Stability of Linear Dynamical Systems | The Practical Guide to Semidefinite Programming (3/4)

Ғылым және технология

Third video of the Semidefinite Programming series. In this video, we will see how to use semidefinite programming to check whether a linear dynamical system is asymptotically stable. Thanks to Lyapunov's theory, this task can be reduced to searching for a so-called Lyapunov function. Python code included as usual.
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Timestamps:
0:00 Intro
0:18 Stability
1:58 Lyapunov
4:50 Python code
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Credit:
🐍 Manim and Python : github.com/3b1b/manim
🐵 Blender3D: www.blender.org/
🗒️ Emacs: www.gnu.org/software/emacs/
Toy plane model by OscarLeif
Song: Thinking Ahead
This video would not have been possible without the help of Gökçe Dayanıklı.

Пікірлер: 34

  • @ShyamDas999
    @ShyamDas9992 жыл бұрын

    Wow. I am an applied mathematician works in mathematical ecology (population dynamics) and epidemiology. I also teach nonlinear dynamics to students. Its really nice how you teach asymtotical stability in linear dynamical system. I hope you will do more videos on dynamical systems and other areas of mathematics.

  • @ShyamDas999

    @ShyamDas999

    2 жыл бұрын

    Can you make videos on Lebesgue meausure and integration ? Thanks

  • @danieljaszczyszczykoeczews2616
    @danieljaszczyszczykoeczews2616 Жыл бұрын

    There are no more videos for 11 months! Hope you'll be back soon! I feel really lack of such content like this, especially on so highly advanced topics here on youtube!!! I guess the demand for these videos will only grow in time, as more programmers over the world will get into more complex tasks

  • @tomastuprofeonline9869
    @tomastuprofeonline98692 жыл бұрын

    Spectacular animations

  • @light_rays
    @light_rays2 жыл бұрын

    This is awesome!

  • @frycomfort4002
    @frycomfort40022 жыл бұрын

    So grateful this video is up

  • @adamtaylor1739
    @adamtaylor17399 ай бұрын

    These videos are great, thanks for the upload

  • @JordanTensor
    @JordanTensor2 жыл бұрын

    If A is linear, can't you just check if the largest eigenvalue of A has a magnitude less than one? Then A^∞ = 0

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    You are absolutely correct, and that would be an alternative (and often, easier) way of checking stability. The Lyapunov approach has a few attractive properties tough. For example, and this is subjective of course, It is more intuitive (it doesn't require knowledge of eigenvalues, and how they affect stability). More fundamentally, Lyapunov's approach (i) generalizes to nonlinear system, and (ii) can be used to not only decide stability of some known dynamical system, but can also to optimize over stable dynamical systems.

  • @gustavodotgoretkin

    @gustavodotgoretkin

    2 жыл бұрын

    ​@@VisuallyExplained If I may add, it is also beneficial to *have* the Lyapunov function since, in some cases, it can beinterpreted as a cost-to-go / value function in control theory. With local / greedy optimization of this function, one may derive a stabilizing controller for an unstable system. So it is useful to synthesize controllers, not just to analyze stability.

  • @fabricetshinangi5042
    @fabricetshinangi50422 жыл бұрын

    Great presentation

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Thank you for supporting the channel!!

  • @brandoneickert
    @brandoneickert8 ай бұрын

    Underrated video!

  • @stephaniedsouza3042
    @stephaniedsouza30422 жыл бұрын

    Loved it!! Looking forward to the 4th video!

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Yay! Thank you!

  • @aruntakhur
    @aruntakhur Жыл бұрын

    Superb

  • @nikkujj
    @nikkujj11 ай бұрын

    Thanks for making this video! I have a question about your comments at 4:25. Could you explain more or point me to a reference that explains more about this method for changing the strict inequality to an SPD one? At first glance, it seems that an approximation is applied, but you said there is no loss of generality

  • @Discernify
    @Discernify Жыл бұрын

    For these animations: Did you overlay seperate blender and manim animations in post, or did you integrate manim into the internal blender python script and render it all via blender?

  • @DanielKRui
    @DanielKRui9 ай бұрын

    @2:25 is it possible to explain why the trajectory can't settle into a "loop" on the paraboloid, i.e. doesn't converge to 0, but converges to an ellipse?

  • @pau1976
    @pau19762 жыл бұрын

    Nice job! Great video! What do you use for the drawings?

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Thanks! I use Blender3D and the python library "manim" to produce the animations, and then adobe premiere/after effect to stitch them together.

  • @VENKATAMITHWOONNABCE

    @VENKATAMITHWOONNABCE

    2 жыл бұрын

    @@VisuallyExplained OMG that's definitely a lot of efforts behind this beauty , that's inspiring !

  • @felixwhise4165

    @felixwhise4165

    2 жыл бұрын

    @@VisuallyExplained have you ever thought about outlining the workflow? :)

  • @iamnottellingumyname
    @iamnottellingumyname2 жыл бұрын

    Cool video! Something I’m confused on is that you said there is no Lyapunov function if the SDP is infeasible. But all that about the SDP was under the assumption that the Lyapunov function is a quadratic. So couldn’t the SDP be infeasible, but there exists a Lyapunov function which doesn’t necessarily take a quadratic form? Then wouldn’t the system be asymptomatically stable due to the iff?

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Great question. As it turns out, a linear system is stable iff it has a quadratic lyapunov function. (This is of course not true for nonlinear systems)

  • @kamranabdulkhaev1767
    @kamranabdulkhaev17672 жыл бұрын

    Wow! Could you tell how you do such great visualisations on blender?

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Thanks for the comment! I will do a video about my workflow at some point in the future. For now, you can look up the Blender "Donut's videos" on youtube, that how I started ;)

  • @eatyourspinachtomperez8700
    @eatyourspinachtomperez87004 ай бұрын

    IMHO, at 00:57 sec in, do you mean to say "..related to the PREvious state"? Ie., the state u_(t+1) in related to the previous u_t (by a function)?

  • @tuongnguyen9391
    @tuongnguyen93912 жыл бұрын

    Still waiting for the max cut video, the unreasonable effectiveness of semidefinite programming. P/S some researcher in wireless communication also use this :))

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Coming soon...

  • @stephaniebabcock852
    @stephaniebabcock8522 жыл бұрын

    I LOVE the content, but as someone who is new to data analytics, it's challenging to keep up with the pace. Any chance you could speak more slowly so for those of us who all this terminology is new, we can have a better shot at keeping up with you. Thanks!!

  • @VisuallyExplained

    @VisuallyExplained

    2 жыл бұрын

    Thanks for the nice comment! I will keep your feedback in mind for the next videos

  • @ShyamDas999
    @ShyamDas999 Жыл бұрын

    Can you make a video on positively invariant sets? Thanks for your work. en.wikipedia.org/wiki/Positively_invariant_set

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