\documentclass[reqno]{amsart}
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\AtBeginDocument{{\noindent\small
{\em Electronic Journal of Differential Equations},
Vol. 2007(2007), No. 80, pp. 1--14.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu  (login: ftp)}
\thanks{\copyright 2007 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2007/80\hfil Controllability of matrix second order systems]
{Controllability of matrix second order systems:
A trigonometric matrix approach}

\author[J. P. Sharma, R. K. George\hfil EJDE-2007/80\hfilneg]
{Jaita Pankaj Sharma, Raju K. George}  % in alphabetical order

\address{Jaita Pankaj Sharma \newline
Department of Applied Mathematics, 
Faculty of Tech. \&  Eng., M.S. University of Baroda, 
Vadodara 390001, India}
\email{jaita\_sharma@yahoo.co.uk}

\address{Raju K. George \newline
Department of Applied Mathematics,
Faculty of Tech. \& Eng., M. S. University of Baroda,
Vadodara 390001, India}
\email{raju\_k\_george@yahoo.com}

\thanks{Submitted February 15, 2007. Published May 29, 2007.}
\subjclass[2000]{93B05, 93C10}
\keywords{Controllability; matrix second order linear system;
\hfill\break\indent  cosine and sine matrices; Banach contraction principle}

\begin{abstract}
 Many of the real life problems are modelled as Matrix Second Order
 Systems, (refer Wu and Duan \cite{Wu}, Hughes and
 Skelton \cite{Skel1}). Necessary and sufficient condition for
 controllability of Matrix Second Order Linear (MSOL) Systems has
 been established by Hughes and Skelton \cite{Skel1}. However, no
 scheme for computation of control was proposed. In this paper we
 first obtain another necessary and sufficient condition for the
 controllability of MSOL and provide a computational algorithm for
 the actual computation of steering control. We also consider a
 class of  Matrix Second Order Nonlinear systems (MSON) and provide
 sufficient conditions for its controllability. In our analysis we
 make use of Sine and Cosine matrices and employ P\'ade
 approximation for the computation of matrix Sine and Cosine. We
 also invoke tools of nonlinear analysis like fixed point theorem
 to obtain controllability result for the nonlinear system. We
 provide numerical example to substantiate our results.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{remark}[theorem]{Remark}
\newtheorem{definition}[theorem]{Definition}
\newtheorem{example}[theorem]{Example}
\allowdisplaybreaks

\section{Introduction}

In this paper, we investigate the controllability property of the
system governed by a Matrix Second Order Nonlinear (MSON)
differential equation:
\begin{equation}\label{nld}
\begin{gathered}
     \frac{d^{2}x(t)}{dt^{2}} + A^{2} x(t) = Bu(t)+f(t,x(t))\\
     x(0) =  x_{0}, \quad x'(0) = y_{0}.
 \end{gathered}
\end{equation}
where, the state $x(t)$ is in ${R}^{n}$ and the control $u(t)$ is in
${R}^{m}$, $A^{2}$ is a constant matrix of order $n\times n$ and $B$
is a constant matrix of order $n\times m$ and $f:[0,T]\times R^{n}
\to R^{n}$ is a nonlinear function satisfying Caratheodory
conditions, that is, $f$ is measurable with respect to $t$ for all
$x$ and continuous with respect to $x$ for almost all $t \in
[0,T]$. The initial states $x_{0}$ and $y_{0}$ are in $R^{n}$. The
corresponding Matrix Second Order Linear (MSOL) system is:
\begin{equation}\label{ld}
\begin{gathered}
    \frac{d^{2}x(t)}{dt^{2}} + A^{2} x(t) = Bu(t)\\
    x(0) =  x_{0}, \quad  x'(0) = y_{0}.
\end{gathered}
\end{equation}
The system \eqref{ld} has been studied by many researchers due
to the fact that it can model the dynamics of many natural
phenomenon to a significantly large extent(refer Hughes and
Skelton \cite{Skel1,Skel2}, Balas \cite{Bala}, Diwakar and
Yedavalli \cite{Diwa1,Diwa2}, Laub and Arnold \cite{Arno},
Fitzgibbon \cite{Fitz}).

\begin{definition} \label{def1.1} \rm
The system \eqref{nld} is said to be controllable on $[0,T]$ if
for each pair $x_{0},x_{1}\in R^{n}$, there exists a control
$u(t)\in L^{2}([t_{0},T];R^{m})$ such that the corresponding
solution of \eqref{nld} together with $x(0)=x_{0}$ also
satisfies $x(T) = x_{1}$.
\end{definition}

We note that in our controllability definition we are concerned
only in steering the states but not the velocity vector $y_{0}$ in
\eqref{nld}. A necessary and sufficient condition for the
controllability of the MSOL system has been proved in (Hughes and
Skelton \cite{Skel1}). They converted the second order system into
first order system and obtained controllability result. However,
no computational scheme for the steering control was proposed. In
this paper we prove another controllability result and also
provide a computational algorithm for the actual computation of
controlled state and steering control. We do not reduce the system
into first order and analyse the original second order form
itself. We use matrix Sine and Cosine operators to find the
solution of the systems \eqref{nld} and \eqref{ld}. We employ
P\'ade approximation for the computation of matrix Sine
and Cosine operators. Section 2 provides the necessary
preliminaries on matrix Sine and matrix Cosine and Section 3 deals
with the solution of MSOL and MSON. In section 4, we prove
controllability results for MSOL, and controllability result of
MSON is provided in Section 5. Section 6 concludes with the
computational algorithm for Sine and Cosine matrices and steering
control for linear and nonlinear systems. Examples are provided to
illustrate the results.

\section{Preliminaries}

As we know the matrix exponential $y(t) = e^{At}y_{0}$ provides
the solution  to the first order differential system
\[
\frac{dy}{dt} = Ay,\quad  y(0) = y_{0}.
\]
Trigonometric matrix functions play a similar role in second order
differential matrix system
\[
\frac{d^{2}y}{dt^{2}} + Ay = 0,\quad y(0) = x_{0},\quad y'(0) = y_{0},
\]
That is, the solution of the above second order system, using Sine
and Cosine matrices, is given by (refer Hargreaves and Higham
\cite{Higm})
\[
y(t) = \cos(\sqrt{A}t)x_{0} + (\sqrt{A})^{-1}\sin(\sqrt{A}t)y_{0}.
\]
where $\cos(\sqrt{A}t)$ and $\sin(\sqrt{A}t)$ are matrix sine and
cosine as defined below.

The complex exponential of a matrix is defined
as the series, (refer Chen \cite{Chen})
\begin{align*}
e^{iAt} & =  I + iAt + \frac{(iAt)^{2}}{2!} + \frac{(iAt)^{3}}{3!}
+ \frac{(iAt)^{4}}{4!} + \frac{(iAt)^{5}}{5!} + \frac{(iAt)^{6}}{6!}
+ \frac{(iAt)^{7}}{7!}+\dots \\
& = (I - \frac{A^{2}t^{2}}{2!} + \frac{A^{4}t^{4}}{4!} -
\frac{A^{6}t^{6}}{6!} + \dots  ) + i(At - \frac{A^{3}t^{3}}{3!} +
\frac{A^{5}t^{5}}{5!} - \frac{A^{7}t^{7}}{7!} + \dots  ).
\end{align*}
Convergence of the above series has been well established, (refer
Brockett \cite{Brok}). We define Cosine and Sine matrix of $A$ as
the real and imaginary part of the above series. That is,
\begin{gather}\label{cos}
\cos(At)  =  I - \frac{(At)^{2}}{2!}+ \frac{(At)^{4}}{4!} -
\frac{(At)^{6}}{6!}+\dots \\
\label{sin} \sin(At)  =  At -
\frac{(At)^{3}}{3!} + \frac{(At)^{5}}{5!} -
\frac{(At)^{7}}{7!}\dots
\end{gather}
Since exponential matrix series converges, the subseries defined
in \eqref{cos} and \eqref{sin} also converge. Further,
\begin{gather*}
e^{iAt}=\cos(At) + i\sin(At), \\
e^{-iAt} = \cos(At) - i\sin(At)
\end{gather*}
Using the above identities, we
have the following representation of Cosine  and Sine matrices in
terms of matrix exponentials:
$$
\cos(At) = \frac{e^{iAt} + e^{-iAt}}{2} ,\quad
\sin(At) = \frac{e^{iAt} - e^{-iAt}}{2i}
$$
The Sine and
Cosine matrices satisfy following properties:
\begin{itemize}
\item[(i)] $\cos(0)=I$.
\item[(ii)] $\sin(0)=0$.
\item[(iii)] $\frac{d}{dt}\cos(At) = -A\sin(At)$.
\item[(iv)] $\frac{d}{dt}\sin(At) = A\cos(At)$.
\item[(v)] $\cos(At)$ is non-singular matrix, if A is nonsingular.
\item[(vi)] $\sin(A(t-s)) = \sin(At)\cos(As) - \cos(At)\sin(As) $ for
all $t$.
\item[(vii)] $A^{-1}\cos(At) = \cos(At)A^{-1}$.
\end{itemize}

\section{Solution of Second Order Systems Using Cosine and Sine Matrices}

We use Sine and Cosine matrices to reduce the system \eqref{nld} to
an integral equation. It can be shown easily that the matrices
$X_{1}(t) = \cos(At)$ and $X_{2}(t) = A^{-1}\sin(At)$ satisfy the
homogeneous linear matrix differential equation
\begin{equation}\label{mat}
\frac{d^{2}X(t)}{dt^{2}} + A^{2}X(t)  =  0
\end{equation}
Here, if $A$ is a singular matrix, then $X_{2}$ is expanded as the
power series, (refer Hargreaves and Higham \cite{Higm})
\begin{equation}\label{inv-A}
X_{2}  =  It - \frac{A^{2}t^{3}}{3!} + \frac{A^{4}t^{5}}{5!} -
\frac{A^{6}t^{7}}{7!}\dots
\end{equation}
General solution of the homogeneous system
\[
\frac{d^{2}x(t)}{dt^{2}} + A^{2}x(t)  =  0
\]
is given by
\begin{gather*}
x(t) = X_{1}(t)C_{1} + X_{2}(t)C_{2},\\
x(t) = \cos(At)C_{1} + A^{-1}\sin(At)C_{2}
\end{gather*}
where, $C_{1}$ and $C_{2}$ are arbitrary vectors in $R^{n}$. Now
using the method of variation of parameter, a particular
integral (P.I) for the nonhomogeneous system \eqref{ld} is given
by
\begin{equation*}
P.I = - X_{1}(t) \int_{0}^{t} W^{-1}(s)X_{2}(s)Bu(s)ds + X_{2}(t)
\int_{0}^{t} W^{-1}(s)X_{1}(s)Bu(s)ds
\end{equation*}
where, the Wronskian
\[
W  = \begin{vmatrix}
  X_{1} & X_{2} \\
  X_{1}' & X_{2}'
\end{vmatrix}
 =  \begin{vmatrix}
\cos(At) & A^{-1}\sin(At) \\
-A\sin(At) & A^{-1}A\cos(At)
\end{vmatrix}
 = I\,,
\]
\begin{align*}
P.I & =  - \cos(At)\int_{0}^{t} A^{-1}\sin(As)Bu(s)ds
+ A^{-1}\sin(At)\int_{0}^{t}\cos(As)Bu(s)ds\\
    & =  \int_{0}^{t} A^{-1}(- \cos(At)\sin(As)
+ \sin(At)\cos(As))Bu(s)ds\\
    & =  \int_{0}^{t}
    A^{-1}\sin(A(t-s))Bu(s)ds,
 \end{align*}
using property (vi).
Hence the solution of \eqref{ld} is given by
\begin{equation*}
x(t) =  \cos(At)C_{1} + A^{-1}\sin(At)C_{2} + \int_{0}^{t} A^{-1}
\sin(A(t-s))Bu(s)ds.
\end{equation*}
Applying the initial conditions $x(0)= x_{0}$, $x'(0)=y_{0}$, the
solution becomes
\begin{equation}\label{ldi}
x(t) =  \cos(At)x_{0} + A^{-1}\sin(At)y_{0} +\int_{0}^{t} A^{-1}
\sin(A(t-s))Bu(s)ds.
\end{equation}
Following the same approach the solution of the nonlinear system \eqref{nld}
can be written as
\begin{equation}\label{nldi}
\begin{aligned}
x(t) &=  \cos(At)x_{0} + A^{-1}\sin(At)y_{0} +\int_{0}^{t} A^{-1}
\sin(A(t-s))Bu(s)ds\\
&\quad + \int_{0}^{t} A^{-1}\sin(A(t-s))f(s,x(s))ds
\end{aligned}
\end{equation}
We remark that the above form of solution valid even if the matrix
$A$ is singular, in that case $A^{-1}\sin(At)$ is to be taken as in
\eqref{inv-A}.

\section{Controllability Results For Linear Systems}

In this section we obtain necessary and sufficient conditions for
the controllability of the linear system \eqref{ld}. We make use
of the following lemmas to prove the controllability result of
\eqref{ld}.

\begin{lemma}[Chen\cite{Chen}] \label{W-inv}
Let $f_{i}$, for $i=1,2,\dots ,n,$ be $1\times p$ complex vector
valued continuous functions defined on $[t_{1},t_{2}]$. Let $F$ be
the $n\times p$ matrix with $f_{i}$ as its $i^{th}$ row. Define
\[
W(t_{1},t_{2})= \int_{t_{1}}^{t_{2}}F(t){F}^{*}(t)dt
\]
Then $f_{1},f_{2},\dots ,f_{n}$ are linearly independent on
$[t_{1},t_{2}]$ if and only if the $n\times n$ constant matrix
$W(t_{1},t_{2})$ is nonsingular.
\end{lemma}

\begin{lemma}[Chen \cite{Chen}] \label{rank}
Assume that for each $i$, $f_{i}$ is analytic on $[t_{1},t_{2}]$.
Let $F$ be the $n\times p$ matrix with $f_{i}$ as its $i^{th}$
row, and let $F^{(k)}$ be the $k^{th}$ derivative of $F$. Let
$t_{0}$ be any fixed point in $[t_{1},t_{2}]$. Then the $f_{i}$
are linearly independent on $[t_{1},t_{2}]$ if and only if
\[
\mathop{\rm Rank}[F(t_{0}):{F}^{(1)}(t_{0}):\dots :{F}^{(n-1)}(t_{0}):
\dots ]=n
\]
\end{lemma}

The necessary and sufficient condition for the controllability of
the linear system \eqref{ld} is given in the following theorem.

\begin{theorem}\label{Lin_con}
The following four statements regarding the linear system \eqref{ld} are
equivalent:
\begin{itemize}
\item[(a)] The linear system \eqref{ld} is controllable on
$[0,T]$.
\item[(b)] The rows of $A^{-1}\sin(At)B$ are linearly
independent.
\item[(c)] The Controllability Grammian,
\begin{equation}\label{gram}
W(0,T) = \int_{0}^{T} A^{-1}\sin(A(T-s))BB^{*}(A^{-1}\sin(A(T-s)))^{*}ds,
\end{equation}
is nonsingular.
\item[(d)]
\begin{equation}\label{ranklin}
\mathop{\rm Rank}[B:A^{2}B:(A^{2})^{2}B:\dots :(A^{2})^{n-1}B]=n.
\end{equation}
\end{itemize}
\end{theorem}

\begin{proof}
First we shall prove the implication $(a)\Rightarrow (b)$, we
prove this by contradiction. Suppose that the system \eqref{ld}
is controllable but the rows of $A^{-1}\sin(At)B$ are linearly
dependent functions on [0,T]. Then there exists a nonzero constant
$1\times n$ row vector $\alpha$ such that
\begin{equation}\label{alpha}
\alpha A^{-1}\sin(At)B = 0 \quad \forall t\in [0,T]
\end{equation}
Let us choose $x(0)=x_{0}=0$, $x'(0)=y_{0}=0$. Therefore, the
solution \eqref{ldi} becomes
\[
x(t) = \int_{0}^{t} A^{-1}\sin(A(t-s))Bu(s)ds
\]
Since the system \eqref{ld} is controllable on $[0,T]$, taking
$x(T)=\alpha^{*}$, where $\alpha^{*}$ is the conjugate transpose
of $\alpha$.
\[
x(T) = \alpha^{*} = \int_{0}^{T} A^{-1}\sin(A(T-s))Bu(s)ds\,.
\]
Now premultiplying both sides by $\alpha$, we have
\[
\alpha \alpha^{*} = \int_{0}^{T} \alpha A^{-1}\sin(A(T-s))Bu(s)ds\,.
\]
 From equation \eqref{alpha}
$\alpha \alpha^{*} = 0$ and hence $\alpha = 0$.
Hence it contradicts our assumption that $\alpha$ is non-zero.
This implies that rows of $A^{-1}\sin(At)B$ are linearly
independent on $[0,T]$.

Now we prove the implication $(b)\Rightarrow (a)$.
Suppose that the rows of $A^{-1}\sin(At)B$ are linearly
independent on $[0,T]$. Therefore by Lemma \ref{W-inv}, the
$n\times n$ constant matrix
\[
W(0,T)=\int_{0}^{T} A^{-1}\sin(A(T-s))BB^{*}(A^{-1}\sin(A(T-s)))^{*}ds
\]
is nonsingular.

Now we claim that the control
\begin{equation}\label{cont}
u(t) = B^{*}(A^{-1}\sin(A(T-t)))^{*}W^{-1}(0,T)(x_{1} -
\cos(AT)x_{0} - A^{-1}\sin(AT)y_{0})
\end{equation}
transfers the initial state
$x_{0}$ to the final state $x_{1}$ during $[0,T]$. Substituting
\eqref{cont} for $u(t)$ in the solution \eqref{ldi}, we obtain
\begin{align*}
x(t)  &=  \cos(At)x_{0} + A^{-1}\sin(At)y_{0} + \int_{0}^{t}
A^{-1}\sin(A(t-s))BB^{*}\\
&\quad\times (A^{-1}\sin(A(T-s)))^{*}W^{-1}(0,T)(x_{1}
- \cos(AT)x_{0} - A^{-1}\sin(AT)y_{0})ds
\end{align*}
At $t=T$, we have
\begin{align*}
x(T) & =  \cos(AT)x_{0}+A^{-1}\sin(AT)y_{0}+\int_{0}^{T}
A^{-1}\sin(A(T-s))BB^{*}\\
     &\quad  (A^{-1}\sin(A(T-s)))^{*}W^{-1}(0,T)(x_{1} - \cos(AT)x_{0}
- A^{-1}\sin(AT)y_{0})ds\\
     & =  \cos(AT)x_{0} + A^{-1}\sin(AT)y_{0} + W(0,T)W^{-1}(0,T)\\
     &\quad  (x_{1} - \cos(AT)x_{0} - A^{-1}\sin(AT)y_{0})\\
     & =  \cos(AT)x_{0}+A^{-1}\sin(AT)y_{0} + (x_{1} - \cos(AT)x_{0}
- A^{-1}\sin(AT)y_{0})\\
     & =  x_{1}
\end{align*}
Hence the system is controllable.

The implications $(b)\Rightarrow(c)$ and $(c)\Rightarrow(b))$
follow directly from Lemma \ref{W-inv}.
Now we shall obtain the implication $(c)\Rightarrow(d)$.
The controllability Grammian
\[
W(0,T) = \int_{0}^{T} A^{-1}\sin(A(T-s))BB^{*}(s){(A^{-1}\sin(A(T-s)))}^{*}
\] is
nonsingular. Hence by Lemma \ref{gram}, the rows of
$A^{-1}\sin(At)B$ are linearly independent on $[0,T]$. Since the
entries of $A^{-1}\sin(At)B$ are analytic functions, applying the
Lemma \ref{rank}, the rows of $A^{-1}\sin(At)B$ are linearly
independent on [0,T] if and only if
\[
\mathop{\rm Rank}[A^{-1}\sin(At)B:A^{-1}\cos(At)AB:-A^{-1}\sin(At)A^{2}B:
-A^{-1}\cos(At)A^{3}B:\]\[A^{-1}\sin(At)A^{4}B:A^{-1}\cos(At)A^{5}B\dots ] = n.
\]
for any $t \in [0,T]$. Let $t = 0$, then this reduces to
\begin{gather*}
\mathop{\rm Rank}[0:B:0:A^{2}B:0:\dots :(A^{2})^{n-1}B:\dots ]=n,\\
\mathop{\rm Rank}[B:A^{2}B:{(A^{2})}^{2}B:\dots :{(A^{2})}^{n-1}B:\dots ]=n
\end{gather*}
Using Cayley-Hamilton theorem,
\[
\mathop{\rm Rank}[B:A^{2}B:{(A^{2})}^{2}B:\dots :{(A^{2})}^{n-1}B]=n
\]
Now to prove the implication $(d)\Rightarrow(c)$, we assume that
\[
\mathop{\rm Rank}[B:A^{2}B:{(A^{2})}^{2}B:\dots :{(A^{2})}^{n-1}B]=n
\]
Thus by Lemma \ref{rank}, the rows of $A^{-1}\sin(At)B$ are
linearly independent. Hence Lemma \ref{W-inv} implies
\[
W(0,T) =\int_{0}^{T} A^{-1}\sin(A(T-s))BB^{*}(s){(A^{-1}\sin(A(T-s)))}^{*}ds
\]
is nonsingular.
Thus for the linear system\eqref{ld} , the control
$u(t)$ defined by \eqref{cont}, steers the state from $x_{0}$ to
$x_{1}$ during $[0,T]$. Since $x_{0}$ and $x_{1}$ are arbitrary,
the system \eqref{ld} is controllable.
\end{proof}

\begin{remark} \label{rmk4.1} \rm
Hughes and Skelton \cite{Skel1} obtained the condition
\eqref{ranklin} by converting the system into first order
system. However, our approach is different and the result obtained
is directly from the second order system and also it provides a
method to compute the steering control as we will see this in the
next section.
\end{remark}

\section{Controllability of the Nonlinear Systems}

We now investigate the controllability of the nonlinear system
\eqref{nld}. We assume that the corresponding linear system
\eqref{ld} is controllable and the control function $u$ belongs
to $L^{2}([0,T],R^{m})$. We use the following definition.

\begin{definition} \label{def5.1} \rm
An $m\times n$ matrix function $P(t)$ with entries in $L^{2}([0,T])$
is said to be a steering function for \eqref{ld} on $[0,T]$ if
\[
\int_{0}^{T} A^{-1} \sin(A(T-s))BP(s)ds = I,
\]
where $I$ is the identity matrix on $R^{n}$.
\end{definition}


The linear system \eqref{ld} is controllable if and only if there exists
a steering function $P(t)$ for the system \eqref{ld}
(refer Russel \cite{Russ}).

\begin{remark} \label{rmk5.1} \rm
If the controllability Grammian \eqref{gram} is nonsingular then
\begin{equation}\label{p(t)}
P(t) = B^{*}(A^{-1}\sin(A(T-t))^{*}W^{-1}(0,T)
\end{equation}
defines a steering function for the linear system \eqref{ld}.
\end{remark}

Now the nonlinear system \eqref{nld} is controllable on $[0,T]$
if and only if for every given $x_{1}$ and $x_{0}$ in $R^{n}$
there exists a control $u$, such that
\begin{align*}
x_{1}&=x(T)\\
&= \cos(AT)x_{0} + A^{-1}\sin(AT)y_{0}
+\int_{0}^{T} A^{-1}\sin(A(T-s))f(s,x(s))ds\\
&\quad + \int_{0}^{T} A^{-1}\sin(A(T-s))Bu(s)ds
\end{align*}

Consider the control $u(t)$ defined by
\begin{equation}\label{concal}
u(t) = P(t)\{x_{1} - \cos(AT)x_{0} - A^{-1}\sin(AT)y_{0}
- \int_{0}^{T} A^{-1}\sin(A(T-s))f(s,x(s))ds\}
\end{equation}
where, $P(t)$ is the steering function for the linear system \eqref{ld}.
Now substituting this control $u(t)$ into equation \eqref{nldi}, we have
\begin{equation}\label{subs}
\begin{aligned}
x(t) & =  \cos(At)x_{0}+A^{-1}\sin(At)y_{0}+\int_{0}^{t}
 A^{-1}\sin(A(T-s))f(s,x(s))ds \\
&\quad +\int_{0}^{t} A^{-1}\sin(A(T-s))BP(s)\{x_{1} - \cos(AT)x_{0} -
A^{-1}\sin(AT)y_{0} \\
 &\quad - \int_{0}^{T} A^{-1}sinA(T-\tau)f(\tau,x(\tau))d\tau\}ds
 \end{aligned}
\end{equation}
If this equation is solvable then $x(t)$ satisfies
$x(0)=x_0$ and $x(T)=x_{1}$. This implies that the system
\eqref{nld} is controllable with control $u(t)$ given by
\eqref{concal}. Hence, controllability of the system
\eqref{nld} is equivalent to the solvability of the equation
\eqref{subs}. Now applying Banach contraction principle, we will
prove the solvability of the equation \eqref{subs}.

\begin{theorem}[Banach contraction Principle, Limaye \cite{Lim}]
Let $X$ be a Banach space and $T:X \to X$ be a contraction on $X$.
Then $T$ has precisely one fixed point, and the fixed point can be
computed by the iterative scheme $x_{n+1} = Tx_{n}$, $x_{0}$ being
any arbitrary initial guess.
\end{theorem}

We define a mapping $F:C([0,T];R^{n})\to C([0,T];R^{n})$ by
\begin{equation} \label{Fx}
\begin{aligned}
(Fx)(t) & =  \cos(At)x_{0}+A^{-1}\sin(At)y_{0}+\int_{0}^{t}
A^{-1}\sin(A(t-s))f(s,x(s)) ds\\
&\quad + \int_{0}^{t}A^{-1}\sin(A(t-s)) BP(s)\{x_{1} - \cos(AT)x_{0} -
A^{-1}\sin(AT)y_{0}\\
 & \quad -  \int_{0}^{T} A^{-1}sinA(T-\tau)f(\tau,x(\tau))d\tau\}ds\,.
 \end{aligned}
\end{equation}
The following lemma proves that $F$ is a contraction under some
assumptions on the system components.

\begin{lemma}\label{contrac}
Under the following assumptions the nonlinear operator $F$ is a
contraction:
\begin{itemize}
\item[(i)] $a = \sup_{t\in [0,T]}\|A^{-1}\sin(At)\|$.
\item[(ii)] $b= \|B\|$.
\item[(iii)] $p=\sup_{t\in[0,T]}\|P(t)\|$.
\item[(iv)] The nonlinear function
$f:[0,T]\times R^{n} \to R^{n}$ is Lipschitz continuous. That is,
there exists $\alpha>0$ such that
\[
\|f(t,x) - f(t,y)\|\leq \alpha \|x -y\|\quad \forall x,y \in R^{n},\quad
t\in[0,T].
\]
\item[(v)] $\alpha aT(1 + abpT) < 1$.
\end{itemize}
\end{lemma}

\begin{proof}
From the definition of $F$, we have
\begin{align*}
&\|Fx - Fy\|\\
& = \sup_{t\in [0,T]}\|(Fx)(t) - (Fy)(t)\|\\
& = \sup_{t\in [0,T]}\|\int_{0}^{t} A^{-1}\sin(A(T-s))(f(s,x(s))
       -f(s,y(s))ds+\int_{0}^{t}A^{-1}\\
&\quad\times \sin(A(T-s))B P(s)\int_{0}^{T} A^{-1}sinA(T-\tau)(f(\tau,x(\tau))
       -f(\tau,y(\tau)))d\tau ds\|\\
& \leq \sup_{t\in [0,T]}\|\int_{0}^{t} A^{-1}\sin(A(T-s))(f(s,x(s))
       -f(s,y(s))ds\|+\sup_{t\in [0,T]}\|\int_{0}^{t} A^{-1}\\
&\quad \times \sin(A(T-s))BP(s)\int_{0}^{T} A^{-1}sinA(T-\tau)
  (f(\tau,x(\tau)) -f(\tau,y(\tau)))d\tau ds\|\\
& \leq \sup_{t\in [0,T]}\int_{0}^{t} \|A^{-1}\sin(A(T-s))\|\;
\|(f(s,x(s))  -f(s,y(s))\|ds\\
& \quad +\sup_{t\in [0,T]}\int_{0}^{t} \|A^{-1}\sin(A(T-s))\|\|B\|
\|P(s)\|\\
 & \quad \times \int_{0}^{T}\|A^{-1}sinA(T-\tau)\|\;\|(f(\tau,x(\tau))
       -f(\tau,y(\tau)))\|d\tau ds\\
           & \leq \sup_{t\in [0,T]}a\int_{0}^{t} \alpha\|x(s)-y(s)\|ds
       +\sup_{t\in [0,T]}a^{2}bpt \int_{0}^{T} \alpha\|y(\tau))
-x(\tau)\|d\tau\\
           & \leq a\alpha\sup_{t\in [0,T]}\int_{0}^{t} \|x(s)-y(s)\|ds
       +a^{2}bpT\alpha \int_{0}^{T} \sup_{t\in [0,T]}\|y(\tau))
-x(\tau)\|d\tau\\
           & \leq a\alpha T\|x-y\|+a^{2}bpT\alpha T \|x-y\|\\
           & \leq a\alpha T(1 + abpT)\|x-y\|
\end{align*}
Since $a\alpha T(1 + abpT) < 1$, we have $F$ is a contraction.
\end{proof}

Now we have the following computational result for the
controllability of the nonlinear system \eqref{nld}.

\begin{theorem}\label{main}
Under the assumptions of Lemma \ref{contrac}, the system
\eqref{nld} is controllable and the steering control and the
controlled solution can be computed by the following iterative
scheme:
\begin{equation}\label{contit}
u^{n}(t) = P(t)\{x_{1} - \cos(AT)x_{0} - A^{-1}\sin(AT)y_{0}
- \int_{0}^{T} A^{-1}\sin(A(T-s))f(s,x^{n}(s))ds
\end{equation}
\begin{equation}\label{iter}
\begin{aligned}
x^{n+1}(t)  &=  \cos(At)x_{0} + A^{-1}\sin(At)y_{0}
+ \int_{0}^{t} A^{-1}\sin(A(t-s))f(s,x^{n}(s))ds \\
&\quad + \int_{0}^{t}A^{-1}\sin(A(t-s))Bu^{n}(s)ds
\end{aligned}
\end{equation}
where $x^{0}(t) = x_{0}$ and $n = 1,2,3,\dots $.
\end{theorem}

\begin{proof}
In Lemma \ref{contrac} we have proved that $F$, as defined in
the equation \eqref{Fx}, is a contraction. Hence, from the
Banach contraction principle, $F$ has a fixed point. Thus the
equation \eqref{subs} is solvable, subsequently the system
\eqref{nld} is controllable. Further, Theorem \ref{contrac}
implies the convergence of the iterative scheme for the
computation of control and controlled trajectory.
\end{proof}

\section{Computational Algorithm for the controlled state and
steering control}

Here we compute Cosine and Sine of a matrix $A\in R^{n \times n}$,
using the algorithm proposed by Higham and Hargreaves \cite{Higm}.
The algorithm makes use of P\'ade approximations of
$\cos(A)$ and $\sin(A)$. We define $C_{i} = \cos(2^{i-m}A)$ and
$S_{i} = \sin(2^{i-m}A)$. The value of m is chosen in such a way
that $\|2^{-m}A\|$ is small enough, ensuring a good approximation
of $C_{0} = \cos(2^{-m}A)$ and $S_{0} = \sin(2^{-m}A)$ by
P\'ade approximation. By applying the cosine and sine
double angle formulae $\cos(2A) = 2cos^{2}(A) - I$ and
$\sin(2A) = 2\sin(A)\cos(A)$, we can compute $C_{m} = \cos(A)$ and
$S_{m} = \sin(A)$, from $C_{0}$ and $S_{0}$ using the recurrence relation
$C_{i+1} = 2C_{i}^{2}-I$ and $S_{i+1} = 2C_{i}S_{i}$,
$i = 0,1,\dots m-1$.
The algorithm for the computation of Sine and Cosine matrices is
summarized as follows:

\subsection*{Algorithm}
 Given a matrix $A\in R^{n \times n}$:\\
 Choose $m$ such that $2^{-m}\|A\|$ is very small.\\
 $C_{0}$ = pade approximation to $\cos(2^{-m}A)$. \\
 $S_{0}$= pade approximation to $\sin(2^{-m}A)$. \\
 for $i = 0\dots m-1$.\\
 $C_{i+1} = 2C_{i}^{2}-I$.\\
 $S_{i+1} = 2C_{i}S_{i}$.\\
 end.

\subsection*{Steering Control For The Linear System}

The control which steers the initial state $x_{0}$ of the MSOL
system \eqref{ld} to a desired
state $x_{1}$ during $[0,T]$ is given by
\begin{equation}\label{ut}
\begin{aligned}
u(t) &= B^{*}(A^{-1}\sin(A(T-t)))^{*}W^{-1}(0,T)\{x_{1}
   - \cos(AT)x_{0} - A^{-1}\sin(AT)y_{0} \\
   &\quad -\int_{0}^{T} A^{-1}\sin(A(T-s))f(s,x(s))ds\}
\end{aligned}
\end{equation}
 where, $\sin(At)$ and $\cos(At)$ are computed by the P\'ade
approximation algorithm given in (Hargreaves and Higham
\cite{Higm}), and $W^{-1}(0,T)$ is computed by using
\eqref{gram}.

\section*{Numerical Experiment For Matrix Second Order Linear System}

\begin{example} \label{exa6.1} \rm
Consider the Matrix Second Order Linear (MSOL) System
\[
\frac{d^{2}x(t)}{dt^{2}} + A^{2}x(t) = Bu(t), \quad x(t)\in \mathbb{R}^{3}
\]
 with initial conditions
$x(0) = \begin{pmatrix}
-1\\
1\\
0\end{pmatrix}$,
$x'(0) = \begin{pmatrix}
1\\
1\\
-1\end{pmatrix}$,
where
\[
A^{2}=\begin{pmatrix}
 5  & -4 &  2\\
-4  &  7 &  -2\\
 4  & -4 &  3\end{pmatrix},
\quad  B = \begin{pmatrix}
0 \\
0 \\
1
\end{pmatrix}, \quad
\text{and hence}\quad
A= \begin{pmatrix}
1  & -2 & 0\\
-2 & 1  & -1\\
0  & -2 & 1
\end{pmatrix}.
\]
The controllability matrix is
 \[
 Q = [B  A^{2}B (A^{2})^{2}B] = \begin{pmatrix}
0  &  2 &  24\\
0  & -2 & -28\\
1  &  3 &  25
\end{pmatrix}
\]
and the $\mathop{\rm Rank}(Q) = 3$. Hence the system is controllable.
The matrices $\sin(At)$ and $\cos(At)$ for $t = 1$ are
\begin{gather*}
\sin(A) = \begin{pmatrix}
-0.1512 & -0.2810  &  -0.4965\\
-0.2810 &  -0.6478 & -0.1405\\
-0.9931 &  -0.2810 &   0.3453
\end{pmatrix},
\\
\cos(A) = \begin{pmatrix}
-0.0972 & 0.4385  & -0.3188\\
0.4385  & -0.4160 & 0.2192\\
-0.6375 & 0.4385 &  0.2215
\end{pmatrix}.
\end{gather*}
The controllability Grammian matrix, $W(0,T)$ is
\[
W = \begin{pmatrix}
0.0733  & -0.0406 &  -0.2130\\
-0.0406 &  0.0272 &   0.1255\\
-0.2130 &  0.1255 &   0.6915
\end{pmatrix},
\]
taking $T = 2$. Now using the algorithm given in \eqref{ut}
along with P\'ade approximation to the Sine and Cosine
matrix, we compute the steering control $u(t)$,
steering the state from
$x_{0} = \begin{pmatrix}
-1 \\1 \\0
\end{pmatrix}$ to $x_{1} = \begin{pmatrix}
1 \\-1 \\2
\end{pmatrix}$ during the time interval $[0,2]$. Furthermore, the
controlled trajectory and steering control $u$ are computed and
are depicted in Figure \ref{fig1}.
\begin{figure}[ht]
\begin{center}
\includegraphics[width=4.0in]{figure1}
\end{center}
\caption{}\label{fig1}
\end{figure}
\end{example}

\subsection*{Steering Control For The Nonlinear System}

The steering control and controlled trajectories of the MSON system
steering from $x_{0}$ to $x_{1}$ during $[0,T]$ can be
approximated from the following algorithm:
\[
u^{n}(t) = P(t)\{x_{1} - \cos(AT)x_{0} - A^{-1}\sin(AT)y_{0}
- \int_{0}^{T} A^{-1}\sin(A(T-s))f(s,x^{n}(s))ds
\]
\begin{equation}\label{xt}
\begin{aligned}
x^{n+1}(t)  &=  \cos(At)x_{0} + A^{-1}\sin(At)y_{0}
+ \int_{0}^{t} A^{-1}\sin(A(t-s))f(s,x^{n}(s))ds \\
&\quad + \int_{0}^{t}A^{-1}\sin(A(t-s))Bu^{n}(s)ds
\end{aligned}
\end{equation}
with $x^{0}(t) = x_{0}$, $n = 1,2,3,\dots $, and $P(t)$ being
the steering function given in equation \eqref{p(t)}.

\section*{Numerical Experiment For Matrix Second Order Nonlinear
System}

\begin{figure}[ht]
\begin{center}
\includegraphics[width=4.0in]{figure2}
\end{center}
\caption{}\label{fig2}
\end{figure}

\begin{example} \label{exa2} \rm
Consider the Matrix Second Order Nonlinear(MSON) system described
by:
\[
\frac{d^{2}x(t)}{dt^{2}} + A^{2}x(t) = B
u(t) + f(t,x(t)),
\]
where $x(t)\in \mathbb{R}^{3}$ and
\[
f(t,x(t)) = \begin{pmatrix}
f_{1}(x_{1},x_{2},x_{3}) \\
f_{2}(x_{1},x_{2},x_{3}) \\
f_{3}(x_{1},x_{2},x_{3})
\end{pmatrix}
\]
with the initial conditions
$x(0) = \begin{pmatrix}
-1\\
1\\
0\end{pmatrix}$,
$x'(0) = \begin{pmatrix}
1\\
1\\
-1\end{pmatrix}$
and
\[
A^{2} = \begin{pmatrix}
14  &  -2 &   12\\
10  &  14 &   30\\
0   & -12 &   16 \end{pmatrix},
\quad  B = \begin{pmatrix}
1 \\
1 \\
0\end{pmatrix}\quad\text{and hence}\quad
A =\begin{pmatrix}
-2 & 2 & 3\\
2  & 4 & 3\\
2 & -2 & 4\end{pmatrix}.
\]
The controllability matrix is
\[Q = [B  A^{2}B(A^{2})^{2}B]= \begin{pmatrix}
0 &  10 &  100\\
1 &  44 &  836\\
1 & 4 &  -464 \end{pmatrix}
\]
and  $\mathop{\rm Rank}(Q) = 3$. Hence the corresponding linear system is
controllable. We have the following numerical estimate, for the
parameters given in Lemma \ref{contrac}, taking $T = 1$,
\begin{gather*}
a = \sup_{t\in [0,T]}\|A^{-1}\sin(At)\| = 1.0316,\quad
b = \|B\| = 1.4142,\\
p = \sup_{t\in[0,T]}\|P(t)\| = 52.1831
\end{gather*}
Let us take
\[
f_{1}(x_{1},x_{2},x_{3}) = \frac{\sin(x_{1}(t))}{82},\quad
f_{2}(x_{1},x_{2},x_{3})=\frac{\cos(x_{2}(t))}{81},\quad
f_{3}(x_{1},x_{2},x_{3})=\frac{x_{3}(t)}{80}.
\]
 The nonlinear function $f(t,x(t))$ is Lipschitz continuous with Lipschitz
constant $\alpha = 1/80$ and $\alpha aT(1 + abpT) < 1$. Hence, it
satisfies all the assumption of the Theorem \ref{main}. So the
MSON system is controllable. Now using the algorithm given in
\eqref{xt} with P\'ade approximation to Sine and Cosine
matrices, the controllability Grammian matrix, $W(0,T)$ is
\[
W = \begin{pmatrix}
 0.0682  &  0.1128 &   0.0241\\
 0.1128  &  0.1998 &   0.0525\\
 0.0241  &  0.0525 &   0.0994
\end{pmatrix}.
\]
We compute the steering control $u(t)$,
steering the state from $x_{0} = \begin{pmatrix}
-1 \\1 \\0
\end{pmatrix}$ to $x_{1} = \begin{pmatrix}
0 \\-1 \\1
\end{pmatrix}$ during the time interval $[0,1]$. Furthermore the
controlled trajectory and the steering control $u(t)$ are computed
and is shown in Figure \ref{fig2}.
\end{example}

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\end{document}
