Automated Discovery of Numerical Approximation Formulae via Genetic Programming

This paper describes the use of genetic programming to perform automated discovery of numerical approximation formulae. We present results involving rediscovery of known approximations for Harmonic numbers, discovery of rational polynomial approximations for functions of one or more variables, and refinement of existing approximations through both approximation of their error function and incorporation of the approximation as a program tree in the initial GP population. Evolved rational polynomial approximations are compared to Padé approximations obtained through the Maple symbolic mathematics package. We find that approximations evolved by GP can be superior to Padé approximations given certain tradeoffs between approximation cost and accuracy, and that GP is able to evolve approximations in circumstances where the Padé approximation technique cannot be applied. We conclude that genetic programming is a powerful and effective approach that complements but does not replace existing techniques from numerical analysis.     

A Note on Marginal Stability of Switched Systems

In this note, we present criteria for marginal stability and marginal instability of switched systems. For switched nonlinear systems, we prove that uniform stability is equivalent to the existence of a common weak Lyapunov function (CWLF) that is generally not continuous. For switched linear systems, we present a unified treatment for marginal stability and marginal instability for both continuous-time and discrete-time switched systems. In particular, we prove that any marginally stable system admits a norm as a CWLF. By exploiting the largest invariant set contained in a polyhedron, several insightful algebraic characteristics are revealed for marginal stability and marginal instability.     

Design of stabilizing switching control laws for discrete- and continuous-time linear systems using piecewise-linear Lyapunov functions

In this paper, the stability of switched linear systems is investigated using piecewise linear Lyapunov functions. In particular, we identify classes of switching sequences that result in stable trajectories. Given a switched linear system, we present a systematic methodology for computing switching laws that guarantee stability based on the matrices of the system. In the proposed approach, we assume that each individual subsystem is stable and admits a piecewise linear Lyapunov function. Based on these Lyapunov functions, we compose 'global' Lyapunov functions that guarantee stability of the switched linear system. A large class of stabilizing switching sequences for switched linear systems is characterized by computing conic partitions of the state space. The approach is applied to both discrete-time and continuous-time switched linear systems.     

Diagonal Lyapunov–Krasovskii functionals for discrete-time positive systems with delay

We consider the existence of diagonal Lyapunov–Krasovskii (L–K) functionals for positive discrete-time systems subject to time-delay. In particular, we show that the existence of a diagonal functional is necessary and sufficient for delay-independent stability of a positive linear time-delay system. We extend this result and provide conditions for the existence of diagonal L–K functionals for classes of nonlinear positive time-delay systems, which are not necessarily order preserving. We also describe sufficient conditions for the existence of common diagonal L–K functionals for switched positive systems subject to time-delay.     

Quadratic stabilizability of switched linear systems with polytopic uncertainties

In this paper, we consider quadratic stabilizability via state feedback for both continuous-time and discrete-time switched linear systems that are composed of polytopic uncertain subsystems. By state feedback, we mean that the switchings among subsystems are dependent on system states. For continuous-time switched linear systems, we show that if there exists a common positive definite matrix for stability of all convex combinations of the extreme points which belong to different subsystem matrices, then the switched system is quadratically stabilizable via state feedback. For discrete-time switched linear systems, we derive a quadratic stabilizability condition expressed as matrix inequalities with respect to a family of non-negative scalars and a common positive definite matrix. For both continuous-time and discrete-time switched systems, we propose the switching rules by using the obtained common positive definite matrix.     

A second-order maximum principle for discrete-time bilinear control systems with applications to discrete-time linear switched systems

A powerful approach for analyzing the stability of continuous-time switched systems is based on using optimal control theory to characterize the “most unstable” switching law. This reduces the problem of determining stability under arbitrary switching to analyzing stability for the specific “most unstable” switching law. For discrete-time switched systems, the variational approach received considerably less attention. This approach is based on using a first-order necessary optimality condition in the form of a maximum principle (MP), and typically this is not enough to completely characterize the “most unstable” switching law. In this paper, we provide a simple and self-contained derivation of a second-order necessary optimality condition for discrete-time bilinear control systems. This provides new information that cannot be derived using the first-order MP. We demonstrate several applications of this second-order MP to the stability analysis of discrete-time linear switched systems.     

Computability in planar dynamical systems

In this paper we explore the problem of computing attractors and their respective basins of attraction for continuous-time planar dynamical systems. We consider C ¹ systems and show that stability is in general necessary (but may not be sufficient) to attain computability. In particular, we show that (a) the problem of determining the number of attractors in a given compact set is in general undecidable, even for analytic systems and (b) the attractors are semi-computable for stable systems. We also show that the basins of attraction are semi-computable if and only if the system is stable.     

Stability analysis of switched positive linear systems with stable and unstable subsystems

This paper addresses the stability problem of switched positive linear systems with stable and unstable subsystems. Based on a multiple linear copositive Lyapunov function, and by using the average dwell time approach, some sufficient stability criteria of global uniform exponential stability are established in both the continuous-time and the discrete-time cases, respectively. Finally, some numerical examples are given to show the effectiveness of the proposed results.     

A design methodology for switched discrete time linear systems with applications to automotive roll dynamics control

In this paper we consider the asymptotic stability of a class of discrete-time switching linear systems, where each of the constituent subsystems is Schur stable. We first present an example to motivate our study, which illustrates that the bilinear transform does not preserve the stability of a class of switched linear systems. Consequently, continuous time stability results cannot be transformed to discrete time analogs using this transformation. We then present a subclass of discrete-time switching systems that arise frequently in practical applications. We prove that global attractivity for this subclass can be obtained without requiring the existence of a common quadratic Lyapunov function (CQLF). Using this result, we present a synthesis procedure to construct switching stabilizing controllers for an automotive control problem, which is related to the stabilization of a vehicle’s roll dynamics subject to switches in the center of gravitys (CG) height.     

Finite Time Stability Analysis of Switched Systems with Stable and Unstable Subsystems

In this paper, we study the finite time stability of nonlinear switched systems consisting of both stable and unstable subsystems. First, the finite time stability of systems is studied using the activation time of the subsystems. We show that if the total activation time of unstable subsystems is relatively small compared with that of finite time stable subsystems, then finite time stability of switched systems is guaranteed. Second, the finite time stability of systems is studied based on the comparison principle. We show that if the comparison system is finite time stable, then the finite time stability of switched systems is guaranteed. Finally, a concrete application is provided to demonstrate the effectiveness of the proposed methods.     

Stability analysis of switched systems via redundancy factors

This paper presents a stability analysis of switched systems, where the engaged subsystems are not necessarily stable, by introducing redundancy factors without using multiple Lyapunov functions. In particular, sufficient conditions are proposed to preserve the switching stability.     

Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities

In this paper, the stability and stabilization problems of a class of continuous-time and discrete-time Markovian jump linear system (MJLS) with partly unknown transition probabilities are investigated. The system under consideration is more general, which covers the systems with completely known and completely unknown transition probabilities as two special cases — the latter is hereby the switched linear systems under arbitrary switching. Moreover, in contrast with the uncertain transition probabilities studied recently, the concept of partly unknown transition probabilities proposed in this paper does not require any knowledge of the unknown elements. The sufficient conditions for stochastic stability and stabilization of the underlying systems are derived via LMIs formulation, and the relation between the stability criteria currently obtained for the usual MJLS and switched linear systems under arbitrary switching, are exposed by the proposed class of hybrid systems. Two numerical examples are given to show the validity and potential of the developed results.     

Reliability of Lanczos-Type Product Methods from Perturbation Theory

Lanczos methods are remarkably successful for the iterative solution of large, sparse linear systems. The Richardson iteration generates a vector sequence whose convergence to the solution of the linear system can be accelerated using Padé methods. We consider methods of Van der Vorst, Gutknecht and Zhang in the context of vector Padé approximation. This formulation helps to analyse the cause of minimisation breakdown and to avoid it.     

Stability of switched systems: a Lie-algebraic condition

We present a sufficient condition for asymptotic stability of a switched linear system in terms of the Lie algebra generated by the individual matrices. Namely, if this Lie algebra is solvable, then the switched system is exponentially stable for arbitrary switching. In fact, we show that any family of linear systems satisfying this condition possesses a quadratic common Lyapunov function. We also discuss the implications of this result for switched nonlinear systems.     

Stability of positive linear switched systems on ordered Banach spaces

We provide sufficient criteria for the stability of positive linear switched systems on ordered Banach spaces. The switched systems can be generated by finitely many bounded operators in infinite-dimensional spaces with a general class of order-inducing cones. In the discrete-time case, we assume an appropriate interior point of the cone, whereas in the continuous-time case an appropriate interior point of the dual cone is sufficient for stability. This is an extension of the concept of linear Lyapunov functions for positive systems to the setting of infinite-dimensional partially ordered spaces. We illustrate our results with examples.     

Online actor-critic algorithm to solve the continuous-time infinite horizon optimal control problem

In this paper we discuss an online algorithm based on policy iteration for learning the continuous-time (CT) optimal control solution with infinite horizon cost for nonlinear systems with known dynamics. That is, the algorithm learns online in real-time the solution to the optimal control design HJ equation. This method finds in real-time suitable approximations of both the optimal cost and the optimal control policy, while also guaranteeing closed-loop stability. We present an online adaptive algorithm implemented as an actor/critic structure which involves simultaneous continuous-time adaptation of both actor and critic neural networks. We call this ‘synchronous’ policy iteration. A persistence of excitation condition is shown to guarantee convergence of the critic to the actual optimal value function. Novel tuning algorithms are given for both critic and actor networks, with extra nonstandard terms in the actor tuning law being required to guarantee closed-loop dynamical stability. The convergence to the optimal controller is proven, and the stability of the system is also guaranteed. Simulation examples show the effectiveness of the new algorithm.     

不确定切换奇异时滞系统鲁棒指数容许性分析

讨论一类连续时间不确定切换奇异区间时变时滞系统的鲁棒指数容许性问题. 通过定义衰减率依赖李亚普诺夫函数并利用平均驻留时间法, 给出一个时滞区间依赖充分条件保证标称系统正则、无脉冲且均方指数稳定. 同时该准则也被推广至不确定系统. 本文获得的结论为连续时间切换奇异时滞系统的基本问题提供了一个解, 即识别切换信号使得切换奇异时滞系统正则、无脉冲且均方指数稳定. 数值例子说明本文结果的有效性.     

Stability analysis of a class of switched linear systems on non-uniform time domains

This paper deals with the stability analysis of a class of switched linear systems on non-uniform time domains. The considered class consists of a set of linear continuous-time and linear discrete-time subsystems. First, some conditions are derived to guarantee the exponential stability of this class of systems on time scales with bounded graininess function when the subsystems are exponentially stable. These results are extended when considering an unstable discrete time subsystem or an unstable continuous-time subsystem. Some examples illustrate these results.     

Stability analysis of hybrid switched nonlinear singular time-delay systems with stable and unstable subsystems

The issue of exponential stability of a class of continuous-time switched nonlinear singular systems consisting of a family of stable and unstable subsystems with time-varying delay is considered in this paper. Based on the free-weighting matrix approach, the average dwell-time approach and by constructing a Lyapunov-like Krasovskii functional, delay-dependent sufficient conditions are derived and formulated to check the exponential stability of such systems in terms of linear matrix inequalities (LMIs). By checking the corresponding LMI conditions, the average dwell-time and switching signal conditions are obtained. This paper also highlights the relationship between the average dwell-time of the switched nonlinear singular time-delay system, its stability and the exponential convergence rate of differential and algebraic states. A numerical example shows the effectiveness of the proposed method.     

时变时滞连续切换奇异系统的一致有限时间稳定分析

讨论一类含有时变时滞的连续时间切换奇异系统的一致有限时间稳定、有限时间有界和状态反馈镇定问题. 在给定任意的切换规则下, 运用多Lyapunov 函数和平均驻留时间方法设计使得闭环系统一致有限时间稳定和有限时间有界的状态反馈控制器, 同时给出基于线性矩阵不等式表示的控制器存在的充分条件. 最后通过数值算例表明了所提出方法的合理性和有效性.