Академический Документы
Профессиональный Документы
Культура Документы
In this paper we consider analytic nonlinear affine control refer the cited literature for a complete presentation.
bound on k depending on the number of the states and inputs 2.2 Exterior Differential Systems with independence
[15]. condition
The paper is organized as follows. In section 2 we present We present some definitions and results about exterior differ-
notation and some results about exterior differential systems. ential systems. The reader may refer to the treatise [2] for
In section 3 we present the notion of structure codistribu- details.
tions, instrumental for parametrizing the jet of the flat-ouput Let M be an analytic manifold with dimension m and let I
candidate. In sections 4 and 5 we present the main results be a differential ideal defined on M . Let = 1 . . .n , /
respectively about the singular and the nonsingular case. In I be an n-form on M . Then the pair (I, ) is called Exterior
section 6 some examples are discussed. Finally in section 7 Differential System with independence condition.
we state some conclusions. An integral element E of I on x M is a subspace of
Tx M such that |E = 0 for all forms of I. An integral ele-
ment of (I, ) on x M is a subspace E of dimension n of
Tx M such that |E = 0 for all form of I and |E 6= 0 (this
2 Preliminaries and notation last condition is called independence condition). An integral
manifold of (I, ) is an immersed manifold i : N M
2.1 Notation dimension n of Tx M such that, for every point N , its
tangent space E = i (T N ) is an integral element of (I, ).
The field of real numbers will be denoted by IR. The sub- For every immersed manifold i : N M (not necessarily
set of natural numbers {1, . . . , k} will be denoted by bke. A an integral manifold) we define the restriction of (I, ) to N
symmetric multiindex K of class s and length k is a set of el- by (I, ) = (i I, i ). We denote by Gn (T M ) the Grass-
ements of the form (i1 , . . . , ik ), where ij bse for j bke, mann bundle of all n-subspaces E Tx M . The bundle of all
and where all the permutations of (i1 , . . . , ik ) are identified integral elements E of I of dimension n is denoted by Vn (I)
with each other. The set of all symmetric multiindeces of and is a subbundle of Gn (T M ). Similarly, Gn (T M, ) de-
class s is denoted by (s). The length of K (s) is de- notes the bundle of all n-subspaces E Tx M obeying the
noted by kKk. Note that K (s), kKk = k is identified to independence condition |E = 6 0. The bundle of all integral
some (i1 , . . . , ik ) such that i1 i2 . . . ik s. Given elements of (I, ) is denoted by Vn (I, ) and is a subbundle
K (s), K = (i1 , . . . , ik ) and i bse then (Ki) stands of Gn (T M, ). Let E Gn (T M, ). Denote a basis of E
for K = (i1 , . . . , ik , i). by e = (e1 , . . . , en ). It can be shown that
We will use the standard notations of differential geometry Vn (I) = {E Gn (T M ) | (e1 , . . . , en ) = 0,
and exterior algebra [36, 2]. Let P be a smooth manifold of I, of degree n}
dimension p. Let F be a set of smooth functions defined on
P. Let Z = {z P | f (z) = 0, f F } be the set of If is an n-form on M , define a function on Vn (I, ) by
common zeroes of all f F. Then z is an ordinary zero the formula |E = (E) |E . Let
if : (i) There exists a subset F = {f1 , . . . , fr } F such
that the set df = (df1 , . . . , dfr ) is independent on z ; (ii) F (I) = { | I, has degree n}. (2)
There exists an open neighborhood U of z such that the set
of common zeros of F that are inside U coincides with ZU . Then
In particular, Z U is a submanifold of P.
Vn (I, ) is the subset of common zeroes of F (I) (3)
Given a field f and a 1-form on P, we denote (f ) by
hf, i. The set of smooth k-forms on P will be denoted by
2.3 Prolongations
k (P) and (P) = kIN k (P).
Given two forms and in (P), then denotes their Let (I, ) be an exterior differential system with indepen-
wedge multiplication. The exterior derivative of (P) dence condition. The first prolongation is a Pfaffian sys-
will be denoted by d. Note that the graded algebra (P), tem (I (1) , (1) ) defined on a manifold M (1) . To define
as well as its homogeneous elements k (P) of degree k, the prolongation we define first a Pfaffian system (L, ) on
have a structure of C (P)-module (see [36] for details). Gn (T M, ) in the following way. Let : Gn (T M, )
Given a family = (1 , . . . , k ) of a C (P)-module, then M be the canonical projection and for each (x, E)
span {1 , . . . , k } stands for the span over C (P). Gn (T M, ) we define
An ideal I is a C (P)-submodule of (P) such that, I (1) (x, E) = E
given two forms and in I then I. Given a subset J (1) (x, E) = Tx M
S (P) then {S} stands for the least ideal that contains
S. Then the filtration I (1) J (1) T Gn (T M, ) defines
A differential ideal I is an ideal that is closed by the exte- a Pfaffian system with independence condition [2, p.104].
rior differentiation, i.e., dI I. A differential ideal is also In particular, we may take L = {I (1) , dI (1) } and =
called an exterior differential system. . To see what this gives in coordinates, assume that
(x1 , . . . , xn , y 1 , . . . , y s ) is a local coordinate system for M Lemma 2.2 Let Z, M, N be analytic manifolds and let be
such that = dx1 . . . dxn . Then, an n-plane E of a volume form on Z. Let M = Z M and N = Z N .
Gn (T M, ) is generated by e1 , . . . , en , where Let 1 : M Z, and 2 : N Z be the canonical
projections. Let i : M N be an immersion such that
X
ei = + pi (4) 2 i = 1 . Let (I, ) be an exterior differential system
xi
y defined on N and let (J , ) be the exterior differential sys-
tem defined on N by J = i I. Assume that both prolon-
where (xi , y , pi ) is a local chart for Gn (T M, ). In other gations (J (1) , ) and (I (1) , ) are well defined respectively
words, E is defined by the equations (E) = 0, bse on M(1) and N (1) . Let j : M (1) N (1) be the map defined
where by j(E ) = i E . Then J (1) = j I (1) .
X
= dy pi dxi (5)
Proof. The proof is an easy application of the definitions of
i
2.3. 2.
It follows that I (1) is generated by the forms and we may
take = = dx1 . . . dxn . Remark 2.2 It is easy to show that the integral manifolds i
and i(1) of Lemma 2.1 and the map of Def. 2.1 obey the
Definition 2.1 Let M (1) = Vn (T M, ) and assume that relation i = i(1) .
M (1) is a submanifold of Gn (T M ). Let : M (1)
Gn (T M ) be the canonical injection. Then the first prolon- 2.4 Prolongation and Symbolical Calculus
gation is the (linear) Pfaffian system ( L, ).
Note that one can always define the canonical map : In this section we will state some definitions that allow to per-
M (1) M as the composition of the canonical immer- form symbolical calculations with functions that are the so-
sion : M (1) Gn (T M ) with the canonical projection lution of a partial differential equation3 . The idea is to define
: Gn (T M ) M . symbolical operations in a way that, when specialized to an
integral manifold, these symbolical operations becomes the
Remark 2.1 Let X = span dx1 , . . . , dxn T M . As- usual manipulations of differential calculus. For instance, if
sume that the canonical map : M (1) M is a surjective one denotes symbolically the partial derivatives y /xi of
submersion. Let X = X, I(1) = I (1) and J(1) = J (1) a function y by pi , then one can perform all the differential
= T M . operations (of first order) with this function in a symbolical
Note that J(1) = I(1) X. Let : J(1) X be fashion. Using the language of exterior differential systems
the canonical projection. We can define a correspondence and their prolongations, we will consider this idea in a much
T M 1 () X T M (1) by thePrule 1 () = more abstract way.
. In coordinates (x, y) for
s Let M = X N be a manifold and let = dx1 . . .dxn
P n i
PMn
, let =
Ps =1 dy + i be a volume form on X. Let (I, ) be an exterior differen-
i=1 i dx . Then 1 () = i=1 {i + =1 pi }dx .
Note that 1 () is the unique 1-form such that 1 () tial system with independence condition defined on M . Let
I(1) . Note also that X implies that 1 () X. (I (k) , ) be its prolongation defined on M (k) . Assume that
the canonical maps k : M (k+1) M (k) are surjective sub-
The next Lemma says that an integral manifold induces mersions4 for k IN and that M (k) = X N (k) . Note that
canonically an integral manifold for the prolongations of any k (x, k ) = (x, k1 ) and hence the map (k ) () restricted
order. to T X T M (k) is an isomorphism.
Denote T M = T X T N . A symbolic field is a field
Lemma 2.1 Assume that the kth prolongation of a differen- f : M T X T M such that, for every point on M ,
tial system with independence condition (I, ) is well de- f is contained in Tx () X. Let be the canonical map of
fined for all k IN . Assume that i : X M is an integral Def. 2.1. Since ()|T X is an isomorphism onto T() X,
manifold of (I, ). Then there is a unique integral manifold to every symbolic field we can associate a unique symbolic
i(k) : X M (k) associated to i : X M by a canonical field f (1) : M (1) T X T M (1) such that f (1) = f .
lifting. We may define the symbolic field f (k) on M (k) inductively
by the rule (k1 ) f (k) = f (k1) k1 .
Proof. Note that i : T X T M induces a map j :
Consider the map : J(1) X defined in Rem. 2.1.
X Vn (I, ) such that j(x) = i (Tx M ). Note also that
One may define inductively the C (M )-linear map k :
this map (canonical lifting) is an integral manifold for the
J(k) T M (k) X (k) T M (k) . This map may
first prolongation (see [2, pp.147149]). The proof may be
be extended in a natural way to a map from (M (k) ) to
completed by induction on k. 2
{X (k) } (M (k) ). It follows that the composition
The next Lemma says that, under some natural assump-
tions, the prolongation of the pull-back is the pull-back of
k = k k1 , k = 0, 1, 2, . . . (6)
the prolongation2 . 3 Solutions of a partial differential equation are integral manifolds of ex-
2 We abuse notation by using the same symbol for the independence terior differential systems, as will be shown in 2.6.
condition on all manifolds. 4 This assumption is needed for considering the map of Rem. 2.1.
1
defines a map from (M (k1) ) to {X (k) } (Mk ), k there exist some q dim n such that (q1) is
IN . involutive. In particular, (i(q1) ) (q1) is integrable as
a codistribution defined on X.
Definition 2.2 Given a function : M IR and a sym-
h fii = h1 d, f (1) i. Note that
bolical field we define hd,
h fii is a function defined on M (1) . If is a one
= hd, 2.5 Jet-spaces, contact-forms and prolongations
form on M we define h, h fii = h1 , f (1) i. Given a form We denote by J r (Z, Y ) the set of r-jets of all smooth maps
defined on M , denote = . Analogously, given a y : Z Y between smooth manifolds Z and Y . Then
codistribution on M we define = . Note that both J r (Z, Y ) has a structure of smooth manifold. For instance,
objects and are defined on M (1) . A symbolic
1-form is consider the manifold Jyr (Z, Y ), where Z has dimension t
a form defined on M such that span dx1 , . . . , dxn . and Y = IRs . If Z has local coordinates z = (z 1 , . . . , z t )
A codistribution
on M is a symbolic codistribution if then J r (Z, Y ) has local coordinates (z i , y , yK
: i bte,
span dx1 , . . . , dxn . For a symbolical codistribution bse K (t), kKk r), where y IR repre-
, define the flag (1) = { | d {I (1) + }}. We say sents the function evaluation y (z) and yK
represents, for a
that is symbolicaly involutive if (1) = . symmetricmultiindex K = (i1 . . . is ), the partial derivative
y
Define (0) = . As in the nonsymbolical case one z i1 ...z is z
. On the manifold J r (Z, Y ), we may define the
(1) contact forms
may compute the derived flag (k) = (k1) defined
on M (k)
for k IN . Let n = dim X and let n M (n) . Pn
dy j=1 yj dz j , bse
Denote by k1 = k (k ). We say that n is a regular point P n
dyk j=1 ykj
dz j , bse, k bte
of the derived flag {(k) , k {0, 1, . . . , n}, if k is a regular
...
point of (k) for k {0, 1, . . . , n}.
Pn
dyK j=1 yKj dz j , bse, K (t), kKk r 1
Definition 2.3 Let be a function and f be a sym- (7)
bolic field, both defined on M . Then LLf stands for Then the integral manifolds of the Pfaffian system I r gener-
ated by the contact-forms above with independence condition
h fi.
hd, i Define LLfk inductively by hk dLLfk1 , f (k) i.
= dz1 . . . dzt are the jets of functions y : Z IR,
Note that LLkf is a function defined on M (k) . Let bse (see [2, Theo. 3.2, p.26]). Furthermore it is easy to
be a symbolical 1-form on M . Define LLf = see that the prolongation of I r is I r+1 . It can be shown also
(f (1) )(1 d) + d(h , f (1) i) , where ()() denotes that every integral element of I r at (z, y , yK
: bse,
the interior product (see [36, 2.25 (d)]) and 1 is defined K (t), kKk r) is generated by the set {e1 , . . . , et }
by (6). If isa symbolical form defined on M (k1) define given by
LLf (k) = k (f (k) )(k d) + d(hk1 , f (k) i) . Then de- Xs X
fine inductively LLkf = LLf (k) (LLk1 ). ei = i + yJi (8)
f z =1
yJ
J(n)
Pn kJkr
Note that, in coordinates we have LLf i=1 i dxi =
Pn
Lf (i ) dxi + i dhdxi , f (1) i . where yJ1 i1 = yJ2 i2if the symmetric multiindeces (J1 i1 )
i=1 L
The next proposition shows that, when specialized to in- and (J2 i2 ) are identified by a convenient permutation.
tegral manifolds the symbolical calculations defined above Using Cartans test [2, Thm. 1.11, pp. 74] one may show
coincides to the standard differential calculus. that every integral element of I 1 is involutive and, by the
Cartan-Kahler Theorem[2, Cor. 2.3, p.86] it admits local in-
Proposition 2.1 Let i : X M be a local integral manifold tegral manifolds around every point. Using [2, Theo. 2.1,
of I and let i(k) : M (k) be the the local integral manifold p.248], that shows that the prolongation of an involutive sys-
of I (k) induced by i(k) (see Lemma 2.1). Note that there tem is also involutive, one may show that I r is involutive for
exists a unique field f defined on X such that hi dxi , fi = all r.
hdxi , f ii. Let : M IR be a function, let f be a
symbolic field, let be a symbolic 1-form, and let be a
2.6 Involutive codistributions and restricted Jet-spaces
symbolic distribution. Then
h fii i(1) = hd( i), fi
(i) hd, In the sequel we abuse notation and J r (Z, Y1 ) J r (Z, Y2 )
(ii) LLkf i(k) = Lkf) i stands for J r (Z, Y1 Y2 ). Denote by (z, i ) the points
of J ri (Z, Yi ), i = 1, 2. In a similar vein, J r1 (Z, Y1 )
(iii) (i(k) ) LLfk = Lfk(i ).
J r2 (Z, Y2 ) will stands for the set of points (z, 1 , 2 ) (with
(iv) Assume that the symbolic distribution is symbolically a common z).
involutive. Then i is involutive as a codistribution de- Given involutive codistribution =
a nonsingular
fined on X. span 1 , . . . , s defined on Z, with dim = s, then one
(v) Let n be a regular point of the derived flag obtained from may define a particular-class of contact forms on a manifold
. Assume that n is contained in the image of i(n) . Then R = Z IRs0 IRs with local coordinates (z i , y , j : i
bne, bs0 e, j bse) given by : 2.7 Extension of Restricted Jets-Spaces
Ps
dy j=1 j j , bs0 e (9) Let M = Z N be a restricted jet space. Let I be the codis-
tribution generated on N by the restricted-contact forms and
Denote the Pfaffian system generated by these forms by
let I = {I, dI}. Let = dz 1 . . . dz t be a volume form
I. Since is involutive, by the Frobenius theorem we
on Z. Assume that the prolongations I (k) are well defined
may assume without loss of generality that the local coor-
on M (k) and are involutive for all k IN . We will define
dinate system (z1 , . . . , zs , zs+1 , . . . , zt ) is such that =
an extension of this space by adjoining the restricted 1-jet of
span {dz1 , . . . , dzs }. Hence, in a new local coordinate sys-
new functions. For this, let span dz 1 , . . . , dz t be
tem (z i , y , j : i bte, bs0 e, j bse) for R, these
a nonsingular symbolical codistribution on M generated by
forms can be written as
Ps a basis { 1 , . . . , s }. Assume that is symbolically involu-
= dy j=1 j dz j , bs0 e (10) tive, i.e., d mod {I+} 05 . Let Y = Y1 . . .Y and let
A = A1 . . .A , where Yi = IR, i bs0 e, and Aj = IRs ,
Consider the independence condition = dz1 . . . dzn . j bse. Consider the manifold Y A with global coordi-
One can show that every n-integral element of R and its pro- nates (y b , jb : b be, j bse), and let M1 = M Y A.
longations of any order admit corresponding integral mani- Define the forms on M1 given by
folds (they are all involutive with respect to the independence
condition = dz1 . . . dzn ). In particular, one can show s
X
the following result 0b = dhb jb j , b be (11)
j=1
Proposition 2.2 Let R = Z IRs0 IRs0 s be a manifold
with local coordinates (z i , y , j : i bte, j bse, Define the codistribution I1 = span 0b : b be + I and
bs0 e). Let I be the Pfaffian system generated by the forms let I1 = {I1 , dI1 }. Abusing notation, let stands for its
(9). There exist integral manifolds of (I (k) , ) at every point pull-back from Z to M1 . We have the following result :
of the prolongation R(k) for every k IN .
Proposition 2.4 Consider the construction of M1 and I1
Note that the construction above may be considered as a
above. Assume that the canonical maps k : M (k)
restricted jet space in the sense that the partial-derivatives
M (k1) are surjective submersions. Then
are subject to some relations. The following definition gen-
(i) The exterior differential system with independence con-
eralizes this situation.
dition (I1 , ) defined on M1 is is involutive.
Definition 2.4 Let Z be an analytic manifold and let be a (k)
(ii) The prolongations (I1 , ) are well defined on the re-
volume form on Z. Let N = J r1 (Z, Y1 ) . . . J rp (Z, Yp ), (k)
stricted jet-spaces M1 and are involutive for all k
where Yi = IR, i bpe. Let I be the Pfaffian system gen-
IN .
erated on N by the contact forms associated to all the jet (k+1) (k)
spaces J r1 (Z, Y1 ), . . . , J rp (Z, Yp ). Let M be an analyti- (iii) The canonical maps k : M1 M1 are surjective
cal manifold of the form Z M . A restricted jet space is an submersions.
analytic immersion i : M N such that i = 1 where
1 : M Z and : N Z are the canonical projections. 3 Structure codistributions
The pull-back J = i (I) defines the restricted exterior dif-
ferential system generated by the restricted contact forms. In this section we discuss some structural properties of a non-
linear control system of the form
Note that solving any partial differential equations with p-
unknown functions (y 1 , . . . , y p ) (depending on the variables m
X
z1 , . . . , zt , with order r on y for bpe), is equivalent to x(t) = f (x(t)) + gj (x(t))uj (t) (12a)
finding integral manifolds of a convenient restricted exterior j=0
differential system. y = h(x(t)) (12b)
The next proposition implies that the prolongation of a re-
stricted jet-space is a restricted jet-space of greater order. 3.1 Dynamic extension algorithm (DEA)
Proposition 2.3 Consider the same notation stated in the Let us recall the main aspects of the dynamic extension al-
last definition. Assume that the prolongation J (1) is well gorithm (in the version of [7]). Given an analytic system
defined on M(1) . Let j : M(1) N (1) be the map defined (12a)(12b), the dynamic extension algorithm is a sequence
by j(E ) = i E . Then J (1) = j I (1) . of applications of regular static-state feedbacks and exten-
Proof. Note that the prolongation M (k) of M is always sions of the state by integrators.
well defined and is given by It is well known (see [7]) that the dynamic extension al-
gorithm has an intrinsic interpretation based on the algebraic
J r1 +k (Z, Y1 ) . . . J rp +k (Z, Yp ).
structure at infinity {1 , . . . , n }. The integer = n is
Hence, the proof is a straightforward application of Lemma 5 Note that, by Prop. 2.1 part (iv), this implies that restricted to an
The involutive closure k = k for k bne are system Remark 4.1 It is important to point out the meaning of the
invariants called structure codistributions of (1). word nonsingular employed here. This means that we will
consider that we are working in a neighborhood points where
This codistributions may be computed based on the same our (symbolic) objects are nonsingular, i.e., we consider only
ideas presented in [1]. generic points7 .
Proposition 3.1 Consider system (12a) with output y. As- 4.1 SDEA
sume that the structure at infinity of this system is
{1 , . . . , n }. Denote by y = (yk , ybk ) the partition of the Consider the analytic system (1) defined on an open set
output corresponding to the application k step of the DEA X with global coordinates x = (x1 , . . . , xn ). De-
6 The approaches of [7, 5] are algebraic. Some other properties of the note (f0 , g0 ) = (f, g). Let s0 = n, 0 =
DEA considered in the geometric approach of [19] can be found in [22]. 7 This remark refers to step (S3) of SDEA, described in 4.3.
span 0i : i = 1, . . . , n , where 0i = dxi . Define I0 = chosen. Otherwise, up to a reordering of the input compo-
{0}. The SDEA can be summarized as follows. nents, assume that bk = b11 b12 where b11 is generi-
cally nonsingular (with rank k ). Define
(S0) Let 0 = 0. For every nondecreasing integer so-
lution (1 , . . . , k ) of equation (14), consider the mani- 1
fold Z = X IR1 . . . IRk , with local coordinates b11 b12 ak (x)
k = ; k = k
(x, v1 , . . . , vk ). Let M0 = Z. 0 I 0
Then, for k = 1 to k , execute:
and let
(S1) (a) Extend the restricted jet-space as described in 2.7 uk1 = k + k vk
by adding k k1 more functions to the the re-
stricted jet-space Mk1 constructed in the previous be an analytic regular static state feedback, where vk =
T T
step. Note that Mk1 is immersed in J r1 (Z, H1 ) vk vbkT Note that and are respectively matrices
. . . J rk (Z, Hk ), where Hj = IRj , j bke. De- (k)
m 1 and m m of functions defined on Tk . Add a dy-
fine a restricted jet space Tk = Mk1 Lk , where namic extension :
Lk = IRk , k = sk1 (k k1 ) and Lk has canon- uk = v k
ical coordinates (hi , ji : i {k1 + 1, . . . , k }, j u
bk = vbk
{1, . . . , sk1 }.
T
and let uk = ukT , u
bTk .
(S1) (b) Let Jk be a Pfaffian system defined on Tk generated
by Jk1 and the forms :
P j
4.3 Step (S3)
i = dhi jsk1 ji k1 , i {k1 + 1, . . . , k }
This step corresponds to the computation of the symbolical
where the symbolic distribution k1 = 1
span{k1 , structure codistribution k (see [1] for similar computations).
sk1
. . . , k1 } span {dx} was computed in the previous In iteration k 1 we have computed k1 =
1 sk1 d k1 j
step. span k1 , . . . , k1 and their derivatives dt k1
span {dx, dv1 , . . . , dvk1 }. In this step we have to find func-
(S2) Compute (symbolically) the kth step of the Dynamic tions j such that
Extension Algorithm. This will produce the (symbol-
ical) system (fk , gk ). X dk j
= j Zk = span {dx, dv1 , . . . , dvk } .
(S3) Compute the (symbolical) structure codistribution j
dt k1
(16)
k = span k1 , . . . , ksk span {dx} . dk j d k1 j
where dt k1 = LLfk +gk uk dt k1
. If j are so,
then k is spanned by all symbolic forms that obey condi-
The steps (S2) and (S3) will be described in detail in the se- tion (16).
quel8 . d k1 j
Let j = dt k1 (computed in the iteration k 1).
Compute = LLfk +gk uk j . From (16) one may find a
j
4.2 Step (S2) basis {k1 , . . . , rkk } of k by solving the linear equations.
This step corresponds to the symbolical computation of X
the kth step of the dynamical extension algorithm. In the h j , gklii = 0, l bme
jh
(k 1)th iteration we have computed a symbolical system j