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ADAPTIVE PARAMETER ESTIMATION OF HYPERBOLIC

DISTRIBUTED PARAMETER SYSTEMS:

NON-SYMMETRIC DAMPING AND SLOWLY TIME

VARYING SYSTEMS

H.T. BANKS AND M.A. DEMETRIOU

Abstract. In this paper a model reference-based adaptive parameter estimator for a wide class of hyperbolic distributed parameter systems is considered. The proposed state and parameter estimator can handle hyperbolic systems in which the damping sesquilinear form may not be symmetric (or even present) and a modication to the standard adap- tive law is introduced to account for this lack of symmetry (or absence) in the damping form. In addition, the proposed scheme is modied for systems in which the input operator, bounded or unbounded, is also unknown. Parameters that are slowly time varying are also considered in this scheme via an extension of nite dimensional results. Using a Lyapunov type argument, state convergence is established and with the additional assumption of persistence of excitation, parameter con- vergence is shown. An approximation theory necessary for numerical implementation is established and numerical results are presented to demonstrate the applicability of the above parameter estimators.

1. Introduction

The adaptive parameter estimation of second order distributed parameter systems was initially studied by Demetriou and Rosen, 15], written in a second order setting and by Scondo 25], Demetriou 14] and Baumeister et al. 12] written as a rst order system having strong damping. The scheme presented there did not account for systems with non-symmetric damping bilinear forms. Such a system, which motivated the current work, was observed in the adaptive estimation of structural acoustic models 4]

where lack of symmetry in the damping form was observed and thus the scheme presented in 15] was no longer applicable. A modi cation to the adaptive scheme was therefore required in order to account for the lack of such a symmetry.

In this note we propose various modi cations to account for this (lack of symmetry) and therefore rendering the scheme implementable. In addition,

H.T. Banks: Center for Research in Scientic Computation, North Carolina State University, Raleigh, NC 27695-8205, USA. E-mail: [email protected].

M.A. Demetriou: Department of Mechanical Engineering, Worcester Polytechnic Insti- tute, Worcester, MA 01609, USA. E-mail: [email protected].

Research supported in part by the Air Force Oce of Scientic Research under grant AFOSR F49620-95-1-0236 and in part by NASA under grant NAG-1-1600.

Received by the journal December 7, 1996. Revised November 6, 1997. Accepted for publication February 19, 1998.

c Societe de Mathematiques Appliquees et Industrielles. Typeset by LATEX.

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if it is known that the parameters are (slowly) time varying, then a state and parameter estimator is proposed to estimate these time varying parameters.

Speci cally, if it is known that the (unknown) parameters converge to a steady state value, then with the additional assumption of persistence of ex- citation, the scheme can guarantee that the parameter estimates converge to the steady state value of the system's parameters. Another issue that arises in many hyperbolic distributed parameter systems is when the system has no damping at all. While the \no-damping" case does not occur physically, it is often the model used for systems with very light and/or poorly understood damping. This case is also treated here, and the persistence of excitation condition, required for parameter convergence, is modi ed in order to ac- count for the absence of the damping term. It is worth mentioning that even though the system under consideration does not have a damping term, the proposed estimator requires one in order to guarantee convergence. Further- more, this estimator appears to be more general than the one presented in 14] (systems with strong damping) or in 25] (systems with no damping), because the estimator operators here are not simply chosen as the plant's operators evaluated at some optimal parameter, but rather some other gen- eral and not necessarily parameterized operators. In all cases above, unlike 15] and 25], the parameters in the input operator are assumed to be un- known and therefore the adaptive schemes can identify these parameters in the input operator. In addition, these schemes can handle the case where the input operator is unbounded. A similar result was established in 14] for the case with symmetric damping form. The issue of unknown parameters in the source term is of great importance in the control of exible structures and especially when control is implemented via smart actuators. In this case, parameters related to the geometric and physical properties of these smart actuators are usually known to within a percentage of the actual value and often vary (slowly) with time. These uctuations exhibit destabilizing eects in controlling these structures with the end result of poor, if not inadequate, control performance.

The following section introduces the underlying spaces that are needed to analyze the system and its estimator and gives conditions imposed on the system that are required for parameter convergence. This essentially de nes the class of systems for which the adaptive parameter estimation schemes are applicable. Section 3 provides a summary of the stability and convergence arguments for such an estimator. The adaptive parameter estimation scheme for systems with (slowly) time varying parameters is presented in Section 4.

Since the proposed state and parameter estimators are in nite dimensional, an approximation theory, which will be used for implementation purposes, is developed in Section 5. Section 6, which includes examples and numerical simulations of the structural acoustic system 4], is added to demonstrate the applicability of the above theoretical results while Section 7 summarizes the results and concludes with further open problems in the area of adaptive parameter identi cation of distributed parameter systems.

ESAIM: Cocv, May 1998, Vol. 3, 133{162

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2. The Plant and the Estimator

Let

H

be a real Hilbert space with inner product h

iand corresponding induced norm jj, and let

V

1 and

V

2 be real reexive Banach spaces with norms denoted by kkV1 and kkV2, respectively. We assume that

V

1 is embedded densely and continuously in

V

2 and that

V

2 is embedded densely and continuously in

H

. It then follows that (see, for example, 6, 10])

V

1

,

!

V

2

,

!

H

=

H ,

!

V

2

,

!

V

1

(2.1) where

H

,

V

2, and

V

1 denote the conjugate duals of

H

,

V

2, and

V

1, respec- tively. Since the embeddings in (2.1) are dense and continuous, 21, 26, 27, 28], we assume that there exist positive constants,

K

V2,

K

V1, and

K

V2V1, such that j

'

j

K

V2k

'

kV2,

'

2

V

2, that j

'

j

K

V1k

'

kV1,

'

2

V

1, and that

k

'

kV2

K

V2V1k

'

kV1,

'

2

V

1. We denote the usual operator norms on

V

2 and

V

1 by kkV2 and kkV1, respectively. The duality pairing, de- noted by h

iV1V1, is the extension by continuity of the inner product h

i from

H

V

1 to

V

1

V

1 hence, elements

'

2

V

1 have the representation

'

(

'

) = h

' '

iV1V1, see 7, 10]. As it was pointed out in 4, 6, 7, 15],

V

2 can either be

V

1,

H

or some intermediate space, depending on the damping form chosen.

Let

Q

be a real Hilbert space (henceforth the parameter space) with inner producth

iQand corresponding induced normjjQ, and for each

q

2

Q

let

1(

q

) :

V

1

V

1 !R1be a bilinear form on

V

1 satisfying

(

A

1) (Symmetry)

1(

q '

) =

1(

q '

),

'

2

V

1, and

q

2

Q

, for at least one tuning parameter

q

2

Q

, we have

(

A

2) (Boundedness)

j

1(

q '

)j

0(

q

)k

'

kV1k

kV1

'

2

V

1

with

0(

q

)

>

0

(

A

3) (Coercivity)

1(

q ''

)

0(

q

)k

'

k2V1

'

2

V

1

with

0(

q

)

>

0

(

A

4) (Linearity) the map

q

!

1(

q '

) from

Q

into R1 is linear for each

'

2

V

1.

Similarly, for each

q

2

Q

, let

2(

q

) :

V

2

V

2 !R1be a bilinear form on

V

2 satisfying

(

B

1) (Symmetry)

2(

q '

) =

2(

q '

),

'

2

V

2, (

B

2) (Boundedness)

j

2(

q '

)j 0(

q

)k

'

kV2k

kV2

'

2

V

2

(

B

3) (Coercivity)

2(

q ''

) 0(

q

)k

'

k2V2,

'

2

V

2,

(

B

4) (Linearity) The map

q

!

2(

q '

) from

Q

intoR1 is linear for each

'

2

V

2,

where 0(

q

), 0(

q

)

>

0, and

q

is the same xed element of

Q

appearing in Assumptions (

A

2) and (

A

3) above.

For each

q

2

Q

, let

b

(

q

) :

H

V

1!R1be a bilinear form satisfying (

C

1) (Boundedness)

j

b

(

q #

)jj

q

jQj

#

jk

kV1

#

2

H

2

V

1

(4)

(

C

2) (Linearity) The map

q

!

b

(

q #

) from

Q

intoR is linear for

#

2

H

and

2

V

1.

For

q

2

Q

de ne the linear operators

A

1(

q

) and

A

2(

q

) from

V

1 into

V

1 and

V

2 into

V

2 by

h

A

1(

q

)

'

i =

1(

q '

)

'

2

V

1

h

A

2(

q

)

'

i =

2(

q '

)

'

2

V

2

:

In addition, we de ne the input operator

B

(

q

) :

H

!

V

1 by

h

B

(

q

)

#

iV1V =

b

(

q #

)

#

2

H

2

V

1

:

For

q

2

Q

we consider the second order linear initial value problem given in variational form by

h

z

tt(

t

)

'

iV1V1+

2(

q z

t(

t

)

'

) +

1(

q z

(

t

)

'

) =

b

(

q f

(

t

)

'

)

(2.2)

'

2

V

1

t >

0

z

(0) =

z

0

z

t(0) =

z

1

(2.3) where

z

t denotes time dierentiation,

z

0 2

V

1,

z

1 2

H

, and

f

2

L

2(0

1

H

).

The well posedness of the system (2.2), (2.3) with symmetric

2 was established in 6] using linear semigroup theory. The case where

2 is not symmetric was treated in 5, 8] for structural acoustic interaction models.

The identi cation objective is to design a state and parameter estimator using the plant state (

z

(

t

)

z

t(

t

)) and the plant input

f

(

t

) in order to identify the unknown plant parameter

q

adaptively.

We now make the assumption of an admissible plant as it was de ned in 15], namely a boundedness condition on the state of the system.

Definition 2.1. An admissible plant is a triple (

qzf

) with

q

2

Q

and (

zz

t) a solution to the initial value problem (2.2), (2.3) corresponding to

q

and

f

, for which there exists constants

>

0 such that

j

2(

p z

t(

t

)

'

)+

1(

p z

(

t

)

'

);

b

(

p f

(

t

)

'

)j

j

p

jQk

'

kV2

for almost every

t >

0,

p

2

Q

and

'

2

V

1.

Following the results in 14], it is possible to specify sucient conditions for a solution (

zz

t) to the initial value problem (2.2), (2.3) to have the necessary regularity for (

qzf

) to be an admissible plant.

2.1. Non-symmetric Damping

Given an admissible plant (

qzf

) and a tuning parameter

q

2

Q

, we de ne in the same manner the estimator for

q

and

z

, denoted by ^

q

and ^

z

respectively, in the form of the initial value problem

h

z

^tt(

t

)

'

i+

2(

q

^

z

t(

t

)

'

)+

1(

q

^

z

(

t

)

'

) +

2(^

q

(

t

)

z

t(

t

)

'

) +

1(^

q

(

t

)

z

(

t

)

'

)

=

b

(^

q

(

t

)

f

(

t

)

'

)+

2(

q z

t(

t

)

'

) +

1(

q z

(

t

)

'

)

(2.4)

'

2

V

1

t >

0

ESAIM: Cocv, May 1998, Vol. 3, 133{162

(5)

h

q

^t(

t

)

p

iQ+

2(

p z

t(

t

)

z

(

t

);^

z

(

t

)) +

1(

p z

(

t

)

z

(

t

);

z

^(

t

))

;

b

(

p f

(

t

)

z

(

t

);

z

^(

t

)) +

2(

p z

t(

t

)

z

t(

t

);

z

^t(

t

))

+

1(

p z

(

t

)

z

t(

t

);

z

^t(

t

));

b

(

p f

(

t

)

z

t(

t

);

z

^t(

t

)) = 0

(2.5)

p

2

Q t >

0

z

^(0)2

V

1

z

^t(0)2

H q

^(0)2

Q:

(2.6) Remark 2.2. In the case that condition (

B

1) is not satis ed, i.e.

2(

q

)is not symmetric, the above adaptive estimator does not satisfy the conditions presented in 15] and therefore it cannot be implemented. We propose two ways to alleviate such a problem.

(

S

1) We can impose the condition that the bilinear form satis es the sym- metry condition (

B

1) only when it is evaluated at the tuning parameter

q

, namely

2(

q '

) =

2(

q '

)

8

'

2

V

1 and some

q

2

Q:

(2.7) (

S

2) Replace the non-symmetric term

2(

q '

) in (2.4) with the sym-

metric term

12

2(

q '

)+

2(

q '

)]

'

2

V

1

:

(2.8) The rst option seems more attractive for implementational purposes, but it might happen that equation (2.7) can never be satis ed for any tuning parameter

q

2

Q

that simultaneously satis es (

S

1), (

A

2), (

A

3), (

B

2) and (

B

3). Of course, if there exists such a

q

, then (

S

1) is the preferred modi - cation. If, on the other hand, there does not exist a

q

2

Q

such that (

S

1) is satis ed, then (

S

2) must be implemented. With the second option taken, equation (2.4) then becomes

h

z

^tt(

t

)

'

i+ 12

2(

q

^

z

t(

t

)

'

)+

2(

q ' z

^t(

t

))]

+

1(

q

^

z

(

t

)

'

)+

2(^

q

(

t

)

z

t(

t

)

'

)+

1(^

q

(

t

)

z

(

t

)

'

)

=

b

(^

q

(

t

)

f

(

t

)

'

)+ 12

2(

q z

t(

t

)

'

) +

2(

q 'z

t(

t

))]

+

1(

q z

(

t

)

'

)

'

2

V

1

t >

0

We note that the parameters

q

2

Q

and

>

0 can be thought of as gains, or tuning parameters, which are used to \tune" the estimator, see 15]. Of course

q

must be such that Assumptions (

A

2), (

A

3), (

B

2), and (

B

3) (and (

S

1) when applicable) are satis ed. We note as well, that weighting the

Q

inner product can also serve to tune the scheme, see 15, 16].

A third option seems to be the most general and will be the one treated throughout these pages. Instead of searching for an optimal parameter

q

2

Q

such that Assumptions (

A

2)-(

A

3), (

B

2)-(

B

3) and (

S

1) or (

S

2) are satis ed, one can introduce bilinear forms i(

) :

V

i

V

i ! R1 that do not depend on any parameter

q

2

Q

or necessarily bear any resemblance to the bilinear forms

i(

q

), and that satisfy Assumptions (

A

1)-(

A

3) and (

B

1)-(

B

3) with known bounds. That is, let 1(

) :

V

1

V

1 ! R1 be a bilinear form on

V

1 satisfying

(

A

1) (Symmetry) 1(

'

) = 1(

'

),

'

2

V

1,

(

A

2) (Boundedness)j1(

'

)j

0k

'

kV1k

kV1,

0

>

0,

'

2

V

1,

(6)

(

A

3) (Coercivity) 1(

''

)

0k

'

kV1,

0

>

0,

'

2

V

1, and let 2(

) :

V

2

V

2!R1 be a bilinear form on

V

2 satisfying (

B

1) (Symmetry) 2(

'

) = 2(

'

),

'

2

V

2,

(

B

2) (Boundedness)j2(

'

)j 0k

'

kV2k

kV2, 0

>

0,

'

2

V

2, (

B

3) (Coercivity) 2(

''

) 0k

'

k2V2, 0

>

0,

'

2

V

2.

This can also be viewed as being a more general case of the adaptive scheme presented in 15, 25] where

i(

q

) is a speci c form of i(

),

i

= 1

2.

Then, the state and parameter estimator equivalents of (2.4) - (2.6) are now given by

h

z

^tt(

t

)

'

i+ 2(^

z

t(

t

)

'

)+ 1(^

z

(

t

)

'

) +

2(^

q

(

t

)

z

t(

t

)

'

) +

1(^

q

(

t

)

z

(

t

)

'

)

=

b

(^

q

(

t

)

f

(

t

)

'

)+ 2(

z

t(

t

)

'

) + 1(

z

(

t

)

'

)

'

2

V

1

t >

0

(2.9)

h

q

^t(

t

)

p

iQ+

2(

p z

t(

t

)

z

(

t

);

z

^(

t

)) +

1(

p z

(

t

)

z

(

t

);

z

^(

t

))

;

b

(

p f

(

t

)

z

(

t

);

z

^(

t

)) +

2(

p z

t(

t

)

z

t(

t

);

z

^t(

t

))

+

1(

p z

(

t

)

z

t(

t

);

z

^t(

t

));

b

(

p f

(

t

)

z

t(

t

);

z

^t(

t

)) = 0

(2.10)

p

2

Q t >

0

z

^(0)2

V

1

z

^t(0)2

H q

^(0)2

Q:

(2.11) Assumptions (

A

4) and (

B

4) imply that the system (2.9), (2.10) is linear in (^

z q

^). One way that the initial value problem (2.9), (2.10) and (2.11) can be shown to be well posed is in the sense of the existence of a unique mild or generalized solution. This can be argued via the theory of in nite dimensional evolution equations as presented in, for example, Pazy 23], Tanabe 27] or the more relevant treatment by Demetriou and Rosen 15]

and Scondo 25] for the symmetric or absent

2 case. We duplicate, for sake of completeness, the procedure used in 15] and present the required modi cations.

Let f

X

h

iXg be the Hilbert space de ned by

X

=

V

1

H

and intro- ducing an additional tuning parameter

, we de ne the

X

-inner product

h

'

iX =

f1(

'

1

1) +h

'

2

2ig+h

'

1

2i+h

1

'

2i+ 2(

'

1

1)

for

'

= (

'

1

'

2),

= (

1

2) 2

X

,

2R. It can easily be shown 15] that if

>

0 is suciently large, then h

iX is in fact an inner product on

X

and moreover, that the corresponding induced norm, jjX, is equivalent to the norm on

X

induced by the more standard inner product on

X

given by

(

'

)X = 1(

'

1

1) +h

'

2

2i

for

'

= (

'

1

'

2),

= (

1

2) 2

X

. In fact, these arguments will be given in the proofs of Lemma 3.1 and convergence results in the next section (see also 15]). Now let

Y

=

V

1

V

1 be endowed with the norm

k

'

kY = k

'

1k2V1 +k

'

2k2V112

for

'

= (

'

1

'

2)2

Y

. Then

Y

is a reexive Banach space and

Y ,

!

X ,

!

Y

with the embeddings dense and continuous.

We rewrite (2.9), (2.10) in rst order form as

dt d

x

(

t

)

q

^(

t

)

=

A B(

t

)

;B(

t

) 0

x

(

t

)

q

^(

t

)

+F(

t

)

t >

0

(2.12)

ESAIM: Cocv, May 1998, Vol. 3, 133{162

(7)

where A2L(

YY

) andB(

t

)2L(

QY

), are given by

A

'

=

0

I

;A

1

;A

2

'

1

'

2

'

= (

'

1

'

2)2

Y

(2.13) and

B(

t

)

q

=

0

;

A

2(

q

)

z

t(

t

);

A

1(

q

)

z

(

t

) +

B

(

q

)

f

(

t

)

q

2

Q

(2.14)

respectively (the operators

A

1(

q

) and

A

2(

q

) are as they have been de ned above), A1 2 L(

V

1

V

1) and A2 2 L(

V

2

V

2) are the operators that corre- spond to the bilinear forms 1

2 and are de ned similar to the operators

A

1(

q

)

A

2(

q

), B(

t

) 2 L(

YQ

) is the Banach space adjoint of B(

t

) (that is, recalling that above embeddings, that hB(

t

)

'q

iQ = h

'

B(

t

)

q

iX,

'

2

Y

,

q

2

Q

), and the forcing term is

F(

t

) =

2

4

0

A

2

z

t(

t

) +A1

z

(

t

)

B(

t

) (

z

(

t

)

z

t(

t

))

3

5

t >

0

:

(2.15) Since (

qzf

) is assumed to be an admissible plant, then F 2

L

2(0

T

(

Y

Q

) ) for all

T >

0. We assume that

z

is such that

A

2(

q

)

z

t(

t

)+

A

1(

q

)

z

(

t

)2

H

,

t

0,

q

2

Q

, and that A2

z

t(

t

) +A1

z

(

t

) 2

H

,

t

0. In addition we assume that the map

t

!

A

2(

q

)

z

t(

t

)+

A

1(

q

)

z

(

t

), for each

q

2

Q

, is strongly continuously dierentiable in

H

. Let X =

X

Q

, let the domainD be

D=f(

'q

)2X :

'

= (

'

1

'

2)2

Y

and A1

'

1+A2

'

2 2

H

g and de ne the family of operators nA~(

t

)ot

0

, ~A(

t

) :DX !X by

~

A(

t

) =

A B(

t

)

;B(

t

) 0

t

0

:

Using the results in 15] it can be shown that fA~(

t

)gt0 is a stable family of in nitesimal generators of C0 semigroups on X and that the map

t

!

~

A(

t

)(

'q

) for (

'q

) 2 D is strongly continuously dierentiable in X. It then follows, 23], that the system (2.9), (2.10), (2.11) admits a unique mild solution. When the initial data, (

x

(0)

^

q

(0)), is suciently regular (i.e.

(

x

(0)

^

q

(0)) 2 D) and F is suciently regular (which essentially depends upon the regularity of the plant state,

z

) we have a strong solution to the initial value problem (2.9) - (2.11). In the rest of this note, we assume that the initial data and the plant are suciently regular to ensure that the initial value problem (2.9) - (2.11) has a strong solution.

Let

e

(

t

) := ^

z

(

t

) ;

z

(

t

) denote the state error and

r

(

t

) := ^

q

(

t

);

q

the parameter error, with (

qzf

) a plant and (^

q z

^) a solution to the initial value problem (2.9) - (2.11). In the next section we will show that under no additional assumptions we have state error convergence and that under the additional assumption of persistence of excitation can guarantee parameter convergence.

(8)

2.2. Systems with no Damping

In this subsection we consider systems with no damping term, given in weak form by

h

z

tt(

t

)

'

iV1V1 +

1(

q z

(

t

)

'

) =

b

(

q f

(

t

)

'

)

'

2

V

1

t >

0

(2.16)

z

(0) =

z

0

z

t(0) =

z

1

(2.17) where

z

0 2

V

1,

z

1 2

H

, and

f

2

L

2(0

1

H

). In this case we only utilize a Gelfand triple with

V

1

,

!

H

'

H ,

!

V

1, 28].

The well posedness of the system (2.16), (2.17) with bounded input oper- ator can easily be established using linear semigroup theory, see 10, 20, 21, 23, 26, 28]. The case of unbounded input operator is treated in 7]. Once again, it is possible to specify sucient conditions for a solution (

zz

t) to (2.16), (2.17) to have the necessary regularity for (

qzf

) to be an admissible plant.

The corresponding de nition for an admissible plant, in this case, is the triple (

qzf

) with (

zz

t) a solution to (2.16), for which there exist

>

0 such that

j

1(

p z

(

t

)

'

);

b

(

p f

(

t

)

'

)j

j

p

jQk

'

kV2 (2.18) for almost every

t >

0,

p

2

Q

and

'

2

V

1. In the proposed state and param- eter estimator below, we utilize a damping sesquilinear form

2 even though

2 does not occur naturally in the system (2.16), (2.17). The motivation behind this is to enhance the convergence properties of the state error (both

k

e

(

t

)kV1 and j

e

t(

t

)j) to zero this will become clearer in the ensuing stability analysis. In this case the proposed state and parameter estimators take the form

h

z

^tt(

t

)

'

i+

2(

q

^

z

t(

t

)

'

)+

1(

q

^

z

(

t

)

'

) +

1(^

q

(

t

)

z

(

t

)

'

)

=

b

(^

q

(

t

)

f

(

t

)

'

)+

2(

q z

t(

t

)

'

) +

1(

q z

(

t

)

'

)

'

2

V t >

0

(2.19)

h

q

t(

t

)

p

iQ+

1(

p z

(

t

)

z

(

t

);

z

^(

t

));

b

(

p f

(

t

)

z

(

t

);

z

^(

t

))

+

1(

p z

(

t

)

z

t(

t

);

z

^t(

t

));

b

(

p f

(

t

)

z

t(

t

);

z

^t(

t

))] = 0

(2.20)

p

2

Q t >

0

z

^(0)2

V

1

z

^t(0)2

H q

^(0)2

Q

(2.21) where

2 (a design term) is chosen to satisfy Assumptions (

A

1) - (

A

4). We note, however, that by employing a 5-space setting as in (2.1),

2 could al- ternatively be chosen to satisfy Assumptions (

B

1) - (

B

4) which permits one to obtain the desired results under, in general, much weaker assumptions on

2. The reader is also directed to 25] for a similar treatment of second or- der systems with no damping in a 3-space setting where that author chooses

2(

q

) of the estimator to be the same as

1(

q

) of the system.

As in the case of subsection 2.1, we de ne the space

X

=

V

1

H

with the same inner product

h

'

iX=

f

1(

q '

1

1) +h

'

2

2ig+h

'

1

2i+h

1

'

2i+

2(

q '

1

1)

for

'

= (

'

1

'

2),

= (

1

2) 2

X

, where

q

2

Q

is as it was de ned in Assumptions (

A

2), (

A

3) (or equivalently in Assumptions (

B

2), (

B

3)).

ESAIM: Cocv, May 1998, Vol. 3, 133{162

(9)

Remark 2.3. In the no damping case the bilinear form

2, proposed in (2.19), (2.20), is chosen to satisfy all four conditions (

A

1) - (

A

4), and this of course results in a Gelfand triple setting rather than a Gelfand quintuple setting. The symmetry condition is also imposed even when

2(

q

) is not evaluated at the tuning parameter

q

. This can be done since

2 is a purely design term. One can further modify the above estimator by using the results of the third option (general option) to replace

1(

q

) by 1(

) and

2(

q

) by 2(

) if more design exibility is desired, at the expense of increased complexity via a Gelfand quintuple. This then becomes a more general case that includes the treatment of symmetric damping in 12, 15]

and of no damping in 25].

Similarly, we de ne the reexive Banach space

Y

=

V

1

V

1, endowed with the norm

k

'

kY = k

'

1k2V1 +k

'

2k2V112

for (

'

1

'

2)2

Y

with

Y ,

!

H ,

!

Y

and the embeddings dense and contin- uous. We rewrite (2.19)-(2.21) in rst order form as

dt d

x

(

t

)

q

^(

t

)

=

A B(

t

)

;B(

t

) 0

x

(

t

)

q

^(

t

)

+F(

t

)

t >

0

where in this case A2L(

YY

) and B(

t

)2L(

QY

), are now given by

A

'

=

0

I

;

A

1(

q

) ;

A

2(

q

)

'

1

'

2

'

= (

'

1

'

2)2

Y

and

B(

t

)

q

=

0

;

A

1(

q

)

z

(

t

) +

B

(

q

)

f

(

t

)

q

2

Q

respectively (once again the operators

A

1(

q

) and

A

2(

q

) are as they have been de ned in subsection 2.1 with

A

2(

q

) now in L(

V

1

V

)), B(

t

) 2 L(

YQ

) is again the Banach space adjoint of B(

t

), and

F(

t

) =

2

4

A

2(

q

)

z

t(

t

) +0

A

1(

q

)

z

(

t

)

B(

t

) (

z

(

t

)

z

t(

t

))

3

5

t >

0

:

From the equivalent de nition of the plant, equation (2.18), we have F 2

L

2(0

T Y

) for all

T >

0. Using similar arguments as in Section 2, we can show the well posedness of the state and parameter estimator, (2.19)-(2.21).

Note that if the general case is used (Remark 2.3) then the Aoperator is now given by (2.13) and F(

t

) by (2.15)

3. Stability and Convergence We now establish the convergence of the state estimator

tlim!1k

e

(

t

)kV1 = 0 and limt

!1

j

e

t(

t

)j= 0

and, with the additional assumption of persistence of excitation, parame- ter convergence. That is, limt!1j

r

(

t

)jQ = limt!1j

q

^(

t

);

q

jQ = 0. We assume throughout this section that (

qzf

) is an admissible plant (see De nition 2.1).

(10)

3.1. Non-symmetric Damping

Using the plant equation (2.2) with non-symmetric

2 (i.e. (

B

1) not satis ed), the state estimator (2.9), and the parameter estimator (2.10), we have that

e

and

r

satisfy the linear, homogeneous, non-autonomous, initial value problem given in weak or variational form by

h

e

tt(

t

)

'

i+ 2(

e

t(

t

)

'

)+ 1(

e

(

t

)

'

)+

2(

r

(

t

)

z

t(

t

)

'

)+

1(

r

(

t

)

z

(

t

)

'

)

=

b

(

r

(

t

)

f

(

t

)

'

)

'

2

V

1

t >

0

(3.1)

h

r

t(

t

)

p

iQ;

2(

p z

t(

t

)

e

(

t

));

1(

p z

(

t

)

e

(

t

))+

b

(

p f

(

t

)

e

(

t

))

;

2(

p z

t(

t

)

e

t(

t

));

1(

p z

(

t

)

e

t(

t

)) +

b

(

p f

(

t

)

e

t(

t

)) = 0

(3.2)

p

2

Qt >

0

e

(0)2

V

1

e

t(0)2

H r

(0)2

Q:

(3.3) We next establish a Lyapunov-like estimate for the system (3.1) - (3.3). In essence, it is shown that the derivative of an energy function is non-positive along the trajectories of the error equations (3.1), (3.2).

Lemma 3.1. (15]) If the tuning parameter

satises

>

max

(

K

V1

K

V01

K

V22

0 )

(3.4)

then there exist constants

,

k >

0 such that for all

t >

0

k

e

(

t

)k2V1+j

e

t(

t

)j2+j

r

(

t

)j2Q+

Z t

0

k

e

(

s

)k2V1 +k

e

s(

s

)k2V2

ds

where

=

k

nk

e

(0)k2V1+j

e

t(0)j2+j

r

(0)j2Qo.

Proof. Following the treatment in 15], we de ne the energy functional,

E

: 0

1)!R1, for the system (3.1), (3.2) by

E

(

t

) =

1(

e

(

t

)

e

(

t

)) +j

e

t(

t

)j2+ 2h

e

(

t

)

e

t(

t

)i + 2(

e

(

t

)

e

(

t

))+j

r

(

t

)j2Q

=

e

(

t

)

e

t(

t

)

2

X +j

r

(

t

)j2Q

:

(3.5) Then, using (3.1), (3.2), and assumptions (

A

3) and (

B

3), we obtain

E

t(

t

) =

f21(

e

(

t

)

e

t(

t

)) + 2h

e

tt(

t

)

e

t(

t

)ig+ 2h

e

t(

t

)

e

t(

t

)i + 2h

e

(

t

)

e

tt(

t

)i+ 22(

e

t(

t

)

e

(

t

)) + 2h

r

t(

t

)

r

(

t

)iQ

= ;2

2(

e

t(

t

)

e

t(

t

));21(

e

(

t

)

e

(

t

)) + 2j

e

t(

t

)j2 (3.6)

;2

0k

e

(

t

)k2V1; 2 0;2

K

V22k

e

t(

t

)k2V2

;

0 k

e

(

t

)k2V1+k

e

t(

t

)k2V2

for some

0 = minf2

0

2 0;2

K

V22g

>

0, since, by assumption,

>

K

V22

=

0. Consequently,

E

(

t

) +

0Z t

0

k

e

(

s

)k2V1+k

e

s(

s

)k2V2

ds

E

(0)

:

(3.7)

ESAIM: Cocv, May 1998, Vol. 3, 133{162

(11)

From assumptions (

A

2) and (

B

2), see also 15], we nd that

E

(

t

)

Rfk

e

(

t

)k2V1+j

e

t(

t

)j2+j

r

(

t

)j2Qg

(3.8) for some

R

>

0 and from (3.5) that

L k

e

(

t

)k2V1+j

e

t(

t

)j2+j

r

(

t

)j2Q

E

(

t

)

(3.9) for some

L

>

0. The desired result then follows from (3.7), (3.8), (3.9), and the assumed lower bound on

.

The convergence of the state estimate is established below without im- posing any additional assumptions. Let (

qzf

) be an admissible plant. If

>

maxf

K

V1

K

V1

=

0

K

V22

=

0g, then the energy functional

E

given by (3.5) is non-increasing,

tlim!1k

e

(

t

)kV1 = 0 and limt

!1

j

e

t(

t

)j= 0

:

(3.10) The proof of the state convergence is similar to the one given in 15] for the symmetric case and is given in greater detail in Appendix A of the companion report 3].

Remark 3.2. (15]) In the case that

V

1 =

V

2, inspection of the de nition of

E

given in (3.5) reveals that Lemma 3.1 and the error convergence (3.10) can be proved with the somewhat weaker assumption on

that

>

max

(

K

V1

K

V1

;0 0

K

V22

0 )

:

In order to establish parameter convergence we require the notion of per- sistence of excitation.

Definition 3.3. A plant (

qzf

) is said to be persistently excited via the input

f

, if there exists

T

0

0

0

>

0 such that for each

p

2

Q

withj

p

jQ= 1 and each

t

1

>

0 suciently large, there exists a ~

t

2

t

1

t

1+

T

0] such that

Z

~t+0

~t h

A

2(

p

)

z

(

)

i+h

A

1(

p

)

z

(

)

i;h

B

(

p

)(

)

i

d

V1

0

:

With the above condition assumed, we have that if the plant (

qzf

) is persistently excited then

tlim!1j

r

(

t

)jQ= 0

:

The proof of parameter convergence follows from two technical lemmas which are stated and proven in Appendix A of 3]. It is almost identical to the symmetric case presented in 15].

Remark 3.4. Continuing with possible extensions for the non-symmetric case as was presented in Remark 2.2, we also present a fourth possible way which is less complicated but changes the bound on the constant

. If the original state estimator (with no modi cations) given by (2.4) is used, then

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