Help on Sos

Q. In my course on linear control, we learned that asymptotic convergence is global, but in nonlinear control we learned about the " domain of attraction. " The instructor mentioned that it can be hard to figure out what the region of attraction (ROA) is, but that there is something called " SOS " that can be used. I know that SOS stands for sum of squares, but other than that I don't know anything about it. Is there anyone at IEEE Control Systems Magazine who can explain SOS? Andy: I'm happy to try to help, with the assistance of my colleagues Ufuk Topcu, Pete Seiler, and Gary Balas. It's important to note that we're users of SOS methods, not experts, but I think we can answer your question or at least point you in the right direction. Your question leads with " what is SOS? " so let's begin there. Once that's out of the way, just a few steps lead to optimizations whose feasible solutions yield certified , quantitative inner estimates of the region of attraction. In its basic form, SOS applies to polynomials in several real variables. A polynomial is a finite linear combination of monomials. For example, the polynomial q(x 1 , x 2) J x 1 2 1 2x 1 4 1 2x 1 3 x 2 2 x 1 2 x 2 2 1 5x 2 4 (1) is a linear combination of five mo-nomials in two variables. Quadratic polynomials, such as x T Qx, where Q is a symmetric matrix, appear frequently in control theory. This form can be generalized to polynomials of higher degree, namely, if p (x) is a polynomial of degree less than or equal to 2d, then a Gram matrix representation is p (x) 5 z T (x) Qz (x) , where z (x) is a vector of monomials of degree less than or equal to d, and Q is a symmetric matrix. For example, the polynomial q(x 1 , x 2) can be represented as z T (x) Qz (x) , where z (x) J ≥ x 1 x 1 2 x 1 x 2 x 2 2 ¥ , Q J ≥ 1 0 0 0 0 2 1 20.5 0 1 0 0 0 20.5 0 5 ¥. The Gram matrix Q is not unique due to the dependencies among the mo-nomials in z. In this …

[1]  A. Garulli,et al.  LMI‐based computation of optimal quadratic Lyapunov functions for odd polynomial systems , 2005 .

[2]  Fabian R. Wirth,et al.  Robustness Analysis of Domains of Attraction of Nonlinear Systems , 1998 .

[3]  O. Hachicho,et al.  Estimating domains of attraction of a class of nonlinear dynamical systems with LMI methods based on the theory of moments , 2002, Proceedings of the 41st IEEE Conference on Decision and Control, 2002..

[4]  Stephen P. Boyd,et al.  Linear Matrix Inequalities in Systems and Control Theory , 1994 .

[5]  A. Papachristodoulou,et al.  On the construction of Lyapunov functions using the sum of squares decomposition , 2002, Proceedings of the 41st IEEE Conference on Decision and Control, 2002..

[6]  Johan Löfberg,et al.  YALMIP : a toolbox for modeling and optimization in MATLAB , 2004 .

[7]  Andrew Packard,et al.  Stability Region Analysis Using Polynomial and Composite Polynomial Lyapunov Functions and Sum-of-Squares Programming , 2008, IEEE Transactions on Automatic Control.

[8]  G. Chesi On the estimation of the domain of attraction for uncertain polynomial systems via LMIs , 2004, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601).

[9]  B. Reznick Extremal PSD forms with few terms , 1978 .

[10]  V. Powers,et al.  An algorithm for sums of squares of real polynomials , 1998 .

[11]  C. A. Desoer,et al.  Nonlinear Systems Analysis , 1978 .

[12]  Weehong Tan,et al.  Nonlinear Control Analysis and Synthesis using Sum-of-Squares Programming , 2006 .

[13]  Ufuk Topcu,et al.  Local stability analysis using simulations and sum-of-squares programming , 2008, Autom..

[14]  B. Tibken,et al.  Computing the domain of attraction for polynomial systems via BMI optimization method , 2006, 2006 American Control Conference.

[15]  Bruce Reznick,et al.  Sums of squares of real polynomials , 1995 .

[16]  Jean B. Lasserre,et al.  Global Optimization with Polynomials and the Problem of Moments , 2000, SIAM J. Optim..

[17]  Peter J Seiler,et al.  SOSTOOLS: Sum of squares optimization toolbox for MATLAB , 2002 .

[18]  B. Tibken Estimation of the domain of attraction for polynomial systems via LMIs , 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

[19]  Pablo A. Parrilo,et al.  Semidefinite programming relaxations for semialgebraic problems , 2003, Math. Program..

[20]  P. Parrilo Structured semidefinite programs and semialgebraic geometry methods in robustness and optimization , 2000 .