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Ron Ofir

Publications and source records attributed to Ron Ofir.

17 recordsLinked to original sources

On Determining the Convergence Rate of an Infinite Product of Stochastic Matrices

By a convergent set is meant a set of stochastic matrices where every infinite product of matrices from every compact subset converges to a rank one matrix. Well-known examples include the set of all scrambling matrices, the set of all stochastic matrices with all diagonal entries positive and a rooted graph, the set of all Sarymsakov matrices, and the set of doubly stochastic matrices with positive diagonal entries and a weakly connected graph. It is known that every infinite product from each compact set of every convergent set converges to its limit exponentially fast, but not much is known about the rate of convergence when not all matrices involved are scrambling matrices. This paper deals with bounding the rate of convergence in convergent sets using submultiplicative seminorms. It is shown that only in some convergent sets all matrices are contractions in the same seminorm, and in particular that this method cannot be used to determine the convergence rate for the class of matrices with positive diagonal entries and a rooted graph. As a second contribution, it is shown that for every compact convergent set and every submultiplicative seminorm, there is a finite number $k$ such that all products of $k$ matrices from the set are contractions in the seminorm. Finally, several open questions are posed for future research.

eess.SY

Inversion of the Multiplicative Matrix Compound Operator

We study the problem of determining a matrix whose $k$th multiplicative compound, with $k > 1$, is a prescribed matrix $M$. The cardinality of the set of matrices whose $k$th multiplicative compound equals $M$ is characterized in terms of $\rank(M)$. On the one hand, if $\rank(M)\le 1$, it is shown that there exist infinitely many such matrices for which a complete characterization is determined. On the other hand, if $\rank(M)>1$, then there exists a unique matrix -- up to an overall sign -- whose compound is $M$. An algorithm for finding a matrix whose compound equals $M$ is detailed, and its time complexity is analyzed.

math.RA

Orthant-Monotonic Norms and Additive D-Stability

Matrix measures induced by vector norms are widely used in contraction theory of nonlinear dynamical systems. A natural and important robustness question is whether negativity of a matrix measure is preserved under arbitrary nonnegative diagonal damping. Matrix measures with this property have been called admissible. We show that an induced matrix measure is admissible if and only if the underlying norm is orthant-monotonic. Equivalently, these are precisely the induced matrix measures satisfying $\mu(D) = \max_i\{d_{ii} \}$ for every nonnegative diagonal matrix $D$. We further show that this class is maximal for uniform preservation of contraction under nonnegative diagonal perturbations. The result gives a new geometric characterization of admissibility and clarifies the role of orthant-monotonicity in additive $D$-stability and diffusion-induced instability.

math.OC

Consensus Seminorms and their Applications

Consensus is a well-studied problem in distributed sensing, computation and control, yet deriving useful and easily computable bounds on the rate of convergence to consensus remains a challenge. This paper discusses the use of seminorms for this goal. A previously suggested family of seminorms is revisited, and an error made in their original presentation is corrected, where it was claimed that the a certain seminorm is equal to the well-known coefficient of ergodicity. Next, a wider family of seminorms is introduced, and it is shown that contraction in any of these seminorms guarantees convergence at an exponential rate of infinite products of matrices, generalizing known results on stochastic matrices to the class of matrices whose row sums are all equal one. Finally, it is shown that such seminorms cannot be used to bound the rate of convergence of classes larger than the well-known class of scrambling matrices.

eess.SY

A networked small-gain theorem based on discrete-time diagonal stability

We present a new sufficient condition for finite-gain $L_2$ input-to-output stability of a networked system. The condition requires a matrix, that combines information on the $L_2$ gains of the sub-systems and their interconnections, to be discrete-time diagonally stable (DTDS). We show that the new result generalizes the standard small gain theorem for the negative feedback connection of two sub-systems. An important advantage of the new result is that known sufficient conditions for DTDS can be applied to derive sufficient conditions for networked input-to-output stability. We demonstrate this using several examples. We also derive a new necessary and sufficient condition for a matrix that is a rank one perturbation of a Schur diagonal matrix to be DTDS.

eess.SY

A sufficient condition for 2-contraction of a feedback interconnection

Multistationarity - the existence of multiple equilibrium points - is a common phenomenon in dynamical systems from a variety of fields, including neuroscience, opinion dynamics, systems biology, and power systems. A recently proposed generalization of contraction theory, called $k$-contraction, is a promising approach for analyzing the asymptotic behaviour of multistationary systems. In particular, all bounded trajectories of a time-invariant 2-contracting system converge to an equilibrium point, but the system may have multiple equilibrium points where more than one is locally stable. An important challenge is to study $k$-contraction in large-scale interconnected systems. Inspired by a recent small-gain theorem for 2-contraction by Angeli et al., we derive a new sufficient condition for 2-contraction of a feedback interconnection of two nonlinear dynamical systems. Our condition is based on (i) deriving new formulas for the 2-multiplicative [2-additive] compound of block matrices using block Kronecker products [sums], (ii) a hierarchical approach for proving standard contraction, and (iii) a network small-gain theorem for Metzler matrices. We demonstrate our results by deriving a simple sufficient condition for 2-contraction in a network of FitzHugh-Nagumo neurons.

eess.SY

Multiplicative and additive compounds via Kronecker products and Kronecker sums

Compound matrices play an important role in many fields of mathematics and have recently found new applications in systems and control theory. However, the explicit formulas for these compounds are non-trivial and not always easy to use. Here, we derive new formulas for the multiplicative and additive compounds of a matrix using Kronecker products and sums. This provides a new approach to matrix compounds based on the well-known and powerful theory of Kronecker products and sums. We demonstrate several applications of these new formulas, including deriving a new expression for the additive compound of the product of two matrices.

math.CA

$k$-Contraction in a Generalized Lurie System

We derive a sufficient condition for $k$-contraction in a generalized Lurie system~(GLS), that is, the feedback connection of a nonlinear dynamical system and a memoryless nonlinear function. For $k=1$, this reduces to a sufficient condition for standard contraction. For $k=2$, this condition implies that every bounded solution of the GLS converges to an equilibrium, which is not necessarily unique. We demonstrate the theoretical results by analyzing $k$-contraction in a biochemical control circuit with nonlinear dissipation terms.

eess.SY

On singularly perturbed systems that are monotone with respect to a matrix cone of rank $k$

We derive a sufficient condition guaranteeing that a singularly perturbed linear time-varying system is strongly monotone with respect to a matrix cone $C$ of rank $k$. This implies that the singularly perturbed system inherits the asymptotic properties of systems that are strongly monotone with respect to $C$, which include convergence to the set of equilibria when $k=1$, and a Poincar\'e-Bendixson property when $k=2$. We extend this result to singularly perturbed nonlinear systems with a compact and convex state-space. We demonstrate our theoretical results using a simple numerical example.

math.OC

Contraction and $k$-contraction in Lurie systems with applications to networked systems

A Lurie system is the interconnection of a linear time-invariant system and a nonlinear feedback function. We derive a new sufficient condition for $k$-contraction of a Lurie system. For $k=1$, our sufficient condition reduces to the standard stability condition based on the bounded real lemma and a small gain condition. However, Lurie systems often have more than a single equilibrium and are thus not contractive with respect to any norm. For $k=2$, our condition guarantees a well-ordered asymptotic behaviour of the closed-loop system: every bounded solution converges to an equilibrium, which is not necessarily unique. We demonstrate our results by deriving a sufficient condition for $k$-contraction of a general networked system, and then applying it to guarantee $k$-contraction in a Hopfield neural network, a nonlinear opinion dynamics model, and a 2-bus power system.

eess.SY

A sufficient condition for $k$-contraction in Lurie systems

We consider a Lurie system obtained via a connection of a linear time-invariant system and a nonlinear feedback function. Such systems often have more than a single equilibrium and are thus not contractive with respect to any norm. We derive a new sufficient condition for $k$-contraction of a Lurie system. For $k=1$, our sufficient condition reduces to the standard stability condition based on the bounded real lemma and a small gain condition. For $k=2$, our condition guarantees well-ordered asymptotic behaviour of the closed-loop system: every bounded solution converges to an equilibrium, which is not necessarily unique. We apply our results to derive a sufficient condition for $k$-contractivity of a networked system.

eess.SY

On the gain of entrainment in the $n$-dimensional ribosome flow model

The ribosome flow model (RFM) is a phenomenological model for the flow of particles along a 1D chain of $n$ sites. It has been extensively used to study ribosome flow along the mRNA molecule during translation. When the transition rates along the chain are time-varying and jointly $T$-periodic the RFM entrains, i.e., every trajectory of the RFM converges to a unique $T$-periodic solution that depends on the transition rates, but not on the initial condition. In general, entrainment to periodic excitations like the 24h solar day or the 50Hz frequency of the electric grid is important in numerous natural and artificial systems. An interesting question, called the gain of entrainment (GOE) in the RFM, is whether proper coordination of the periodic translation rates along the mRNA can lead to a larger average protein production rate. Analyzing the GOE in the RFM is non-trivial and partial results exist only for the RFM with dimensions $n=1,2$. We use a new approach to derive several results on the GOE in the general $n$-dimensional RFM. Perhaps surprisingly, we rigorously characterize several cases where there is no GOE, so to maximize the average production rate in these cases, the best choice is to use constant transition rates all along the chain.

math.OC

Verifying $k$-Contraction without Computing $k$-Compounds

Compound matrices have found applications in many fields of science including systems and control theory. In particular, a sufficient condition for $k$-contraction is that a logarithmic norm (also called matrix measure) of the $k$-additive compound of the Jacobian is uniformly negative. However, this may be difficult to check in practice because the $k$-additive compound of an $n\times n$ matrix has dimensions $\binom{n}{k}\times \binom{n}{k}$. For an $n\times n$ matrix $A$, we prove a duality relation between the $k$ and $(n-k)$ compounds of $A$. We use this duality relation to derive a sufficient condition for $k$-contraction that does not require the computation of any $k$-compounds. We demonstrate our results by deriving a sufficient condition for $k$-contraction of an $n$-dimensional Hopfield network that does not require to compute any compounds. In particular, for $k=2$ this sufficient condition implies that the network is $2$-contracting and this implies a strong asymptotic property: every bounded solution of the network converges to an equilibrium point, that may not be unique. This is relevant, for example, when using the Hopfield network as an associative memory that stores patterns as equilibrium points of the dynamics.

math.DS

Minimum effort decentralized control design for contracting network systems

We consider the problem of making a networked system contracting by designing minimal effort local controllers. Our method combines a hierarchical contraction characterization and a matrix-balancing approach to stabilizing a Metzler matrix via minimal diagonal perturbations. We demonstrate our approach by designing local controllers that render contractive a network of FitzHugh-Nagumo neurons with a general topology of interactions.

math.OC

The $k$-Compound of a Difference-Algebraic System

The multiplicative and additive compounds of a matrix have important applications in geometry, linear algebra, and the analysis of dynamical systems. In particular, the $k$-compounds allow to build a $k$-compound dynamical system that tracks the evolution of $k$-dimensional parallelotopes along the original dynamics. This has recently found many applications in the analysis of non-linear systems described by ODEs and difference equations. Here, we introduce the $k$-compound system corresponding to a differential-algebraic system, and describe several applications to the analysis of discrete-time dynamical systems described by difference-algebraic equations.

eess.SY

A sufficient condition for $k$-contraction of the series connection of two systems

The flow of contracting systems contracts 1-dimensional parallelotopes, i.e., line segments, at an exponential rate. One reason for the usefulness of contracting systems is that many interconnections of contracting sub-systems yield an overall contracting system. A generalization of contracting systems is $k$-contracting systems, where $k\in\{1,\dots,n\}$. The flow of such systems contracts the volume of $k$-dimensional parallelotopes at an exponential rate, and in particular they reduce to contracting systems when $k=1$. It was shown by Muldowney and Li that time-invariant $2$-contracting systems have a well-ordered asymptotic behaviour: all bounded trajectories converge to the set of equilibria. Here, we derive a sufficient condition guaranteeing that the system obtained from the series interconnection of two sub-systems is $k$-contracting. This is based on a new formula for the $k$th multiplicative and additive compounds of a block-diagonal matrix, which may be of independent interest. As an application, we find conditions guaranteeing that $2$-contracting systems with an exponentially decaying input retain the well-ordered behaviour of time-invariant 2-contracting systems.

math.DS

Serial interconnections of 1-contracting and 2-contracting systems

The flow of contracting systems contracts 1-dimensional polygons (i.e. lines) at an exponential rate. One reason for the usefulness of contracting systems is that many interconnections of contracting sub-systems yield an overall contracting system. A recent generalization of contracting systems is called $k$-contracting systems, where $k\in\{1,\dots,n\}$. The flow of such systems contracts $k$-dimensional polygons at an exponential rate, and in particular they reduce to contracting systems when $k=1$. Here, we analyze serial interconnections of $1$-contracting and $2$-contracting systems. We provide conditions guaranteeing that such interconnections have a well-ordered asymptotic behaviour, and demonstrate the theoretical results using several examples.

math.DS