Exact eigenvalue assignment of linear scalar systems with single delay using Lambert W function

Eigenvalue assignment problem of a linear scalar system with a single discrete delay is analytically and exactly solved. The existence condition of the desired eigenvalue is established when the current and delay states are present in the feedback loop. Design of the feedback controller is then followed. Furthermore, eigenvalue assignment for the input-delay system is also obtained as well. Numerical examples illustrate the procedure of assigning the desired eigenvalue

Optimal linear stability condition for scalar differential equations with distributed delay

Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote oscillations around steady states, and their stability depends on the particular shape of the delay distribution. Since in applications the mean delay is often the only reliable information available about the distribution, it is desirable to find conditions for stability that are independent from the shape of the distribution. We show here that for a given mean delay, the linear equation with distributed delay is asymptotically stable if the associated differential equation with a discrete delay is asymptotically stable. We illustrate this criterion on a compartment model of hematopoietic cell dynamics to obtain sufficient conditions for stability

Distributed Decision Through Self-Synchronizing Sensor Networks in the Presence of Propagation Delays and Asymmetric Channels

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local measurements. We model the interaction among the nodes as a directed graph with weights (possibly) dependent on the radio channels and we pose special attention to the effect of the propagation delay occurring in the exchange of data among sensors, as a function of the network geometry. We derive necessary and sufficient conditions for the proposed system to reach a consensus on globally optimal decision statistics. One of the major results proved in this work is that a consensus is reached with exponential convergence speed for any bounded delay condition if and only if the directed graph is quasi-strongly connected. We provide a closed form expression for the global consensus, showing that the effect of delays is, in general, the introduction of a bias in the final decision. Finally, we exploit our closed form expression to devise a double-step consensus mechanism able to provide an unbiased estimate with minimum extra complexity, without the need to know or estimate the channel parameters.Comment: To be published on IEEE Transactions on Signal Processin

Variable-delay feedback control of unstable steady states in retarded time-delayed systems

We study the stability of unstable steady states in scalar retarded time-delayed systems subjected to a variable-delay feedback control. The important aspect of such a control problem is that time-delayed systems are already infinite-dimensional before the delayed feedback control is turned on. When the frequency of the modulation is large compared to the system's dynamics, the analytic approach consists of relating the stability properties of the resulting variable-delay system with those of an analogous distributed delay system. Otherwise, the stability domains are obtained by a numerical integration of the linearized variable-delay system. The analysis shows that the control domains are significantly larger than those in the usual time-delayed feedback control, and that the complexity of the domain structure depends on the form and the frequency of the delay modulation.Comment: 13 pages, 8 figures, RevTeX, accepted for publication in Physical Review

Hopf bifurcations in time-delay systems with band-limited feedback

We investigate the steady-state solution and its bifurcations in time-delay systems with band-limited feedback. This is a first step in a rigorous study concerning the effects of AC-coupled components in nonlinear devices with time-delayed feedback. We show that the steady state is globally stable for small feedback gain and that local stability is lost, generically, through a Hopf bifurcation for larger feedback gain. We provide simple criteria that determine whether the Hopf bifurcation is supercritical or subcritical based on the knowledge of the first three terms in the Taylor-expansion of the nonlinearity. Furthermore, the presence of double-Hopf bifurcations of the steady state is shown, which indicates possible quasiperiodic and chaotic dynamics in these systems. As a result of this investigation, we find that AC-coupling introduces fundamental differences to systems of Ikeda-type [Ikeda et al., Physica D 29 (1987) 223-235] already at the level of steady-state bifurcations, e.g. bifurcations exist in which limit cycles are created with periods other than the fundamental ``period-2'' mode found in Ikeda-type systems.Comment: 32 pages, 5 figures, accepted for publication in Physica D: Nonlinear Phenomen

Characteristic matrices for linear periodic delay differential equations

Szalai et al. (SIAM J. on Sci. Comp. 28(4), 2006) gave a general construction for characteristic matrices for systems of linear delay-differential equations with periodic coefficients. First, we show that matrices constructed in this way can have a discrete set of poles in the complex plane, which may possibly obstruct their use when determining the stability of the linear system. Then we modify and generalize the original construction such that the poles get pushed into a small neighborhood of the origin of the complex plane.Comment: 17 pages, 1 figur

Positive trigonometric polynomials for strong stability of difference equations

We follow a polynomial approach to analyse strong stability of linear difference equations with rationally independent delays. Upon application of the Hermite stability criterion on the discrete-time homogeneous characteristic polynomial, assessing strong stability amounts to deciding positive definiteness of a multivariate trigonometric polynomial matrix. This latter problem is addressed with a converging hierarchy of linear matrix inequalities (LMIs). Numerical experiments indicate that certificates of strong stability can be obtained at a reasonable computational cost for state dimension and number of delays not exceeding 4 or 5