Skip to main content
Log in

Dissipative dynamical systems Part II: Linear systems with quadratic supply rates

  • Published:
Archive for Rational Mechanics and Analysis Aims and scope Submit manuscript

Abstract

This paper presents the theory of dissipative systems in the context of finite dimensional stationary linear systems with quadratic supply rates. A necessary and sufficient frequency domain condition for dissipativeness is derived. This is followed by the evaluation of the available storage and the required supply and of a time-domain criterion for dissipativeness involving certain matrix inequalities. The quadratic storage functions and the dissipation functions are then examined. The discussion then turns to reciprocal systems and it is shown that external reciprocity and dissipativeness imply the existence of a state space realization which is also internally reciprocal and dissipative. The paper proceeds with an examination of reversible systems and of relaxation systems. In particular, it is shown how a unique internal storage function may be defined for relaxation systems. These results are applied to the synthesis of electrical networks and the theory of linear viscoelastic materials.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Brockett, R. W., Finite Dimensional Linear Systems. New York: Wiley 1970.

    Google Scholar 

  2. Kalman, R. E., P. L. Falb, & M. A. Arbib, Topics in Mathematical System Theory. New York: McGraw-Hill 1969.

    Google Scholar 

  3. Willems, J. C., & S. K. Mitter, Controllability, observability, pole allocation, and state reconstruction. IEEE Transactions on Automatic Control AC-16, 582–595, December (1971). (Special issue on the Linear-Quadratic-Gaussian Problem).

    Google Scholar 

  4. Silverman, L. M., Realization of linear dynamical systems, ibid. IEEE Transactions on Automatic Control AC-16, pp. 554–567.

  5. Youla, D. C., L. J. Castriota, & H. J. Carlin, Bounded real scattering matrices and the foundations of linear passive network theory. Trans. IRE Circuit Theory CT-4, 102–124 (1959).

    Google Scholar 

  6. Meixner, J., On the theory of linear passive systems. Arch. Rational Mech. Anal. 17, 278–296 (1964).

    Google Scholar 

  7. Willems, J. C., The generation of Lyapunov functions for input-output stable systems. SIAM J. Control 9, 105–134 (1971).

    Google Scholar 

  8. Willems, J. C., Least squares stationary optimal control and the algebraic Riccati equation. IEEE Transactions on Automatic Control AC-16, 621–634, December (1971). (Special issue on the Linear-Quadratic-Gaussian Problem).

    Google Scholar 

  9. Kleinman, D. L., On an iterative technique for Riccati equation computations. IEEE Transactions on Automatic Control AC-13, 114–115 (1968).

    Google Scholar 

  10. Mårtensson, K., On the matrix Riccati equation. Information Sciences 3, 17–49 (1971).

    Google Scholar 

  11. Haynsworth, E. V., Determination of the inertia of a partitioned Hermitian matrix. Linear Algebra and Its Applications 1, 73–81 (1968).

    Google Scholar 

  12. Kalman, R. E., Lyapunov functions for the problem of Lur'e in automatic control. Proc. Nat. Acad. Sci. U.S.A. 49, 201–205 (1963).

    Google Scholar 

  13. Yacubovich, V. A., Absolute stability of nonlinear control in critical cases, I and II. Automation and Remote Control 24, 273–282 (1963) and 655–668 (1964).

    Google Scholar 

  14. Popov, V. M., Hyperstability and optimality of automatic systems with several control functions. Rev. Roumaine Sci. Tech. Electrotechn. et Energ. 9, 629–630 (1964).

    Google Scholar 

  15. Kalman, R. E., On a New Characterization of Linear Passive Systems. Proc. of the First Allerton Conference on Circuit and System Theory, Monticello, Ill., pp. 456–470 (1963).

  16. Youla, D. C., & P. Tissi, N-port synthesis via reactance extraction-Part I. 1966 IEEE Internatl. Conv. Rec., Pt. 7, pp. 183–208 (1966).

  17. Vongpanitlerd, S., & B. D. O. Anderson, Scattering matrix synthesis via reactance extraction. IEEE Transactions on Circuit Theory CT-17, 511–517 (1970).

    Google Scholar 

  18. Anderson, B. D. O., The inverse problem of stationary covariance generation. Journal of Statistical Physics 1, 133–147 (1969).

    Google Scholar 

  19. Willems, J. C., Stationary Covariance Generation via the Algebraic Riccati Equation. Fourth UKAC Control Convention, Manchester, England, 1971.

  20. Breuer, S., & E. T. Onat, On recoverable work in linear viscoelasticity. ZAMP 15, 12–21 (1964).

    Google Scholar 

  21. Gantmacher, F. R., The Theory of Matrices. New York: Chelsea 1959.

    Google Scholar 

  22. McMillan, B., Introduction to formal realizability theory, I and II. Bell System Tech. J. 31, 217–279 and 541–600 (1952).

    Google Scholar 

  23. Meixner, J., Thermodynamic Theory of Relaxation Phenomena, pp. 73–89 in: Non-Equilibrium Thermodynamics, Variational Techniques and Stability (R. J. Donnelly, R. Herman, & I. Prigogine, Eds.). The University of Chicago Press 1966.

  24. Truesdell, C., Rational Thermodynamics. New York: McGraw-Hill 1969.

    Google Scholar 

  25. Newcomb, R. W., Linear Multiport Synthesis. New York: McGraw-Hill 1966.

    Google Scholar 

  26. Widder, D. V., The Laplace Transform. Princeton University Press 1946.

  27. Weiss, L., & R. E. Kalman, Contributions to linear system theory. Int. J. Engrg. Sci. 3, 141–171 (1965).

    Google Scholar 

  28. Belevitch, V., Classical Network Synthesis. Princeton: Van Nostrand 1968.

    Google Scholar 

  29. Gurtin, M. E., & E. Sternberg, On the linear theory of viscoelasticity. Arch. Rational Mech. Anal. 11, 291–356 (1962).

    Google Scholar 

  30. Day, W. A., Time-reversal and the symmetry of the relaxation function of the linear viscoelastic material. Arch. Rational Mech. Anal. 40, 149–159 (1971).

    Google Scholar 

  31. Brockett, R. W., & R. A. Skoog, A New Perturbation Theory for the Synthesis of Non-linear Networks, pp. 17–33 of the SIAM-AMS Proceedings on: Mathematical Aspects of Electrical Network Analysis. Am. Math. Soc., 1971.

  32. Gurtin, M. E., & I. Herrera, On dissipation inequalities and linear viscoelasticity. Quart. Appl. Math. 23, 235–245 (1965).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Communicated by C. Truesdell

Rights and permissions

Reprints and permissions

About this article

Cite this article

Willems, J.C. Dissipative dynamical systems Part II: Linear systems with quadratic supply rates. Arch. Rational Mech. Anal. 45, 352–393 (1972). https://doi.org/10.1007/BF00276494

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00276494

Keywords

Navigation