contracting in the same (x) and i (t) > 0 then the whole system is contractive.

Example Control Primitives with biological control inputs: X x = f(x, t) + i (t)i (x, t)

i

Dynamics f and primitives i all contracting in the same (x) and i (t) > 0 then the whole system is contractive. Note: in general a time-varying combination of stable systems does not have to be stable!

Hierarchical Combination

0 F22

z1 z2

and assume the F21 is bounded and F11 and F22 are uniformly negative denite.

Hierarchical Combination

0 F22

z1 z2

and assume the F21 is bounded and F11 and F22 are uniformly negative denite. Simple Proof: The rst equation does not depend on the second one and is contractive. F21 (z)2 represents an exponentially decaying disturbance for the second equation. Thus the whole system converges to a single trajectory.

Examples Hierarchies

Example Again Motion Primitives: x = f(x, t) + X

i

i (t)i (x, t)

the i (t) could be outputs of contracting systems of higher up. Again we can guarantee contraction.

Examples Hierarchies

Example Again Motion Primitives: x = f(x, t) + X

i

i (t)i (x, t)

the i (t) could be outputs of contracting systems of higher up. Again we can guarantee contraction. Example Typical hierarchical processes are chemical chain reactions. x = q(t)(xf x) + Nr with N the reaction rate coecients, x = (c1 . . . cn1 T ) with ci the chemical concentrations and temperature T , xf the corresponding feed vector,q(t) the specic volume ow and ri the normalized reaction rates.

Examples Hierarchies

Example Again Motion Primitives: x = f(x, t) + X

i

i (t)i (x, t)

the i (t) could be outputs of contracting systems of higher up. Again we can guarantee contraction. Example Typical hierarchical processes are chemical chain reactions. x = q(t)(xf x) + Nr with N the reaction rate coecients, x = (c1 . . . cn1 T ) with ci the chemical concentrations and temperature T , xf the corresponding feed vector,q(t) the specic volume ow and ri the normalized reaction rates. Following linear matrix inequalities have to be solved for M > 0 i, j

Helmut Hauser Introduction to Contraction Theory

NT M + MNij 0 ij

Institute for Theoretical Computer Science

Feedback Connection

Two systems x1 x2 = = f1 (x1 , x2 , t) f2 (x1 , x2 , t)

G F2

The augmented system is contracting if and only if the separated plants are contracting and under the rather mild assumption: F2 < GT F1 G 1

Feedback Connection

Two systems x1 x2 = = f1 (x1 , x2 , t) f2 (x1 , x2 , t)

G F2

The augmented system is contracting if and only if the separated plants are contracting and under the rather mild assumption: F2 < GT F1 G 1 Note: We can usually choose the connection matrix G!

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity!

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated Cons It is not always easy to nd the right metric M.

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated Cons It is not always easy to nd the right metric M. It is not trivial to prove negative deniteness of big matrices .

Summary

Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated Cons It is not always easy to nd the right metric M. It is not trivial to prove negative deniteness of big matrices . Lohmiller and Slotine do not show the problems - hard to see what else could be a problem.

Helmut Hauser Introduction to Contraction Theory Institute for Theoretical Computer Science

Winfried Lohmiller and Jean-Jacques E. Slotine On contraction analysis for non-linear systems. Automatica Vol.34, p683-696, 1998. J. J. Slotine and W. Lohmiller Modularity, evolution, and the binding problem: a view from stability theory. Neural Networks, Vol 14, p137-145, 2001 Wei Wang and Jean-Jacques E Slotine On partial contraction analysis for coupled nonlinear oscillators. Biol Cyber, Vol 92, p38-53, 2005 Jean-Jacques E Slotine Talk about Contraction Theory hold at FIAS Summer School, Theoretical Neuroscience & Complex Systems, Frankfurt, D, August 2007. can be found in our pdf archive Winfried Lohmiller and Jean-Jacques E. Slotine Nonlinear Proces Control using Contraction Theory. AIChE Journal, Vol 46,Nr:3, p588-596, 2000

Helmut Hauser Introduction to Contraction Theory Institute for Theoretical Computer Science

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