4

I am trying to figure out how to formalize a dynamical system whose state vector can change dimensions from one step to the next. For example, I have a process (a discrete-time dynamical system, if you could call it) that at time step $t=k$ has a state vector $x(k)$ that is an $n$-dimensional vector and at time $t=k+1$, the state vector $x(k+1)$ can become an $(n+1)$-dimensional vector depending on the input. In the context of dynamical systems, this is an unusual construct that I am not familiar with. Has anyone ran into this? Any clues as to how one might capture/describe the state space for a process like this?

Addendum:

An alternate form would be if the variable dimensional state, $x(k)$, is re-defined to represent the output $y(k)$ of another system, one whose SS is a fixed dimensional vector space:

$x(k+1)=F(k,x(k),u(k))$ , $x(0)=x_0 \in \mathbb{R^n}$

$y(k) = C(k,x(k),u(k))$ , $y(k) \in \mathbb{R}^{d_k}$

In the context of dynamical systems, it seems like this is a more natural construct to capture variability of the dimension: via the output space rather than the internal SS. This removes the challenges introduced with time incremental change in SS dimension, i.e. $x(k+1) \in \mathbb{R^{n}}$ has the same dimension as $x(k) \in \mathbb{R^{n}}$, but now the output is free to change dimension via an output transition mapping, $C$, in $y(k)=C(k,x(k))$ or more generally $y(k)=C(k,x(k),u(k))$ where $u$ is the input to the system. But now, of course the devil is in figuring out the mapping $C$ that gets us to $x$. I am hoping there are more examples/hits on this form of the problem?

Brian S.
  • 113
  • 1
    Obviously it depends on context but why not make the state vector $[x_k, 0]^T$ at $t=k$ in the example you gave? – adfriedman Jun 13 '22 at 01:51
  • Thank you adfriedman, this could work if the state space (SS) vector growth was occasional, but the SS vector is constantly growing, ultimately getting to very large numbers. I want to be able to capture this step-wise incremental growth in the dimension of SS. Assumption of a maximum SS dimension and starting off with that could be a temporary hack but inefficient and unnatural to description of the system's dynamics. But, the growth in dim of the system can be expressed as a separate second dynamical system that is of fixed dimension, if anyone knows how to connect it to orig. system? – Brian S. Jun 13 '22 at 02:37
  • Thanks Rodrigo. Functional programming, as I see it in the link you included, seems better defined in the context of programming languages. Not sure, how to incorporate it easily into a mathematical form where we can study orbitals and stability etc. Am I looking at functional programming correctly? I was expecting something akin to semi-definite programming. – Brian S. Jun 14 '22 at 02:12
  • @BrianS. Take a look at this, though in this case there is no vector. What I had in mind was something like map, where a function f is applied to all elements of a list. In that case, we have a finite state machine whose state space is the set of possible lists — starting with the empty list, the list with a single element that is f applied to the first element of the list, etc — and one can simulate that using a left fold. – Rodrigo de Azevedo Jun 14 '22 at 05:12

1 Answers1

3

One can consider

$$\cdots\xrightarrow{f_{n-1}}X_n\xrightarrow{f_n}X_{n+1}\xrightarrow{f_{n+1}}\cdots, $$

where $X_n$ is a $d_n$ dimensional space for each $n$. This would allow both increasing dimensions and decreasing dimensions. (If only increasing dimensions ought to be considered, one can take $X_n$'s such that $d_n\leq d_{n+1}$.)

Formally, one can consider the coproduct $X=\bigsqcup_n X_n$ as fibering above the integers $\mathbb{Z}$ and take the family $\{f_n\}_n$ to be generating a cocycle over the right translation action of $\mathbb{Z}$ on itself, that is, we have the dynamical system

$$F:\mathbb{Z}\times X\to X,\, (m, x_n\in X_n)\mapsto f_{n+m-1}\circ f_{n+m-2}\circ\cdots\circ f_{n+1}\circ f_n(x_n)\in X_{n+m}.$$

Similar constructions are used to "autonomize" time-dependent systems (e.g. in random dynamics or nonautonomous ODEs).

Note that this is not the only way to accomplish formalizing the idea of time-dependent dimensions. For instance it might be easier to work with an infinite dimensional space from the get-go (a finite dimensional vector happens to have all but finitely many entries zero in this framework).

Alp Uzman
  • 12,209
  • 1
    Thank you Alp. Fabulous/helpful start on the formalization (m=1, especially). I am hoping to get to a practical implementation and handles with which to identify equilibrium points and do stability analysis. The system is stable: despite the SS dim explosion, Xn will converge to a stable equilbrium, Xe, of finite dim. How can we do stability analysis with this interesting form, where "functional compositionality" encodes the dynamics of the SS dimension . Any references/examples you can share on autonomizing similar time-dependent systems would be very helpful. – Brian S. Jun 13 '22 at 17:49
  • @BrianS. I would expect that there is literature specifically about this but I'm not aware of it. I will let you know if I come across any. – Alp Uzman Jun 13 '22 at 18:57
  • 1
    I think any real example / instance of a one step increment (m=1, or perhaps 2) with time-variant dimension size would be great. I think ultimately an infinite dimensional formulation, like the one you alluded to, maybe more of a practical way to capture this - but not as elegant and natural as the discrete finite dimensional form. – Brian S. Jun 13 '22 at 21:40