ACT4E
Sandbox

until <tf\mathsf{until}_{\lt t}\ f

until Unknown characterUnknown charactertf\mathsf{until}_{\< t}\ f

a<ba \lt b

a Unknown charactertfa_{< t}\ f

This is an example using a definition environment:

Definition

Let HH be a subgroup of a group GG. A left coset of HH in GG is a subset of GG that is of the form xHx H, where x∈Gx \in G and xH={xh:h∈H}x H = \{ x h : h \in H \}.

Similarly a right coset of HH in GG is a subset of GG that is of the form HxH x, where Hx={hx:h∈H}H x = \{ h x : h \in H\}.

Here is a link: Bibliography?

F:C→D F: C \rightarrow D

Time

Definition (Time axis)

A time axis is a totally ordered set. We indicated it as 𝕋,π•Œ,𝕍\mathbb{T},\mathbb{U},\mathbb{V}, etc.

Example

The real numbers ℝ\mathbb{R}, the naturals β„•\mathbb{N}, etc.

Example

Any subset of the real numbers, naturals, etc.

Example

Super-dense time.

TODO: Put reference, definition here.

Signals

Definition (Signals).

Given a time axis 𝕋\mathbb{T} and a set AA, a signal is a map f:𝕋→Af:\mathbb{T}\to A. We write A 𝕋A^{\mathbb{T}} to mean the signal space (set of all signals from 𝕋\mathbb{T} to AA).

Definition (Truncation of a signal).

Given a signal f:𝕋→Af:\mathbb{T}\to A and a threshold tβˆˆπ•‹t\in\mathbb{T}, the truncations until ≀tf\mathsf{until}_{\leq t}\ f and since β‰₯tf\mathsf{since}_{\geq t}\ f are the restrictions on {aβˆˆπ•‹:a≀t}\{a\in\mathbb{T}:a\leq t\} and {aβˆˆπ•‹:t≀a}\{a\in\mathbb{T}:t\leq a\}. Equivalently we define until Unknown charactertf\mathsf{until}_{< t}\ f and since Unknown charactertf\mathsf{since}_{< t}\ f.

TODO: understand why < does not work

Systems

Definition (System).

A system is a relation between two signal spaces.

Definition (The category of systems).

There exists a subcategory of Rel\mathbf{Rel} called Systems\mathbf{Systems} where:

  • The objects are signal spaces A mathbbTA^{\mathbbT}.

  • A morphism f:A 𝕋→B π•Œf:A^{\mathbb{T}}\to B^{\mathbb{U}} is a relation between A 𝕋A^{\mathbb{T}} and B π•ŒB^{\mathbb{U}}.

TODO: Define deterministic, total etc. in the obvious way.

Definition (Causal system).

A causal system S:A 𝕋→B π•ŒS:A^{\mathbb{T}}\to B^{\mathbb{U}} is one for which there exists an isomorphism Ξ±:π•‹β†’π•Œ\alpha:\mathbb{T}\to\mathbb{U} such that, for any tree signals a,b∈A 𝕋a,b\in A^{\mathbb{T}} and c∈A π•Œc\in A^{\mathbb{U}} for which aScaSc and bScbSc, it holds that:

(until ≀ta)=(until ≀tb)β‡’a(Οƒ(t))=b(Οƒ(t)).\left(\mathsf{until}_{\leq t}a\right)=\left(\mathsf{until}_{\leq t}b\right)\quad\Rightarrow\quad a(\sigma(t))=b(\sigma(t)).

We call it stricty causal if

(until Unknown characterta)=(until Unknown charactertb)β‡’a(Οƒ(t))=b(Οƒ(t)).\left(\mathsf{until}_{<t}a\right)=\left(\mathsf{until}_{<t}b\right)\quad\Rightarrow\quad a(\sigma(t))=b(\sigma(t)).

We call it anti-causal if

(since β‰₯ta)=(until β‰₯tb)β‡’a(Οƒ(t))=b(Οƒ(t)).\left(\mathsf{since}_{\geq t}a\right)=\left(\mathsf{until}_{\geq t}b\right)\quad\Rightarrow\quad a(\sigma(t))=b(\sigma(t)).

We call it strictly anti-causal if

(since Unknown charactertta)=(until Unknown charactertb)β‡’a(Οƒ(t))=b(Οƒ(t)).\left(\mathsf{since}_{{<} t t}a\right)=\left(\mathsf{until}_{>t}b\right)\quad\Rightarrow\quad a(\sigma(t))=b(\sigma(t)).
Exercise

Prove that causal and strictly causal systems form a subcategory of Systems\mathbf{Systems}.

Exercise

Characterize the systems that are both causal and anti-causal.

Lemma

Given a system S:A 𝕋→B π•ŒS:A^{\mathbb{T}}\to B^{\mathbb{U}} there is an opposite system S op:A 𝕋 opβ†’B π•Œ opS^{\text{op}}:A^{\mathbb{T}^{\text{op}}}\to B^{\mathbb{U}^{\text{op}}} defined in the obvious way.*

Exercise

Can you define (strictly) anti-causal from (strictly) causal using the notion of opposite system?

Definition

Given a signal f:π•‹β†’π•Œf:\mathbb{T}\to\mathbb{U} and an order isomorphism Οƒ:𝕋→𝕋\sigma:\mathbb{T}\to\mathbb{T} we denote as Οƒ;f\sigma\mathbf{;}f the β€œtranslation of ff by Οƒ\sigma”.

Definition

A time invariant system S:A 𝕋→B π•ŒS:A^{\mathbb{T}}\to B^{\mathbb{U}} is one for which given an order isomorphism Οƒ:𝕋→𝕋\sigma:\mathbb{T}\to\mathbb{T} there exists an order isomorphism Ο„:π•Œβ†’π•Œ\tau:\mathbb{U}\to\mathbb{U} such that

aSb⇒(σ;a)S(τ;b).aSb\Rightarrow(\sigma\mathbf{;}a)S(\tau\mathbf{;}b).
Exercise

Consider the signal spaces A 𝕋A^{\mathbb{T}} as categories where the objects are the signals and a morphism Οƒ:fβ†’g\sigma:f\to g is an order isomorphism such that Οƒ;f=g\sigma;f=g. Can you see the system S:A 𝕋→B π•ŒS:A^{\mathbb{T}}\to B^{\mathbb{U}} as a profunctor?

Definition

Given a system S:A 𝕋→B π•ŒS:A^{\mathbb{T}}\to B^{\mathbb{U}} and the order isomorphisms Οƒ:𝕋→𝕋\sigma:\mathbb{T}\to\mathbb{T} and Ο„:π•Œβ†’π•Œ\tau:\mathbb{U}\to\mathbb{U} we construct the system Οƒ;S;Ο„\sigma;S;\tau as the system such that a(Οƒ;S;Ο„)b⇔(Οƒ;a)S(Ο„;b).a(\sigma;S;\tau)b\Leftrightarrow(\sigma\mathbf{;}a)S(\tau\mathbf{;}b).

Exercise

Fix two objects of Systems\mathbf{Systems} A 𝕋,B π•ŒA^{\mathbb{T}},B^{\mathbb{U}}, and let’s try to make Hom Systems(A 𝕋;B π•Œ)\mathsf{Hom}_{\mathbf{Systems}}(A^{\mathbb{T}};B^{\mathbb{U}}) into a category. Objects are systems S 1,S 2:A 𝕋→B π•ŒS_{1},S_{2}:A^{\mathbb{T}}\to B^{\mathbb{U}}. A morphism Ξ±:S 1β†’S 2\alpha:S_{1}\to S_{2} is a pair of isomorphisms βŸ¨Οƒ,Ο„βŸ©\langle\sigma,\tau\rangle such that Οƒ;S 1;Ο„=S 2\sigma;S_{1};\tau=S_{2}. Does this satisfy the requirements for a category? Define identities and composition; show unitality and associativity.

Exercise

Assuming that the previous exercise gave a positive response, do the arrows-between-arrows we defined count as natural transformations in Systems\mathbf{Systems}?

Exercise

Consider the signal spaces A 𝕋A^{\mathbb{T}} as categories where the objects are the signals and a morphism Οƒ:fβ†’g\sigma:f\to g is a bijection Ο‡:\chi:Aβ†’AA\to A such that f;Ο‡=gf;\chi=g. Can you see a deterministic system S:A 𝕋→B π•ŒS:A^{\mathbb{T}}\to B^{\mathbb{U}} as a functor from A 𝕋A^{\mathbb{T}} to B π•ŒB^{\mathbb{U}}?

Discrete-time systems

Exercise

What are the order isomorphisms of the integers β„€?\mathbb{Z}?

Definition

Let DiscreteTimeSystems\mathbf{DiscreteTimeSystems} be a subcategory of Systems\mathbf{Systems} obtained by taking the restriction of the objects to those in the form A β„€A^{\mathbb{Z}} where β„€\mathbb{Z} are the integers.

Exercise

Define StateSpaceDiscreteTS\mathbf{StateSpaceDiscreteTS} as a subcategory of Rel\mathbf{Rel} where the objects are signal spaces and the morphisms are between U β„€U^{\mathbb{Z}} and Y β„€Y^{\mathbb{Z}}are defined by a triple

S=⟨X,f:XΓ—Uβ†’X,g:XΓ—Uβ†’Y⟩S=\langle X,f:X\times U\to X,g:X\times U\to Y\rangle

and uSyuSy iff there exists an x∈X β„€x\in X^{\mathbb{Z}} such that

x k+1 =f(x k,u k) y k =g(x k,u k).\begin{aligned} x_{k+1} & =f(x_{k},u_{k})\\ y_{k} & =g(x_{k},u_{k}).\end{aligned}
  • Check that StateSpaceDiscreteTS\mathbf{StateSpaceDiscreteTS} is a category. Define composition, identity, etc.

  • Is StateSpaceDiscreteTS\mathbf{StateSpaceDiscreteTS} a subcategory of Systems\mathbf{Systems}?

  • Is StateSpaceDiscreteTS\mathbf{StateSpaceDiscreteTS} a subcategory of DiscreteTimeSystems\mathbf{DiscreteTimeSystems}?

  • Can you find a functor from DiscreteTimeSystems\mathbf{DiscreteTimeSystems} to StateSpaceDiscreteTS\mathbf{StateSpaceDiscreteTS}?

Exercise

If CC is a subcategory of DD and DD is a monoidal category, can we infer that CC is a sub-monoidal category?

Exercise

Is StateSpaceDiscreteTS\mathbf{StateSpaceDiscreteTS} a monoidal category?

Exercise

Consider the set of causal, deterministic, and time-invariant morphism in DiscreteTimeSystems\mathbf{DiscreteTimeSystems}. Show that any of those can be written in state space form.

Exercise

Consider the set of strictly causal and deterministic morphism in DiscreteTimeSystems\mathbf{DiscreteTimeSystems}. Show that any of those can be written in state space form as

x k+1 =f(x k,u k) y k =g(x k),\begin{aligned} x_{k+1} & =f(x_{k},u_{k})\\ y_{k} & =g(x_{k}), \end{aligned}

limiting gg to not depend on the last uu.

Linear time-invariant discrete system

Definition

Define the following types of finite-dimensional linear time-invariant discrete systems. In these equations the signals belong to \left(\mathbb{R}^{n}\right)^{\mathbb{{Z}}}for some finite n\left(\mathbb{R}^{n}\right)^{\mathbb{{n. The symbols A,B,C,D,EA,B,C,D,E refer to matrices of suitable dimensions.

  1. Strictly causal:

    x k+1 =Ax k+Bu k y k =Cx k\begin{aligned} x_{k+1} & =Ax_{k}+Bu_{k}\\ y_{k} & =Cx_{k}\end{aligned}
  2. Causal systems:

    x k+1 =Ax k+Bu k y k =Cx k+Du k\begin{aligned} x_{k+1} & =Ax_{k}+Bu_{k}\\ y_{k} & =Cx_{k}+Du_{k}\end{aligned}
  3. Descriptor systems:

    Ex k+1 =Ax k+Bu k y k =Cx k+Du k\begin{aligned} Ex_{k+1} & =Ax_{k}+Bu_{k}\\ y_{k} & =Cx_{k}+Du_{k}\end{aligned}
Exercise

Show that these three types of systems are categories and from top to bottom they are ordered by subcategory inclusion.

Exercise

Are these monoidal categories?

Exercise

Are these traced monoidal categories?

Fong’s formalism

Linear time-invariant continuous system

Definition

Define the following types of finite-dimensional linear time-invariant discrete systems. In these equations the signals belong to \left(\mathbb{R}^{n}\right)^{\mathbb{{Z}}}for some finite n\left(\mathbb{R}^{n}\right)^{\mathbb{{n. The symbols A,B,C,D,EA,B,C,D,E refer to matrices of suitable dimensions.

  1. Strictly causal:

    xΛ™ =Ax t+Bu t y t =Cx t\begin{aligned} \dot{x} & =Ax_{t}+Bu_{t}\\ y_{t} & =Cx_{t}\end{aligned}
  2. Causal systems:

    xΛ™ =Ax t+Bu t y t =Cx t+Du t\begin{aligned} \dot{x} & =Ax_{t}+Bu_{t}\\ y_{t} & =Cx_{t}+Du_{t}\end{aligned}
  3. Descriptor systems:

    ExΛ™ =Ax t+Bu t y t =Cx t+Du t\begin{aligned} E\dot{x} & =Ax_{t}+Bu_{t}\\ y_{t} & =Cx_{t}+Du_{t}\end{aligned}
Exercise

Show that these three types of systems are categories and from top to bottom they are ordered by subcategory inclusion.

Exercise

Are these monoidal categories?

Exercise

Are these traced monoidal categories?

Linearity properties

TODO: we defined β€œlinear” as β€œthose defined by linear equations”. Now define the black-box linear behaviors (preserves sums, scaling, etc.).

Relationship between linear discrete/continuous time

Definition

Define the operation of discretization as, given a period Ξ”,\Delta, as .…

Exercise
  1. Are discretizations functors from continuous to discrete linear systems?

  2. Are discretizations embeddings from continuous to discrete linear systems?

Exercise
  1. Can you find a bijection from discrete linear systems to continuous linear systems?

  2. Can you find a functor from discrete linear systems to continuous linear systems?

  3. Can you find an embedding from discrete linear systems to continuous linear systems?

Z-transform

TODO: Define z-transforms and their properties.

TODO: Formalize the relationship between linear discrete systems and z-transforms.

TODO: Show what classes of Z-transforms are a traced monoidal category.

Laplace transform

TODO: Define laplace-transforms and their properties.

TODO: Formalize the relationship between linear continuous systems and laplace -transforms.

TODO: Show how we can pass from Laplace to Z-transform by change of parameters.

Stability

TODO: define property of stability.

TODO: define BIBO stability.

TODO: when is it preserved by composition?

Observability and controllability

TODO: define properties of:

  1. observability

  2. controllabity

  3. detectability

  4. stabilizability

TODO: how do they behave under the various compositions?

Dissipative systems

Positive systems

Port-hamiltonian systems

Uncertain systems

(Set-based uncertainty)

Stochastic systems

(probability-based uncertainty)

Markov decision processes

POMDPs