📄 models.tex
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f^i_{\rm H}(x_r(k),u_r(k),k)&>&m^i\delta^i_e{\rm ,} ~~~~~~~~~~~~i=1,\ldots,n_e {\rm ,}\label{eq:ti2}\eeqar where $M^i$, $m^i$ are upper and lower bounds,respectively, on $f^i_{\rm H}(x_r(k),u_r(k),k)$. As we will pointout in Section~\ref{sect.mld}, sometimes from a computationalpoint of view, it may be convenient to have a system ofinequalities without strict inequalities. In this case we willfollow the common practice~\cite{Will93} to replace the strictInequality ~(\ref{eq:ti2}) as\begin{equation} f^i_{\rm H}(x_r(k),u_r(k),k) \geq\epsilon+(m-\epsilon)\delta\label{eq:ti3}\end{equation}where $\epsilon$ is a small positive scalar, e.g. the machineprecision, although the equivalence does not hold for $ 0 \lef^i_{\rm H}(x_r(k),u_r(k),k)<\epsilon$. \label{eq:threshold-ineq}\end{subequations}The most common {\em logic to continuous} interface is theif-then-else construct\begin{equation} \mbox{IF}\ \delta\ \mbox{THEN}\ z=a_1^T x+b_1^Tu+f_1\ \mbox{ELSE}\ z=a_2^T x -b_2^T u +f_2 \label{eq:if-then-else}\end{equation}which can be translated into~\cite{BTM01a}\begin{subequations} \beqar (m_2-M_1)\delta+z&\leq &a_2x+b_2u+f_2, \\ (m_1-M_2)\delta-z&\leq &-a_2x-b_2u-f_2, \\ (m_1-M_2)(1-\delta)+z&\leq &a_1x+b_1u+f_1, \\ (m_2-M_1)(1-\delta)-z&\leq &-a_1x-b_1u-f_1{\rm ,} \eeqar \label{eq:if-ineq}\end{subequations}\noindent where $M_i$, $m_i$ are upper and lower bounds on$a_ix+b_iu+f_i$, $i=1,2$, $\delta \in \bol$, $z \in \rr$, $x \in\rr^n$, $u \in \rr^m$. Note that(\ref{eq:if-then-else})--(\ref{eq:if-ineq}) are a generalizationof the real product $z=\delta \cdot (ax+bu+f)$ describedin~\cite{Will93}.\subsection{Continuous Dynamics}\label{sect.cont} As already mentioned, we will dealwith dynamics described by linear affine %differential ordifference equations\begin{equation} x'(k) = \sum_{i=1}^s z_i(k).\label{eq:linear}\end{equation}\subsection{Mixed Logical Dynamical (MLD) Systems}\index{Mixed Logical Dynamical Systems} \label{sect.mld}In~\cite{BM99}, the authors proposed discrete-time hybrid systemsdenoted as mixed logical dynamical (MLD) systems. An MLD system isdescribed by the following relations:\begin{subequations}\begin{align} x'(k)&=\Aa x(k)+\BB_{1}u(k)+\BB_{2}\delta(k)+\BB_{3}z(k)+\BB_5,\label{MLDS-a}\\ y(k)&=\Cc x(k)+\DD_{1}u(k)+\DD_{2}\delta(k)+\DD_{3}z(k)+\DD_5,\label{MLDS-b}\\ \EE_{2}\delta(k)+\EE_{3}z(k)&\leq \EE_{1}u(k)+\EE_{4}x(k)+\EE_{5},\label{MLDS-c}\\ \tilde \EE_{2}\delta(k)+\tilde \EE_{3}z(k)&<\tilde \EE_{1}u(k)+\tilde \EE_{4}x(k)+\tilde \EE_{5} {\rm .}\label{MLDS-d}\end{align}\label{MLDS-all}\end{subequations}\noindent where $x\in\rr^{n_r}\times\{0,1\}^{n_b}$ is a vector ofcontinuous and binary states, $u\in \rr^{m_r}\times\{0,1\}^{m_b}$are the inputs, $y\in \rr^{p_r}\times\{0,1\}^{p_b}$ the outputs,$\delta\in\{0,1\}^{r_b}$, $z\in\rr^{r_r}$ represent auxiliarybinary and continuous variables, respectively, and $\Aa$, $\BB_1$,$\BB_2$, $\BB_3$, $\Cc$, $\DD_1$, $\DD_2$, $\DD_3$,$\EE_1$,\ldots,$\EE_5$ and $\tilde \EE_1$,\ldots,$\tilde \EE_5$are matrices of suitable dimensions. Given the current state$x(k)$ and input $u(k)$, the time-evolution of~(\ref{MLDS-all}) isdetermined by solving $\delta(k)$ and $z(k)$from~(\ref{MLDS-c})--(\ref{MLDS-d}), and then updating $x'(k)$ and$y(k)$ from~(\ref{MLDS-a})--(\ref{MLDS-b}). The equations andinequalities obtained with methods presented in Sections~\ref{sec.purelylogic}, \ref{sect.cli}, \ref{sect.cont} can be represented using the MLD framework.When the problems of synthesis and analysis of MLD models aretackled by optimization techniques, it is convenient to replacethe strict inequalities as in (\ref{eq:ti3}). We will thereforeconsider an MLD model where the matrices $\tilde\EE_1$,\ldots,$\tilde \EE_5$ are embedded in (\ref{MLDS-c}) asnonstrict inequalities. For MLD systems, well-posedness is definedsimilarly to Definition~\ref{def:well-posed}.\begin{lemma}Let $\Sigma_{\rm DHA}$ be a well-posed DHA model defined on a setof states $\XX\subseteq\rr^n$, a set of inputs$\UU\subseteq\rr^m$, and a set of outputs $\YY\subseteq\rr^p$.Then there exists a well-posed MLD model $\Sigma_{\rm MLD}$ suchthat $\Sigma_{\rm MLD}\stackrel{\XX,\UU,\YY}{\rightsquigarrow}\Sigma_{\rm DHA}$ under the identity statetransformation $T(x)=x$. \label{lemma:MLDDHA}\end{lemma}\noindent\proof Directly follows fromSections~\ref{sec.purelylogic}, \ref{sect.cli}, \ref{sect.cont}.\cvd\section{Other Computational Models} In the previous section we showed the equivalencerelations between DHA and PWA and MLD systems. In this section, wereview other existing models of linear hybrid systems and showfurther relationships with DHA.%\subsection{Piecewise Affine (PWA) Systems}\subsection{Linear Complementarity (LC) Systems}\index{Linear Complementarity Systems}\index{LC|see{LinearComplementarity Systems}} Linear complementarity (LC) systems aregiven in discrete-time by the equations \begin{subequations}\label{eq.lcs}\begin{eqnarray}{x}'(k) & = & Ax(k) + B_1 u(k) +B_2 w(k), \label{diff}\\y(k) & = & Cx(k) + D_1 u(k) + D_2 w(k), \label{output} \\v(k) & = & E_1 x(k) + E_2 u(k) + E_3 w(k) + E_4, \label{supply}\\0 \leq v(k) & \bot & w(k)\geq 0 \label{comp}\end{eqnarray}\end{subequations}with $v(k), w(k) \in \rr^q$ and where $\bot$ denotes theorthogonality of vectors (i.e.\ $v(k)\bot w(k)$ means that$v^T(k)w(k)=0$). We call $v(k)$ and $w(k)$ the complementarityvariables. $A$, $B_i$, $C$, $D_i$ and $E_i$ are realmatrices~\cite{vdSS98,HSW00,CHS01,Hee:99,vdSS00}.In \cite{HDB01} the relationships among the model classesmentioned above and two others, {\em min-max-plus-scaling} (MMPS)and {\em extended linear complementarity} (ELC) systems, werediscussed. As ELC systems are of similar nature as LC systems, wewill not define them here, but refer to \cite{dSdM99,HDB01}. MMPSsystems are obtained by choosing the state-update function, theoutput function, and constraints as (nested) combinations of theoperations maximization, minimization, addition and scalarmultiplication. More detail on this class can be found in\cite{dSvdB01,HDB01}.\begin{fact}\label{thm:big5} PWA, MLD, LC, ELC, and MMPS models are equivalentclasses of hybrid models (certain equivalences require assumptionson the boundedness of input, state, and auxiliary variables or onwell-posedness).\end{fact}\noindent\proof See \cite{HDB01} for full detail on assumptions,relationships, and a constructive proof.\cvd\begin{psfrag} \psfragscanon \psfrag{L}{{\sf Lemma~\ref{lemma:DHAPWA}}} \psfragscanon \psfrag{M}{{\sf Lemma~\ref{lemma:MLDDHA}}} \psfragscanon \psfrag{F}{{\sf Fact~\ref{thm:big5}}}\figuraeps{equivalences}{t}{.50\textwidth}{Conceptual scheme forthe proof of Theorem~\ref{thm:bi6}}{fig:equivalences}\end{psfrag}\begin{theorem}\label{thm:bi6} Let $\XX$, $\UU$, $\YY$ be sets of states, inputs,and outputs respectively, and assume that $\XX$, $\UU$ arebounded. Then DHA, PWA, MLD, LC, ELC, and MMPS well-posed modelsare equivalent to each other on $\XX$, $\UU$, $\YY$.\end{theorem}\noindent\proof By referring to Figure~\ref{fig:equivalences},mutual equivalences among PWA, MLD, LC, ELC, and MMPS on bounded$\XX$, $\UU$, $\YY$ follows from Fact~\ref{thm:big5}. Theequivalence $\Sigma_{\rm DHA}\stackrel{\XX,\UU,\YY}{\rightsquigarrow}\Sigma_{\rm PWA}$ follows byLemma~\ref{lemma:DHAPWA}, while the equivalence $\Sigma_{\rmMLD}\stackrel{\XX,\UU,\YY} {\rightsquigarrow}\Sigma_{\rm DHA}$follows by Lemma~\ref{lemma:MLDDHA}. Therefore, any equivalencerelation can be stated for any ordered pairs of models.\cvdThanks to the equivalences mentioned above, it is clear that\hysdel{} is a tool that allows generating several differenthybrid models of a given hybrid system. In particular, \hysdel{}generates MLD models, which can be immediately (and efficiently)translated into PWA systems~\cite{Bem02a}, or LC/ELC/MMPS systemsusing the constructive methods reported in~\cite{HDB01,HDB01b}.Note that by Propositions~\ref{prop:resets}and~\ref{prop:resets-pred} also DHA models with resets areequivalent to any of the other classes of hybrid models.
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