Robust and Resilient Finite-Time Control of a Class of Discrete-Time Nonlinear Systems

In this paper, we address the finite-time state-feedback stabilization of a class of discrete-time nonlinear systems with conic type nonlinearities, bounded feedback control gain perturbations, and additive disturbances. Sufficient conditions for the existence of a robust and resilient linear statefeedback controller for this class of systems are derived. Then, using linear matrix inequality techniques, a solution for the controller gain is obtained. The developed controller is robust for all unknown nonlinearities lying in a hyper-sphere and all admissible disturbances. Moreover, it is resilient against any bounded perturbations that may alter the controller’s gain by at most a prescribed amount. We conclude the paper with a numerical example showcasing the applicability of the main result

On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters

Copyright [2002] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, we investigate the stochastic stabilization problem for a class of bilinear continuous time-delay uncertain systems with Markovian jumping parameters. Specifically, the stochastic bilinear jump system under study involves unknown state time-delay, parameter uncertainties, and unknown nonlinear deterministic disturbances. The jumping parameters considered here form a continuous-time discrete-state homogeneous Markov process. The whole system may be regarded as a stochastic bilinear hybrid system that includes both time-evolving and event-driven mechanisms. Our attention is focused on the design of a robust state-feedback controller such that, for all admissible uncertainties as well as nonlinear disturbances, the closed-loop system is stochastically exponentially stable in the mean square, independent of the time delay. Sufficient conditions are established to guarantee the existence of desired robust controllers, which are given in terms of the solutions to a set of either linear matrix inequalities (LMIs), or coupled quadratic matrix inequalities. The developed theory is illustrated by numerical simulatio

Robust and Resilient Finite-time Bounded Control of Discrete-time Uncertain Nonlinear Systems

Finite-time state-feedback stabilization is addressed for a class of discrete-time nonlinear systems with conic-type nonlinearities, bounded feedback control gain perturbations, and additive disturbances. First, conditions for the existence of a robust and resilient linear state-feedback controller for this class of systems are derived. Then, using linear matrix inequality techniques, a solution for the controller gain and the maximum allowable bound on the gain perturbation is obtained. The developed controller is robust for all unknown nonlinearities lying in a known hypersphere with an uncertain center and all admissible disturbances. Moreover, it is resilient against any bounded perturbations that may alter the controller’s gain by at most a prescribed amount. The paper is concluded with a numerical example showcasing the applicability of the main result

Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain

This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a hidden Markov chain. Different from previous work on stabilization of adaptive controlled systems with a hidden Markov chain, where average criteria were considered, this work focuses on the almost sure stabilization or sample path stabilization of the underlying processes. Under simple conditions, it is shown that as long as the feedback controls have linear growth in the continuous component, the resulting process is regular. Moreover, by appropriate choice of the Lyapunov functions, it is shown that the adaptive system is stabilizable almost surely. As a by-product, it is also established that the controlled process is positive recurrent

Natural preconditioners for saddle point systems

The solution of quadratic or locally quadratic extremum problems subject to linear(ized) constraints gives rise to linear systems in saddle point form. This is true whether in the continuous or discrete setting, so saddle point systems arising from discretization of partial differential equation problems such as those describing electromagnetic problems or incompressible flow lead to equations with this structure as does, for example, the widely used sequential quadratic programming approach to nonlinear optimization.\ud This article concerns iterative solution methods for these problems and in particular shows how the problem formulation leads to natural preconditioners which guarantee rapid convergence of the relevant iterative methods. These preconditioners are related to the original extremum problem and their effectiveness -- in terms of rapidity of convergence -- is established here via a proof of general bounds on the eigenvalues of the preconditioned saddle point matrix on which iteration convergence depends

Robust filtering for bilinear uncertain stochastic discrete-time systems

Copyright [2002] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.This paper deals with the robust filtering problem for uncertain bilinear stochastic discrete-time systems with estimation error variance constraints. The uncertainties are allowed to be norm-bounded and enter into both the state and measurement matrices. We focus on the design of linear filters, such that for all admissible parameter uncertainties, the error state of the bilinear stochastic system is mean square bounded, and the steady-state variance of the estimation error of each state is not more than the individual prespecified value. It is shown that the design of the robust filters can be carried out by solving some algebraic quadratic matrix inequalities. In particular, we establish both the existence conditions and the explicit expression of desired robust filters. A numerical example is included to show the applicability of the present method

New advances in H∞ control and filtering for nonlinear systems

The main objective of this special issue is to summarise recent advances in H∞ control and filtering for nonlinear systems, including time-delay, hybrid and stochastic systems. The published papers provide new ideas and approaches, clearly indicating the advances made in problem statements, methodologies or applications with respect to the existing results. The special issue also includes papers focusing on advanced and non-traditional methods and presenting considerable novelties in theoretical background or experimental setup. Some papers present applications to newly emerging fields, such as network-based control and estimation

On the convergence of a shock capturing discontinuous Galerkin method for nonlinear hyperbolic systems of conservation laws

In this paper, we present a shock capturing discontinuous Galerkin (SC-DG) method for nonlinear systems of conservation laws in several space dimensions and analyze its stability and convergence. The scheme is realized as a space-time formulation in terms of entropy variables using an entropy stable numerical flux. While being similar to the method proposed in [14], our approach is new in that we do not use streamline diffusion (SD) stabilization. It is proved that an artificial-viscosity-based nonlinear shock capturing mechanism is sufficient to ensure both entropy stability and entropy consistency, and consequently we establish convergence to an entropy measure-valued (emv) solution. The result is valid for general systems and arbitrary order discontinuous Galerkin method.Comment: Comments: Affiliations added Comments: Numerical results added, shortened proo