Lecture Notes in Control and Information Sciences
Editor: M. Thoma
_{2}_{5}_{8}
Springer
London
Berlin
Heidelberg
New York
Barcelona
Hong Kong
Milan
Paris
Singapore
Tokyo
Alberto Isidori, Franqoise LamnabhiLagarrigue,
andWitoldRespondek(Eds)
Nonlinear Control in the Year 2000
Volume 1
With 86 Figures
~
Springer
Series
Advisory
Board
A. 
Bensoussan • M.J. Grimble • P. Kokotovic • A.B. Kurzhanski • 
H. 
Kwakernaak • J.L. Massey • M. Morari 
Editors
Alberto Isidori, Professor
Dipartimento di Informatica e Sistemistica, Universitt~di Roma "La Sapienza",
00184 Rome Italy
Franqoise LamnabhiLagarrigue,
Laboratoire des Signaux et Systems, CNRS SUPELEC,
91192 GifsurYvette, France
Witold Respondek, Professor Laboratoire de Math6matique
76131 Mont Saint Aignan, France
Docteur D'6tat
et Informatique, INSA de Rouen,
ISBN 1852333634 SpringerVerlag London Berlin Heidelberg
British Library Cataloguing in Publication Data
A catalog record for this book is availablefrom the British Library
Library of Congress CataloginginPublicationData Nonlinear control in the year 2000 / Alberto Isidori, Franqoise LarrmabhiLagarrigue, and Witold Respondek.
p. cm.  (Lecture notes in control and information sciences, ISSN 01708643 ; 258259)
Includes bibliographical references.
ISBN 1852333634 (v. 1 : acidfree paper)  ISBN 1852333642 (v.2 : acidfree paper) 1. Nonlinear control theory. I. Isidori, Alberto. II. LamnabhiLagarrigue, F. (Franqoise), 1953 III. Respondek, W. IV. Series. QA402.35.3N66 2001
003.5dc21
00045600
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Preface
These two volumes contain papers based on talks delivered at the 2nd Work
shop of the Nonlinear Control Network (http://www.supelec.fr/lss/~lCN),
held in Paris, June 59, 2000. The Authors of the presented papers, as well as the Editors of these two volumes, hope that "Nonlinear Control in the Year 2000" is not only one more book containing proceedings of a workshop. Two main reasons justifying our hope are that, firstly, the end of the century is a natural moment to think about past developments in nonlinear control and about its perspectives in the twentyfirst century; and, secondly, we be lieve that nonlinear control has reached an age of maturity which enables the community to sketch a stateoftheart of the field. We hope that papers contained in the two volumes serve to fulfill these goals: many of them have their roots and their origins in nonlinear control theories which have been developed in past three decades and which, by now, form a basis of canonical results in the field. Such papers form a bridge between the actual theory and its future developments. Many other papers contained in the book present completely new ideas and suggest new directions and, in this sense, they are directed towards the future of the nonlinear control.
We would like to emphasize one peculiarity of our field: nonlinear control is an example of a theory situated at a crossroad between mathematics and engineering science. Due to this position, nonlinear control has its roots in both fields and, as we deeply believe, can bring new ideas and new results for both domains. The book reflects very well this "double character" of nonlinear control theory: the reader will find in it results which cover a wide variety of problems: starting from pure mathematics, through its applications to nonlinear feedback design, all way to recent industrial advances.
Eight papers contained in the book are based on invited talks delivered at the Workshop by:
Alessandro Astolfi, 
John Baras, 
Christopher Byrnes, 
Bronistaw Jakubczyk, 
Anders Rantzer, 
Kurt Schlacher, 
Eduardo Sontag, 
Hector Sussmann. 
Altogether the book contains 80 papers and therefore it is impossible to mention all discussed topics: to give a flavour of the presented material let us mention a few of them. For many theoretical papers a common factor is optimal control, for example subRiemannian geometry (in particular fun damental results on (non)subanalyticity of small balls and of the distance function), the use of generalized differentials in generalized Maximum Princi ple, singular and constrained optimal control problems. Another subdomain of nonlinear control attracting many contributions to the book is stability and asymptotic behavior. In this area, stemming from traditional Lyapunov
VI
techniques, the methods based on the concept of inputtostate stability have established a leading role in analysis and design, and new ideas have emerged, such as those aiming at the analysis of nonequilibrium steadystate behav iors, or at the evaluation of asymptotic convergence for almost all initial conditions via dual Lyapunov analysis. Applications of these ideas in non linear control are widespread: stabilization of nonlinear systems, trajectory tracking, adaptive control. Other subdomains of nonlinear control attract ing a lot of attention, and represented in the book, are that of observability and observers for nonlinear systems, sliding mode control, theory of nonlin ear feedback (invariants, classification, normal forms, flatness and dynamic feedback), recursive design (backstepping and feedforwarding). The papers present in the two volumes cover various aspects of all just mentioned topics. Moreover, the book contains also papers discussing main results of a plenary Session devoted to industrial applications.
We wish to thank all invited speakers and all contributors to the 2nd Non linear Control Network Workshop for making this conference an outstanding intellectual celebration of the area of Nonlinear Control at the turn of the century. The Editors are grateful to all the chairpersons:
Dirk Aeyels, Alfonso BaSos, Fritz Colonius, Halina Frankowska, Bronistaw Jakubczyk, Jean L~vine, Frdddric Mazenc, Philippe Mullhaupt, Elena Panteley, Pierre Rouchon, Arjan van der Schaft, Fatima Silva Leite, Alan Zinober.
Andrei Agrachev, Georges Bastin, Emmanuel Delaleau, JeanPaul Gauthier, Philippe Jouan, Antonio Loria, Gdrard Montseny, Henk Nijmeijer, Laurent Praly, Joachim Rudolph, Jacquelien Scherpen, Hebertt SiraRamirez,
Andrea Bacciotti, Antonio Bicchi, Michel Fliess, Henri Huijberts, loan Landau, Riccardo Marino, Claude Moog, Romeo Ortega, Anders Rantzer, Andrey Sarychev, Rodolphe Sepulchre, Fabian Wirth,
They have excellently played their role during the presentations and also have helped us in reviewing the contributed papers accepted for publica tion in this book. We would like to thank the TMR Program for the financial support which, in particular, helped numerous young researchers in attending the Workshop. We express our thanks to Christiane Bernard (Mathematics and Information Sciences Project Officer at the European Community) and Radhakisan Baheti (Program Director for Control at NSF) for their partic ipation at the Session on Founding to Academic Research on Control. We also thank the CNRS staff as well as PhD students and Postdocs at L2S in GifsurYvette for their help in the organization of the Workshop.
Frangoise LamnabhiLagarrigue
GifsurYvette
Alberto Isidori
Rome
Witold Respondek
Rouen
Contents
Volume
1
Subanalyticity of distance and 
spheres 
in SR 
geometry 
1 

Andrei Agrachev, JeanPaul Gauthier 

Principal invariants of Jacobi 
curves 
9 

Andrei Agrachev, Igor Zelenko 

The 
De Casteljau algorithm 
on 
SE(3) 
23 

Claudio Altafini 

Trajectory tracking by cascaded backstepping control for a secondorder nonholonomic mechanical system 
35 
Nnaedozie P.I. Aneke, Henk Nijmeijer, Abraham G. de Jager
Static output feedback stabilization: from linear to nonlinear and back
49
Alessandro Astolfi, 
Patrizio Colaner~ 

Semilinear diffusive representations for nonlinear fractional differential systems 
73 

Jacques Audounet, Denis Matignon, Gdrard Montseny 

Controllability properties of a class of control systems on Lie groups 
83 

Victor Ayala, Luiz A. B. San Martin 

Stability analysis to parametric uncertainty extension to the multivariable case 
93 

Miguel Ayala Botto, Ton van den Boom, Josg Sd da Costa 

External 
stability and 
continuous Liapunov 
functions 
103 

Andrea Bacciotti 

Optimal 
control 
with 
harmonic rejection of induction 
machine 
113 
Iyad Balloul, Maze, Alamir
VIII
Nonlinear
QFT
synthesis
based
on harmonic
balance
and
multiplier theory 
123 

Alfonso BaSos, Antonio Barreiro, Francisco Gordillo, Javier Aracil 

Group invariance and symmetries 
in 
nonlinear 
control and 

estimation 
137 

John S. Baras 

A 
globalization procedure for locally stabilizing controllers 
171 

Jochen Behrens, Fabian Wirth 

Optimal control and implicit Hamiltonian systems 
I85 

Guido Blankenstein, Arian van der Schaft 

Robust absolute stability of delay systems 
207 

PierreAlexandre Bliman 

Stratification du secteur anormal dans 
la sphere 
de Martinet 

de petit rayon 
239 

Bernard Bonnard, Emmanuel Trdlat 

Nonequilibrium theory for nonlinear 
systems 
253 

Christopher I. Byrnes 

A 
regularization of Zubov's equation 
for robust 
domains 
of 

attraction 
277 

Fabio Camilli, Lars Griine, Fabian Wirth 

A 
remark on Ryan's generalization of Brockett's 
condition 
to 

discontinuous stabilizability 
291 

Francesca Ceragioli 

Applications of Lie algebroids in mechanics 
and control theory 299 

Jesds ClementeGallardo 

Observer design for locally observable analytic systems: 

convergence and separation property 
315 

Fabio Conticelli, Antonio Bicchi 

An 
Hccsuboptlmal fault detection 
filter for bilinear systems 
331 
Claudio De Persis, Alberto Isidori
IX
Adaptive control of feedback linearizable systems orthogonal approximation functions 
by 
341 
Domitilla Del Vecchio, Riccardo Marino, Patrizio Tomei 

Sampleddata lowgain integral control of linear systems with actuator and sensor nonlinearities 
355 

Thomas Fliegner, Hartmut Logemann, Eugene P. Ryan 

State feedbacks without asymptotic observers and generalized PID regulators 
367 

Michel Fliess, Richard Marquez', Emmanuel Delaleau 

Eigenstructure of nonlinear Hankel operators 
385 

Kenji Fujimoto, Jacquelien M.A. Scherpen 

Distributed architecture for teleoperatlon over the 
internet 
399 
Denis Gillet, Christophe Salzmann, Pierre Huguenin 

Singular LQ problems and the DiracBergmann theory of constraints 
409 

Manuel Guerra 

Robust tracking of multlvarlable linear systems under parametric uncertainty 
423 

Veit Hagenmeyer 

Flatnessbased control of the separately excited DC 
drive 
439 
Veit Hagenmeyer, Philipp Kohlrausch, Emmanuel Delaleau 

State detection and stability for uncertain dynamical systems 
453 

Mohamed Ali Hammami 

Controllability properties of numerical eigenvalue algorithms 
. 467 

Uwe Helmke, Fabian Wirth 

On the diseretizatlon of slidingmodelike controllers 
481 

Guido Herrmann, Sarah K. Spurgeon, Christopher Edwards 

Nonlinear adaptive state space control for a class of nonlinear 

systems with unknown parameters 
497 
Christian Hintz, Martin Rau, Dierk Schr6der
×
An observer 
view on synchronization 
509 

Henri J.C. Huijberts, Henk Nijmeijer 

Regularity of the subRiemannian distance 
and 
cut 
locus 
521 

Sdbastien Jacquet 

Industrial sensorless control of induction 
motors 
535 

Fabrice Jadot, Philippe Martin, Pierre Rouchon 

Feedback invariants and critical trajectories; 

Hamiltonian 
formalism for feedback equivalence 
545 

Bronistaw Jakubczyk 

Paths in subRiemannian geometry 
569 

Frgddric Jean 

Observability 
of C°°systems for Loosingleinputs 
575 

Philippe Jouan 

Robust control of a synchronous power generator 
583 
Matei Kelemen, Aired Francis Okou, Ouassima Akhrif, LouisA. Dessaint
Volume 2
×l
Control of a reduced size model of US navy crane using only motor position sensors 
1 

Bdlint Kiss, Jean Ldvme, Philippe Mullhaupt 

Algorithms for identification 
of continuous time nonlinear 

systems: 
a passivity approach 
13 

Ioan D. Landau, B. D. O. Anderson, F. De Bruyne 

Flatnessbased boundary control of a nonlinear parabolic equation modelling a tubular reactor 
45 

Alan F. Lynch, Joachim Rudolph 

Dynamic feedback transformations of controllable linear time varying systems 
55 

Franfois Malrait, Philippe Martin, Pierre Rouchon 

Asymptotic controllability implies continuousdiscrete time feedback stabilizability 
63 

Nicolas Marchand, Mazen Alamir 

Stabilisation of nonlinear systems by discontinuous dynamic state feedback 
81 

Nicolas Marchand, Mazen Alamir, Iyad Balloul 

On the 
stabilization of a class of uncertain systems by bounded 

control 
95 

Lorenzo Marconi, Alberto Isidori 

Adaptive 
nonlinear control 
of synchronous generators 
107 
Riccardo Marino, Gilney Datum, Franfoise LamnabhiLagarrigue 

Nonlinear observers of time 
derivatives from noisy measure 

ments 
of periodic signals 
123 

Riccardo Marino, Giovanni L. Santosuosso 

Hamiltonian representation of distributed parameter systems with boundary energy flow 
137 
Bernhard M. Maschke, Arjan van der Schaft
×11
Differentiable Lyapunov function and center manifold theory 
. 
143 

Frdddric Mazenc 

Controlling selfslmilar traffic and shaping 
techniques 
149 

Radl J. Mondrag6n C, David K. Arrowsmith, Jonathan Pitts 

Diffusive representation for pseudodifferentlally damped nonlinear systems 
163 

Gdrard Montseny, 
Jacques Audounet, Denis Matignon 

Euler's discretization and dynamic equivalence of Nonlinear Control Systems 
183 

Ewa Pawtuszewicz, Zbigniew Bartosiewicz 

Singular systems in dimension 3: cuspidal case and tangent elliptic fiat case 
193 

Mich~le Pelletier 

Flatness of nonlinear control systems and exterior differential systems 
205 

Paulo S~rgio Pereira da Silva 

Motion planning for heavy chain systems 
229 
Nicolas Petit, Pierre Rouchon
Control of an industrial
polymerization reactor
using flatness . 237
Nicolas Petit, Pierre Rouchon, JeanMichel Boueilh, Frgddric Gugrin, Philippe Pinvidic
Controllability of nonlinear multidimensional control systems . 245
JeanFranfois Pommaret
Stabilization of a series DC motor
by dynamic output
Richard Pothin,
Claude H. Moog, X. Xia
feedback257
Stabilization 
of nonlinear systems via Forwarding 
rnod{LaV } 
265 

Laurent Praly, Romeo Ortega, Georgia I(aliora 

A robust globally asymptotically stabilizing Feedback: 

The example 
of the 
Artstein's circles 
279 
Christophe Prieur
Robust stabilization for the nonlinear benchmark problem (TORA) using neural nets and evolution strategies
Cesdreo Raim(mdez
Xlll
301
On 
convexity in stabilization of nonlinear 
systems 
315 

Anders Rantzer 

Extended Goursat normal form: a geometric characterization 
. 323 

Witold Respondek, William PasillasLgpine 

Trajectory tracking for 7rflat nonlinear delay systems with a motor example 
339 

Joachim Rudolph, Hugues Mounier 

Neurogenetic robust regulation design for nonlinear parameter dependent systems 
353 

Giovanni L. Santosuosso 

systems via highorder 

Stability criteria for timeperiodic averaging techniques Andrey Saryehev 
365 

Control of nonlinear descriptor systems, 
a computer 
algebra 

based approach 
379 

Kurt Schlachev , Andreas If ugi 

Vibrational control of singularly perturbed 
systems 
397 

Klaus R. Schneider 

Recent 
advances in output regulation of nonlinear systems 
409 

Andrea Serrani, Alberto Isidori, Cristopher I. Byrnes, Lorenzo Marconi 

Sliding mode control of the PPR mobile robot 
with 
a flexible 

joint 
421 

Hebertt SiraRam(rez 

The 
ISS philosophy as a unifying framework for stabilitylike 

behavior 
443 

Eduardo D. Sontag 

Control design of a crane for offshore lifting operations 
469 
Michael P. Spathopoulos, Dimosthenis Fragopoulos
×IV
Setvalued differentials and the maximum principle of optimal control
Hdctor J. Sussmann
Transforming
a singleinput nonlinear
system
to
a strict
487
feedforward form 
via feedback 
527 

Issa Amadou Tall, Witold Respondek 

Extended activepassive decomposition 
of chaotic systems 
543 

Ranjan Vepa 

On 
canonical decomposition of nonlinear 
dynamic 
systems 
555 

Alexey N. Zhirabok 

New 
developments 
in dynamical adaptive 

backstepping control 
565 

Alan S.I. Zinober, Julie C. Scarratt, Russell E. Mills, 

All Jafari Koshkouei 

List of participants 
at 
the 2nd NCN Workshop 
623 
Subanalyticity
SubRiemannian
of Distance
and
Geometry
Spheres
in
Andrei Agrachev 1 and JeanPaul Gauthier 2
1 S.I.S.S.A., Via Beirut 24
34013 Trieste, Italy
and Steklov Mathematical Institute, ul. Gubkina 8 117966 Moscow, Russia
agrachev@sissa, it
Laboratoire d'analyse appliqu4e et optimisation Universit de Bourgogne D4partement de Math4matiques, B.P. 47870
21078 Dijon, France
gauthierQubourgogne,fr
1 
Introduction 

Let M 
be 
a 
C ~ 
Riemannian manifold, dimM 
= 
n. 
A distribution on 
M 

is 
a smooth linear subbundle A of the tangent bundle TM. The number 

k 
= dim Aq is the rank of the distribution. The restriction of the Riemannian 
structure to A is a subRiemannian
We fix a point q0 6 M and study only admissible paths starting from this
q0. Sections of the linear bundle
point, i.e. meeting the initial condition q(0) =
structure.
A are smooth vector fields; we set
A={XEVecM:X(q)
6 Aq,
q e
M},
the space of sections of A. Iterated
flag
Lie brackets of the fields in /~ define a
Aqo C A2 qo Q
"'" C
Am qo
"'" C TqM
in the following way:
A m : span{[X1, [X2, [.
qo
9
"1
Xm]
9
9
.](q0) : Xi
9 z~,
i
= 1
~
9
"
"~
rn}.
A distribution A is bracket generating at q0 if A m :
If
of
Tqo M
for some m
>
0
qo
A is bracket generating, and if q0 and ql are close, the Riemannian length
the shortest path, connecting q0 to ql, is the subRiemannian distance or
CarnotCaratheodory
distance between q0 and ql
In
a given initial point
between q0 and q. p is a continuous function defined on a neighborhood of
q0. Moreover, p is H61dercontinuous with
aq' = TqoM.
the
remainder of the
paper
we assume that
denote
by p(q)
A is bracket
generating at
q0. We
the
subRiemannian distance
the
HSlder exponent
~,1
where
2
Andrei Agrachev and JeanPaul Gauthier
We study mainly the case of realanalytic M and A. The germ at q0 of a Riemannian distance is the square root of an analytic germ. This is not true for a subRiemannian distance function p. Moreover, p is never smooth in a punctured neighborhood of q0 (i.e. in a neighborhood without the pole q0) It may happen that p is not even subanalytic. Main results of the paper concern subanalyticity properties of p in the case of a generic realanalytic A.
We prove that, generically, the germ of p at q0 is subanalytic if n < (k1)kq1
(Th. 5)and is not subanalytic ifn _> (k1)(~ + ~ + l) (Th. 8). The bails
p1 ([0, r]) of small enough radius are subanalytic if n > k > 3 (Th. 7). This statement about the balls is valid not only generically, but up to a set of distributions of codimension co.
In particular, if k > 3, n > (kl)(~5 ~ + ~ + 1), then (generically!)the balls
p 1([0, r]) are subanalytic but p is not! The results are just stated herein, and the complete proofs can be found in [16].
This paper is a new step in a rather long research line, see [1,5,6,9,10,12,13,15]. The main tools are the nilpotent approximation, Morsetype indices of geodesics, both in the normal and abnormal cases, and transversality tech niques.
2
Nilpotentization,
endpoint
mapping
and
geodesics
Nilpotentization or nilpotent approximation is a fundamental operation in the geometric control theory and subRiemannian geometry; this is a real nonholonomic analog of the usual linearization (see [2,3,7,8]). Here we refer specially to [7].
We are working in a small neighborhood Oqo of q0 E M, where we fix an
orthonormal frame X1,
under consideration. Admissible paths are thus solutions of the Cauchy prob
lem;
,Xk
E Vec Oqo of the subRiemannian structure
_{k}
(t = Zui(t)Xi(q), q E Oqo, q(O) = qo, 
(1) 

i=1 

where u = (ul(), following equation : 
,uk(')) E Lk[0, 1]. 
The nilpotentization 
of (1) 
has 
the 

k 

= 
x 
= 
0, 
(i) 

i=1 

where X 
: 
Oqo 
+ 
lRn is 
an 
"adapted 
coordinate map", 
and 
)(i(x) 
is 
the 
"nilpotentization" of Xi, i = l, 9 9 k. In adapted coordinates :
l<i<l,
x(qo)=O,
x, lr,0
(
qo)=~kl@
~k,
Subanalyticity of Distance and Spheres in SR Geometry
3
dim(A~0/A~ol ) = k,, i =
1,
,
I.
We introduce a dilation dt : ll~n + 1W~, t E JR, by the formula:
Below Ilull =
~t(~1,~2,
(i,0
u~(t) dt
Ur
=
,
~)
= (t~l,t~2,
,t%).
is the
norm in Lk[0, 1]. Let
{u C L~[0, 1]:
Ilull  r},
(2)
be the sphere of radius r in L~ [0, 1]. We consider the endpoint mapping f :
u ~ q(1). It is a welldefined smooth mapping of a neighborhood of the origin of Lk2[0, 1] into M. Clearly, p(q) = min{llull : u a L~[0, 1], f(u) = q}.
We define also 
the mapping ]: 
L~[0, 1] + ~n 
by the 
rule 
] 
: u(.) ~~ x(1), 

where x(.) = x(.; u) is the 
solution of (i). 

Proposition 
1. 
Let 
X 
= 
(X1, 
,Xt), 
Xj 
: 
Oqo 
+ ~kj, 
j 
= 
1, 
,l 
. 
Then 
the following identities holdfor any u(.) ~ L~[0, 1], c ~ ]~:
](u(.))
=
ui(t)Xix1 (qo) dt,
\0
i=1
f
f
O<_tl<
E
<t~<_lij=l
~,,(t~)
,
~,,(t~)2,
](eu(.)) = ~](u()),
where ~
is the dilation
o
(2).
o2,,x~(qo)dt~
dt~
;
We set f~(u)) = ~X(f(eu)). Then f~ is a smooth mapping from a neigh
borhood of 0 in L~[O, 1] to 1R'~. Moreover, any bounded subset
contained in the domain of f~ for e small enough.
Theorem
of
L~ [0, 1] is
in
gence of the mappings and all their derivatives on the balls in Lk2[0, 1].
Recall that p(q) = min{[]u[[ : f(u) = q, u E L~[0, 1]} is the subRiemannian distance function. We set:
topology of the uniform conver
1.
f~
~
]
as e
4
0
the C ~
1
p~(x) = min{llull : f~(u) = x, 
u 
c 
L~[O, 1]} = ~p(xl(,~x)) 

and: 

~(x) = min{[]u[[ : ](u) 
= 
x, 
u E L~[O, 1]}. 
Thus/~ is the subRiemannian distance for the nilpotentization of the original system.
4
Andrei Agrachev and JeanPaul Gauthier
Lemma
KC~
~.
1.
Theorem
2.
The family of functions p~ Ig is equicontinuous for any compact
p, +~ uniformly on compact subsets of]~ n as ~
~ O.
The following proposition is a modification of a result by Jacquet
Proposition
[13].
2.
Let ~t~ =
{u E U,
: 3c~ E (0, 1] s.t.
au
is minimal for (1)}.
C
Then Mr
is a compact subset of the Hilbert sphere U,
and ](Mr
\ .Mr)
is a minimizing control for
system (i).
Subriemannian minimizers (geodesics) can be of two types: normal or ab normal. Normal geodesics are projections re(t) on M of trajectories on T*M of the Hamiltonian vector field "~ associated with the Hamiltonian
where hi is the Hamiltonian
h,
~1 (r); in particular,
any element of Mr
\
Mr
k
89E
h(r
=
h~(r
Vq E M,
r
E TqM,
i=1
lift of Xi. Abnormal geodesics are solutions of:
k
= ~~ui(t)hi(r
i=1
hi(r
=
0.
(3)
There is the following fundamental result:
Proposition 3.
(GohLegendre condition) If u(.) is a strictly abnormal min
imizer,
it does exist
a r
satisfying (3) with:
{hi,hj}(C(t)) = O 
Vi,j E {1, 
,k}, 
(4) 

k 
k 

~'~{hi,{hj,~~uz(t)h,}}vivj 
<0 
V(vx, 
,vk) E]R k, 
(5) 

i,j=l 
s=l 

for almost 
all 
t 
~ 
[0,1], 
where {a,b} 
= 
ab 
is the Poisson bracket of the 
Hamiltonians a, b.
[]
Remark. Identity (4) is called the Goh condition while Inequality (5) is the generalized Legendre condition. It is easy to see that both conditions are ac tually intrinsic: Identity (4) doesn't depend on the choice of the orthonormal frame X1, Xk since hi(r i = 1, k, vanish anyway. Inequality (5) doesn't depend on the choice of the orthonormal frame provided that (4) is satisfied.
it
We say that u(.) is a Goh control if (4) is satisfied for an appropriate r is a GohLegendre control if both (4) and (5) are satisfied.
We come to the first subanalyticity result, which is a consequence of theorem 2 and of general facts about subanalytic sets:
Theorem
,
,
3.
If the germ of p at qo is subanalytic,
then ~ is subanalytic.
Subanalyticity of Distance and Spheres in SR Geometry
5
3
Subanalyticity
and
nilpotentization
In this section, we assume that everything is analytic.
Theorem 4. If the nilpotent system (2] does not admit nonzero 
Goh 
Legendre abnormal controls, then the germ of p at qo is subanalytic. 
[] 
The system (2) is said to be medium fat if:
TqoM = A~o + span{[X,
[Xi, Xj]](qo)
: i, j
=
1,
.
.
. , k }
for any X E z~, X(qo) r 0 (see [5]). Medium fat systems do not admit nontrivial Goh controls. It follows directly from the definitions that a system
is medium fat if and only if its nilpotentization is. We come to the following:
Corollary 1.
subanalytic.
If the system
(2)
is medium fat,
then
the germ
of p
at
qo
is
It 
is proved in 
[5] that 
generic germs of distributions 
are medium fat for 

n 
< 
(k  1)k + 1. This gives the following general result. 
sub
Riemannian distance function associated with a generic germ of a rank k
distribution on an ndimensional realanalytic Riemannian analytic.
is sub
Theorem
5.
Assume
that
n
<
(k

1)k +
1.
Then
the
germ
of the
manifold
4 
Exclusivity 
of 
Goh 
Controls 
for 
Rank 
> 
2 
Distributions 
First we'll make precise the term exclusivity. Rank k distributions on M are smooth sections of the "Grassmannization" HkTM of the tangent bundle TM. The space of sections is endowed with the C ~ Whitney topology and
is denoted by HkTM. Smooth families of distributions parametrized by the
manifold N are sections of the bundle pNHkTM over N x M induced by the standard projection pg : N x M ~ M. Let ,4 C HkTM be a set of distributions. We say that .4 has codimension c~ in HkTM if the subset:
{D E pNHkTM 
: D 
x• 
~ 
A, 
VX e N}, 

is 
everywhere dense in pNHkTM, 
VN. 
We will also use a realanalytic version of the definition, just given. The only difference with the smooth case is that the manifolds and the sections are assumed to be realanalytic, while the topology remains the same Whitney topology.
6
Andrei Agrachev and JeanPaul Gauthier
Theorem 6. For any k > 3, the distributions admitting nonzero Goh con trols form a subset of codimension oo in the space of all smooth rank k dis tributions on M.
It was proved in [1, Cot.4] that the small subRiemannian balls are subana
lytic for any realanalytic subRiemannian structure without nontrivial Goh controls. Combining this fact with Theorem 6 we obtain the folowing result. Recall that all over the paper we keep the notation p(q), q E M, for the sub Riemannian distance between q and the fixed point q0. The subRiemannian distance is defined by a given distribution ,4 on the Riemannian manifold M.
Theorem 7. Suppose that
subset ,4 of codimension oo in the space of rank k realanalytic distributions
on M such that the relation ,5 ~ .A implies the subanalyticity of the sub Riemannian balls pt ([0, r]) for all r, small enough.
M
is realanalytic and k
>_ 3.
There exists
a
5
Nilpotent
Systems
The system:
=
k
i=1
E
=
0,
is
adapted coordinates.
called
nilpotent if it coincides with its own nilpotentization
expressed
(6)
in
In other 
words, JR" is presented 
as 
a 
direct sum 
~" 
= 
I~ k~ 0" 9 
]Rk', 

kt 
= 
k, 
so that any vector x 
E 
~n 
takes the form x 
= 
(xt, 
,xt), 
xi 
= 

(xil, 
,xik,) 
E 
]Rk~, i 
= 
1, 
,1. 
The 
vector fields 
Y/, 
i 
= 
1, 
,k, 
are 
polynomial and quasihomogeneous. More precisely, they 
are homogeneous 

of 
weight 1 
with respect to the dilation: 

6t:(xl,x2, ,xt)~(txt,t~x~, 
,ttx~), 
t 
E ~; 
Jr.Y/= tY/, i = 1,
We keep the notation ]
where x(.; u) is the solution of (6),
~: ~n _+ ]R+ for the subRiemannian distance, t5(x) = min{llul] : ](u) = x}.
is
called "the flat Martinet system". We will use the special notation pm: ~n r JR+ for the subRiemannian distance in this case, which plays an important role below.
A special case of the system
: L~ [0, 1] ~ ]Rn for the endpoint mapping u ~+ x(1; u),
u
(6) with
=
n
(ut(),
=
l
=
3,
,
kl
uk(.)),
=
2,
and
ks
=
the notation
0,
k3
=
1,
Proposition 4. Assume that k = 2, k3 ~ O. Then there exists a polynomial
submersion ~: ]~n ~ IR3 such
that (pm))t ([0, r]) = ~ (fil([O, r])), Vr _> O.
Subanalyticity of Distance and Spheres in SR Geometry
7
Corollary
balls ~([0, r]), r > 0, are not subanalytic.
2.
Under the
conditions
of proposition
~
the
subRiemannian
Now consider nilpotent distributions of rank greater than 2, i.e. k = kl > 2. We restrict ourselves to the case of maximal possible ks, k3. It means
ks = min{n

k,
k(k 2
1) }
k3 = min{n
k(k2+
1),
(k +
1)k(k3
1)}.
Remark.
the maximal possible growth vector and, in particular, the maximal possible
have
Generic germs of distributions
and
their
nilpotentizations
ks, k3. 

Proposition 
5. 
Assume thatn 
> (k1) 
(~ 
+ 
~ 
+ 
1) 
and k~,k3 are max 
imal possible.
Then there exists a polynomial submersion 9 : ]Rn ~ ~3 such
that (pm))i (r) = ,~) (/~l(r)),
Vr >
0.
Corollary 3. Under the conditions of Proposition 5, the subRiemannian balls ~([0, r]), r > 0, are not subanalytic.
Let now A be an arbitrary (not necessarily nilpotent) germ of a bracket generating distribution at q0 E M, and let p be the germ of the associated subRiemannian distance function. Combining corollaries 2, 3, and Theorem 3 we obtain the following:
Theorem
8.
Assume that either k = 2 and A 3
qo
~
dimM>
(kl)
+~+1
A s
qo
)
Or
and the segment (k,dim Aq0z , &m"
p is not subanalytic. analytic.
Then
In particular, generic germs are such that p is not sub
Aq0)3
of the growth vector is maximal.
Finally, combining Theorem surprising result.
8 with Theorem
7 we come to the following
asso
ciated with a generic germ of realanalytic distribution of rank k >_ 3, on a
ndimensional manifold, n > (kl) (~ + ~ + 1). Then the balls pl([0, r])
are subanalytic for all small enough r, but the function p is not subanalytic/
Corollary
4.
Let p be a germ of subRiemannian
distance function
8
Andrei Agrachev and JeanPaul Gauthier
References
1. A. A. Agrachev, Compactness for subRiemannian lengthminimizers and sub analyticity. Rend. Semin. Mat. Torino, 1998, v.56
2. A. A. Agrachev, R. V. Gamkrelidze, A. V. Sarychev, Local invariants of smooth control systems. Acta Applicandae Mathematicae, 1989, v.14, 191237.
3. A. A. Agrachev, A. V. Sarychev, Filtrations of a Lie algebra of vector fields and nilpotent approximation of control systems. Dokl. Akad. Nauk SSSR, 1987, v.295, 777781; English transl, in Soviet Math. Dokl., 1988, v.36, 104108.
4. A. A. Agrachev, A. V. Sarychev, Abnormal subRiemannian geodesics: Morse index and rigidity. Armales de l'Institut Henri Poincar~Analyse non lin~aire, 1996, v.13, 635690.
5. A. A. Agrachev, A. V. Sarychev, SubRiemannian metrics: minimality of ab normal geodesics versus subanalyticity. J. ESAIM: Control, Optimisation and Calculus of Variations, 1999, v.4, 377403.
6. A. A. Agrachev, B. Bonnard, M. Chyba, I. Kupka, SubRiemannian sphere in Martinet flat case. J. ESAIM: Control, Optimisation and Calculus of Variations, 1997, v.2, 377448.
7. A. Bellai'che, The tangent space in subRiemannian geometry. In the book:
"SubRiemannian geometry", Birkhs 1996, 178.
8. R. M. Bianchini, G. Stefani, Graded approximations and controllability along a trajectory. SIAM J. Control Optim., 1990, v.28, 903924.
9. B. Bormard, M. Chyba, M~thodes ggomgtriques et analytique pour gtudier l'application exponentiele, la sphere et le front d'onde en ggometrie SR dans le cas Martinet. J. ESAIM: Control, Optimisation and Calculus of Variations, submitted.
10. B. Bormard, G. Launay, E. Tr~lat, The transcendence we need to compute the sphere and the wave front in Martinet SRgeometry. Proceed. Int. Confer. Ded icated to Pontryagin, Moscow, Sept.'98, to appear.
11. J.P. Gauthier, I. Kupka, Observability for systems with more outputs than inputs and asymptotic observers. Mathem. Zeitshrift, 1996, v.223, 4778.
12. Zhong Ge, Horizontal path space and CarnotCaratheodory metric, Pacific J. Mathem., 1993, v.161,255286.
13. S. Jacquet, Subanalyticity of the subRiemannian distance. 3. Dynamical and Control Systems, 1999, v.5
14. P. K. Rashevsky, About connecting two points of a completely nonholonomic space by admissible curve. Uch. Zapiski Ped. Inst. Libknechta, 1938, n.2, 8394.
15. H. J. Sussmann, Optimal control and piecewise analyticity of the distance func tion. In: A. Ioffe, S. Reich, Eds., Pitman Research Notes in Mathematics, Long man Publishers, 1992, 298310.
16. A. Agrachev, JP. Gauthier, On Subanaliticity of CarnotCaratheodory Dis tances. March 2000. Submited to Annales de l'Institut Henri PoincarC
Principal Invariants of Jacobi Curves
Andrei Agrachev 1 and
Igor ZelenkJ
1 S.I.S.S.A. Via Beirut 24 34013 Trieste, Italy and Steldov Mathematical Institute ul. Gubkina 8 117966 Moscow, Russia
agrachev@sissa, it
2 Department of Mathematics, TechnJonlsrael Institute of Technology Haifa 32000, Israel z igor%t echunix, t echnion, ac. il
Abstract. Jacobi curves are far going generalizations of the spaces of "Jacobi fields" along Riemannian geodesics. Actually, Jacobi curves are curves in the La grange Grassmannians. Differential geometry of these curves provides basic feed back or gauge invariants for a wide class of smooth control systems and geometric structures. In the present paper we mainly discuss two principal invariants: the generalized Ricci curvature, which is an invariant of the parametrized curve in the Lagrange Grassmannian providing the curve with a natural projective structure, and a fundamental form, which is a 4order differential on the curve. This paper is a continuation of the works [1, 2], where Jacobi curves were defined, although it can be read independently.
1
Introduction
Suppose
dle to
transversal
face in TqM.
M
M.
q
is a smooth manifold and
Let
H
be
to TqM,
Let
~
and
~r 
a codimension
Vq E
be
d~
the
M;
then
E
M;
these
a
7r : T*M
+ M
is the cotangent bun
such
that
H
is
hypersur
A o lr., then
are transversal
on T'M;
=
define
a
1 submanifold
Hq
=
H O TqM
in T*M
is a smooth
T~M,
in
H
~
and
canonical
standard
Liouville form on
line distribution
symplectic structure
O'IH is a corank 1 closed 2form. The kernels of (qlH)x, A E H
to 7q'M,
E T'M,
be the
kernels form
characteristic 1foliation C of H. Leaves of this foliation are characteristic curves of alH.
Suppose 7 is a segment of a characteristic curve and ON is a neighborhood of 3' such that N = OT/(CIo,) is a welldefined smooth manifold. The quo tient manifold N is in fact a symplectic manifold endowed with a symplectic structure ~ induced by alH. Let r : O N + N be the canonical factoriza tion; then r O Or), q E M, are Lagrangian submanifolds in N. Let
10
A. Agrachev, I. Zelenko
L(TTN ) be the
L(T~N) = {A C T~N : A L = A}, where D z = {e E T~N : ~(e,D) = 0},
VD C T.~N. Jacobi curve is the mapping
Lagrange Grassmannian of the symplectic space TTN , i.e.
A ~~ r
A 9 7,
from 7 to L(T~N).
Jacobi curves are curves in the Lagrange Grassmannians. They are invariants
of the hypersurface H in the cotangent bundle. In particular, any differential
invariant of the curves in the Lagrange Grassmannian by the action of the
linear Symplectic Group produces a welldefined function on H.
Set W = T~N and note that the tangent space TAL(W) to the Lagrange Grassmannian at the point A can be naturally identified with the space of quadratic forms on the linear space A C W. Namely, take a curve A(t) 9 L(W) with A(0) = A. Given some vector l 9 A, take a curve l(.) in W such that l(t) 9 A(t) for all t and l(0) = I. Define the quadratic form qA(.)(l) &(dl(0),l). Using the fact that the spaces A(t) are Lagrangian, i.e. A(t) z = A(t), it is easy to see that the form qA(.)(l) depends only on dA(0). So, we have the map from TAL(W) to the space of quadratic forms on A. A simple counting of dimension shows that this mapping is a bijection.
=
Tangent vectors to the Jacobi curve "17 at a point JT(A),
A 9 7, are equivalent (under linear substitutions of variables in the correspon
dent quadratic forms) to the "second fundamental form" of the hypersurface H~(x) C T~(x)M at the point A.
Proposition 1.
In particular, the velocity of J'r at A is a signdefinite quadratic form if and
only if the hypersurface nr(x) is strongly convex at A.
A similar construction can be done for a submanifold of codimension 2 in
T*M. In the codimension 2 case characteristic curves do not fill the whole submanifold; they are concentrated in the characteristic variety consisting of
the points, where the restriction of a to the submanifold is degenerate.
We are mainly interested in submanifolds that are dual objects to smooth control systems. Here we call a smooth control system any submanifold V C TM, transversal to fibers. Let Vq = V NTqM; The "dual" normal variety H 1 and abnormal variety H ~ are defined as follows:
HX=
H ~ =
[J {AETqM:3vE
qEM
U
qEM
e T;M
\
O:
Vq, (A,v)= 1, (A,T~Vq)=O},
=
=
0}.
These varieties are not, in general, smooth manifolds; they may have sin gularities, which we do not discuss here. Anyway, one can obtain a lot of information on the original system just studying smooth parts of H 1, H ~
Principal lnvariants of Jacobi Curves
11
Characteristic curves of ~1~ (~1~) are associated with normal Cabnormal) extremals of the control system V. The corresponding Jacobi curves admit a
purely variational construction in terms of the original control system and in
a very general setting
One of the varieties H 1, H ~ can be empty. In particular, if Vq = OWq, where Wq is a convex set and 0 E intWq, then H ~ = I~. Moreover, in this case the Liouville form never vanishes on the tangent lines to the characteristic curves
by
of CrIH~, and any characteristic curve 7 has a canonical parametrization the rule C~,'Y) = 1.
If
previous case, H i  Oand ~ vanishes on the tangent lines to the characteristic
curves of aIHo. The characteristic curves are actually unparametrized.
If Vq are compact, then
mension > 2 in all nontrivial cases.
The rank of the "second fundamental form" of the submanifolds H~ and Hq~
(singularities included), see [1, 2, 3].
subsets
Vq C TqM are conical, aVq 
Vq, Va
>
1 in
0, then, in contrast
T'M,
to the
H 1 has codimension
while H ~ has codi
of TqM
at
any point
is no greater
than
dimVq.
Indeed,
let
A E
H~;
then
(T Vq)• 
= 
1, for some v 
Vq. We have 
+ 
+Rv) 
C 

So A belongs 
to 
an 
affine subspace 
of dimension 
n 
 
dim Vq  1, which 
is 

contained in He. 
For 
A E 
H~ 
3v 
E Vq such that 
A E (TvVq) • CA, v) 
 
O. 
Then the afline subspace A + (T,~Vq + ~v) • is contained
Suppose that H 1 has codimension 1 in T*M and 7 is a characteristic curve
of aiH~. Then the
greater than dim V~(x) (see proposition 1). The same is true for the Jacobi
curves associated with characteristic curves of a]H0, if H ~ has codimension
2.
Dimension of Vq is the number of inputs or control parameters in the control system. Less inputs means more "nonholonomic constraints" on the system.
It happens that the rank of velocity of any Jacobi curve generated by the
velocity of the Jacobi curve A ~~ Jr(A), A E 7, has rank no
in Hq~
system never exceeds the number of inputs.
2
Derivative
Curve
Let A be a Lagrangian subspace of W, i.e. A E L(W). For any w E A, the linear form #(., w) vanishes on A and thus defines a linear form on W/A. The nondegeneracy of ~ implies that the relation w ~~ or(, w), w E A, induces a canonical isomorphism A ~ (W/A)* and, by the conjugation, A* ~ W/A.
We set Ar = {F E L(W) : F n A = 0}, an open
L(W). Let Sym2(A) be the space of selfadjoint linear mappings from A* to A; this notation reflects the fact that Sym 2CA) is the space of quadratic forms
on A* that is the symmetric square of A. A~ possesses a canonical structure of an affine space over the linear space SyruP(A) = Sym2((W/A)*). Indeed, for any A E Ar and coset (w+A) E W/A, the intersection AA(w+A) of the
everywhere dense subset
of
12
A. Agrachev, I. Zelenko
linear subspace A and the affine subspace w + A in W consists of exactly one point. To a pair F, A E Am there corresponds a mapping (F A) : W/A + A,
where
(F
A)(w+
A) d~_fFA
(w+A)

An
(w +A).
It is easy to check that the identification W/A " A* makes (F  A) a self
acljoint mapping from A* to A. Moreover, given A E A"~, the correspondence
F ~
of the affine space are obviously satisfied.
A ~" one obtains a canonical identification A _~ W/A = A*. In
particular, (1" 
last linear mapping we will use the notation
mapping has a much more straightforward description. Namely, the relations
W =
(A, F, A) : A + A. In fact, this
A) E Sym ~(A) turns into the mapping from A to A. For the
Sym 2(A) and the axioms
(F

A)
is
a
onetoone mapping of Am onto
Fixing A E
A
$
A,
F
n A  0, imply that
T' is the graph of a linear mapping from
A to A. Actually, it 
is the graph 
of the 
mapping 
(A, F, A). 
In 
particular, 

ker(A, F, A) = 
A n 
F. 
If A N F 
= 
0, then 
(m, F, A) 
= 
(A,/', A) 1. 
Let us give coordinate assume that
representations
of the introduced objects. We may
W=~"e~t" 
= {(x,y): x,y 
~ ~m}, 

~'((xl,yl), (x~,y2)) = (xl,y2)  
(x~,yl), 
A 
= 
IR" (~O, 
,4 = 
0~ 
]~'~. 
a by S 1 .
The coordinates in A induce the identification of Sym~A with the space of symmetric m • m matrices. Ar is an affine subspace over Sym~A; we fix ,4 as
the matrix S, while the operator
Then any F symmetric m •
E ,4"~ takes
the form
F

{(x, Sx) (A, F, ,4)
:
x
E ]~n}, where
S
is
m matrix. The operator
: A ~ ,4 is represented
by the matrix
(A, F, A) is represented
the origin in this affine subspace and thus obtain a coordinatization of A~ by symmetric m • m matrices. In particular, the "point" F = {(x, Sx) : x E ]Rn}
in A ~" is represented
A subspace
det(S  So) r O. Let us pick coordinates {x} in F0 and fix ,4 as the origin in
the affine space F0~. In the induced coordinatization of F0~ the "point" F is 
represented
Let t ~~ A(t) be a smooth curve in L(W). We say that the curve A(.) is ample
at v if Sk > 0 such that for any representative
by the matrix S 1.
{(x, S0x)
:
x
E ]Rn}
So) 1.
F0
=
is transversal
to
F
if and
only
if
by the matrix (S
A~ (.) of the
kjet of A(.) at
r,
St 
such that 
Akr(t)n A(r) 
= 
0. The curve A(.) is called 
ample if it is ample 
at 
any point. 
We have given an intrinsic definition 
of an ample curve. In coordinates 
it 

takes the following form: the curve t 
~~ {(x, St• 
: x 
E ~n} 
is ample at 
v 
if 
and only if the function t ~ det(St  
St) has a root of finite order at v. 
Assume that A(.) is ample at r. Then A(t) e A(r) ~ for all t from a punctured neighborhood of v. We obtain the curve t ~+ A(t) E A(r) ~ in the affine
space A(r) ~" with the pole at r. Fixing vector function with values in Syrn 2(A)
and with the pole at v. Such a vector
an "origin" in A(r) ~" we make A() a
Principal Invariants of Jacobi Curves
13
function admits the expansion in the Laurent series at v. Obviously, only free term in the Laurent expansion depends on the choice of the "origin" we did
to identify the affine space with the linear one. More precisely, the addition of
a vector to the "origin" results in the addition of the same vector to the free term in the Laurent expansion. In other words, for the Laurent expansion of
a curve in an affine space, the free term of the expansion is a point of this
afiine space while all other terms are elements of the corresponding linear space. In particular,
A(t) ~ Ao(r)
+
~
(t 
r)iQi(r),
(1)
i#o
where Ao(r) E A(r) ~, Qi(r) e Sym2A(r).
Assume that the curve A(.) is ample. Then Ao(r) E A(r) ~ is defined for all r. The curve r ,+ A0(v) is called the derivative curve of A(.).
Another characterization of Ao(r) can be done in terms of the curves t ~~ (A, A(t), A(r)) in the linear space Horn(A, A(r)), A E A(r):". These curves have poles at r. The Laurent expansion at t = r of the vector function
t
,+ (A, A(t), A(r))
has zero free term
if and
only if A
=
Ao(r).
The coordinate version of the series
matrixvalued function t ~+ (St  x E I~n}.
(2.1)
at
ST) 1
is the
Laurent
expansion
of the
t
=
r, where A(t) = {(x,Stx)
:
3
Curvature
operator
and
regular
curves.
Using derivative curve one can construct an operator invariant of the curve A(t) at any its point. Namely, take velocities A(t) and A0(t) of A(t) and its derivative curve Ao(t). Note that A(t) is linear operator from A(t) to A(t)* and Ji0(t) is linear operator from Ao(t) to Ao(t)*. Since the form ~ defines the canonical isomorphism between Ao(t) and A(t)*, the following operator
R(t) : A(t) + A(t) can be defined:
R(t) = Ao(t)
o A(t)
_{(}_{2}_{)}
This operator is called curvature operator of A at t. Note that in the case of Riemannian geometry the operator R(t) is similar to the socalled Ricci operator v + RV(~/(t), v);/(t), which appears in the classical Jacobi equa tion XT~(t)XT~(t)V+ RV(~/(t), V)Zy(t) " 0 for Jacobi vector fields V along the geodesic 7(t) (here R v is curvature tensor of LeviCivita connection ~7), see ""
The curvature operator can be effectively used in the case of socalled regular curves. The curve A(t) in Lagrange Grassmannian is called regular, if the
[1]. This is the reason for the sign
in (2).
14
A. Agrachev, I. Zelenko
quadratic form Ji(t) is nondegenerated for all t. Suppose that the curve A() is regular and has a coordinate representation A(t) = {(x, Stx) : x 9 ~n}, ST = 0. Then the function t ~+ S~1 has a simple pole at t = v and one can get the following formula for the curvature operator (see [1]):
R(t) =
((2s;),i s,,,')

((2s;),i
,,)2
_{(}_{3}_{)}
Note that the righthand side of (3) is a matrix analog of socalled Schwarz derivative or Schwarzian . Let us recall that the differential operator:
1
"
d
~o"
"
~o"
.2.
1 ~(3)
1
"WIt" 2
acting on scalar function ~ is called Schwarzian. The operator ~ is character ized by the following remarkable property: General solution of the equation S~ = p w.r.t ~ is a MSbius transformation (with constant coefficients) of some particular solution of this equation. The matrix analog of this operator has similar property, concerning "matrix MSbius transformation" of the type (AS + B)(CS + D)1. It implies that in the regular case the curvature opera tor R(t) determines the curve completely up to a symplectic transformation.
4
Expansion
of the
crossratio
and
Ricci
curvature.
For the nonregular curve A(t) = {(x, Stx) : x E I~n}, the 
function t 
,+ 

(St  ST) 1 has a pole of order greater than 
1 
at 
r 
and it 
is much more 
difficult to compute its Laurent expansion. In particular, as we will see later in the nonregular case the curvature operator does not determine the curve up to a symplectic transformation. However, using the notion of crossratio it is possible to construct numerical invariants for a very nonrestrictive class of curves.
Suppose that Ao, A1, A2, and A3 are Lagrangian subspaces of W and Ao and
A1 N A2 = A3 CIAo = 0. We have
A3 in
the Lagrange Grassmannian is, by definition, the following linear operator in
A2:
Ao. The crossratio
(Ao, A1, A2) : Ao + A2, (A2, A3, Ao) : A2 +
of four "points"
Ao, A1, A2, and
IAo,A1,A2,A3J
L
J
[Ao, AI,A2,A3]= (Ao,A1,A2)(A2, Aa, Ao).
(5)
This notion is a "matrix" analog of the classical crossratio of four points in the projective line. Indeed, let Ai = {(x, Six) : x E ~n}, then, in coordinates {x}, the crossratio takes the form:
[Ao, At,A2,A3]= ($2  S1)I(S1
So)(So 
$3)1 ($3
$2)
(6)
L
J
Principal Invaxiants of Jacobi Curves
15
By construction, all coefficients of the characteristic polynomial of
A0, _{A}_{1}_{,} _{A}_{s}_{,} AaI are
invariants of four subspaces A0, A1, A2, and Aa.
Now we are going to show how to use the crossratio in order to construct invariants of the curve A(t) in the Lagrange Grassmannian. Let, as before,
x E ~n} be the coordinate representation of a germ of the
t ,~ {(x, Stx):
curve A(.).
Assumption
1 For all parameters
tl
the functions
have
at t = tl
zero of the same finite order k.
t
~ det(St

Stl)
By the above the function (to, tl, t2, t3) r det [A(t0), a(tl), A(t2), A(t3)] is symplectic invariant of the curve A(t). Using this fact, let us try to find sym plectic invariants of A(t) that are functions of t. For this it is very convenient to introduce the following function
det[A(to)'A(tl)'A(t2)'A(t3)].
G(to,tx,tz,tz) 
= 
In 
[to,tl,t2,t3]k 
, 
(7) 

where Lt~ 
= 
(tl_t~)(ta_to) 
to, tl, t2,and tz. The function G(t0, tl, t2, t3) is also a symplectic invariant of A(t). It can be easily expanded in formal Taylor series at any "diagonal" point (t,t, t, t) and the coefficients of this expansion are invariants of the germ of A(.) at t.
Indeed, by Assumption 1, we have:
det(S, oSt1)
= (t0tl)kx(t0,tl),
X(t,t)
~s 0
(8)
for any t. It follows that X(to, tl) is a symmetric function (changing the order in (8) we obtain that X can be symmetric or antisymmetric, but the last case
is impossible by the fact that X(t, t) # 0 ). Define also the following function
f(to,tl)
= lnlX(to,tl)[
(9)
This function is also symmetric, so it can be expanded in the formal Taylor series at the point (t, t) in the following way:
f(to,tl)
~
Z
i,j=O
ai,j(t)(to 
t)i(tl 
t)j,
ai,/(t) = aj,i(t)
(10)
One can easily obtain the following lemma, using the fact that
G(to,tl,t~,ta)
= f(to,tl)

f(tl,t2)
+ f(t2,t3)

f(ta,to)
16
A. Agrachev, I. Zelenko
Lemma
1.
For
Taylor expansion
any
t
the function
6(to,tl,t2,t3)
at the point
(t , t , t , t ) :
O0
has
the following formal
G(to,tl,t2,t3) 
~ 
~ 
aih(t)(~ 
 
~)(~ 
 
~), 
(11) 
i,j=t 
whereat = tt t,
I = 0,1,2,3.
From (11) it follows that all coefficients his(t), i,j > 1, are symplectic in variants of the curve A(t).
Definition 
1. 
The first appearing coefficient a1,1 (t) is called Ricci curvature 
of A(t). 
by a direct
computation, one can get the following relation between p(r) and curvature operator R(r) for the regular curve: p(r) = 89 R(r). Actually, this relation justifies the name Ricci curvature for the invariant p(t). In some cases we are interested in symplectic invariants of unparametrized curves in Lagrange Grassmannian (i.e., of onedimensional submanifolds in Lagrange Grassmannian). For example, socalled abnormal extremals of vec tor distributions and consequently their 3acobi curves a priori have no special parametrizations.
Now we want to show how, using the Ricci curvature, one can define a canon ical projective structure on the unparametrized curve A(.). For this let us check how the Ricci curvature is transformed by a reparametrization of the
In the sequel
the Ricci curvature
is denoted
by p(t). Note that,
curve A(t).
Let
the function playing for A(7) the same role as the function ~ for A(t). Then
from (7) it follows that
t
=
~(r)
be a reparametrization
and let A(r)
=
A(~(r)).
Denote
by
(70,
7"1,7"2,73) = ~(to, tl,t2,t3) +k
In ([~o(ro), ~o(rl), ~o(r~), ~O(T3)]) ,(12)
where ti = ~(7i), i = 0, 1,2, 3. By direct computation it can be shown that the
has the following Taylor
function
expansion up to the order two at the point
(T0, vl, v2, v3) ~~ In ([~(r0),~(r,),~(r~),~(r~)]~
k
[~o,~,~,~l
] (v, 7, 7, v):
In ([qo(70),~(71),~(Tz), ~(73)]'~ = ~(7)(r/o
\
[70,
T2,
/

r/2)(r/t 
y3) +.
(13)
where S~ is Schwarzian defined by (4) and T/i = T/
T,
i
=
0, 1,2,
3.
Suppose for simplicity that in the original parameter t the Ricci curvature p(t) = 0 and denote by/5(v) the Ricci curvature of the curve A(7). Then from (11), (12), and (13) it follows easily that:
(14)
fi(v) = k~(r).
Principal Invariants of Jacobi Curves
17
Conversely, if the Ricci curvature p(t) of the curve A(t) is not identically zero we can find at least locally (i.e., in a neighbourhood of given point) a reparametrization t = ~o(r) such that fi(r) = 0 (from (14) it follows that in
this case ~(r)
The set of all parametrization of A(.) with Ricci curvature identically equal to zero defines a projective structure on A(.) (any two parametrization from this set are transformed one to another by MSbius transformation). We call it the canonical projective structure of the curve A(.). The parameters of the canonical projective structure will be called projective parameters.
has to satisfy the equation S(~o1)(t) = P (~2)
5
Fundamental
form
of
the
unparametrized
curve.
The Ricci curvature p(.) is the first coefficient in the Taylor expansion of the function G at the point (t, t, t, t). The analysis of the next terms of this expan sion gives the way to find other invariants of the curve A() that do not de pend on p(t). In this section we show how to find candidates for the "second" invariant of A() and then we construct a special form on unparametrized curve A(.) (namely, the differential of order four on A(.) ), which we call the fundamental form of the curve A(.).
First
analyzing the expansion (10) one can easily obtain the fol
lowing lemma
note that
Lemma
holds
2.
Let oti,j(t)
be as in expansion
(10).
Then
the following
relation
a~j(t)
= (i + 1)ai+l,j(t)
+ (j + 1)(~ij+l(t)
(15)
In particular, from (15) it follows easily that
=
1,
(t),
2,2(t)
=
1,,
(t)

3
(16)
These relations imply that the function a3,1 (t) is a candidate for the second invariant (as well as the function a2,~(t)). Now let t be a projective parameter on A(.). Then by definition p(t)  O, and by (16) o/2j(t) ~ 0 and ot2,2(t) = 30~3,t(t). This together with (11) and the fact that a3,1(t) = crl,3(t) implies that the function g(to,t~, t2,t3) has the following Taylor expansion up to the order four at the point (t, t, t, t):
G(to, tl, t2, t3) = cr3,1(t)p4 (~0, ~1, ~2, ~3) +.,
where ~i
nomial of degree four (more precisely, P4(~0, (1, ~, ~3) 
:
ti

t,
i
:
^{3}
O, 1,2, 3, and/94 (~0, ~l, ~2, ~3) is


(17)
a homogeneous poly
(~3 _ ~3)(~1
_
~3) +
18
A. Agrachev, I. Zelenko
and
Let 7 be another projective parameter on A(.) (i.e., t = ~(v) =
denote by ds,l(r) the function that plays the same role for the curve A(~(v)) as the function a3,1(t) for A(t). Then from (12), (17), and the fact that the crossratio is preserved by Mhbius transformations it follows that
=r+d at+b)
4 = as,l(t)(dt)'
(18)
It means that the form ~3,1(t)(dt) 4 does not depend on the choice of the projective parameter t. We will call this form a fundamental form of the curve A(.).
If t is an arbitrary (not necessarily projective) parameter on the curve A(),
then the fundamental form in this parameter has to be of the form A(t)(dt) 4, where A(t) is a smooth function (the "density" of the fundamental form). For projective parameter A(t) = az, l(t). For arbitrary parameter it can be shown, using (11), (12), that A(t) = az,l(t)  1 p(t) 2 
If A(t) does not change sign, then the canonical length element IA(t)1 88 is
defined on A(). The corresponding parameter 7 (i.e., length with respect to this length element) is called a normal parameter (in particular, it implies that abnormal extremals of vector distribution may have canonical (normal) parametrization). Calculating the mcci curvature Pn(7) of A(.) in the normal parameter, we obtain a functional invariant of the unparametrized curve. We will call it projective curvature of the unparametrized curve A(.). If t = ~(v)
is the transition function between a projective parameter t and the normal
parameter v, then by (14) it follows that pn(7) = k S~(7). Note that all constructions of this section can be done for the curve in the Grassmannian G(m, 2m) ( the set of all mdimensional subspaces in the 2m dimensional linear space) instead of Lagrange Grassmannian by the action of the group GL(2m) instead of Symplectic Group.
6
The
method
of
moving
frame.
In this section we consider nonregular curves having two functional invariants and prove that the above defined invariants p and A constitute a complete system of symplectic invariants for these curves (completeness of the sys tem of invariants means that the system defines the curve uniquely up to a symplectic transformation)
Assume that dimension of the symplectic space W is four and consider ample curves A(t) in L(W) such that for any t the velocity Ji(t) is a quadratic form of rank 1. Without loss of generality we can assume that Ji(t) is nonnegative definite for any t. Let us fix some parameter r and let {(x, Stx): x e A n} be
a coordinate representation of A(t) such that Sr = 0. Since the curve A(t) is
ample, the curve St I has a pole at r. The velocity ~S;a1 : A(r)* +A(r) is
a
well defined selfadjoint operator. Moreover, by our assumptions, ~S t is
d
1
Principal Invariants of Jacobi Curves
19
a nonpositive selfadjoint operator of rank 1. So for t ~ 7 there exists unique,
up to the sign, vector w(t, r) E A(r) such 
that for any 
v E m(r)" 

^{d} ^{_}^{,} ,) 
= 
(19) 

It is clear that 
the 
curve 
t 4 w(t, 7) also 
has 
the pole at 
7. Suppose that 

the order of the pole is equal to I. Denote 
by 
u(t, v) 
the normalized curve 

t +u(t, 7) = (t 
v)tw(t, 7) and define the following vectors in A(v): ej(r) 
 

Otj'Tj~'U~% 0ja t4 7)]t=r. 
It is not hard to show that
to I if and only if I is the minimal positive integer such that the vectors el (7)
and et(r) are linear independent (in particular, el(r) and e~(r) are linear independent if and only if I = 2). It implies easily that the set of points 7, where the vectors el(r) and e2(r) are linear dependent, is a set of isolated points in IR.
the order
of pole
of t + w(t, r)
at
t
=
r
is equal
4 such that for
anyt the velocity A(t) is a quadratic form of rank 1 andet(t), e2(t) are linear independent.
Assumption
2
A(t)
is a curve
in L(W)
with dim W =
By the above it is easy to see that if A(.) satisfies the previous assumption,
4. So, the invariants p() and A()
are defined for A(.). Note that the curve .4(.) can be described by the curve
then it satisfies
Assumption
1 with
k
=
t ~ w(t, r)
of
the vectors on the plane, i.e. A(.) can be described by two
functions. The natural question is whether (p(.), A(.)) is a complete system
of symplectic invariants of A().
Since vector w(t, r) is defined up to the sign, the vector el(r) is also defined up to the sign. So, for any 7 one can take (el(r), e2(r)) or (el(r),e2(r)) as the canonical bases on the plane A(r). Recall that by constructions of the section 2 for the curve A() the derivative curve A0(') is defined and for any 7 the subspaces A(r) and A0(v) are transversal. So, in addition to the vectors el(r), e2(r) on the plane A(r), one can choose two vectors fl(r) and f2(r) on
the plane Ao(r) such that four vectors (el(r), e2(t), fl(r), f2(r)) constitute
]
symplectic basis (or Darboux basis) of W (it means that cr(fi(r),ej(r)) =
8i,j). So, the curve .4(.) defines
and one can derive the structural equation for this frame:
a moving frame
(el(r),e2(r),fl(r),f2(r))
20
A. Agrachev, I. Zelenko
Proposition
2.
The frame (el (r), e2(r), fi (r), f2(r))
structural equation:
l ea =
e2=
3e2
1
~pel + 4f2
l i,
35
= (nA
1_2_
2
i~P el 
7
!
9
~pe2 
p")el 
3fi
5p'e

88
satisfies the following
(20)
Note that the coefficients in the equation (20) depend only on p and A and any symplectic basis can be taken as an initial condition of (20). It implies the following:
Theorem 1. The curve A(.) satisfying Assumption 2 is determined by its invariants (p(), A(.)) uniquely up to the symplectic transformation of W.
Remark 1. It can be shown by a direct calculation that the curvature op erator R(r) : A(r) + A(r) of the curve A() satisfying Assumption 2 has
the f~176
the basis (ei(r)'e2(r)): R(r) = (~
88
,i.e.,R
depends only on p. This means that in contrast to the regular case, the curva ture operator does not determine the curve A() uniquely up to a symplectic transformation.
Theorem
1 implies the following result on unparametrized
curves:
Theorem 2. Assume that the curve A(.) satisfies Assumption 2 for some
A(t)(dt) 4 does not vanish. Then
the sign of A(t) and the projective curvature Pn(') determine A(.) uniquely up to a symplectic transformation of W and a reparametrization.
parametrization and its fundamental form
7
Flat
curves.
The following definition is natural.
Definition
O, A(t) 
O.
2.
The curve A(t), satisfying Assumption 2, is called fiat if p(t) =_
As a consequence of Theorem 1, expansion (11), and structural equation (20) one can obtain the following characterization of the fiat curve:
Principal Invariants of Jacobi Curves
21
Theorem
3.
The curve A(t), satisfying Assumption 2, is flat if and only if
one of the following condition holds:
I) all coe~cients Qi(t) with i > 0 in the Laurent expansion (1) are equal to
zero;
2) the derivative curve An(t) is constant, i.e., Ji0(t) = 0;
3) for
any to, tl, t2, t3
det ([A(t0), A(tl), A(t2), A(t3)])
=
[to, tl, t2, t3]4.
(21)
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