Characterization of " low-pass filtering ...
Type de document :
Communication dans un congrès avec actes
Titre :
Characterization of " low-pass filtering " for some nonlinear ODE's
Auteur(s) :
Riachy, Samer [Auteur]
Laboratoire QUARTZ [QUARTZ ]
Non-Asymptotic estimation for online systems [NON-A]
Laboratoire QUARTZ [QUARTZ ]
Non-Asymptotic estimation for online systems [NON-A]
Titre de la manifestation scientifique :
IFAC WC 2017
Ville :
Toulouse
Pays :
France
Date de début de la manifestation scientifique :
2017-07-10
Mot(s)-clé(s) en anglais :
Big magnitude noise
Characterization of " low-pass filtering " for nonlinear systems
transport equation
Characterization of " low-pass filtering " for nonlinear systems
transport equation
Discipline(s) HAL :
Mathématiques [math]/Optimisation et contrôle [math.OC]
Résumé en anglais : [en]
The characterization of low-pass linear filters is nowadays a simple question relying on eigenvalue criteria, Bode diagram, Nyquist or Nichols plots. For nonlinear systems, the problem is more tricky. The present work ...
Lire la suite >The characterization of low-pass linear filters is nowadays a simple question relying on eigenvalue criteria, Bode diagram, Nyquist or Nichols plots. For nonlinear systems, the problem is more tricky. The present work tempts to develop a methodology for the characterization of " low-pass filtering " for nonlinear systems. Inspired by the DiPerna-Lions theory and relying on the theory of characteristics, the proposed method associates to the nonlinear ODE a linear transport PDE. A characterization of " low-pass filtering " is then deduced from developments on the PDE. Smooth ODE's of the form \dot{x} = F (x) are considered where the vector field F (x) is perturbed by an additive, rapidly oscillating, noise m which may have a big magnitude F (x + m). An intuitive observation is proved in this first contribution: if F has bounded derivatives, then the sensitivity of x to m decreases as the bound gets smaller or as m fluctuates faster.Lire moins >
Lire la suite >The characterization of low-pass linear filters is nowadays a simple question relying on eigenvalue criteria, Bode diagram, Nyquist or Nichols plots. For nonlinear systems, the problem is more tricky. The present work tempts to develop a methodology for the characterization of " low-pass filtering " for nonlinear systems. Inspired by the DiPerna-Lions theory and relying on the theory of characteristics, the proposed method associates to the nonlinear ODE a linear transport PDE. A characterization of " low-pass filtering " is then deduced from developments on the PDE. Smooth ODE's of the form \dot{x} = F (x) are considered where the vector field F (x) is perturbed by an additive, rapidly oscillating, noise m which may have a big magnitude F (x + m). An intuitive observation is proved in this first contribution: if F has bounded derivatives, then the sensitivity of x to m decreases as the bound gets smaller or as m fluctuates faster.Lire moins >
Langue :
Anglais
Comité de lecture :
Oui
Audience :
Internationale
Vulgarisation :
Non
Collections :
Source :
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