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Research Article

On the positivity, excitability and transparency properties of a class of time-varying bilinear dynamic systems under multiple point internal and external delays

ORCID Icon | (Reviewing Editor)
Article: 1445409 | Received 25 Sep 2017, Accepted 13 Feb 2018, Published online: 09 Mar 2018

Abstract

This paper investigates formally the internal and external positivity, together with its excitability and transparency properties, of a class of bilinear time-varying continuous-time dynamic systems subject to (in general, non-commensurate) multiple internal and external point delays. The evolution operator is calculated in a closed form and the mentioned properties can be checked through direct testable expressions. The bilinear system class under consideration is driven by two inputs, so-called, the control input and the bilinear action input, which are not necessarily coincident, the second one taking account of the coupling state-input defining the bilinear terms.

Mathematics subject classifications:

Public Interest Statement

Positive systems are characterized by the property that the state and output components are non-negative for all time under non-negative inputs and non-negative initial conditions. In the context of differential, difference or hybrid equations, the solution is non-negative for non-negative forcing terms. Positivity is a relevant property inherent to biological and epidemic models and also to predator-prey-related problems, population evolution models, etc., often combined with the presence of delays either in the dynamics and/or in the forcing terms or controls. On the other hand, the bilinear dynamic systems are a special class of non-linear systems where the non-linearity consists of products between state and input components. An example is the regulation of electrical motors when neither the current nor the voltage are constant for all time so that the electric torque has a bilinear nature. It seems important to mention that positivity is a property related to the time behavior of the various signals rather than to the frequency responses.

1. Introduction

The positive systems are characterized by the property that the state and output components are non-negative for all time under non-negative inputs and non-negative initial conditions. Positivity is a relevant property in biological models (De la Sen, Citation2008a; Mailleret, Citation2004; Stevic, Citation2006) epidemic models (De la Sen, Agarwal, Ibeas, & Alonso-Quesada, Citation2011; McCluskey, Conell, & Yang, Citation2015; Monteiro, Gonçalves, & Piqueira, Citation2000), predator-prey-related problems (Al-Omari, Citation2015; Yagi & Ton, Citation2011), population evolution models, etc. The background literature in the field is abundant. See, for instance, Al-Omari (Citation2015), De La Sen (Citation2002), De la Sen (Citation2007), De la Sen et al. (Citation2011), Ebihara (Citation2015), Farina and Rinaldi (Citation2000), Haldar, Chakraborty, and Kar (Citation2015), Kaczorek (Citation2001), Kao (Citation2014), Mailleret (Citation2004), McCluskey et al. (Citation2015), Monteiro et al. (Citation2000), Nalbant et al. (Citation2012), Nickel and Rhandi (Citation2005), Sau, Niamsup, and Phat (Citation2016), de la Sen (Citation2008b), Shenand and Zheng (Citation2015), Tingting, Baowei, and Yunxu (Citation2015), Yagi and Ton (Citation2011), and Zames (Citation1966) and some references therein. Two classical books or recommended reading for those interested in the subject are Kaczorek (Citation2001) and Farina and Rinaldi (Citation2000) while more recent extensions have been discussed in Mailleret (Citation2004). Bilinear systems are a special class of non-linear systems where the non-linearity consists of products between state and input components. In particular, the positivity theory has been extended from the continuous-time and discrete-time linear cases to mathematical models including hybrid continuous-time and discrete-time differential equations and hybrid dynamic systems (De la Sen, Citation2007) as well as to those eventually possessing internal (i.e. in the state) and external (i.e. in the inputs and/or outputs) delays. See, for instance, De la Sen (Citation2007), De la Sen et al. (Citation2011), Kao (Citation2014), Mailleret (Citation2004), Nickel and Rhandi (Citation2005), Sau et al. (Citation2016), de la Sen (Citation2008b), Shenand and Zheng (Citation2015), Tingting et al. (Citation2015), Zames (Citation1966), and De la Sen and Ibeas (Citation2008) and references therein. In particular, stability results for positive systems are given in De la Sen (Citation2007), Kao (Citation2014), Nickel and Rhandi (Citation2005), Sau et al. (Citation2016), Shenand and Zheng (Citation2015), Tingting et al. (Citation2015) and Zames (Citation1966), including the problem of hybrid systems with mixed coupled continuous-time and either discrete-time (arising from continuous-time discretization) or digital (arising from purely digital unrelated-to-continuous) dynamics, and some references therein while classical stability results are detailed in Kaczorek (Citation2001). It is convenient to point out so as to avoiding potential confusion that positivity is a property related to the time-behavior of the various signals (input, state, and output components) through time (De La Sen, Citation2002), rather than to the respective frequency. Two properties of interest in positive systems are the “excitability” and the “transparency”. The first one is related to the capability of all the state components to reach positive values in finite time from injection of some positive control with the system initially at rest. The second one is related to the capability of all the output components of the homogeneous system to reach positive values in finite time for any given positive initial condition. Another research subject of increasing interest is that of time-delay differential/difference systems and related dynamic systems. The main motivation is that the subjects related to time-delayed dynamics are of interest to mathematicians since such a dynamics is described by functional equations of difficult analysis while they are also of relevant interest to engineers since a number of physical models have inherent delays (sunflower daily motion equation, ship maneuver dynamics, war-peace models, transmission signal problems, biological problems, etc.). In particular, time-delayed systems with internal delays, i.e. those being present in the state-dynamics) possess infinitely many poles. The related background literature is exhaustive. See, for instance, Al-Omari (Citation2015), De La Sen (Citation2004), Ebihara (Citation2015), Haldar et al. (Citation2015), McCluskey et al. (Citation2015), Yi, Ulsoy, and Nelson (Citation2006), Domoshnitsky and Volinsky (Citation2015) and De la Sen and Ibeas (Citation2008) and references therein. It turns out that some systems which are positive, by nature, have also delayed dynamics. See, for instance, Al-Omari (Citation2015), Haldar et al. (Citation2015), and McCluskey et al. (Citation2015). On the other hand, sums and differences of positive operators on separate Hilbert spaces have been investigated in Kittaneh (Citation2004) through the derivation of norm inequalities.

This paper investigates formally the properties of positivity, excitability and transparency of a class of generalized bilinear dynamic systems with multiple internal delays (i.e. in the state dynamics) and two inputs, namely, the control input and the, so-called, bilinear input action which is coupled to the state implying the presence of bilinear terms in the dynamics. In some particular cases of interest in applications, the bilinear action can be identical to the control action itself (Feng, Chen, Sun, & Zhu, Citation2005; Goka, Tarn, & Zaborszky, Citation1973; Liao, Cannon, & Kouvaritakis, Citation2005; Tarn, Citation1972), as it is the case of regulation of electrical machines without maintaining either the supply voltage or the armature current being constant so that the electrical torque becomes bilinear by nature. This paper considers the case of a bilinear, in general, time-varying, dynamic system with both mentioned inputs being distinct, in general, and the dynamic system being positive while being subject to multiple internal delays. Section 2 investigates the positivity (or internal positivity, that is, that of the state dynamics) conditions as well as the external positivity (that is, the positivity of the output). Section 3 is devoted to the investigation and the formal characterization of the excitability (in the standard, strong and external senses) and the transparency properties. Finally, some auxiliary lemmas are given in Appendix A.

1.1. Notation

R0+=R+0;R+=zR:z>0,Z0+=Z+0;Z+=zZ:z>0,R0-=R-0;R-=zR:z<0,Z0-=Z-0;Z-=zZ:z<0,q¯=1,2,,q,

The superscript “T” denotes transposition,

ei is the unity vector of the Euclidean natural basis whose ith component is unity,

MiT=eiTM and Mj = Mej are the ith row and jth column of a real matrix M=Mij of compatible,

If x,yR0+n, respectively, x=xij,y=yijR0+n×m then:

x0 (x is non-negative) means that xi ≥ 0, respectively, xij ≥ 0; i,jn¯,

x0 (x is positive) means that x ≠ 0 and xi ≥ 0, respectively, r xij ≥ 0; i,jn¯,

x¬0 (x is strictly positive) means that xi > 0, respectively, xij > 0; i,jn¯, that is, xR+n,

x¬0 means x0 with non-strict positivity; i.e. there is some zero entry or component,

x0-x0; x0-x0; x0-x0,

xy (or yx) x-y0; xy (or yx) x-y0; xy (or yx) x-y0,

Notation remark: It has to be pointed out that x non-negative (x0), x positive (x0) and x strictly positive x0 are referred to in some background literature, respectively, as positive, strictly positive and strongly positive. See, for instance, Mailleret (Citation2004).

MEn=X=XijRn×n:Xij0;i,jin¯ is the set of Metzler matrices of nth order,

In is the nth identity matrix,

CqnDom;Ran is the set of nth vector functions of class q of domain Dom and range Ran,

PCqnDom;Ran is the set of nth vector functions of class q of domain Dom and range Ran, whose qth derivative (or the function itself if q = 0)is everywhere piecewise continuous,

PACqnDom;Ran is the set of nth vector functions of class q of domain Dom and range Ran, whose qth derivative (or the function itself if q = 0) is everywhere piecewise continuous.

2. Problem formulation: Dynamic bilinear system with delays and positivity conditions

Consider the bilinear time-varying system:(1) x˙t=j=0qAjt+vjtEjTtxt-hj+j=0qBjtut-hj(1) (2) yt=Ctxt+Dtut;tR0+,(2)

where xtRn, utRm and ytRp are the state, piecewise-continuous control input and output vectors, respectively, and vjtRn are the bilinear piecewise-continuous action inputs; jq¯0,Aj:R0+Rn×n;jq¯0,Bj:R0+Rn×m;jq¯prime0Ej:R0+Rn;jq¯0,C:R0+Rp×n,D:R0+Rp×m

are piecewise-continuous matrices of bounded entries, where q¯=1,2,....,q and q¯=1,2,....,qprime, hj;jq¯prime0 and hj;jq¯0 are internal and external point delays subject to hj < hj+1 ≤ h; jq-1¯0 and hj<hj+1h;jq-1¯0 with h0=h0=0,hq=h, hq = h and hq=h. The initial conditions of (1) are defined by xtφt, where φ:-h,0Rn is piecewise continuous with φ0=x0=x0 and u-t=0, vj-t=0; jq¯0, tR0+.

A system of similar structure of (1)–(2) parameterized by AiGt; iq¯0, EGt, BjGt; jq¯0, CGt and DGt; tR0+ whose entries are zero if the corresponding ones of (1)–(2) are zero and unity otherwise is said to be the associated system to (1)–(2). The inputs uGtand vjGt are defined with unity and zero components, if the corresponding ones of utand vjt are non-zero or zero, respectively, for each given tR+. The above matrices are said to be the associated matrices to the corresponding ones of (1)–(2).

Theorem 1.

Assume that Ajt=A0j+A~jt, where A0j is constant; jq¯0. Then, the following properties hold:

(i) The solution of (1) is given explicitly by:(3) xt=Ψtx0+j=1q-hj0Ψt-σA0jφσdσ+0tΨt-σj=0qA~jσ+vjσEjTσxσ-hjdσ+j=0q0tΨt-σBjσuσ-hjdσ;tR+(3)

and xt=φt for t-h,0, which is unique in R+-h,0 and continuously differentiable in R+, for each given piecewise continuous vector function φ:-h,0Rncontinuous at t = 0 of initial conditions with x0=x0=φ0 and for each given piecewise-continuous inputs u:R+-h,0Rm, with u-t=0; tR+, and vj:R0+Rn; jq¯0 such that the fundamental matrix Ψ:-h,0R+Rn×n satisfies the homogeneous auxiliary time-invariant delayed system:(4) Ψ˙t=j=0qA0jΨt-hjUt-hj;tR+(4)

where Ut is the Heaviside function.

(ii) The fundamental matrix satisfying (4) is continuously differentiable in R+and defined by:(5) Ψt=eA00tIn+j=1qhjte-A00σA0jΨσ-hjdσ;tR0+0;t-h,0(5)

which becomes Ψt=eA00t for t0,h1.

(iii) The fundamental matrix satisfies the following constraint for any t1,t2t1R0+:Ψt2=Ψt2-t1Ψt1+j=0q-hj0Ψt2-t1-σΨt1+σdσ

Proof

By convenience, one first prove Property (ii). One gets directly from (6) that Ψt=0 for t-h,0 and Ψ0=In. By taking derivatives with respect to time, one gets:(6) Ψ˙t=A00eA00tIn+j=1qhjte-A00σA0jΨσ-hjdσ+j=1qeA00te-A00tA0jΨt-hj=A00Ψt+j=1qA0jΨt-hj;tR0+(6)

so that (5) holds. Thus, the first expression of (5) is a solution of (4) for all tR0+ subject to initial conditions Ψt=0 for t-h,0 and Ψ0=In. The solution is unique from Picard-Lindelöff theorem since (4) is time-invariant what implies that ψt=j=0qA0jΨt-hj is locally Lipschitz-continuous in any open interval of its definition domain -h,0R0+. The proof of Property (i) is as follows. Take time derivatives in (3) using (4) and then (3) again to recover the values xt-hj for t ≥ hj with xt=φt for t-h,0 to yield:(7) x˙t=Ψ˙tx0+j=1q-hj0Ψ˙t-σAjφσdσ+0tΨ˙t-σj=0qA~jσ+vjσEjTσxσ-hjdσ+j=0q0tΨ˙t-σBjσuσ-hjdσ+Ψ0j=0qA~jt+vjtEjTtxt-hj+j=0qBjtut-hj=j=0qA0jΨt-hjx0+i=1q-hi0Ψt-hj-σAiφσdσ+i=0q-hi0Ψt-hj-σA~iσ+viσEiTσxσ-hidσ+i=0q-hi0Ψt-hj-σBiσuσ-hidσ+j=0qA~jt+vjtEjTtxt-hj+j=0qBjtut-hj=j=0qA0jxt-hj+j=0qA~jt+vjtEjTtxt-hj+j=0qBjtut-hj=j=0qA~jt+vjtEjTtxt-hj+j=0qBjtut-hj;tR0+(7)

which coincides with (1) so that (3) is a solution of (1) for the function of initial conditions φ:-h,0Rn. Such a solution is unique as it follows under close arguments to those of Property (i) to prove the uniqueness of the fundamental matrix being based on Picard-Lindelöff theorem since the matrix functions parameterizing (1) and the control and bilinear action inputs are piecewise continuous, and the function of initial conditions is piecewise continuous.

To prove Property (iii), take the homogeneous time-invariant auxiliary delay system:z˙t=j=0qAjt+vjtEjTtxt-hj

with initial conditions φt=0 for t-h,0 and z0=z0=φ00. For any t2 ≥ t1 ≥ 0, one has from (3):zt2=Ψt2z0=Ψt2-t1zt1+j=0q-hj0Ψt2-t1-σzt1+σdσ=Ψt2-t1Ψt1+j=0q-hj0Ψt2-t1-σΨt1+σdσz0

since the solution z:R0+-h,0Rn is unique, Property (iii) follows directly. □

The following result, whose proof is similar to that of Theorem 1 and then omitted, is a consequence of Theorem 1 using alternative auxiliary differential systems to obtain corresponding fundamental matrices.

Corollary 1.

The unique solution of (1) obtained in Theorem 1 can be equivalently expressed as follows:(8) xt=ΨLtx0+jL-hj0ΨLt-σA0jφσdσ+0tΨLt-σjLA~jσ+vjσEjTσxσ-hjdσ+j=0q0tΨLt-σBjσuσ-hjdσ+0tΨLt-σjL¯Ajσ+vjσEjTσxσ-hjdσ;tR+(8)

with any fundamental matrix ΨL:-hL,0R+Rn×n defined for any given subset L such that 0Lq¯0, so that L¯=q¯0\L and hL=maxjLhj as follows:(9) ΨLt=eA00tIn+jLhjte-A00σA0jΨσ-hidσ;tR0+0;t[-hL,0)(9)

satisfying the homogeneous auxiliary time-invariant dynamics:(10) Ψ˙Lt=jLA0jΨt-hjUt-hj;tR+(10)

            □

Note that all the dynamics which is not present in the selected homogeneous auxiliary system is incorporated as a forced term in the solution using the superposition principle. Note that if L=0 then the fundamental matrix Ψ0t=eA00t is a C0-semigroup of infinitesimal generator A00 and if L=q¯0 then ΨLt=Ψt as addressed in Theorem 1. In general, the associated evolution operators T:R0+LRn which defines the unique state- trajectory solution of the homogeneous system (1) are not strongly continuous evolution operators since they do not satisfy the semigroup property.

The following result establishes that any fundamental matrix of the form (9) is positive for all time if A00 is a Metzler matrix and A0j ≥ 0; jq¯.

Lemma 1.

Assume that A00MEn and A0j  0; jq¯. Then, ΨLt0; tR0+, irrespective of the delays, for any L with 0Lq¯0.

Proof

Since A00MEn, eA00t0; tR0+(Lemma A.2, Appendix A). Now, from (9), ΨLt=eA00t0; t0,h1. If ΨLt=eA00t0; tR0+, the result is proved. Otherwise, and since all the entries of the fundamental matrix are everywhere continuous in R0+, assume that there is some t1 > h1 such that ΨLt0; t0,t1 and at least one entry of the fundamental matrix ΨLijt1<0 for some i,jn¯. Then, there exists a connected real interval t2,t1R+ such that ΨLij:R+\t2,t1R- in view of (9) since eA00t0; tR0+and A0j  0; jq¯. But this contradicts ΨLt0; t0,t1. Thus, ΨLt0; tR0+ and the result is proved. □

It can be pointed out that in the internal delay-free case, i.e. q = 0, Ψt=eA00t0; tR0+, since A00MEn, so that Lemma 1 still holds. This property also holds in the time-delay case if t0,h1. Note that Lemma 1 is independent of the bilinear dynamics of (1). Some specific definitions are first needed and now established for the subsequent formal framework and note that the matrices of dynamics, functions of initial conditions and control input and bilinear input action are always assumed to satisfy the piecewise continuity and absolute piecewise continuity assumptions, without giving specific “ad hoc” indications, given when defining the dynamic system (1)–(2).

Definitions 1.

(1) The bilinear system (1)–(2) is said to be internally positive (abbreviated to positive) if for any φ:-h,0R0+n, every u:R0+R0+n and every vj:R0+R0+n; jq¯0, one has x:R0+R0+n and y:R0+R0+n.

(2) The bilinear system (1)–(2) is said to be positive with respect to some Cv such that R+q+1nCvR0+q+1n (abbreviated to Cv-positive) if for any φ:-h,0R0+n, every u:R0+R0+n and every v:R0+CvRq+1n (abbreviated to v ∊ Cv), where νt=v1Tt,v2Tt,,vq+1TtT with vj:R0+R0+n; jq¯0, one has x:R0+R0+n and y:R0+R0+n.

(3) The bilinear system (1)–(2) is said to be externally positive (respectively, Cv-externally positive) if for every u:R0+R0+n and every v ∊ Cv, one has y:R0+R0+q provided that φt=0 for t-h,0.

A set Cv as defined in Definitions 1.2 and 1.3 is (in general) non-properly inclusive of R0+q+1n in the sense that Cv-positivity (respectively, Cv-external positivity) implies positivity (respectively, external positivity). Note that if the system is Cv-positive then it is also Cv-externally positive since Cv-positivity implies output positivity for zero initial conditions if v ∊ Cv from the above definitions. The converse is not true, in general. Note that the positivity properties of a system (1)–(2) are kept by its associated system.

Theorem 2.

Assume that

A.1. A00MEn and A0j  0; jq¯.

A.2. A~it0, Bjt0; iq¯0, tR0+.

A.3. Ct0, Dt0; tR0+.

Then, the bilinear system (1)–(2) is Cv-positive and then also positive, whereCv=v:R0+Rq+1n:νjkt-minin¯A~jtikEjti;kn¯,jq¯0,tR0+

Proof

Since A00MEn and A0j  0 (Assumption A.1); jq¯ (Assumption A.1) then Ψt0; tR0+, irrespective of the delays, from Lemma 1. In addition, one has from (3) from Assumption A.2, that xt0; tR0+ provided that A~it0, Bjt0; iq¯0, jq¯0,tR0+ (Assumption A.2) for any given φt0, t-h,0 and ut0; tR0+ provided that v ∊ Cv since then A~jt+vjtEjTt0; jq¯0, tR0+. This follows directly via a contradiction argument as follows. Assume that there is some t1 > 0 such that xt1<0 and xt0 for tt-h,t1 with xt=φt for tt-h,0. If some component of xtis negative, such a first time t = t1 has to exist for that since xt is everywhere continuously differentiable subject to non-negative initial conditions and non-negative controls. But, from the assumptions, this is impossible from (3) unlessxit<0 for some in¯and t ≺ t1, a contradiction. Furthermore,yt0 from (2) and (3) since xt0, ut0; tR0+ since Assumption A.3 holds. As a result, the bilinear system (1)–(2) is Cv-positive. Since CvR0+q+1n then it is also positive. Property (i) has been proved. □

Note that the spurious case Ct=0 for some tR0+ is not considered in Theorem 2, although the result still holds in the case when Ct0for tR0+. Note that a modified bilinear system.(11) x˙t=j=0qA0jxt-hj+vjtEjTtyt-hj+j=0qBjtut-hj(11) (12) yt=Ctxt+Dtut;tR0+(12)

could be considered instead of (1)–(2) where the bilinear dynamics contribution results from a coupling in-between the output and the action input and the linear dynamics matrices are constant. In this case, the following result close to Theorem 2 holds:

Theorem 3.

The following properties hold:

(i) If Assumptions A.1 and A.3 of Theorem 2 hold together with

A.4. Eit0, Bjt0; iq¯0, jq¯0, tR0+.

Then, the bilinear system (11)–(12) is positive (then also externally positive) for every νjt0; jq¯0, tR0+.

(ii) Assume that

A.5. CtΨt-σviσEiTσ0, CtΨt-σB0σ+Dt0, CtΨt-σBjσ; iq¯0; jq¯ for any σ0,t; tR0+.

Then, the bilinear system (11)–(22) is externally positive for every νjt0; jq¯0, tR0+.

Proof

Note that the solution (3) to (1) is replaced with(13) xt=Ψtx0+j=1q-hj0Ψt-σA0jφσdσ+j=0q0tΨt-σvjσEjTσCσ-hjxσ-hj+Dσ-hjuσ-hjdσ+j=0q0tΨt-σBjσuσ-hjdσ;tR+(13)

From (13) and (2), one gets:(14) yt=CtΨtx0+j=1q-hj0Ψt-σA0jφσdσ+j=0q0tCtΨt-σvjσEjTσyt-hjdσ+j=0q0tCtΨt-σBjσuσ-hjdσ+Dtut;tR+(14)

The proof of Property (i) is similar to the proof of Theorem 2 and then omitted. To prove Property (ii), take zero initial conditions in (13) to yield the “zero-state” output(15) yz.s.t=j=0q0tCtΨt-σvjσEjTσyz.s.t-hjdσ+j=0q0tCtΨt-σBjσuσ-hjdσ+Dtut;tR+(15)

Thus, it follows from (14) under continuity arguments of the zero state output that the system is externally positive if Assumption A.5 holds. □

The subsequent result establishes that

Corollary 2.

Assume that (1)–(2) is time-invariant in the sense that A0j,A~jRn×n; jq¯0, B0j,B~jRn×m; jq¯0, EjRn; jq¯0, CRp×n, D:R0+Rp×m. Assume also that h1 ≥ h10 with h10 being sufficiently large. Then, a necessary and sufficient condition for the time-invariant resulting bilinear system to be positive if v:R0+Rq+1n is that A00+A~0MEn, A0i+A~i0, Ek  0 Bj0; iq¯, jq¯0, kq¯0, C ≻ 0, D0.

Proof

The sufficiency part of the proof follows directly from Theorem 2 since the time-invariant bilinear system is a particular case of (1)–(2). To prove the necessity part, first note that the solution of (3) becomes in this particular case by incorporating the constant A~j matrix to the evolution operator Ψ:-h,0R+Rn×n:xt=Ψtx0+j=1q-hj0Ψt-σA0j+A~jφσdσ(16.a) +0tΨt-σj=0qvjσEjTxσ-hjdσ+j=0q0tΨt-σBjuσ-hjdσ;tR+(16.a)

(16.b) =Ψtx0+j=1qk=1n-hj0Ψt-σA0jk+A~jkφkσdσ+k=1n0tΨt-σj=0qvjσEjkxkσ-hjdσ+j=0qk=1m0tΨt-σBjkukσ-hjdσ;tR+(16.b)

where A0jk, A~jk and Bi are the kth columns of A0j, A~j and Bi, respectively, for jq¯, iq¯0, kn¯ and im¯ and φk., xk., EjT and u· are the kth and th components of φ·, x·, Ej and u·, respectively, for jq¯0.

with(17) Ψt=eA00+A~0tIn+j=1qhjte-A00σA0j+A~jΨσ-hidσ;tR0+0;t-h,0(17)

Assume that A00+A~0MEn and take ut=0, νjt=0; jq¯0, tR0+, φt=0 for t-h,0 and x0=x0+=φ0+0 so that (16) results in xt=Ψtx0; tR+

Since A00+A~0MEn there is some t1R+ such that eA00+A~0t1 is not positive and eA00+A~0t0 for t0,t1. Furthermore, Ψt=eA00+A~0t for t0,h1. Also, if the lower-bound h10 of the smaller delay h1 is large enough such that h10 ≥ t1 then xt1=Ψt1x0=eA00+A~0t1x0 and there is some pair i,jn¯×n¯ such that Ψt1ij=eA00+A~0t1ij<0. Thus,xit1=kj=1nΨikt1x0k-Ψijt1x0j<0

for anyx00 fulfilling the constraint x0j>kj=1nΨikt1x0kΨijt1 resulting in the non-positivity of xt1 so that the system is not positive if A00+A~0MEn and h1 is sufficiently large.

Now, assume that A00+A~0MEn while there is some jq¯ such that A0j+A~j0 fails, so that the entry A0j+A~js=A0js+A~js<0 for some ,sn¯. Now, take x0 = 0 and ut=0, νjt=0; jq¯0, tR0+ and a piecewise-continuous function of initial conditions:

φσ=φj0 for σ-hj,-hj+τj and some τj0,-hj-1, φσ=0, σ-hj+τj,-hj-1 and φσ=0 for σ-hi,-hi+τi; ijq¯. Thus, one gets from (16.b) that the state-trajectory solution becomes:(18) xt=r=1qk=1n-hr0Ψt-σA0rk+A~rkφσdσ=r=1qk=1n-hr-hr+τrΨt-σA0rk+A~rkdσφkr=rj=1qk=1n-hr-hr+τrΨt-σA0rk+A~rkdσφkr+rj=1q-hr-hr+τrΨt-σA0r+A~rdσφr+k=1n-hj-hj+τjΨt-σA0jk+A~jkdσφkj+-hj-hj+τjΨt-σA0j+A~jdσφj=k=1n-hj-hj+τjΨt-σA0jk+A~jkdσφkj+-hj-hj+τjΨt-σA0j+A~jdσφj(18)

and the αn¯th component of xt, xαt=eαTxt is:(19) xαt=τjis=1nΨαit+ξtαiA0ji+A~ji-Ψαst+ξtαsA0j+A~jsφj;tR0+(19)

for some real constants ξtαihj-τj,hj for α,in¯ and the given jq¯0, i,n¯; where A0ji (respectively A~j) is the ,in¯×n¯-entry of the matrix A0j (respectively, A~j) whose n¯th column is A0j (respectively, A~j) and φj for n¯ and jq¯is the th component of φt=φj for t-hj,-hj+τj-hj,-hj-1 and τjhj-1,hj. The expression (19) follows from the mean value theorem for integrals which is applicable here since the evolution operator is everywhere continuous on its definition domain. Since Ψt is also positive for tR0+, Ψ0=In, for each given ψ0,1, it always exists a sufficiently small τjhj-1,hj such that 0Ψitψ for j,ij,jn¯ and 1-ψΨt1+ψ for all t0,τj, with Ψii0=1; in¯, so that(20) xαtτjn-1ψk=1nmaxin¯A0jis+A~jis-1-ψA0j+A~jsφj<0(20)

for thj-τj,hj and any sufficiently small τjhj-1,hj if the th component of φt in -hj,-hj+τj is a constant value φj and ψ is small enough satisfying:(21) n-1ψk=1nmaxin¯A0jis+A~jis+ψA0j+A~js<A0j+A~js(21)

So, we have found a solution to (1) which is not positive if Aj=A0j+A~j0 fails under admissible non-negative initial conditions. Note that this contradiction proof is directly extendable to the case when more than one entry of A0j+A~j is negative or when there are one or more negative entries in A0i+A~i for more than one iq¯0.

Now, assume that A00+A~0MEn, A0i+A~i0; iq¯, Bi0; ijq¯ and some jq¯ for which Bj0 fails so that at least one entry Bjαs<0 for some αn¯, sm¯. Take φt=0 for t-h,0 and νjt=0; jq¯0, tR0+. One gets from (16) that(22) xαt=r=0qk=1m0teαTΨt-σBrkukσ-hrdσ+r=0q0teαTΨt-σBrkukσ-hrdσ=r=0qk=1m0teαTΨt-σBrkukσ-hrdσ+rj=0q0teαTΨt-σBruσ-hrdσ+0teαTΨt-σBjuσ-hjdσ=r=0qk=1mhrteαTΨt-σBrkukσ-hrdσ+rj=0qhrteαTΨt-σBruσ-hrdσ+hjtiα=1nΨαit-σBji-Ψt-σBjsuσ-hjdσ=r=0qk=1mhrteαTΨt-σBrkukσ-hrdσ+rj=0qhj+hr-hjteαTΨt-σBruσ-hrdσ+hjtiα=1nΨαit-σBjαi-Ψααt-σBjαsuσ-hjdσ=r=0qk=1mhrteαTΨt-σBrkukσ-hrdσ+rj=0qhrhjeαTΨt-σBruσ-hrdσ+hjtiα=1nrj=0qΨαTt-σBr+Ψαit-σBjαi-Ψααt-σBjαsuσ-hjdσ(22)

Now take, furthermore ukt=0 for k ≠ ; tR, ut=0 for tR- and uhj+t=u¯>0 for t0,ε and ε0,maxiq¯0hi-hj

Thus, one gets that for sufficiently small tR+and αn¯,(23) xαt=u¯hjtiα=1nrj=0qΨαTt-σBr+Ψαit-σBjαi-Ψααt-σBjαsdσ<0(23)

after using the mean value theorem in a similar way as for the derivation of (19) from (18) using Ψαα0=1 and ψαi0=0and Ψααtand Ψαit being, respectively, close to unity and zero respectively for sufficiently small tR+; i,αin¯. It has been proved by contradiction that if A00+A~0MEn, A0i+A~i0; iq¯ while Bi0 fails for some iq¯0, the system (1)–(2) is not positive. Thus, Bi0; iq¯0 is necessary for positivity of (1)–(2). The extended proof under negativity of more than one entry of the set Bi:iq¯0 could be obtained under a direct more cumbersome development via contradiction arguments.

To prove the necessity of Ei0; iq¯0 for positivity of the system, take ut=0; tR0+ and some constant νit=ν¯i0; iq¯0, tR0+. Then, one gets from (1):(24) x˙t=A0+v¯0E0Txt+j=1qAj+v¯jEjTxt-hj(24)

if some component of E0 is negative, say E0i<0, it always exists an off-diagonal i,j entry of A0+v¯0E0T which is negative for a sufficiently large ν¯0j>0. Thus, A0+v¯0E0T is not Metzler so that the unique solution of (24) given, equivalently, by:(25) xt=eA0+v¯0E0Ttx0+j=1q0te-A0+v¯0E0TσAj+v¯jEjTxσ-hjdσ;(25)

tR+ with xt=φt0 for t-h,0 is not positive for some tR+ and x0=x0=φ00 for some given admissible vector function of initial conditions is not positive for some such a function if the first delay h1 is sufficiently large. In the same way, if Ej is not positive for some jq¯, it also follows that Aj+v¯jEjT is not positive for sufficiently large acting bilinear input ν¯j so that the solution is not positive for some tR+. So, a necessary condition for positivity of the time-invariant version of (1)–(2) is that Ej0; jq¯0. Also, it turns out from (2) that if either C ≻ 0 or D0 fails then there are x00 with u0=0 or u00 with x0=0 such that y0 is not positive. □

Remark 1.

Note that, more generally, and without essential changes in the proof of Corollary 2, the bilinear action input could be chosen constant belonging to the admissibility classCv0=v:R0+Rq+1n:vji-minkn¯A~jikEjk;in¯,jq¯0,tR0+

with A¯0=A~0+v0E0T, A¯j=Aj+vjEjT; jq¯ and the condition A00+A~0MEn replaced with A00MEn.

The following result states that if the positive bilinear system converges to a time-invariant one and the control input converges to a value having at least a positive component then there is a unique strict equilibrium point if and only if j=0qAj+v¯jEjT is a Metzler matrix.

Theorem 4.

Assume that (1) is positive and time-invariant (or that it converges to a time-invariant one as t → ∞). Assume, furthermore, thatνjtνje0; jq¯0, utue0 as t → ∞, and j=0qBji0 and uei>0for at least one iq¯0.

Thus, there is a unique positive equilibrium point xe=xeν0e,νqe,ue given by:(26) xe=-j=0qAj+νjeEjT-1j=0qBjue(26)

if and only if j=0qAj+νjeEjT is a Metzler stability matrix. Furthermore, xe ≻ ≻ 0.

Proof

One gets for the time-invariant case that (1) becomes(27) x˙t=A0+ν0eE0Txt+j=1qAj+νjeEjTxt-hj+j=0qBjut-hj(27)

At rest, one gets(28) 0=j=0qAj+νjeEjTx¯+j=0qBjue=A0+ν0eE0x¯+j=1qAj+νjeEjTx¯+j=0qBjue;(28)

x¯Xe0 and Xexe being the equilibrium set. Since(29) j=0qBjue=i=1mj=0qBjiueij=0qBjiueij=0qBji0(29) (30) j=1qAj+νjeEjTx¯+j=0qBjuej=0qBjue0(30)

it follows that XeR+n, (De la Sen, Citation2007; Kao, Citation2014; Mailleret, Citation2004). On the other hand, since the system is positive A0+ν0eE0TMEn, Ai0, Ei0; iq¯, Bj0; jq¯0 from Corollary 2 what implies trivially as well that j=0qAj+νjeEjTMEn. Since x¯Xe0, j=0qAj+νjeEjTMEn and j=1qAj+νjeEjTx¯+j=0qBjue0, the constraints (27) holds if and only if j=0qAj+vjeEjT is a stability matrix, which, since Metzler, implies also the existence of -j=0qAj+νjeEjT-10. Since such an inverse and ue are unique then Xe=xe so that the equilibrium point is unique. Furthermore, note that since -j=0qAj+vjeEjT-1 is non-singular and positive it has at least one non-zero entry per row so that xe=-j=0qAj+νjeEjT-1j=0qBjue0 since j=0qBjue0. □

3. Excitability, strong excitability, external excitability and transparency

The following excitability definitions extend directly the one given in Farina and Rinaldi (Citation2000) for the concept of excitability of a time-invariant linear system then extended in de la Sen (Citation2008b) for a time-invariant system under point delays.

Definition 2 (excitability).

A positive bilinear system (1)–(2) is said to be excitable (respectively, externally excitable) if each state variable (respectively, output variable) can be made positive by applying an appropriate non-negative control input and bilinear input action to the system being initially at rest, i.e. for the case φt=0 for t-h,0.

Remark 2.

It turns out that we could refer to excitability and external excitability of a particular state (respectively, output) variable it is individually excitable without the need for excitability of the complete state (respectively, output) vector. We could also refer in a natural way to asymptotic excitability if the excitability is an asymptotic property.

On the other hand, we can also refer to the above excitability properties with respect to any of the two inputs or, eventually, their components. Excitability, respectively, external excitability being achievable from any control input component or bilinear action component of some control input or bilinear input action will be referred to as strong excitability or strong external excitability, respectively. Note that in many applications the bilinear input action coincides with the control input and it can be of no free-choice.

Theorem 4 leads to a direct excitability consequent result as follows:

Corollary 3.

Assume that all the assumptions of Theorem 4 hold. Then, the resulting time-invariant (1) is asymptotically excitable and also excitable (in a finite time).

Proof

The asymptotic excitability of is obvious from Theorem 4 by fixing ut=ue, vjt=vje for jq¯0 and tR0+ since the state trajectory solution converges asymptotically to a strictly positive equilibrium point. On the other hand, (25) implies that that the strictly positive equilibrium point is strictly increasing with ue for any constant fixed vjt=vje for jq¯0 and tR0+. So, for any such a ue, it exists ε,λ0R+, and a finite time T=Tue,ε,λ0 such that the state-trajectory solution is strictly positive, xei>ε; in¯, and the system is excitable if uet=ue=λue, vjt=vje for jq¯0 and all tR0+ and any λR+λ0 verifying furthermore that 0<xei-εxitxei-ε; in¯ and any t ≥ T with xtxe as t → ∞. Thus, the result is proved. □

Remark 3.

Note that the excitability of Corollary 3 is guaranteed without requiring the need for conditions for the existence of a strictly positive equilibrium, just from the positivity of the system and the constraint j=0qBji0, which is a particular case guaranteeing the necessary and sufficient condition of excitability of the time-invariant version of the positive system.

Conditions of excitability of a positive system are now formalized in the subsequent result through the excitability of its associated system. For such purposes, one takes advantage of the fact that the successive powers of the matrix A00G are positive even if all those of the Metzler A00 are not positive matrices.

Theorem 5.

Consider the system (1)–(2) withA0MEn, A0i  0, Ait=A0i+A~it0, Eit0, Bjt0; tR0+, iq¯0, jq¯0, j=0qBj0, C ≻ 0, D0, and v ∊ Cv withCv=v:R0+Rq+1n:vjtk-minin¯A~jtikEjti;kn¯,jq¯0,tR0+

Assume that each entry of each of the matrices A~it, Eit, Bjt, Ct and Dt; iq¯0, jq0 is either null or non-zero for all time so that their associated matrices are constant. Assume also that the maximum internal and external delays h and h are sufficiently small such that some real t exists which satisfies the constraint maxh,h=maxhq,hq<t<h1+ε with ɛ defined in Lemma A.1 (Appendix A). Then, the following properties hold:

(i) A necessary and sufficient condition for the system to be strongly excitable, and then excitable, from the control input is:k=0μ-1A00kGIn+j=1qi=0μ-1A0jkGA00iGBGj0;jm¯

A sufficient condition for the ith state component to be strongly excitable, and then excitable, from the control input is:k=0μ-1eiTA00kGIn+j=1qi=0μ-1A0jGA00iGBGj>0;jm¯

(ii) Assume, in addition, that j=0qBj is monomial. A sufficient condition for the system to be excitable from the control input is thatk=0μ-1A00kGIn+j=1qA0jG0

A sufficient condition for the ith state component to be excitable from the control input is

k=0μ-1eiTA00kGIn+j=1qA0jG0

Weaker corresponding sufficient conditions if j=0qBj0 is monomial are, respectively,k=0μ-1A00kGIn+j=1qi=0μ-1A0jGA00iG0k=0μ-1eiTA00kGIn+j=1qi=0μ-1A0jGA00iG0

Further weaker corresponding sufficient conditions, which are also necessary, are, respectively,=0qk=0μ-1A00kGIn+j=1qi=0μ-1A0jGA00iGBG0=0qk=0μ-1eiTA00kGIn+j=1qi=0μ-1A0jGA00iGBG0

(iii) A necessary and sufficient condition for the system to be strongly externally excitable from the control input is:=0qk=0μ-1CGA00kGIn+j=1qi=0μ-1A0jGA00iGBGj+DjG0;jm¯

A sufficient condition for the ith output component to be strongly excitable from the control input is:=0qk=0μ-1eiTCGA00kGIn+j=1qi=0μ-1A0jGA00iGBGj+eiTDjG>0;jm¯

(iv) A necessary and sufficient condition for the system to be externally excitable from the control input is:=0qk=0μ-1CGA00kGIn+j=1qi=0μ-1A0jGA00iGBG+DG0

A necessary and sufficient condition for the ith output component to be excitable from the control input is:=0qk=0μ-1eiTCGA00kGIn+j=1qi=0μ-1A0jGA00iGBG+eiTDG>0

Now, defineCvδ=v:R0+Rq+1n:vjtkδ-minin¯A~jtikEjti;kn¯,jq¯0,tR0+

for any δR0+ (note that Cv0 = Cv) and, in addition, assume that v ∊ C. Then, the following additional properties hold:

(v) A sufficient condition for the system to be strongly excitable from the bilinear input action is

k=0μ-1A00kGIn+j=1qi=0μ-1A0jGA00iG0

A sufficient condition for the ith state component to be strongly excitable from the bilinear input action is thatk=0μ-1eiTA00kGIn+j=1qi=0μ-1A0jGA00iG0

(vi) A sufficient condition for the system to be externally excitable from the bilinear input action is:k=0μ-1CGA00kGIn+j=1qi=0μ-1A0jGA00iG0

A sufficient condition for the ith output component to be excitable from the bilinear input action is:k=0μ-1eiTCGA00kGIn+j=1qi=0μ-1A0jGA00iG0

(vii) Define e=1,1,,1T=i=1neiRn and the subsets of n¯nu=ip¯:=0qk=0μ-1eiTA00kGIn+j=1qi=0μ-1A0jGA00iGBG>0nvj=ip¯nuk=1j-1nvk:=0qk=0μ-1eiTA00kGIn+k=1qi=0μ-1A0kGA00iGA~0G+ETGeTx¯j-1G>0;jn¯,

where x¯jG=x¯jG1,x¯jG2,,x¯jGnTRn with x¯0G=0Rn, x¯jGi=1 if inuk=1j-1nvk; jn¯. Then, a sufficient condition for the system to be excitable from the combined control input and bilinear input action is that n¯=nuk=1nnvk. A sufficient condition for strong combined excitability is quite similar by redefining the sets nu and nvjs; q¯0, sq¯0, by removing from the definitions of nuand nvj, the summations l=0q· and =0q·. Sufficient conditions for strong output excitability and output excitability are also direct under small “ad hoc” modifications.

Proof

Assume with no loss of generality that A~it0; iq¯0, tR0+ and that the fundamental matrix function ΨG· is calculated from Theorem 1 by replacing the parameterization of the original system by that of its associated one. If this were not the case, since Ait0; iq¯0, tR0+ by hypothesis, there are (non-unique) additive decompositions of the forms Ait=A¯0i+A¯~it0 satisfying A¯0i0 A~¯it=A0i-A¯0i+A~it0; iq¯0, tR0+ so that a valid fundamental matrix for the homogeneous associated system can be calculated via Theorem 1 with the replacements A0iA¯0i, A~itA~¯it; iq¯0, tR0+ to be used in the subsequent formulas of the proof.

One has from Theorem 1 for u:R0+Rm and v ∊ Cv that the state of the associated system, under corresponding normalized non-negative initial conditions, is described by:(31.a) xGt=ΨGtx0G+j=1q-hj0ΨGt-σA0jGφGσ-hjdσ+0tΨGt-σj=0qBjGuσ-hj+j=0qA~0jGxGσ-hj+EjTGxGσ-hjvjGσdσ(31.a) (31.b) 0tΨGt-σj=0qBjGuσ-hj+j=0qEjTGxGσ-hjvjGσdσ(31.b) (31.c) 0tΨGt-σj=0qBjGuσ-hjdσ;tR+(31.c)

since each entry of each of the matrices A~it, Eit, Bjt, Ct and Dt; iq¯0, jq0 is either null or non-zero their corresponding matrices of the associate system are constant for all time and since the conditions on the parameters guarantee the positivity which lead to the inequalities (31.a)–(31.c) under any non-negative initial conditions and any non-negative control input as well as the time-invariance of the associated system, since v ∊ Cv, with

(32.a) ΨGt=eA00GtIn+j=1qhjte-A00GσA0jGΨGσ-hjdσ=k=0μ-1αktA00kG+k=0μ-1j=1qhjtαkt-σA00kGA0jGΨGσ-hjUσ-hjdσ(32.a)

(32.b) k=0μ-1αktA00kG+k=0μ-1j=1qhjtαkt-σA00kGA0jGeA00Gσ-hjUσ-hjdσ=k=0μ-1αktA00kG+k=0μ-1j=1qi=0μ-1hjtαkt-σαiσ-hjA00kGA0jGA00iGUσ-hjdσ(32.b)

with ΨGt=0 for t-h,0, since from (5), ΨGteA00Gt=k=0μ-1αktA00kG since A0jG0; jq¯0, tR0+ where μZ+n is the degree of the minimal polynomial of A00G and αkt:kμ-1¯0,tR0+ is a linearly independent set of real functions of real domain which are everywhere infinitely time-differentiable with respect to time. The use of (32) in (31.c) leads to(33) xGt0tΨGt-σj=0qBjGuGσ-hjdσ;tR+(33)

If h and h are sufficiently small such that some real t exists which satisfies the constraint maxhq,hq=maxh,h<t<h1+ε for ɛ defined in Lemma A.1 so that the functions of the set αkt,,kμ-1¯0,tR0+ are positive on the real interval 0,ε. Thus, it follows from (32.b) and (33) that, if maxh,h<t<h1+ε, then xGt0 (then the associated system and the system are both strongly excitable through any non-negative control having just one non-zero component), so that xt0 (then strongly excitable as well), if uGt0 then (with just any of their components being non-zero) for tmaxh,h,h1+ε if

(34) =0qk=0μ-1αkt-σA00kGBG+=0qk=0μ-1j=1qi=0μ-1hjtαkt-σ-ταiσ-hj-τdτA00kGA0jGA00iGBG0(34)

for σ0,t and, since αkt>0; kμ-1¯0 for tmaxh,h,h1+ε, (34) holds equivalently if (35) =0qk=0μ-1A00kGIn+j=1qi=0μ-1A0jGA00iGBG0(35)

since A0iG0, B0jG0; iq¯0, jq¯0 and A00kG;kZ0+. The sufficiency part of Property (i) concerning strong excitability (i.e. excitability of all the sate components from any control input component) and state component-wise excitability has been proved. On the other hand, note from (32.a) and (34) that, since j=0qB0j0 j=0qB0jG0 and ΨGt is non-singular for tR0+, it follows that j=0qΨGtB0jGuGt-hj0; t>hR0+ for any positive control input with just one positive component for a non-zero time interval, what yields to the sufficient conditions for excitability and component-wise state excitability. This proves the sufficiency of the given constraint of non-strong excitability. On the other hand, if the corresponding parametrical constraint fails then the state of the associated system xGt=xGt,p0+G=0 for any given non-negative control input under zero initial conditions for all tR0+, where its parameterizing vector p0+GR0+Ω has positive and/or null components depending, respectively, of if the component to the entry of the corresponding parameterizing matrix is zero or unity, where Ω is the total number of entries accounting for all the parameterizing matrices. This implies, as a result by construction and the excitability constraint, that the state of any given system having the above associated one, by a vector p0+R0+Ω of either positive and/or null components which are either zero (if its corresponding entry of a parameterizing matrix is zero) or unity (if the corresponding matrix entry is positive), has a state-solution trajectory xGt,p0+=0; tR0+. On the other hand, any other system of state xp,t, whose associated system state is still xG·, being parameterized by any pRΩ (of eventual negative components of the off-diagonal entries of the Metzler delay-free dynamics), satisfies 0=xp,t̲supp0+R0+Ωxp0+,t=0; pRΩ, tR0+ if the corresponding strong excitability constraints fails. Hence, the necessity of each of the given constraints for the corresponding excitability property.

The proof of the sufficiency part of Property (ii) follows directly from those considerations and Property (i) leading to the three given pairs of sufficiency-type conditions from the strongest one to the weakest one since if j=0qBj0 and monomial then j=0qBjG is monomial and positive, so that it is non-singular with just a non-zero positive entry per row and per column, then its pre-multiplication by any strictly positive matrix, as those in the given conditions, yields a strictly positive matrix as a result. The necessity follows by a close argument as that used for the proof of necessity of Property (i) got from the further weakest sufficient conditions of excitability and component-wise excitability:=0qk=0μ-1A00kGIn+j=1qi=0μ-1A0jGA00iGBG0=0qk=0μ-1eiTA00kGIn+j=1qi=0μ-1A0jGA00iGBG0.

The proofs of the sufficient parts of Properties (iii) and (iv) follow in a very close way as those of Properties (i)–(ii) via (2) and the corresponding output equation for its associated system since via (2) and the corresponding output equation for its associated system since C ≻ 0, D0. The proof of the necessary part follows from very close arguments to those used for the proof of the necessity part of Property (i).

To prove Property (v), note that if the initial conditions and control are zero, one gets from (31.a) for all tR+, since v ∊ Cfor some δR+,(36) xGtj=0q0tΨGt-σA~0jGσxGσ-hj+EjTGxGσ-hjvjGσdσ(36)

for tmaxh,h,h1+ε. Note that (36) does not leads to excitability since the system initially at rest implies that the state is identically zero for identically zero control input Comparing with the parametrical constraint specifying Property (i) which guarantees (33) via (35), the result is direct. Note from (36) and Properties [(i)–(ii)] that the given double condition guarantee the excitability of nu state components from the control input and that of then-nuremaining state components from the bilinear input action through the activated links of the form A~0jG+EjTGeT. □

Remark 4.

Consider the membership set of the bilinear input action defined by:

Cvδtta=v:R0+Rq+1n:vjtkδt-minin¯A~jtikEjti;kn¯,jq¯0,tR0+

for any taR+ and some δ:R0+R0+ such that δt>0 within some, non-necessarily connected, interval Tata,of non-zero measure and, in addition, assume that v ∊ C. Note that Theorem 5 [(v)–(viii)] are also fulfilled under the weaker condition that vCvδtta for tamaxh,h,h1+ε.

Definition 3 (transparency).

A positive bilinear system (1)–(2) is said to be transparent if each output component of the homogeneous system can be made positive for some given non-negative appropriate function of initial conditions, i.e. for the case ut=vjt=0 for tR0+, jq¯0.

Transparency being achievable from any function of initial conditions will be referred to as strong transparency.

The following result holds:

Theorem 6.

Consider the system (1)–(2) withA0MEn, A0i  0, Ait=A0i+A~it0, Eit0, Bjt0; tR0+,iq¯0,jq¯0, j=0qBj0, C ≻ 0, D0, and v ∊ Cv withCv=v:R0+Rq+1n:vjtk-minin¯A~jtikEjti;kn¯,jq¯0,tR0+

Assume that each entry of each of the matrices A~0it, Eit, Bjt, Ct and Dt; iq¯0, jq0 is either null or non-zero for all time. Assume also that the maximum internal and external delays h and h are sufficiently small such that some real t exists which satisfies the constraint maxh,h=maxhq,hq<t<h1+ε with ɛ defined in Lemma A.1 (Appendix A).

Then, the following properties hold:

(i) A sufficient condition for the system to be strongly transparent, and then transparent, is:k=0μ-1CGA00kGIn+j=1qi=0μ-1A0jGA00iGs+A00iGA0Gs0;sn¯

A necessary and sufficient condition for the ith output component to be strongly transparent, and then transparent, is:k=0μ-1eiTCGA00kGIn+j=1qi=0μ-1A0jGA00iGs+A00iGA0Gs0;sn¯

(ii) A sufficient condition for the system to be transparent is:k=0μ-1CGA00kGIn+j=1qi=0μ-1A0jGA00iGIn+=1qA0G0

(iii) A necessary and sufficient condition for the system to be transparent is thatk=0μ-1CGA00kGIn+j=1qi=0μ-1A0jGA00iGIn+=1qA0G+=0qk=0μ-1j=1qi=0μ-1A00kGA0jGA00iGIn+=1qA0GA~0×k=0μ-1A00kGIn+j=1qi=0μ-1A0jGA0iGIn+=1qA0G0

Proof

From (2), (31.a) and (32.b), one gets if utR0+mand v ∊ Cvd; tR0+, δR0+ that

(37) yGtCGΨGtx0G+CG=1q-h0ΨGt-σA0GφGσ-hdσ+CG=0q0tΨGt-σA~0GxGσ-hdσ(37) (38) k=0μ-1αktCGA00kG+k=0μ-1j=1qi=0μ-1hjtαkt-σαiσ-hjCGA00kGA0jGA00iGUσ-hjdσx0G+=1q-h0k=0μ-1αkt-σCGA00kG+k=0μ-1j=1qi=0μ-1hjt-σαkt-σαiσ-hjCGA00kGA0jGA00iGUσ1-hjdσ1×A0GφGσ-hdσ(38)

(39) =s=1nk=0μ-1αktCGA00kG+k=0μ-1j=1qi=0μ-1hjtαkt-σαiσ-hjCGA00kGA0jGA00iGsUσ-hjdσx0Gs+s=1n=1q-h0k=0μ-1αkt-σCGA00kG+k=0μ-1j=1qi=0μ-1hjt-σαkt-σαiσ-hjCGA00kGA0jGA00iGUσ1-hjdσ1×A0GφsGσ-hdσ(39)

Since h and h are sufficiently small such that some real t exists which satisfies the constraint maxhq,hq=maxh,h<t<h1+ε for ɛ defined in Lemma A. Thus, the real functions of the set αkt,,kμ-1¯0,tR0+ are positive on the real interval 0,ε. The proofs of the sufficiency part of Properties [(i)–(ii)] follow directly from (38)–(39). The proof of necessity of Property (i) is close to its counterpart of Theorem 5(i). On the other hand, one has from (37) that(40) yGtCGΨGtx0G+CG=1q-h0ΨGt-σA0GφGσ-hdσ+CG=0q0tΨGt-σA~0GΨGσ-hx0+j=1q-hj0ΨGσ-h-θA0jGφGθ-hjdθdσ(40)

and, using (32.b) for the lower bound of the fundamental matrix, the sufficiency part of Property (iii) follows. The proof of necessity follows under close arguments to those used in the proof of the necessary part of Theorem 5(i). □

Note that, in the discrete-time case, the excitability and transparency conditions of a positive system can be equivalently got from the system itself, instead of from its associated one, since the matrix of dynamics has to be positive instead of simply Metzler. The subsequent example addresses these facts.

Example 1.

Consider the following discrete bilinear system with a single one-step delay:(41) xk+1=Φ0xk+Φ1xk-1+B0xkvk+B1xk-1vk-1+B2uk;yk=Cxk;kZ0+,(41)

under initial conditions xi = 0 for i=-1,0, with the non-negative scalar bilinear action sequence vkkZ0+R0+, where CR0+p×n and Φi,B2R0+n×m, BiR0+n×n; i=0,1 are non-zero. It follows that the system is not excitable from any bilinear action sequence since xk = 0; kZ0+ if uk = 0; kZ0+.

Equation (41) maybe described equivalently through an extended system of dimension 2n and state x¯k=xkT,xk-1TT given by:(42) x¯k+1=Φ¯kx¯k+B¯uk;kZ0+(42)

where(43) Φ¯k=Φ¯kvk=Φ0+B0vkΦ1+B1vk-1In0n×n;B¯=B20;kZ0+(43)

so that(44) x¯k+2n=i=kk+2n-1Φ¯ix¯k+C¯ku¯k;kZ0+,(44)

where u¯kT=uk+2n-1,uk+2n-2,,ukR2nm.

Equation (44) establishes the following result:

Theorem 7

The following properties hold:

(i) Assume that, in addition, rankC¯k=2n and that is monomial for a given bilinear action sequence vkR0+ for some kZ0+, where C¯k is the controllability matrix with respect to the control input sequence uk defined by:(45) C¯k=C¯kvk=B¯Φ¯k+n-1B¯Φ¯k+n-1Φ¯k+n-2B¯i=k+1k+2n-1Φ¯iB¯(45)

Then, the bilinear system (41) is reachable from the control input in the interval k,k+2n for the given bilinear action sequencevk, in the sense that there is some control input sequence ujkk+2n-1R0+m such that, if x¯k=0 then x¯k+2n=x¯ for any given prefixed x¯0. The conditions that C¯k is full rank and C¯kC¯kT is monomial are also necessary for controllability on k,k+2n.

Under these conditions, the system is also excitable by some control input for each given x* ≻ ≻ 0.

(ii) If C¯kC¯kT is monomial and rankC¯k=2n; kZ0+ then the system (41) is uniformly reachable;kZ0+.

(iii) Assume that, for some given admissible set Ω=Ω1,Ω2,,Ωm of finite dimension m, the bilinear input action νkΩR0+; kZ0+. Then, the system is reachable in the discrete-time interval k,k+2n from a combined control input and admissible bilinear input action if and only if there is a full rank controllability matrix in-between m2n possible ones of the form:(46) C¯k=C¯kvk=B¯Φ¯k+n-1v^k+2n-1B¯Φ¯k+n-1v^k+2n-1Φ¯k+n-2v^k+2n-2B¯i=k+1k+2n-1Φ¯iv^k+2n-iB¯,(46)

with v^i=νi,νi-1, νi ∊ Ω; i = kk + 1, ...., k + 2n - 1.

Proof

Since rankC¯k=2n then C¯kC¯kT is non-singular. One gets from (41) that, if u¯k=C¯kTg for some g0R0+2n, then(47) x¯k+2n=i=kk+2n-1Φ¯ix¯k+C¯kC¯kTg;kZ0+(47)

and x¯k+2n=x¯ if g=C¯kC¯kT-1x¯ with x¯k=0 so that u¯k=C¯kTC¯kC¯kT-1x¯. Since Φi,BiR0+n×m; i=1,2 then C¯k0 and C¯kC¯kT is monomial then such a matrix and its inverse are both non-singular with one positive entry per row and column. Also, uk ≻ 0 and u¯k0. Therefore, the system is controllable on k,k+2n. Sufficiency has been proved. The necessity follows from the un-solvability in the control input from the Rouché-Froebenius theorem, since being an incompatible algebraic system, of the state-targeting choice x¯=x¯k+2n=C¯ku¯k if rankx,C¯k>rankC¯k. Note that the subset of R0+2n where the equation is incompatible is non-empty if rankC¯k<2n. It is also excitable since, under any arbitrary choice x¯0, u¯k=C¯kTC¯kC¯kT-1x¯0 (since the inverse of a positive monomial matrix is a positive monomial matrix) makes all the state components to be positive in finite time for the system initially at rest, i.e. if x¯k=0. Property (i) has been fully proved and Property (ii) is a direct consequence of Property (i). Property (iii) is also a consequence of Property (i) since there are m2n variations with repetition admissible bilinear action sequences, with at least one of them being required to generate a full rank controllability matrix. □

Now, assume that(48) B0=0n-1×nb0T;B1=0n-1×nb1T(48)

where bi=bi1,bi2,,binT; i=1,2. The particular non-necessarily positive delay-free case was discussed in Tarn (Citation1972) in the context of non-positive system generating an identically zero solution under zero initial state. Note that the system can be also described by the extended system of state x¯k=xkT,xk-1TT as follows:(49) x¯k+1=Φ¯x¯k+Γ¯X¯kv¯k;kZ0+(49)

where(50) Φ¯=Φ0Φ1In0n×n;Γ¯=B0B10n×n0n×n=0n-1×n0n-1×nb0Tb1T0n×n0n×nX¯k=Diagxk,xk-1(50)

and (43) yields for any k,jZ0+ proceeding recursively that(51) x¯k+j=Φ¯jx¯k+i=kk+j-1Φ¯k+j-i-1Γ¯X¯iv¯i(51)

and then(52) x¯2n+k-Φ¯2n+kx¯0=i=02n+k-1Φ¯2n+k-i-1Γ¯X¯iv¯i;kZ0+(52)

The following result holds:

Theorem 8.

Assume that KerΓ¯,Φ¯Γ¯,,Φ¯2n-1Γ¯R0+2n0, i.e. the pair Φ¯,Γ¯ is uncontrollable. Then, there is a subclass of bilinear control actions belonging to the admissibility class such that the system (41) is not excitable under zero control input for the bilinear input actions in such a subclass.

Proof

Note that, equivalently, it is assumed that rankΓ¯,Φ¯Γ¯,,Φ¯2n-1Γ¯<2n, i.e. Then, there are infinitely many non-zero sequences v^kR2, equivalently, infinitely many real non-negative sequences uk such that x¯2n+k=Φ¯2n+kx¯0 for any given x0,-1R0+n. If x0 = x−1 = 0 then xk = 0 from (45) and X¯k=0; kZ0+ for the class defined by such bilinear input action sequences. It is obvious that infinitely many of them are in the admissibility class for positivity while they do not excite the state. The result has been proved. □

Note that if the control input is identically zero then one gets from (47) that(53) yk+2n=i=kk+2n-1C¯Φ¯ix¯k;kZ0+(53)

where C¯=C,0p×n and (54) Ok=C¯Φ¯k+2n-1TC¯TΦ¯k+2n-1TΦ¯k+2n-2TC¯Ti=k+1k+2n-1Φ¯iTC¯TT(54)

Thus, the following holds:

Theorem 9.

The system (41) is observable on k,k+2n if and only if rankOk=2n. This condition also guarantees that the system is transparent although it is not a necessary condition for it.

Proof

The necessity and sufficiency for observability is a standard condition for the extended system of dimension 2n. Since the observability matrix is non-singular and positive, there is some positive xk ≻ 0 such that yk ≻ ≻ 0(it suffices to take anyxk ≻ ≻ 0) but, since Ok0, the observability is not needed to guarantee transparency. □

Note that the system is not strongly transparent on k,k+2n since Ok0 fails since C¯0 fails because of its structure.

Example 2.

Now, consider the following hybrid-continuous-time system under a discrete-time feedback controllerx˙t=Axt+B2uk+B0vkxk+B1vk-1xk-1;tkT,k+1T;kZ0+uk=ukT=Kxk+K0xk-1νk=vkT=θvk-1;kZ0+

subject to initial conditions xiR0+ for i=-1,0 for some given TR+, and some given control gains K,K0R0+m×n and θR0+ or θR0+n×n, where AMEn×n, B0,B1R0+n×n and B2R0+n×m. Then,xk+1=xk+1T=eATxk+0TeAT-σdσB3K+B0θkv0xk+B3K0+B1θk-1v1xk-1x¯k+1=Φ¯kx¯kyk+2n=C¯x¯k+2n=C¯Okx¯k

whereΦ¯k=Φ0+B3ΓK+B0θkv0Φ1+B3ΓK0+B1θk-1v0In0n×n

and Γ=0TeAT-σdσ. Since AMEn×n, eAT ≻ 0 and also non-singular, since it is a fundamental matrix, and then Γ0. Since, furthermore, Bi ≻ 0; i=0,1,2 and K0,K,θ0,C0; Φ¯k0 and C¯Ok0 for all kZ0+. So, the system is transparent for any given x0 ≻≻ 0. The discussion of potential extensions of the above examples to the positivity of dynamic systems subject to switching in-between several parameterizations and to the discretization of continuous-time systems under non-periodic sampling can be addressed directly being supported by some technical results proved in De la Sen (Citation1983), De la Sen, Paz, and Luo (Citation1998) and Ibeas, De La Sen, and Alonso-Quesada (Citation2004). In particular, note that if the continuous - time matrix of dynamics of a given parameterization is a Meltzer one, then its associate state-transition (or fundamental) matrix is positive for each transition in- between any two consecutive samples and non-singular irrespective of the used sampling period sequence.

Funding

This work was supported by the Spanish Government and to the European Fund of Regional Development FEDER for Grant DPI2015-64766-R and to UPV/EHU for Grant PGC 17/33.

Additional information

Notes on contributors

M. De la Sen

M. De la Sen serves currently as a professor of Systems Engineering and Automatic Control at the University of Basque Country, where he also serves as the head of the Institute of Research and Development of Processes. He has coauthored about 800 papers in scientific journals and proceedings of conferences. He is currently serving as an associate editor of the following journals: Applied Mathematical Sciences; Nonlinear Analysis, Modeling and Control; Fixed Point Theory and Applications; Heliyon; Frontiers in Applied Mathematics and Statistics; and others. His main interest research areas include discrete and sampled-data control systems, nonperiodic and adaptive sampling, adaptive control, fixed point theory, positive systems, stability, models for ecology, epidemic models, time-delay systems, artificial intelligence and heuristic tools for dynamic systems, and ordinary differential equations. The material of this paper relies on the properties of positivity of bilinear systems subject to point delays.

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Appendix A

Auxiliary Lemmas

Lemma A.1.

There exists some t1R+ such that the functions αkt:kμ-1¯0,tR0+ are positive on 0,t1 with αk0=0 for kμ¯ and α00=1.

Proof

Note that(A.1) A00GeA00Gt=k=0μ-1α˙ktA00kG=k=0μ-1αktA00k+1G(A.1)

(A.2) =k=1μ-1αk-1t+αμ-1takA00kG+αμ-1ta0μIn(A.2)

for all tR0+ since eA00Gt=k=0μ-1αktA00kG with A00μG=k=0μ-1akA00kG from Cayley-Hamilton theorem. The set αkt:kμ-1¯0,tR0+ for the associated system is calculated from the subsequent linear algebraic system (see, for instance, De La Sen, Citation2002; De la Sen et al., Citation1998):ddλi1,λ,,λμ-1α0t,α1t,...,αμ-1tT(A.3) =eλ1t,teλ1t,,tμ1-1eλ1t,eλ2t,teλ2t,,tμ2-1eλ2t,,eλσt,teλσt,,tμσ-1eλσtT(A.3)

where λ00iGC:iσ¯ is the spectrum of the delay-free matrix of dynamics of the associated system A00G, and μi is the multiplicity of λi in the minimal polynomial of A00G, of degree μ=i=1σμi, for all iσ¯. If the minimal polynomial of A00G is pμs=detsI-A00G=sμ-i=0μ-1aisi where ai are real constants which depend on the degree μof such a minimal polynomial. The set αkt:kμ-1¯0,tR0+ is a linearly independent real set of functions on R0+ which are everywhere continuously (and infinitely) differentiable with continuous-time derivatives. The identity eA00Gt=k=0μ-1αktA00kG yields α00=1, αk0=0for kμ-1¯. By comparing the above identities, one has due to the liner independence thatα˙kt=αk-1t+akαμ-1t;kμ¯,tR0+α˙0t=a0αμ-1t;tR0+

with initial conditions α00=1, αk0=0; kμ-1¯. Since α00 is everywhere continuous and α00=1 then there is some ε0R+ such that α0t>0 for t0,ε0 even in the event that α˙00<0. Also, α˙10=α00+a1αμ-10=1>0. Thus, α10=0 with α˙1t>0 for t0,ε1 and some ε1R+, since the linearly independent set αkt:kμ-1¯0,tR0+ is everywhere continuously differentiable with respect to time with everywhere continuous-time-derivatives, so that there is some ε1R+ such that α1t>0 for t0,ε1. It has been proved that α00=1, αk0=0; kμ¯. Proceed by complete induction by assuming that for some given k<μZ+ αkt>0 for t0,εk and some εkR+. Since αμ-10=0, α˙k+1t>0 for t0,εk+1 and some ε1R+ and αk+1t>0 for some t0,εk+1 and some εk+1R+ since the set αkt:kμ-1¯0,tR0+ is everywhere infinitely differentiable with respect to time with everywhere continuous-time-derivatives. If ε=min0kμ-1εk then αkt>0; kμ-¯10 for t0,ε. □

Lemma A.2.

The following properties hold for any AMEn:

(i) eAt0 for some tR+ ⇒ eAt0; tt,.

(ii) If eAt0 fails for some tR+ then eAθ0 with non- strict positivity for θ0,t.

(iii) If eAt0 for some tR+ then there is θ0,t such that eAσ0 for σθ, and eAσ¬0 for σ0,θ.

(iv) IfA0i  0, Ait=A0i+A~it0 and Bjt0; tR0+, iq¯0, jq¯0then Ψt0; tt, if eAt0 for tR+.

Proof

Consider any AMEn with obviously has a unique additive decomposition in a diagonal and an off- diagonal matrix as follows:A=Ad+Aod

where Ad=DiagA and Aod = A − Ad has zero diagonal entries. Consider the auxiliary homogeneous system:z˙t=Adzt+Aodzt;z0=z0

whose unique solution on R0+ iszt=eAd+Aodtz0=eAdtx0+0te-AdσAodzσdσ=eAdtIn+0te-AdσAodeAd+Aodσdσz0

Since the above identity holds irrespective of the initial condition, the following identity is trueeAd+Aodt=eAdtIn+0te-AdσAodeAd+Aodσdσ;tR0+

Note thateAt=eAdt-teAdtIn+0te-AdσAodeAd+Aodσdσ+tte-AdσAodeAd+Aodσdσ=eAdt-teAdtIn+0te-AdσAodeAd+Aodσdσ+eAdttte-AdσAodeAd+AodσdσeAdt-teAdtIn+0te-AdσAodeAd+Aodσdσ=eAdt-teAt0

for all tt, and a given tR+ if eAt0 for some tR+ since Aod ≻ 0, eAdθ-θ0 for θθ,, eAdθ0 for θR0+. Property (i) has been proved. Now, assume that eAt0 for some given tR+, but non-strictly positive then eAσ0 but non-strictly positive for σ0,t. Since eiTeAdθej=0, eiTeAdθei>0; i,jin¯, θR0+and eAdθ is diagonal since Ad is diagonal, there is some i,jin¯ such thateiTeAtej=eiTeAdtej+0teiTe-AdσAodeAd+Aodσejdσ=0teiTe-AdσAodeAσejdσ=0

Then eiTe-AdσAodeAσej=0 for σ0,t10,t and eAσ¬0 for σ0,t1, t10,t and the given tR+. Property (ii) has been proved. Property (iii) is a direct consequence of Properties (i)–(ii) and the continuity of the entries of eAt as functions of time on R0+. Property (iv) follows from Property (i) since A0i  0, Ait=A0i+A~it0and Bjt0; tR0+, iq¯0,jq¯0. □