Ian R. Petersen

Ian R. Petersen

This paper surveys some recent results on the theory of quantum linear systems and presents them within a unified framework. Quantum linear systems are a class of systems whose dynamics, which are described by the laws of quantum mechanics, take the specific form of a set of linear quantum stochastic differential equations (QSDEs). Such systems commonly arise in the area of quantum optics and related disciplines. Systems whose dynamics can be described or approximated by linear QSDEs include interconnections of optical cavities, beam-spitters, phase-shifters, optical parametric amplifiers, optical squeezers, and cavity quantum electrodynamic systems. With advances in quantum technology, the feedback control of such quantum systems is generating new challenges in the field of control theory. Potential applications of such quantum feedback control systems include quantum computing, quantum error correction, quantum communications, gravity wave detection, metrology, atom lasers, and superconducting quantum circuits. A recently emerging approach to the feedback control of quantum linear systems involves the use of a controller which itself is a quantum linear system. This approach to quantum feedback control, referred to as coherent quantum feedback control, has the advantage that it does not destroy quantum information, is fast, and has the potential for efficient implementation. This paper discusses recent results concerning the synthesis of H-infinity optimal controllers for linear quantum systems in the coherent control case. An important issue which arises both in the modelling of linear quantum systems and in the synthesis of linear coherent quantum controllers is the issue of physical realizability. This issue relates to the property of whether a given set of QSDEs corresponds to a physical quantum system satisfying the laws of quantum mechanics.

Igor G. Vladimirov, Ian R. Petersen

This paper is concerned with constructing an optimal controller in the coherent quantum Linear Quadratic Gaussian problem. A coherent quantum controller is itself a quantum system and is required to be physically realizable. The use of coherent control avoids the need for classical measurements, which inherently entail the loss of quantum information. Physical realizability corresponds to the equivalence of the controller to an open quantum harmonic oscillator and relates its state-space matrices to the Hamiltonian, coupling and scattering operators of the oscillator. The Hamiltonian parameterization of the controller is combined with Frechet differentiation of the LQG cost with respect to the state-space matrices to obtain equations for the optimal controller. A quasi-separation principle for the gain matrices of the quantum controller is established, and a Newton-like iterative scheme for numerical solution of the equations is outlined.

Igor G. Vladimirov, Ian R. Petersen

The paper is concerned with a problem of coherent (measurement-free) filtering for physically realizable (PR) linear quantum plants. The state variables of such systems satisfy canonical commutation relations and are governed by linear quantum stochastic differential equations, dynamically equivalent to those of an open quantum harmonic oscillator. The problem is to design another PR quantum system, connected unilaterally to the output of the plant and playing the role of a quantum filter, so as to minimize a mean square discrepancy between the dynamic variables of the plant and the output of the filter. This coherent quantum filtering (CQF) formulation is a simplified feedback-free version of the coherent quantum LQG control problem which remains open despite recent studies. The CQF problem is transformed into a constrained covariance control problem which is treated by using the Frechet differentiation of an appropriate Lagrange function with respect to the matrices of the filter.

Ian R. Petersen

This paper presents some physical interpretations of recent stability results on the feedback interconnection of negative imaginary systems. These interpretations involve spring mass damper systems coupled together by springs or RLC electrical networks coupled together via inductors or capacitors.

Chengdi Xiang, Ian R. Petersen, Daoyi Dong

This paper extends applications of the quantum small gain and Popov methods from existing results on robust stability to performance analysis results for a class of uncertain quantum systems. This class of systems involves a nominal linear quantum system and is subject to quadratic perturbations in the system Hamiltonian. Based on these two methods, coherent guaranteed cost controllers are designed for a given quantum system to achieve improved control performance. An illustrative example also shows that the quantum Popov approach can obtain less conservative results than the quantum small gain approach for the same uncertain quantum system.

Ian R. Petersen

This paper covers recent developments in the theory of negative imaginary systems and their application to the control of highly resonant flexible structures. The theory of negative imaginary systems arose out of a desire to unify a number of classical methods for the control of lightly damped structures with collocated force actuators and position sensors including positive position feedback and integral force feedback. The key result is a stability result which shows why these methods are guaranteed to yield robust closed loop stability in the face of unmodelled spillover dynamics. Related results to be presented connect the theory of negative imaginary systems to positive real systems theory and a negative imaginary lemma has been established which is analogous to the positive real lemma. The paper also presents recent controller synthesis results based on the theory of negative imaginary systems.

Igor G. Vladimirov, Ian R. Petersen

The paper is concerned with the coherent quantum Linear Quadratic Gaussian (CQLQG) control problem for time-varying quantum plants governed by linear quantum stochastic differential equations over a bounded time interval. A controller is sought among quantum linear systems satisfying physical realizability (PR) conditions. The latter describe the dynamic equivalence of the system to an open quantum harmonic oscillator and relate its state-space matrices to the free Hamiltonian, coupling and scattering operators of the oscillator. Using the Hamiltonian parameterization of PR controllers, the CQLQG problem is recast into an optimal control problem for a deterministic system governed by a differential Lyapunov equation. The state of this subsidiary system is the symmetric part of the quantum covariance matrix of the plant-controller state vector. The resulting covariance control problem is treated using dynamic programming and Pontryagin's minimum principle. The associated Hamilton-Jacobi-Bellman equation for the minimum cost function involves Frechet differentiation with respect to matrix-valued variables. The gain matrices of the CQLQG optimal controller are shown to satisfy a quasi-separation property as a weaker quantum counterpart of the filtering/control decomposition of classical LQG controllers.

Ian R. Petersen

This paper considers the use of singular perturbation approximations for a class of linear quantum systems arising in the area of linear quantum optics. The paper presents results on the physical realizability properties of the approximate system arising from singular perturbation model reduction.

Matthew R. James, Ian R. Petersen, Valery Ugrinovskii

This paper considers a Popov type approach to the problem of robust stability for a class of uncertain linear quantum systems subject to unknown perturbations in the system Hamiltonian. A general stability result is given for a general class of perturbations to the system Hamiltonian. Then, the special case of a nominal linear quantum system is considered with quadratic perturbations to the system Hamiltonian. In this case, a robust stability condition is given in terms of a frequency domain condition which is of the same form as the standard Popov stability condition.

Ian R. Petersen

This paper presents a method for approximating a class of complex transfer function matrices corresponding to physically realizable complex linear quantum systems. The class of linear quantum systems under consideration includes interconnections of passive optical components such as cavities, beam-splitters, phase-shifters and interferometers. This approximation method builds on a previous result for cascade realization and gives good approximations at low frequencies.

Igor G. Vladimirov, Ian R. Petersen, Matthew R. James

This paper considers links between the original risk-sensitive performance criterion for quantum control systems and its recent quadratic-exponential counterpart. We discuss a connection between the minimization of these cost functionals and robustness with respect to uncertainty in system-environment quantum states whose deviation from a nominal state is described in terms of the quantum relative entropy. These relations are similar to those in minimax LQG control for classical systems. The results of the paper can be of use in providing a rational choice of the risk-sensitivity parameter in the context of robust quantum control with entropy theoretic quantification of statistical uncertainty in the system-field state.

Ian R. Petersen, Valery Ugrinovskii, Matthew R. James

This paper considers the problem of robust stability for a class of uncertain quantum systems subject to unknown perturbations in the system coupling operator. A general stability result is given for a class of perturbations to the system coupling operator. Then, the special case of a nominal linear quantum system is considered with non-linear perturbations to the system coupling operator. In this case, a robust stability condition is given in terms of a scaled strict bounded real condition.

Igor G. Vladimirov, Ian R. Petersen

This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in the nominal model is quantified by relative entropy. We discuss a dissipation inequality for the noise relative entropy supply. The problem of minimizing the supply required to drive the system between given Gaussian state distributions over a specified time horizon is considered. This problem, known in the literature as the Schroedinger bridge, was treated previously in the context of reciprocal processes. A closed-form smooth solution is obtained for a Hamilton-Jacobi equation for the minimum required relative entropy supply by using nonlinear algebraic techniques.

Arash Kh. Sichani, Igor G. Vladimirov, Ian R. Petersen

This paper is concerned with open quantum systems whose dynamic variables satisfy canonical commutation relations and are governed by quantum stochastic differential equations. The latter are driven by quantum Wiener processes which represent external boson fields. The system-field coupling operators are linear functions of the system variables. The Hamiltonian consists of a nominal quadratic function of the system variables and an uncertain perturbation which is represented in a Weyl quantization form. Assuming that the nominal linear quantum system is stable, we develop sufficient conditions on the perturbation of the Hamiltonian which guarantee robust mean square stability of the perturbed system. Examples are given to illustrate these results for a class of Hamiltonian perturbations in the form of trigonometric polynomials of the system variables.

Igor G. Vladimirov, Ian R. Petersen

This paper is concerned with linear stochastic control systems in state space. The integral of the squared norm of the system output over a bounded time interval is interpreted as energy. The cumulants of the output energy in the infinite-horizon limit are related to Schatten norms of the system in the Hardy space of transfer functions and the risk-sensitive performance index. We employ a novel performance criterion which seeks to minimize a combination of the average value and the variance of the output energy of the system per unit time. The resulting linear quadro-quartic Gaussian control problem involves the H2 and H4-norms of the closed-loop system. We obtain equations for the optimal controller and outline a homotopy method which reduces the solution of the problem to the numerical integration of a differential equation initialized by the standard linear quadratic Gaussian controller.

Ian R. Petersen

This paper considers the problem of constructing a direct coupled quantum observer network for a single qubit quantum system. The proposed observer consists of a network of quantum harmonic oscillators and it is shown that the observer network output converges to a consensus in a time averaged sense in which each component of the observer estimates a specified output of the quantum plant. An example and simulations are included.

Ian R. Petersen, Elanor H. Huntington

This paper considers the problem of constructing a direct coupling quantum observer for a quantum harmonic oscillator system. The proposed observer is shown to be able to estimate one but not both of the plant variables and produces a measureable output using homodyne detection.

Igor G. Vladimirov, Ian R. Petersen

The paper is concerned with a dissipativity theory and robust performance analysis of discrete-time stochastic systems driven by a statistically uncertain random noise. The uncertainty is quantified by the conditional relative entropy of the actual probability law of the noise with respect to a nominal product measure corresponding to a white noise sequence. We discuss a balance equation, dissipation inequality and superadditivity property for the corresponding conditional relative entropy supply as a function of time. The problem of minimizing the supply required to drive the system between given state distributions over a specified time horizon is considered. Such variational problems, involving entropy and probabilistic boundary conditions, are known in the literature as Schroedinger bridge problems. In application to control systems, this minimum required conditional relative entropy supply characterizes the robustness of the system with respect to an uncertain noise. We obtain a dynamic programming Bellman equation for the minimum required conditional relative entropy supply and establish a Markov property of the worst-case noise with respect to the state of the system. For multivariable linear systems with a Gaussian white noise sequence as the nominal noise model and Gaussian initial and terminal state distributions, the minimum required supply is obtained using an algebraic Riccati equation which admits a closed-form solution. We propose a computable robustness index for such systems in the framework of an entropy theoretic formulation of uncertainty and provide an example to illustrate this approach.

Ian R. Petersen

This paper considers the problem of constructing a distributed direct coupling quantum observer for a closed linear quantum system. The proposed distributed observer consists of a network of quantum harmonic oscillators and it is shown that the distributed observer converges to a consensus in a time averaged sense in which each component of the observer estimates the specified output of the quantum plant. An example and simulations are included to illustrate the properties of the distributed observer.

Arash Kh. Sichani, Igor G. Vladimirov, Ian R. Petersen

This paper is concerned with the Coherent Quantum Linear Quadratic Gaussian (CQLQG) control problem of finding a stabilizing measurement-free quantum controller for a quantum plant so as to minimize an infinite-horizon mean square performance index for the fully quantum closed-loop system. In comparison with the observation-actuation structure of classical controllers, the coherent quantum feedback is less invasive to the quantum dynamics and quantum information. Both the plant and the controller are open quantum systems whose dynamic variables satisfy the canonical commutation relations (CCRs) of a quantum harmonic oscillator and are governed by linear quantum stochastic differential equations (QSDEs). In order to correspond to such oscillators, these QSDEs must satisfy physical realizability (PR) conditions, which are organised as quadratic constraints on the controller matrices and reflect the preservation of CCRs in time. The CQLQG problem is a constrained optimization problem for the steady-state quantum covariance matrix of the plant-controller system satisfying an algebraic Lyapunov equation. We propose a gradient descent algorithm equipped with adaptive stepsize selection for the numerical solution of the problem. The algorithm finds a local minimum of the LQG cost over the parameters of the Hamiltonian and coupling operators of a stabilizing PR quantum controller, thus taking the PR constraints into account. A convergence analysis of the proposed algorithm is presented. A numerical example of a locally optimal CQLQG controller design is provided to demonstrate the algorithm performance.

Ian R. Petersen

This paper considers the problem of constructing a direct coupling quantum observer for a single qubit finite level quantum system plant. The proposed observer is a single mode linear quantum system which is shown to be able to estimate one of the plant variables in a time averaged sense. A numerical example and simulations are included to illustrate the properties of the observer.

Igor G. Vladimirov, Ian R. Petersen, Matthew R. James

This paper is concerned with the original risk-sensitive performance criterion for quantum stochastic systems and its recent quadratic-exponential counterpart. These functionals are of different structure because of the noncommutativity of quantum variables and have their own useful features such as tractability of evolution equations and robustness properties. We discuss a Lie algebraic connection between these two classes of cost functionals for open quantum harmonic oscillators using an apparatus of complex Hamiltonian kernels and symplectic factorizations. These results are aimed to extend useful properties from one of the classes of risk-sensitive costs to the other and develop state-space equations for computation and optimization of these criteria in quantum robust control and filtering problems.

Igor G. Vladimirov, Ian R. Petersen

This paper extends the energy-based version of the stochastic linearization method, known for classical nonlinear systems, to open quantum systems with canonically commuting dynamic variables governed by quantum stochastic differential equations with non-quadratic Hamiltonians. The linearization proceeds by approximating the actual Hamiltonian of the quantum system by a quadratic function of its observables which corresponds to the Hamiltonian of a quantum harmonic oscillator. This approximation is carried out in a mean square optimal sense with respect to a Gaussian reference quantum state and leads to a self-consistent linearization procedure where the mean vector and quantum covariance matrix of the system observables evolve in time according to the effective linear dynamics. We demonstrate the proposed Hamiltonian-based Gaussian linearization for the quantum Duffing oscillator whose Hamiltonian is a quadro-quartic polynomial of the momentum and position operators. The results of the paper are applicable to the design of suboptimal controllers and filters for nonlinear quantum systems.

Luis A. Duffaut Espinosa, Z. Miao, I. R. Petersen et al.

The goal of this paper is to provide conditions under which a quantum stochastic differential equation (QSDE) preserves the commutation and anticommutation relations of the SU(n) algebra, and thus describes the evolution of an open n-level quantum system. One of the challenges in the approach lies in the handling of the so-called anomaly coefficients of SU(n). Then, it is shown that the physical realizability conditions recently developed by the authors for open n-level quantum systems also imply preservation of commutation and anticommutation relations.

Shibdas Roy, Ian R. Petersen, Elanor H. Huntington

Recently, it has been demonstrated experimentally that adaptive estimation of a continuously varying optical phase provides superior accuracy in the phase estimate compared to static estimation. Here, we show that the mean-square error in the adaptive phase estimate may be further reduced for the stochastic noise process considered by using an optimal Kalman filter in the feedback loop. Further, the estimation process can be made robust to fluctuations in the underlying parameters of the noise process modulating the system phase to be estimated. This has been done using a guaranteed cost robust filter.

Hongsheng Qi, Biqiang Mu, Ian R. Petersen et al.

In this paper, we study dynamical quantum networks which evolve according to Schrödinger equations but subject to sequential local or global quantum measurements. A network of qubits forms a composite quantum system whose state undergoes unitary evolution in between periodic measurements, leading to hybrid quantum dynamics with random jumps at discrete time instances along a continuous orbit. The measurements either act on the entire network of qubits, or only a subset of qubits. First of all, we reveal that this type of hybrid quantum dynamics induces probabilistic Boolean recursions representing the measurement outcomes. With global measurements, it is shown that such resulting Boolean recursions define Markov chains whose state-transitions are fully determined by the network Hamiltonian and the measurement observables. Particularly, we establish an explicit and algebraic representation of the underlying recursive random mapping driving such induced Markov chains. Next, with local measurements, the resulting probabilistic Boolean dynamics is shown to be no longer Markovian. The state transition probability at any given time becomes dependent on the entire history of the sample path, for which we establish a recursive way of computing such non-Markovian probability transitions. Finally, we adopt the classical bilinear control model for the continuous Schrödinger evolution, and show how the measurements affect the controllability of the quantum networks.

Ian R. Petersen, Elanor H. Huntington

This paper extends previous results on constructing a direct coupling quantum observer for a quantum harmonic oscillator system. In this case, we consider a complex linear quantum system plant consisting of a network of quantum harmonic oscillators. Conditions are given for which there exists a direct coupling observer which estimates a collection of variables in the quantum plant. It is shown that the order of the observer can be the same as the number of variables to be estimated when this number is even and thus this is a reduced order observer.

Igor G. Vladimirov, Ian R. Petersen

This paper is concerned with a stochastic dissipativity theory using quadratic-exponential storage functions for open quantum systems with canonically commuting dynamic variables governed by quantum stochastic differential equations. The system is linearly coupled to external boson fields and has a quadratic Hamiltonian which is perturbed by nonquadratic functions of linear combinations of system variables. Such perturbations are similar to those in the classical Lur'e systems and make the quantum dynamics nonlinear. We study their effect on the quantum expectation of the exponential of a positive definite quadratic form of the system variables. This allows conditions to be established for the risk-sensitive stochastic storage function of the quantum system to remain bounded, thus securing boundedness for the moments of system variables of arbitrary order. These results employ a noncommutative analogue of the Doleans-Dade exponential and a multivariate partial differential version of the Gronwall-Bellman lemma.

Ian R. Petersen

This paper considers the problem of robust stability for a class of uncertain nonlinear quantum systems subject to unknown perturbations in the system Hamiltonian. The case of a nominal linear quantum system is considered with non-quadratic perturbations to the system Hamiltonian. The paper extends recent results on the robust stability of nonlinear quantum systems to allow for non-quadratic perturbations to the Hamiltonian which depend on multiple parameters. A robust stability condition is given in terms of a strict bounded real condition. This result is then applied to the robust stability analysis of a nonlinear quantum system which is a model of an optical parametric amplifier.

Obaid Ur Rehman, Ian R. Petersen, Barış Fidan

In this paper, a robust nonlinear control scheme is proposed for a nonlinear multi-input multi-output (MIMO) system subject to bounded time varying uncertainty which satisfies a certain integral quadratic constraint condition. The scheme develops a robust feedback linarization approach which uses standard feedback linearization approach to linearize the nominal nonlinear dynamics of the uncertain nonlinear system and linearizes the nonlinear time varying uncertainties at an arbitrary point using the mean value theorem. This approach transforms uncertain nonlinear MIMO systems into an equivalent MIMO linear uncertain system model with unstructured uncertainty. Finally, a robust minimax linear quadratic Gaussian (LQG) control design is proposed for the linearized model. The scheme guarantees the internal stability of the closed loop system and provides robust performance. In order to illustrate the effectiveness of this approach, the proposed method is applied to a tracking control problem for an air-breathing hypersonic flight vehicle (AHFV).

Igor G. Vladimirov, Ian R. Petersen

The paper is concerned with open quantum systems whose Heisenberg dynamics are described by quantum stochastic differential equations driven by external boson fields. The system-field coupling operators are assumed to be quadratic polynomials of the system observables, with the latter satisfying canonical commutation relations. In combination with a cubic system Hamiltonian, this leads to a class of quasilinear quantum stochastic systems which retain algebraic closedness in the evolution of mixed moments of the observables. Although such a system is nonlinear and its quantum state is no longer Gaussian, the dynamics of the moments of any order are amenable to exact analysis, including the computation of their steady-state values. In particular, a generalized criterion is developed for quadratic stability of the quasilinear systems. The results of the paper are applicable to the generation of non-Gaussian quantum states with manageable moments and an optimal design of linear quantum controllers for quasilinear quantum plants.

Arash Kh. Sichani, Ian R. Petersen, Igor G. Vladimirov

This paper is concerned with application of the classical Youla-Kučera parameterization to finding a set of linear coherent quantum controllers that stabilize a linear quantum plant. The plant and controller are assumed to represent open quantum harmonic oscillators modelled by linear quantum stochastic differential equations. The interconnections between the plant and the controller are assumed to be established through quantum bosonic fields. In this framework, conditions for the stabilization of a given linear quantum plant via linear coherent quantum feedback are addressed using a stable factorization approach. The class of stabilizing quantum controllers is parameterized in the frequency domain. Also, this approach is used in order to formulate coherent quantum weighted $H_2$ and $H_\infty$ control problems for linear quantum systems in the frequency domain. Finally, a projected gradient descent scheme is proposed to solve the coherent quantum weighted $H_2$ control problem.

Ian R. Petersen, Matthew R. James, Valery Ugrinovskii et al.

We present a systems theory approach to the proof of a result bounding the required level of added quantum noise in a phase-insensitive quantum amplifier. We also present a synthesis procedure for constructing a quantum optical phase-insensitive quantum amplifier which adds the minimum level of quantum noise and achieves a required gain and bandwidth. This synthesis procedure is based on a singularly perturbed quantum system and leads to an amplifier involving two squeezers and two beamsplitters.

Ian R. Petersen

This paper presents a survey of some new applications of algebraic Riccati equations. In particular, the paper surveys some recent results on the use of algebraic Riccati equations in testing whether a system is negative imaginary and in synthesizing state feedback controllers which make the closed loop system negative imaginary. The paper also surveys the use of Riccati equation methods in the control of quantum linear systems including coherent $H^\infty$ control.

Qi Yu, Daoyi Dong, Ian R. Petersen et al.

A filtering problem for a class of quantum systems disturbed by a classical stochastic process is investigated in this paper. The classical disturbance process, which is assumed to be described by a linear stochastic differential equation, is modeled by a quantum cavity model. Then the hybrid quantum-classical system is described by a combined quantum system consisting of two quantum cavity subsystems. Quantum filtering theory and a quantum extended Kalman filter method are employed to estimate the states of the combined quantum system. An estimate of the classical stochastic process is derived from the estimate of the combined quantum system. The effectiveness and performance of the proposed methods are illustrated by numerical results.

Ian R. Petersen, Elanor H. Huntington

This paper considers the problem of implementing a previously proposed distributed direct coupling quantum observer for a closed linear quantum system. By modifying the form of the previously proposed observer, the paper proposes a possible experimental implementation of the observer plant system using a non-degenerate parametric amplifier and a chain of optical cavities which are coupled together via optical interconnections. It is shown that the distributed observer converges to a consensus in a time averaged sense in which an output of each element of the observer estimates the specified output of the quantum plant.

Igor G. Vladimirov, Ian R. Petersen

This paper is concerned with quantum harmonic oscillators consisting of a quantum plant and a directly coupled coherent quantum observer. We employ discounted quadratic performance criteria in the form of exponentially weighted time averages of second-order moments of the system variables. Small-gain-theorem bounds are obtained for the back-action of the observer on the covariance dynamics of the plant in terms of the plant-observer coupling. A coherent quantum filtering (CQF) problem is formulated as the minimization of the discounted mean square of an estimation error, with which the dynamic variables of the observer approximate those of the plant. The cost functional also involves a quadratic penalty on the plant-observer coupling matrix in order to mitigate the back-action effect. For the discounted mean square optimal CQF problem with penalized back-action, we establish first-order necessary conditions of optimality in the form of algebraic matrix equations. By using the Hamiltonian structure of the Heisenberg dynamics and Lie-algebraic techniques, this set of equations is represented in a more explicit form for equally dimensioned plant and observer. For a class of such observers with autonomous estimation error dynamics, we obtain a solution of the CQF problem and outline a homotopy method. The computation of the performance criteria and the observer synthesis are illustrated by numerical examples.

A. J. Shaiju, I. R. Petersen, M. R. James

In this paper, we formulate and solve a guaranteed cost control problem for a class of uncertain linear stochastic quantum systems. For these quantum systems, a connection with an associated classical (non-quantum) system is first established. Using this connection, the desired guaranteed cost results are established. The theory presented is illustrated using an example from quantum optics.

Igor G. Vladimirov, Ian R. Petersen

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified by a Hamiltonian, viscous damping parameters and system-environment coupling functions. We consider energy balance relations for such systems with an emphasis on linear stochastic Hamiltonian (LSH) systems with quadratic Hamiltonians and linear coupling. For LSH systems, we also discuss stability conditions, the structure of the invariant measure and its relation with stochastic versions of the virial theorem. Using Lyapunov functions, organised as deformed Hamiltonians, dissipation relations are also considered for LSH systems driven by statistically uncertain external forces. An application of these results to feedback connections of LSH systems is outlined.

Obaid ur Rehman, Ian R. Petersen, Baris Fidan

In this paper, a dynamic antiwindup compensator design is proposed which augments the main controller and guarantees robust performance in the event of input saturation. This is a two stage process in which first a robust optimal controller is designed for an uncertain linear system which guarantees the internal stability of the closed loop system and provides robust performance in the absence of input saturation. Then a minimax linear quadratic Gaussian (LQG) compensator is designed to guarantee the performance in certain domain of attraction, in the presence of input saturation. This antiwindup augmentation only comes into action when plant is subject to input saturation. In order to illustrate the effectiveness of this approach, the proposed method is applied to a tracking control problem for an air-breathing hypersonic flight vehicle (AHFV).

Igor G. Vladimirov, Ian R. Petersen

This paper is concerned with networks of interacting linear systems at sites of a multidimensional lattice. The systems are governed by linear ODEs with constant coefficients driven by external inputs, and their internal dynamics and coupling with the other component systems are translation invariant. Such systems occur, for example, in finite-difference models of large-scale flexible structures manufactured from homogeneous materials. Using the spatio-temporal transfer function of this translation invariant network, we establish conditions for its positive realness in the sense of energy dissipation. The latter is formulated in terms of block Toeplitz bilinear forms of the input and output variables of the composite system. We also discuss quadratic stability of the network in isolation from the environment and phonon theoretic dispersion relations.

Igor G. Vladimirov, Ian R. Petersen, Matthew R. James

This paper is concerned with the sensitivity of invariant states in linear quantum stochastic systems with respect to nonlinear perturbations. The system variables are governed by a Markovian Hudson-Parthasarathy quantum stochastic differential equation (QSDE) driven by quantum Wiener processes of external bosonic fields in the vacuum state. The quadratic system Hamiltonian and the linear system-field coupling operators, corresponding to a nominal open quantum harmonic oscillator, are subject to perturbations represented in a Weyl quantization form. Assuming that the nominal linear QSDE has a Hurwitz dynamics matrix and using the Wigner-Moyal phase-space framework, we carry out an infinitesimal perturbation analysis of the quasi-characteristic function for the invariant quantum state of the nonlinear perturbed system. The resulting correction of the invariant states in the spatial frequency domain may find applications to their approximate computation, analysis of relaxation dynamics and non-Gaussian state generation in nonlinear quantum stochastic systems.

Ian R. Petersen, Elanor H. Huntington

This paper proposes a direct coupling coherent quantum observer for a quantum plant which consists of a two level quantum system. The quantum observer, which is a quantum harmonic oscillator, includes homodyne detection measurements. It is shown that the observer can be designed so that it does not affect the quantum variable of interest in the quantum plant and that measured output converges in a given sense to the plant variable of interest. Also, the plant variable of interest-observer system can be described by a set of linear quantum stochastic differential equations. A minimum variance unbiased estimator form of the Kalman filter is derived for linear quantum systems and applied to the direct coupled coherent quantum observer.

Ian R. Petersen

This paper considers the structure of uncertain linear systems building on concepts of robust unobservability and possible controllability which were introduced in previous papers. The paper presents a new geometric characterization of the possibly controllable states. When combined with previous geometric results on robust unobservability, the results of this paper lead to a general Kalman type decomposition for uncertain linear systems which can be applied to the problem of obtaining reduced order uncertain system models.

Obaid Ur Rehman, Ian R. Petersen, Barıs Fidan

This paper presents a scheme to design a tracking controller for a class of uncertain nonlinear systems using a robust feedback linearization approach. The scheme is composed of two steps. In the first step, a linearized uncertainty model for the corresponding uncertain nonlinear system is developed using a robust feedback linearization approach. In this step, the standard feedback linearization approach is used to linearize the nominal nonlinear dynamics of the uncertain nonlinear system. The remaining nonlinear uncertainties are then linearized at an arbitrary point using the mean value theorem. This approach gives a multi-input multi-output (MIMO) linear uncertain system model with a structured uncertainty representation. In the second step, a minimax linear quadratic regulation (LQR) controller is designed for MIMO linearized uncertain system model. In order to demonstrate the effectiveness of the proposed method, it is applied to a velocity and altitude tracking control problem for an air-breathing hypersonic flight vehicle.

Subhransu S. Bhattacharjee, Ian R. Petersen

In this paper, we propose the Whiplash Inertial Gradient dynamics, a closed-loop optimization method that utilises gradient information, to find the minima of a cost function in finite-dimensional settings. We introduce the symplectic asymptotic convergence analysis for the Whiplash system for convex functions. We also introduce relaxation sequences to explain the non-classical nature of the algorithm and an exploring heuristic variant of the Whiplash algorithm to escape saddle points, deterministically. We study the algorithm's performance for various costs and provide a practical methodology for analyzing convergence rates using integral constraint bounds and a novel Lyapunov rate method. Our results demonstrate polynomial and exponential rates of convergence for quadratic cost functions.

Subhransu Bhattacharjee, Ian Petersen

We introduce a novel adaptive damping technique for an inertial gradient system which finds application as a gradient descent algorithm for unconstrained optimisation. In an example using the non-convex Rosenbrock's function, we show an improvement on existing momentum-based gradient optimisation methods. Also using Lyapunov stability analysis, we demonstrate the performance of the continuous-time version of the algorithm. Using numerical simulations, we consider the performance of its discrete-time counterpart obtained by using the symplectic Euler method of discretisation.

Vu Phi Tran, Matthew Garratt, Ian R. Petersen

The movement of cooperative robots in a densely cluttered environment may not be possible if the formation type is invariant. Hence, we investigate a new method for time-varying formation control for a group of heterogeneous autonomous vehicles, which may include Unmanned Ground Vehicles (UGV) and Unmanned Aerial Vehicles (UAV). We have extended a Negative-Imaginary (NI) consensus control approach to switch the formation shape of the robots whilst only using the relative distance between agents and between agents and obstacles. All agents can automatically create a new safe formation to overcome obstacles based on a novel geometric method, then restore the prototype formation once the obstacles are cleared. Furthermore, we improve the position consensus at sharp corners by achieving yaw consensus between robots. Simulation and experimental results are then analyzed to validate the feasibility of our proposed approach.

Vu Phi Tran, Matthew Garratt, Ian R. Petersen

This paper tackles the distributed leader-follower (L-F) control problem for heterogeneous mobile robots in unknown environments requiring obstacle avoidance, inter-robot collision avoidance, and reliable robot communications. To prevent an inter-robot collision, we employ a virtual propulsive force between robots. For obstacle avoidance, we present a novel distributed Negative-Imaginary (NI) variant formation tracking control approach and a dynamic network topology methodology which allows the formation to change its shape and the robot to switch their roles. In the case of communication or sensor loss, a UAV, controlled by a Strictly-Negative-Imaginary (SNI) controller with good wind resistance characteristics, is utilized to track the position of the UGV formation using its camera. Simulations and indoor experiments have been conducted to validate the proposed methods.

Igor G. Vladimirov, Ian R. Petersen, Matthew R. James

This paper combines probabilistic and algebraic techniques for computing quantum expectations of operator exponentials (and their products) of quadratic forms of quantum variables in Gaussian states. Such quadratic-exponential functionals (QEFs) resemble quantum statistical mechanical partition functions with quadratic Hamiltonians and are also used as performance criteria in quantum risk-sensitive filtering and control problems for linear quantum stochastic systems. We employ a Lie-algebraic correspondence between complex symplectic matrices and quadratic-exponential functions of system variables of a quantum harmonic oscillator. The complex symplectic factorizations are used together with a parametric randomization of the quasi-characteristic or moment-generating functions according to an auxiliary classical Gaussian distribution. This reduces the QEF to an exponential moment of a quadratic form of classical Gaussian random variables with a complex symmetric matrix and is applicable to recursive computation of such moments.