Robust Feedback Control of a Single Server Queueing System

This paper extends previous work of Ball et al. [BDKY] to control of a model of a simple queueing server. There are n queues of customers to be served by a single server who can service only one queue at a time. Each queue is subject to an unknown arrival rate, called a “disturbance” in accord with standard usage from H _∞ theory. An H _∞-type performance criterion is formulated. The resulting control problem has several novel features distinguishing it from the standard smooth case already studied in the control literature: the presence of constraining dynamics on the boundary of the state space to ensure the physical property that queue lengths remain nonnegative, and jump discontinuities in any nonconstant state-feedback law caused by the finiteness of the admissible control set (choice of queue to be served). We arrive at the solution to the appropriate Hamilton–Jacobi equation via an analogue of the stable invariant manifold for the associated Hamiltonian flow (as was done by van der Schaft for the smooth case) and relate this solution to the (lower) value of a restricted differential game, similar to that formulated by Soravia for problems without constraining dynamics. An additional example is included which shows that the projection dynamics used to maintain nonnegativity of the state variables must be handled carefully in more general models involving interactions among the different queues. Primary motivation comes from the application to traffic signal control. Other application areas, such as manufacturing systems and computer networks, are mentioned. Date received: August 14, 1998. Date revised: May 17, 1999.     

Balanced Parametrizations of Stable SISO All-Pass Systems in Discrete Time

A balanced canonical form for discrete-time stable SISO all-pass systems is obtained by requiring the realization to be balanced and such that the reachability matrix is upper triangular with positive diagonal entries, in analogy to the continuous-time balanced canonical form of Ober [O1]. It is shown that the resulting balanced canonical form can be parametrized by Schur parameters. The relation with the Schur parameters for stable AR systems is established. Using the structure of the canonical form it is shown that, for the space of stable all-pass systems of order less than or equal to a fixed number n, the topology of pointwise convergence and the topology induced by H ₂ coincide. The topological space thus obtained has the structure of a hypersphere. Model reduction procedures based on truncation, which respect the canonical form, are discussed. Date received: April 1, 1997. Date revised: April 9, 1999.     

A classification of generic families of control-affine systems and their bifurcations

We study control-affine systems with n − 1 inputs evolving on an n-dimensional manifold for which the distribution spanned by the control vector fields is involutive and of constant rank (equivalently, they may be considered as 1-dimensional systems with n − 1 inputs entering nonlinearly). We provide a complete classification of such generic systems and their one-parameter families. We show that a generic family for n > 2 is equivalent (with respect to feedback or orbital feedback transformations) to one of nine canonical forms which differ from those for n = 2 by quadratic terms only. We also describe all generic bifurcations of 1-parameter families of systems of the above form.     

Nonsmooth Robust Stabilization of a Class of Two-Dimensional Nonlinear Systems

In this paper we consider a class of parameterized families of nonlinear systems which cannot be robustly asymptotically stabilized by means of C ¹ feedback. We construct C ⁰ state feedback laws which are smooth away from the origin and which robustly asymptotically stabilize these families of systems. We then show that, in some cases, the regularity of the obtained robust asymptotic stabilizers is “maximum” in the sense that the considered families of systems do not admit any Lipschitz continuous robust asymptotic stabilizer. Date received: June 27, 1997. Date revised: July 28, 1998.     

The only stable normal forms of affine systems under feedback are linear

We consider the problem of existence of structurally stable normal forms of affine control systems with m inputs and n-dimensional state space, equipped with C^∞-Whitney topology and acted on by the static state feedback group. It is proved that structurally stable normal forms exist only if m = n or m =1 and n = 2, and are linear. There are no stable normal forms in any other range of dimensions (m, n).     

Regularization Methods for Blind Deconvolution and Blind Source Separation Problems

This paper is devoted to blind deconvolution and blind separation problems. Blind deconvolution is the identification of a point spread function and an input signal from an observation of their convolution. Blind source separation is the recovery of a vector of input signals from a vector of observed signals, which are mixed by a linear (unknown) operator. We show that both problems are paradigms of nonlinear ill-posed problems. Consequently, regularization techniques have to be used for stable numerical reconstructions. In this paper we develop a rigorous convergence analysis for regularization techniques for the solution of blind deconvolution and blind separation problems. Convergence of regularized point spread functions and signals to a solution is established and a convergence rate result in dependence of the noise level is presented. Moreover, we prove convergence of the alternating minimization algorithm for the numerical solution of regularized blind deconvolution problems and present some numerical examples. Moreover, we show that many neural network approaches for blind inversion can be considered in the framework of regularization theory. Date received: August 17, 1999. Date revised: September 1, 2000.     

H∞-norm and invariant manifolds of systems with state delays

The problem of finding bounds on the H_∞-norm of systems with a finite number of point delays and distributed delay is considered. Sufficient conditions for the system to possess an H_∞-norm which is less or equal to a prescribed bound are obtained in terms of Riccati partial differential equations (RPDE’s). We show that the existence of a solution to the RPDE’s is equivalent to the existence of a stable manifold of the associated Hamiltonian system. For small delays the existence of the stable manifold is equivalent to the existence of a stable manifold of the ordinary differential equations that govern the flow on the slow manifold of the Hamiltonian system. This leads to an algebraic, finite-dimensional, criterion for systems with small delays.     

Decay Rates for a Beam with Pointwise Force and Moment Feedback

We consider the Rayleigh beam equation and the Euler–Bernoulli beam equation with pointwise feedback shear force and bending moment at the position ξ in a bounded domain (0,π) with certain boundary conditions. The energy decay rate in both cases is investigated. In the case of the Rayleigh beam, we show that the decay rate is exponential if and only if ξ/π is a rational number with coprime factorization ξ/π=p/q, where q is odd. Moreover, for any other location of the actuator we give explicit polynomial decay estimates valid for regular initial data. In the case of the Euler–Bernoulli beam, even for a nonhomogeneous material, exponential decay of the energy is proved, independently of the position of the actuator. Date received: October 30, 2000. Date revised: December 20, 2001.     

Observability of real analytic vector fields on compact manifolds

A smooth vector field on a smooth compact manifold is said to be observable if there exists a smooth output function that distinguishes initial states on any time interval. In this paper we prove that a real analytic vector field on a compact manifold is observable if and only if its singularities are isolated. The result remains true for functions. In this case one has to assume that the set of singular points is (p − 1)-dimensional.     

On black brane solutions and their fluid analogues

We review spherically symmetric solutions with a horizon in two models: (i) with scalar fields and fields of forms, and (ii) with a multi-component anisotropic fluid. The metrics of the solutions are defined on a manifold that contains a product of n − 1 Ricci-flat “internal” spaces. The solutions are governed by functions H _s obeying nonlinear differential equations with certain boundary conditions. Simulation of black-brane solutions is considered, and the Hawking temperature is calculated. For the fluid solution, the post-Newtonian parameters β and Γ corresponding to the 4-dimensional section of the metric are found.     

Input-to-State Stability for Nonlinear Time-Varying Systems via Averaging

 We introduce two definitions of an averaged system for a time-varying ordinary differential equation with exogenous disturbances (“strong average” and “weak average”). The class of systems for which the strong average exists is shown to be strictly smaller than the class of systems for which the weak average exists. It is shown that input-to-state stability (ISS) of the strong average of a system implies uniform semi-global practical ISS of the actual system. This result generalizes the result of [TPA] which states that global asymptotic stability of the averaged system implies uniform semi-global practical stability of the actual system. On the other hand, we illustrate by an example that ISS of the weak average of a system does not necessarily imply uniform semi-global practical ISS of the actual system. However, ISS of the weak average of a system does imply a weaker semi-global practical “ISS-like” property for the actual system when the disturbances w are absolutely continuous and . ISS of the weak average of a system is shown to be useful in a stability analysis of time-varying cascaded systems. Date received: April 6, 1999. Date revised: April 11, 2000.     

Order Reduction Is Invalid for Singularly Perturbed Control Problems with a Vector Fast Variable

The order reduction method for singularly perturbed optimal control systems consists of employing the system obtained while setting the small parameter to zero. In many situations the differential-algebraic system thus obtained indeed provides an appropriate approximation to the singularly perturbed optimal control problem under consideration. In this paper we show, however, that the set of singularly perturbed optimal control systems for which the order reduction approach is invalid is dense (in the L ^∞ norm) in the class of systems which we consider. This is established under the assumption that the fast variable in the singularly perturbed system is not a scalar. Date received: June 8, 2001. Date revised: December 30, 2001.     

A study of the boundaries of stability regions in two-parameter dynamical systems

We consider dynamical systems defined by autonomous and periodic differential equations that depend on two scalar parameters. We study the problems of constructing boundaries of stability regions for equilibrium points in the plane of parameters. We identify conditions under which a point on the boundary of a stability region has one or more smooth boundary curves coming through it. We show schemes to find the basic scenarios of bifurcations when parameters transition over the boundaries of stability regions. We distinguish types of boundaries (dangerous or safe). The main formulas have been obtained in the terms of original equations and do not require to pass to normal forms and using theorems on a central manifold.     

A Pursuit Problem under Phase Constraints

A pursuit problem in which players have identical maximal velocity and the evader moves over a strictly convex smooth n-dimensional hypersurface is investigated. It is shown that pursuit can be completed from any initial position. If the hypersurface contains a planar part, then pursuit can be evaded from certain initial positions.     

Exponential Stability of Slowly Time-Varying Nonlinear Systems

Let be a time-varying vector field depending on t containing a regular and a slow time scale (α large). Assume there exist a k (τ)≥1 and a γ(τ) such that ∥x _τ(t, t ₀, x ₀)∥≤k(τ) e ^{−γ(τ)(t−t0)}∥x ₀∥, with x _τ(t, t ₀, x ₀) the solution of the parametrized system with initial state x ₀ at t ₀. We show that for α sufficiently large is exponentially stable when “on average”γ(τ) is positive. The use of this result is illustrated by means of two examples. First, we extend the circle criterion. Second, exponential stability for a pendulum with a nonlinear slowly time-varying friction attaining positive and negative values is discussed. Date received: January 22, 2000. Date revised: April 14, 2001.     

On singularities of flat affine systems with n states and n−1 controls

We study the set of intrinsic singularities of flat affine systems with n?1 controls and n states using the notion of Lie‐Bäcklund atlas, previously introduced by the authors. For this purpose, we prove two easily computable sufficient conditions to construct flat outputs as a set of independent first integrals of distributions of vector fields: the first one in a generic case, namely, in a neighborhood of a point where the n?1 control vector fields are independent and the second one at a degenerate point where p?1 control vector fields are dependent of the n?p others, with p>1. After introducing the Γ‐accessibility rank condition, we show that the set of intrinsic singularities includes the set of points where the system does not satisfy this rank condition and is included in the set where a distribution of vector fields introduced in the generic case is singular. We conclude this analysis by three examples of apparent singularities of flat systems in generic and nongeneric degenerate cases.     

Formal Elimination for Multidimensional Systems and Applications to Control Theory

Following Douglas's ideas on the inverse problem of the calculus of variations, the purpose of this article is to show that one can use formal integrability theory to develop a theory of elimination for systems of partial differential equations and apply it to control theory. In particular, we consider linear systems of partial differential equations with variable coefficients and we show that we can organize the integrability conditions on the coefficients to build an “intrinsic tree”. Trees of integrability conditions naturally appear when we test the structural properties of linear multidimensional control systems with some variable or unknown coefficients (controllability, observability, invertibility, …) or for generic linearization of nonlinear systems. Date received: June 29, 1998. Date revised: January 29, 2000.     

Geometric analysis of nondeterminacy in dynamical systems

This article intends to provide some new insights into concurrency using ideas from the theory of dynamical systems. Inherently discrete concurrency corresponds to a parallel continuous concept: a discrete state space corresponds to a differential manifold, an execution path corresponds to a flow line of a dynamical system. To model non-determinacy within dynamical systems, we introduce a new geometrical object, a section cone. A section cone is a convex set in the space of vector fields, all elements having the same singular points. We show that it is enough to consider flow lines of a single vector field in order to capture the behavior of all flow lines in the section cone up to homotopy (corresponding to equivalence of executions).     

Synchronized E0L forms

We turn once more to the study of E0L forms by focussing on synchronized E0L forms. We show that there are complete propagating synchro-E0L forms in contrast to the situation for E0L forms. Turning to the syntax analysis of synchro-E0L form families, we are lead into the study of ambiguity in E0L systems. We show that there are languages which are n-CF-ambiguous, for arbitrarily large values of n ? 1, but which are E0L-unambiguous. Finally we characterize when synchro-{S, a}-forms are complete and also characterize when short synchro-{S, A, a}-forms are complete, where A is a terminal-like nonterminal. These results are also in contrast with E0L forms, where even short {S, a}-forms have only a restricted characterization with respect to completeness.