检索结果-内蒙古大学图书馆

A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbances

引用

SIAM JOURNAL ON CONTROL AND OPTIMIZATION 2005年第4期44卷 1165-1191页

作者： Fragoso, MD Costa, OLV CNPq LNCC BR-25651070 Rio De Janeiro Brazil Univ Sao Paulo Escola Politecn Dept Engn Telecomunicacoes & Controle BR-05508 Sao Paulo Brazil

Necessary and sufficient conditions for stochastic stability ( SS) and mean square stability (MSS) of continuous-time linear systems subject to Markovian jumps in the parameters and additive disturbances are established. We consider two scenarios regarding the additive disturbances: one in which the system is driven by a Wiener process, and one characterized by functions in L-2(m) (Omega, F, P), which is the usual scenario for the H-infinity approach. The Markov process is assumed to take values in an infinite countable set S. It is shown that SS is equivalent to the spectrum of an augmented matrix lying in the open left half plane, to the existence of a solution for a certain Lyapunov equation, and implies ( is equivalent for S finite) asymptotic wide sense stationarity (AWSS). It is also shown that SS is equivalent to the state x(t) belonging to L-2(n) (Omega, F, P) whenever the disturbances are in L-2(m) (Omega, F, P). For the case in which S is finite, SS and MSS are equivalent, and the Lyapunov equation can be written down in two equivalent forms with each one providing an easier-to-check sufficient condition.

关键词： stochastic stability mean square stability jump parameter continuous-time linear systems Markov chain

来源：评论

学校读者我要写书评

暂无评论

Reliable Unknown Input Observer for continuous-time linear systems

引用

IFAC-PapersOnLine 2022年第6期55卷 248-253页

作者： Nacim Meslem Ahmad Hably Tarek Raïssi Zhenhua Wang Univ. Grenoble Alpes CNRS Grenoble INP GIPSA-lab 38000 Grenoble France Conservatoire National des Arts et Métiers 292 Rue Saint-Martin 75141 Paris France Department of Control Science and Engineering Harbin Institute of Technology Harbin 150001 P. R. China

This work proposes a set-valued extension of the classical unknown input observers for linear continuous-time systems without using set-by-step set-membership computations or imposing the positivity property of the dynamics of the estimation error. In fact, based on an explicit set-integration method of the estimation error, the framing and convergence properties of the proposed set-valued unknown input observer are demonstrated. Moreover, thanks to the proposed design approach, robust threshold on the residual can be established a priori . Simulation results are reported to highlight the effectiveness of the proposed state estimator in the presence of unknown inputs.

关键词： State estimation continuous-time linear systems unknown input observer interval observer set-membership estimation reachability analysis

来源：评论

学校读者我要写书评

暂无评论

Identification of continuous-time linear systems with time-delay

引用

IFAC Proceedings Volumes 2009年第10期42卷 898-903页

作者： M. M'SAAD M. FARZA GREYC UMR 6072 CNRS Universit de Caen ENSICAEN 6 Bd Maréchal Juin 14050 Caen Cedex France

This paper addresses the identification problem of time-delay linear continuous-time systems. More specifically, the involved parameters and time-delay are jointly estimated using a suitable adaptive observer. The latter heavily borrows from the high gain observer design that has been widely investigated throughout the last decade. Global exponential convergence of the parameters and time delay estimates to their trues values is established under an appropriate persistent excitation property. The performance of the proposed identification approach is demonstrated by a simulation study involving an academic example.

关键词： continuous-time linear systems time-delay System identification Adaptive observer High gain concept Exponential convergence

来源：评论

学校读者我要写书评

暂无评论

Functional Interval Estimation for continuous-time linear systems*

引用

IFAC-PapersOnLine 2023年第2期56卷 8482-8487页

作者： Youdao Ma Zhenhua Wang Nacim Meslem Tarek Raïssi Hao Luo School of Astronautics Harbin Institute of Technology Harbin 150001 P. R. China Univ. of Grenoble Alpes CNRSGIPSA-lab F-38000 Grenoble France Conservatoire National des Arts et Métiers(CNAM) Paris 75141 France

This paper presents a functional interval estimation method for continuous-time systems subject to disturbances and noise. First, a robust functional observer is synthesised to attenuate the effects of uncertainties. Then, based on interval analysis, an interval-based method is proposed to achieve tight functional interval estimation. The proposed method can provide accurate functional interval estimation results for continuous-time systems without using the stringent cooperativity condition and the traditionally required condition on the time derivative of the measurement noise. Simulation results are given to illustrate the effectiveness and superiority of the proposed method.

关键词： Functional interval estimation continuous-time linear systems robust functional observer interval analysis

来源：评论

学校读者我要写书评

暂无评论

Robust Static Output Feedback Stabilization of continuous-time linear systems via Enhanced LMI Conditions

引用

IFAC-PapersOnLine 2020年第2期53卷 4540-4545页

作者： Hassène Gritli Ali Zemouche Safya Belghith Taous-Meriem Laleg-Kirati Higher Institute of Information and Communication Technologies Université de Carthage 1164 Borj Cedria Tunis Tunisia University of Lorraine CRAN CNRS UMR 7039 54400 Cosnes et Romain France Laboratory of Robotics Informatics and Complex Systems (RISC Lab - LR16ES07) National Engineering School of Tunis Université de Tunis El Manar BP. 37 Le Belvédère 1002 Tunis Tunisia Mathematical and Computational Sciences and Engineering Division King Abdullah University of Science and Technology (KAUST) Thuwal Kingdom of Saudi Arabia

This paper addresses the problem of Static Output Feedback (SOF) stabilization for continuous-time linear systems subject to norm-bounded parameter uncertainties. Usually this issue leads to the feasibility of a Bilinear Matrix Inequality (BMI), which is difficult to linearize to get non conservative linear matrix inequality (LMI) conditions. In this paper, by means of some technical lemmas, we transform the BMI into a new LMI with a line search over two scalar variables. The obtained LMI conditions are less conservative than those existing in the literature. Numerical evaluations are presented to show the superiority of the proposed method.

关键词： continuous-time linear systems Robust control Parametric uncertainty Static output feedback linear matrix inequality (LMI)

来源：评论

学校读者我要写书评

暂无评论

Optimal linear mean square filter for continuous-time jump linear systems

引用

IEEE TRANSACTIONS ON AUTOMATIC CONTROL 2005年第9期50卷 1364-1369页

作者： Fragoso, MD Costa, OLV Baczynski, J Rocha, N Natl Lab Sci Comp CNPq BR-25651070 Petropolis RJ Brazil Univ Sao Paulo Escola Politecn Dept Engn Telecomun & Controle BR-05508900 Sao Paulo Brazil Univ Fed Rio de Janeiro COPPE BR-21945970 Rio De Janeiro Brazil

We consider a class of hybrid systems which is modeled by continuous-time linear systems with Markovian jumps in the parameters (LSMJP). Our aim is to derive the best linear mean square estimator for such systems. The approach adopted here produces a filter which bears those desirable properties of the Kalman filter: A recursive scheme suitable for computer implementation which allows some offline computation that alleviates the computational burden. Apart from the intrinsic theoretical interest of the problem in its own right and the application-oriented motivation of getting more easily implementable filters, another compelling reason why the study here is pertinent has to do with the fact that the optimal nonlinear filter for our estimation problem is not computable via a finite computation (the filter is infinite dimensional). Our filter has dimension Nn, with n denoting the dimension of the state vector and N the number of states of the Markov chain.

关键词： continuous-time linear systems hybrid systems jump parameter linear estimation

来源：评论

学校读者我要写书评

暂无评论

A time-Delay Modeling Approach for Data-Driven Predictive Control of continuous-time systems

引用

IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING 2025年 22卷 6408-6420页

作者： Liu, Juan Yang, Xindi Zhang, Hao Wang, Zhuping Yan, Huaicheng Tongji Univ Coll Elect & Informat Engn Shanghai 200092 Peoples R China Tongji Univ Dept Control Sci & Engn Shanghai 200092 Peoples R China Nanyang Technol Univ Continental NTU Corp Lab Singapore 639798 Singapore Tongji Univ Coll Elect & Informat Engn Dept Control Sci & Engn Shanghai 201203 Peoples R China Tongji Univ Shanghai Inst Intelligent Sci & Technol Shanghai 201804 Peoples R China Natl Key Lab Autonomous Intelligent Unmanned Syst Shanghai 201210 Peoples R China Frontiers Sci Ctr Intelligent Autonomous Syst Minist Educ Shanghai 201210 Peoples R China East China Univ Sci & Technol Sch Informat Sci & Engn Key Lab Adv Control & Optimizat Chem Proc Minist Educ Shanghai 200237 Peoples R China

This paper aims to predict future optimal control inputs for unknown continuous-time linear systems. In contrast to most existing approaches that generate control input without observation loss, the proposed control scheme analyzes causality between observation and sequence feedback from the time-delay series model, allowing for the existence of observation loss. These time-delay series can be viewed as multiplayer games over a temporal scale, then a temporal game-theoretic approach ensures system stability and performance. By integrating the Bellman principle, a data-driven adaptive dynamic programming algorithm is proposed to avoid system knowledge. Furthermore, the designed parallel data-driven predictive algorithm reduces the computational complexity. Finally, the applicability and effectiveness of the methodology are demonstrated through numerical simulations and practical experiments.

关键词： Predictive control Prediction algorithms Heuristic algorithms Dynamic programming Optimization Optimal control Predictive models Data-driven time-delay modeling continuous-time linear systems temporal game predictive control

来源：评论

学校读者我要写书评

暂无评论

ON THE ROBUST STABILITY, STABILIZATION, AND STABILITY RADII OF continuous-time INFINITE MARKOV JUMP linear systems

引用

SIAM JOURNAL ON CONTROL AND OPTIMIZATION 2011年第3期49卷 1171-1196页

作者： Todorov, Marcos G. Fragoso, Marcelo D. Natl Lab Sci Comp LNCC CNPq BR-25651070 Rio De Janeiro Brazil

This paper addresses the robust stochastic stability and stabilization of continuous-time Markov jump linear systems (MJLS), with the Markov jump parameters taking values in a countably infinite set. It is assumed that the state and input matrices are subjected to norm-bounded uncertainty with a prespecified structure, which encompasses the block-diagonal setting. We introduce new robust analysis and synthesis characterizations such that, unlike previous approaches in the MJLS literature, the scaling parameters are treated as decision variables in linear matrix inequalities. As a by-product, new contributions to the theory of stability radii of MJLS are provided. When restricted to the finite case, we further introduce new adjoint linear matrix inequality (LMI) characterizations for each of the robust analysis and synthesis problems, as well as for stability radii. Besides the interest in its own right, the adjoint approach allows us to verify that, in the general MJLS case, there is a gap between the complex stability radius and what can be assessed with scaled versions of the small-gain theorem. This suggests a fundamental limitation of the robustness against linear perturbations that the H-infinity control of MJLS may provide. Some numerical examples, which include the robust control of two interconnected oscillators, illustrate the main results.

关键词： continuous-time linear systems Markov jump parameter robust control scaling stability radii H-infinity control

来源：评论

学校读者我要写书评

暂无评论

Output feedback H_∞ control of continuous-time infinite Markovian jump linear systems via LMI methods

引用

SIAM JOURNAL ON CONTROL AND OPTIMIZATION 2008年第2期47卷 950-974页

作者： Todorov, Marcos G. Fragoso, Marcelo D. LNCC Natl Lab Sci Comp CNPq BR-25651070 Rio De Janeiro Brazil

The output feedback H-infinity control is addressed for a class of continuous-time Markov jump linear systems with the Markov process taking values in an in finite countable set S. We consider that only an output and the jump parameters are available to the controller. Via a certain bounded real lemma, together with some extensions of Schur complements and of the projection lemma, a theorem which characterizes whether there exists a full-order solution to the disturbance attenuation problem is devised in terms of two different linear matrix inequality ( LMI) feasibility problems. This result connects a certain projection approach to an LMI problem which is more amenable to computer solution, and hence for design. We conclude the paper with some design algorithms for the construction of such controllers and an illustrative example.

关键词： continuous-time linear systems Markov jump parameter bounded real lemma linear matrix inequalities output feedback H-infinity control

来源：评论

学校读者我要写书评

暂无评论

On the Filtering Problem for continuous-time Markov Jump linear systems with no Observation of the Markov Chain

引用

EUROPEAN JOURNAL OF CONTROL 2011年第4期17卷 339-354页

作者： do Valle Costa, Oswaldo Luiz Fragoso, Marcelo Dutra Todorov, Marcos Garcia Univ Sao Paulo Escola Politecn Depto Eng Telecomunicacoes & Controle BR-05508900 Sao Paulo Brazil LNCC CNPq Natl Lab Sci Comp BR-25651070 Petropolis RJ Brazil

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

关键词： Hybrid systems robust linear estimation jump parameter continuous-time linear systems

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：