Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

In this note we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon for descriptor systems of index one. The performance function is assumed to be indefinite. We derive both necessary and sufficient conditions under which this game has a Nash equilibrium.linear-quadratic games;linear feedback Nash equilibrium;affine systems;solvability conditions;Riccati equations

H ? filtering for stochastic singular fuzzy systems with time-varying delay

This paper considers the H? filtering problem for stochastic singular fuzzy systems with timevarying delay. We assume that the state and measurement are corrupted by stochastic uncertain exogenous disturbance and that the system dynamic is modeled by Ito-type stochastic differential equations. Based on an auxiliary vector and an integral inequality, a set of delay-dependent sufficient conditions is established, which ensures that the filtering error system is e?t - weighted integral input-to-state stable in mean (iISSiM). A fuzzy filter is designed such that the filtering error system is impulse-free, e?t -weighted iISSiM and the H? attenuation level from disturbance to estimation error is belowa prescribed scalar.Aset of sufficient conditions for the solvability of the H? filtering problem is obtained in terms of a new type of Lyapunov function and a set of linear matrix inequalities. Simulation examples are provided to illustrate the effectiveness of the proposed filtering approach developed in this paper

Analysis, estimation and control for perturbed and singular systems and for systems subject to discrete events.

Investigators: Alan S. Willsky, George Verghese.Annual technical report for Grant AFOSR-88-0032.Sponsored by the AFOSR. AFOSR-88-003

H

This paper investigates the problem of H∞ filtering for class discrete-time Lipschitz nonlinear singular systems with measurement quantization. Assume that the system measurement output is quantized by a static, memoryless, and logarithmic quantizer before it is transmitted to the filter, while the quantizer errors can be treated as sector-bound uncertainties. The attention of this paper is focused on the design of a nonlinear quantized H∞ filter to mitigate quantization effects and ensure that the filtering error system is admissible (asymptotically stable, regular, and causal), while having a unique solution with a prescribed H∞ noise attenuation level. By introducing some slack variables and using the Lyapunov stability theory, some sufficient conditions for the existence of the nonlinear quantized H∞ filter are expressed in terms of linear matrix inequalities (LMIs). Finally, a numerical example is presented to demonstrate the effectiveness of the proposed quantized filter design method

Analysis, estimation and control for perturbed and singular systems and for systems subject to discrete events.

Annual technical report for grant AFOSR-88-0032.Investigators: Alan S. Willsky, George C. Verghese.Includes bibliographical references (p. [10]-[15]).Research supported by the AFOSR. AFOSR-88-003