A new critical theorem for adaptive nonlinear stabilization

It is fairly well known that there are fundamental differences between adaptive control of continuous-time and discrete-time nonlinear systems. In fact, even for the seemingly simple single-input single-output control system y_t+1=θ₁f(y_t)+u_t+w_t+1 with a scalar unknown parameter θ₁ and noise disturbance {w_t}, and with a known function f(⋅) having possible nonlinear growth rate characterized by |f(x)|=Θ(|x|^b) with b≥1, the necessary and sufficient condition for the system to be globally stabilizable by adaptive feedback is b<4. This was first found and proved by Guo (1997) for the Gaussian white noise case, and then proved by Li and Xie (2006) for the bounded noise case. Subsequently, a number of other types of “critical values” and “impossibility theorems” on the maximum capability of adaptive feedback were also found, mainly for systems with known control parameter as in the above model. In this paper, we will study the above basic model again but with additional unknown control parameter θ₂, i.e., u_t is replaced by θ₂u_t in the above model. Interestingly, it turns out that the system is globally stabilizable if and only ifb<3. This is a new critical theorem for adaptive nonlinear stabilization, which has meaningful implications for the control of more general uncertain nonlinear systems.     

The structured controllability radius of linear delay systems

In this article, we shall deal with the problem of calculation of the controllability radius of a delay dynamical systems of the form x′(t)?=?A ₀ x(t)?+?A ₁ x(t???h ₁)?+?···?+?A _k x(t???h _k )?+?Bu(t). By using multi-valued linear operators, we are able to derive computable formulas for the controllability radius of a controllable delay system in the case where the system's coefficient matrices are subjected to structured perturbations. Some examples are provided to illustrate the obtained results.     

Periodic input estimation for linear periodic systems: Automotive engine applications

In this paper, we consider periodic linear systems driven by T₀-periodic signals that we desire to reconstruct. The systems under consideration are of the form , y=C(t)x, x∈Rⁿ, w∈R^m, y∈R^p, (m?p?n) where A(t), A₀(t), and C(t) are T₀-periodic matrices. The period T₀ is known. The T₀-periodic input signal w(t) is unknown but is assumed to admit a finite dimensional Fourier decomposition. Our contribution is a technique to estimate w from the measurements y. In both full state measurement and partial state measurement cases, we propose an efficient observer for the coefficients of the Fourier decomposition of w(t). The proposed techniques are particularly attractive for automotive engine applications where sampling time is short. In this situation, standard estimation techniques based on Kalman filters are often discarded (because of their relative high computational burden). Relevance of our approach is supported by two practical cases of application. Detailed convergence analysis is also provided. Under standard observability conditions, we prove asymptotic convergence when the tuning parameters are chosen sufficiently small.     

Stochastic suppression and stabilization of delay differential systems

In this paper, we investigate stochastic suppression and stabilization for nonlinear delay differential system ${\dot{x}}(t)=f(x(t),x(t-\delta(t)),t)In this paper, we investigate stochastic suppression and stabilization for nonlinear delay differential system ${\dot{x}}(t)=f(x(t),x(t-\delta(t)),t)$, where δ(t) is the variable delay and f satisfies the one‐sided polynomial growth condition. Since f may defy the linear growth condition or the one‐sided linear growth condition, this system may explode in a finite time. To stabilize this system by Brownian noises, we stochastically perturb this system into the nonlinear stochastic differential system dx(t)=f(x(t), x(t?δ(t)), t)dt+qx(t)dw₁(t)+σ|x(t)|^βx(t)dw₂(t) by introducing two independent Brownian motions w₁(t) and w₂(t). This paper shows that the Brownian motion w₂(t) may suppress the potential explosion of the solution of this stochastic system for appropriate choice of β under the condition σ≠0. Moreover, for sufficiently large q, the Brownian motion w₁(t) may exponentially stabilize this system. Copyright © 2010 John Wiley & Sons, Ltd.     

Stabilization and decay estimate for distributed bilinear systems

In this paper, we consider the problem of feedback stabilization for the distributed bilinear system y′(t)=Ay(t)+u(t)By(t). Here A is the infinitesimal generator of a linear C⁰ semigroup of contractions on a Hilbert space H and B:H→H is a linear bounded operator. A sufficient condition for feedback stabilization is given and explicit decay estimate is established. Applications to vibrating systems are presented.     

Feedback stabilization of real analytic systems in the plane

We investigate the local feedback stabilization of single input control affine analytic systems in the plane. New necessary and sufficient conditions for local stabilization with feedback laws of the form u = v(x₁,x₂), x2), (v/x₁(0, 0))² + (v/x₁ (0, 0))² 0≠ 0, v(0, 0) = 0, are obtained by using Lyapunov's stability theorems on two-dimensional analytic systems. If the sufficient conditions are satisfied, we also provide explicit feedback laws.     

Coprime factorization over a class of nonlinear systems

In this paper, we consider the problem of generalizing elements of linear coprime factorization theory to a nonlinear context. The idea is to work with a suitably wide class of nonlinear systems to cover many practical situations, yet not cope with so broad a class as to disallow useful generalizations to the linear results. In particular, we work with nonlinear systems characterized in terms of (possibly time-varying) state-dependent matrices A(x), B(x), C(x), D(x) and an initial state x₀. (This class clearly does contain the class of finite-dimensional linear (time-varying) systems.) We achieve first right coprime factorizations for idealized situations. To achieve stable left factorizations we specialize to the case where the matrices are output-dependent. Alternatively, we work with systems, perhaps augmented by a direct feedthrough term, where the input is reconstructible from the output. For nonlinear feedback control systems, with plant and controller having stable left factorizations, then under appropriate regularity-conditions earlier results have allowed the generation of the class of stabilizing controllers for a system in terms of an arbitrary stable system (parameter). Plant uncertainties, including unknown initial conditions are modelled by means of a Yula–Kucera-type parametrization approach developed for nonlinear systems. Certain robust stabilization results are also shown, and simulations demonstrate the regulation of nonlinear plants using the techniques developed. All the results are presented in such a way that specialization for the case of linear systems is immediate.     

Two-sided bounds for the asymptotic behaviour of free nonlinear vibration systems with application of the differential calculus of norms

This paper deals with the free nonlinear dynamical system [xdot](t)=A x(t)+h(t, x(t)), t≥t ₀, x(t ₀)=x ₀, where A is an n×n-matrix and h a nonlinear vector function with h(t, u)=o(∥u∥). As the first novel point, a lower bound for the asymptotic behaviour on the solution x(t) is derived. Two methods are applied to determine the optimal two-sided bounds, where one of the methods is the differential calculus of norms. In this context, the second novel point enters; it consists of a new strategy to significantly reduce the computation time for the determination of the optimal constants in the two-sided bounds. The obtained results are especially of interest in engineering and cannot be obtained by the methods used so far.     

Consistent initialization and perturbation analysis for abstract differential-algebraic equations

In this paper, we consider linear and time-invariant differential-algebraic equations (DAEs) Eẋ(t) = Ax(t) + f(t), x(0) = x ₀, where x(·) and f(·) are functions with values in Hilbert spaces X and Z. is assumed to be a bounded operator, whereas A is closed and defined on some dense subspace D(A). A transformation to a decoupling form leads to a DAE including an abstract boundary control system. Methods of infinite-dimensional linear systems theory can then be used to formulate sufficient criteria for an initial value being consistent with the given inhomogeneity. We will further derive estimates for the trajectory x(·) in dependence of the initial state x ₀ and the inhomogeneity f(·). In the theory of differential-algebraic equations, this is commonly known as perturbation analysis.     

Parabolic equations with double variable nonlinearities

The paper is devoted to the study of the homogeneous Dirichlet problem for the doubly nonlinear parabolic equation with nonstandard growth conditions:

ut=div(a(x,t,u)|u^|α(x,t)|∇u^|p(x,t)−2∇u)+f(x,t)     

Identification via Non-linear Filtering

Non-linear filtering problems are being recognized more arid more as significant. Generally, an exact solution is not available but must be approximated. However, this paper gives the exact non-linear filter associated with identifying a scalar stochastic dynamical system, dx(t)/dt=ax(t)+ξ(t), disturbed by gaussian white noise ξ(t) when the system state x(t) is observed in an additive gaussian white noise environment, i.e. z(t)=x(t)+η(t) is observed over the interval of time 0≤t≤T<∞. The plant parameter, a, is assumed to have the prior probability density P_A .(a). The solution, is obtained by giving the conditional probability density functional p(a\z(t), 0≤t≤T<∞). The minimum mean-square-error estimate, that is, the Bayes estimate or conditional expectation, is given along with the minimum-mean-square-error. Limiting cases are described.

This approach is a variation on the eigenfunction expansion schemes used in the stochastic signals in noise-detection problems by Helstrom and others. This approach circumvents solving various forms of the Fokker-Planck type of partial differential equations, for the conditional probability density. In general, the partial differential equations are highly coupled and non-linear.     

Backstepping boundary control of Burgers’ equation with actuator dynamics

In this paper, we propose a backstepping boundary control law for Burgers’ equation with actuator dynamics. While the control law without actuator dynamics depends only on the signals u(0,t) and u(1,t), the backstepping control also depends on u_x(0,t), u_x(1,t), u_xx(0,t) and u_xx(1,t), making the regularity of the control inputs the key technical issue of the paper. With elaborate Lyapunov analysis, we prove that all these signals are sufficiently regular and the closed-loop system, including the boundary dynamics, is globally H³ stable and well posed.     

Algebraic approach to the interval linear static identification,tolerance, and control problems,or one more application of kaucher arithmetic

In this paper, theidentification problem, thetolerance problem, and thecontrol problem are treated for the interval linear equation Ax=b. These problems require computing an inner approximation of theunited solution set Σ_??(A, b)={x ∈ ? ⁿ | (?A ∈ A)(Ax ∈ b)}, of thetolerable solution set Σ_??(A, b)={x ∈ ? ⁿ | (?A ∈ A)(Ax ∈ b)}, and of thecontrollable solution set Σ_??(A, b)={x ∈ ? ⁿ | (?b ∈ b)(Ax ∈b)} respectively. Analgebraic approach to their solution is developed in which the initial problem is replaced by that of finding analgebraic solution of some auxiliary interval linear system in Kaucher extended interval arithmetic. The algebraic approach is proved almost always to give inclusion-maximal inner interval estimates of the solutionsets considered. We investigate basic properties of the algebraic solutions to the interval linear systems and propose a number of numerical methods to compute them. In particular, we present the simple and fastsubdifferential Newton method, prove its convergence and discuss numerical experiments.     

On input-output linearization of discrete-time nonlinear systems

We consider a nonlinear discrete-time system of the form Σ: x(t+1)=f(x(t), u(t)), y(t) =h(x(t)), where x ε R^N, u ε R^m, y ε R^q and f and h are analytic. Necessary and sufficient conditions for local input-output linearizability are given. We show that these conditions are also sufficient for a formal solution to the global input-output linearization problem. Finally, we show that zeros at infinity of ε can be obtained by the structure algorithm for locally input-output linearizable systems.     

Stability and robust stability for systems with a time-varying delay

To concern the stability and robust stability criteria for systems with time-varying delays, this note uses not only the time-varying-delayed state x(t-h(t)) but also the delay-upper-bounded state to exploit all possible information for the relationship among a current state x(t), an exactly delayed state x(t-h(t)), a marginally delayed state , and the derivative of the state , when constructing Lyapunov-Krasovskii functionals and some appropriate integral inequalities, originally suggested by Park (1999. A delay-dependent stability criterion for systems with uncertain time-invariant delays. IEEE Transactions on Automatic Control, 44(4), 876-877). Two fundamental criteria are provided for the cases where no bound of delay derivative is assumed and where an upper bound of delay derivative is assumed. Examples show the resulting criteria outperform all existing ones in the literature.     

Stabilization of a class of generalized bilinear systems

This paper studies local stabilization of a class of analytic nonlinear systems in terms of, which includes ordinary bilinear systems as its subset, ż=f(z)+g(z)u, f(0)=0, g(0)=0, z∈R² which can be achieved via a feedback control law u=u(z) with u(0)=0. Following the theoretical results a potential application, stabilization of non-minimum phase systems, is investigated. Copyright © 1999 John Wiley & Sons, Ltd.     

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.     

Fault diagnosis in loop-connected systems

The paper considers fault diagnosis in a large system comprising a collection of small subsystems or units which can test one another for the existence of a faulty condition. If subsystem α is not faulty and tests subsystem β, a correct indication of the status of β is obtained; if α is faulty, the test outcome contains meaningless information. A particular form of interconnection is examined. For a system with n units u_o,u₁,…,u_{n ? 1}, for each i unit u_i tests u_{i + 1},u_{i + 2},…,u_{i + A} (modulo n arithmetic being understood), where A is a preselected integer. If t is the maximum number of faulty units, we show that when t ? A, all faults are immediately diagnosable if n ? 2t + 1; we also show that when t ? A, at least A faults can be diagnosed if and only if n ? s(t ? As) + t + A + 1, where s is the integer which maximizes the quadratic function f(x) = x(t ? Ax) of the integer variable x.     

Asymptotic equivalence between two difference systems

In this paper, we study the asymptotic equivalence between the linear system Δx(n) = A(n)x(n) and its perturbation Δy(n) = A(n)y(n)+g(n, y(n)) by using the comparison principle and supplementary projections. Furthermore, we establish some asymptotic properties for the nonlinear system Δx(n) = f(n, x(n)).     

Truncations of infinite matrices and algebraic series associated with some of grammars

We consider an algebraic system over $\text{R}$[x] of the form X = a₀(x)X^k+ a_k1(x)X+a_k(x), where a₀(x) and a_k(x) are in x$\text{R}$[x] and a_k?1(x) is in x$\text{R}$. Let A be the infinite incidence matrix associated with the algebraic system. Then we prove that the eigenvalues of northwest corner truncations of A are dense in some algebraic curves.Using this we get a result on positive algebraic series. We consider the case that the coefficients of a₁(x)(i = 0,…,k?1, k) are positive. The algebraic series generated by the algebraic system may be viewed as a function in the complex variable x. Then by the above fact we prove that the radius of convergence of the function equals the least positive zero of the modified discriminant of the system.As an application to context free languages we show a procedure for calculating the entropy of some one counter languages. Other applications to Dyck languages and the Lukasiewicz language are also described.