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Stability Multipliers for Repeated MIMO Nonlinearities: Theory and Algorithms

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Abstract:
For block structured monotone or incrementally positive n-dimensional nonlinearities, the largest class of convolution operators (multipliers) that preserve positivity is derived. These multipliers can be used in conjunction with positivity and IQC stability criteria to evaluate stability and robustness of MIMO feedback systems. It is also demonstrated that the computation of such multipliers can be cast as a LMI problem, other optimization formulations are also presented.

Type of Seminar:
Public Seminar
Speaker:
Dr. Ricardo Mancera
Quantitative Strategist at Assent LLC, Westwood CA, USA
Date/Time:
Oct 05, 2004   
Location:

ETH-Zentrum, ETZ E7, Gloriastrasse 35, 8006 Zurich
Contact Person:

Prof. M. Morari
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Biographical Sketch:
Ricardo Mancera received his M.A. in Applied Mathematics, M.S. in Mechanical Engineering and Ph.D. in Electrical Engineering from the University of Southern California, Los Angeles. Since 2003 he has been with Assent LLC a Financial Institution based in Westwood, CA. as a Quantitative Strategist. His interest are in the areas of Robust Control, Optimization, Modeling and Simulation with applications to Control and Financial Mathematics. He is a member of the IEEE and SIAM.