We suggest an approach for finding the maximal and the minimal spectral radius of linear operators from a given compact family of operators, which share a common invariant cone (e.g. for a family of nonnegative matrices). In case of families with so-called product structure, this leads to efficient algorithms for optimizing the spectral radius and … Read more
It is well-known that asymptotic stability (AS) of homogeneous polynomial vector fields of degree one (i.e., linear systems) can be decided in polynomial time e.g. by searching for a quadratic Lyapunov function. Since homogeneous vector fields of even degree can never be AS, the next interesting degree to consider is equal to three. In this … Read more
We introduce the framework of path-complete graph Lyapunov functions for approximation of the joint spectral radius. The approach is based on the analysis of the underlying switched system via inequalities imposed among multiple Lyapunov functions associated to a labeled directed graph. Inspired by concepts in automata theory and symbolic dynamics, we define a class of … Read more
We introduce the framework of path-complete graph Lyapunov functions for approximation of the joint spectral radius. The approach is based on the analysis of the underlying switched system via inequalities imposed among multiple Lyapunov functions associated to a labeled directed graph. Inspired by concepts in automata theory and symbolic dynamics, we define a class of … Read more
We relate a deterministic Kalman filter on semi-infinite interval to linear-quadratic tracking control model with unfixed initial condition Citation Technical report, University of Notre Dame, October, 2011 Article Download View Deterministic Kalman Filtering on Semi-infinite Interval
We consider multi-target linear-quadratic control problem on semi-infinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex. Citation To appear in Mathematical Problems in Engineering 2012 Article Download View Multi-target Linear-quadratic control problem: semi-infinite interval
We present an approach to estimate adjoint sensitivities of economic metrics of relevance in the power grid with respect to physical weather variables using numerical weather prediction models. We demonstrate that this capability can significantly enhance planning and operations. We illustrate the method using a large-scale computational study where we compute sensitivities of the regional … Read more
We propose real-time optimization strategies for energy management in building systems. We have found that exploiting building-wide multivariable interactions between CO2 and humidity, pressure, occupancy, and temperature leads to significant reductions of energy intensity compared with traditional strategies. Our analysis indicates that it is possible to obtain energy savings of more than 50% compared with … Read more
Long-term planning for electric power systems, or capacity expansion, has traditionally been modeled using simplified models or heuristics to approximate the short-term dynamics. However, current trends such as increasing penetration of intermittent renewable generation and increased demand response requires a coupling of both the long and short term dynamics. We present an efficient method for … Read more
Given a family of real or complex monic polynomials of fixed degree with one affine constraint on their coefficients, consider the problem of minimizing the root radius (largest modulus of the roots) or root abscissa (largest real part of the roots). We give constructive methods for efficiently computing the globally optimal value as well as … Read more