Stochastic Stability Analysis of Discrete Time System Using Lyapunov Measure

In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker set-theoretic notion of almost everywhere stochastic stability is introduced and verified, using Lyapunov measure-based stochastic stability theorems. Furthermore, connection between Lyapunov functions, a popular tool for stochastic stability verification, and Lyapunov measures is established. Using the duality property between the linear transfer Perron-Frobenius and Koopman operators, we show the Lyapunov measure and Lyapunov function used for the verification of stochastic stability are dual to each other. Set-oriented numerical methods are proposed for the finite dimensional approximation of the Perron-Frobenius operator; hence, Lyapunov measure is proposed. Stability results in finite dimensional approximation space are also presented. Finite dimensional approximation is shown to introduce further weaker notion of stability referred to as coarse stochastic stability. The results in this paper extend our earlier work on the use of Lyapunov measures for almost everywhere stability verification of deterministic dynamical systems ("Lyapunov Measure for Almost Everywhere Stability", {\it IEEE Trans. on Automatic Control}, Vol. 53, No. 1, Feb. 2008).Comment: Proceedings of American Control Conference, Chicago IL, 201

Passivity/Lyapunov based controller design for trajectory tracking of flexible joint manipulators

A passivity and Lyapunov based approach for the control design for the trajectory tracking problem of flexible joint robots is presented. The basic structure of the proposed controller is the sum of a model-based feedforward and a model-independent feedback. Feedforward selection and solution is analyzed for a general model for flexible joints, and for more specific and practical model structures. Passivity theory is used to design a motor state-based controller in order to input-output stabilize the error system formed by the feedforward. Observability conditions for asymptotic stability are stated and verified. In order to accommodate for modeling uncertainties and to allow for the implementation of a simplified feedforward compensation, the stability of the system is analyzed in presence of approximations in the feedforward by using a Lyapunov based robustness analysis. It is shown that under certain conditions, e.g., the desired trajectory is varying slowly enough, stability is maintained for various approximations of a canonical feedforward

Control of Homodirectional and General Heterodirectional Linear Coupled Hyperbolic PDEs

Research on stabilization of coupled hyperbolic PDEs has been dominated by the focus on pairs of counter-convecting ("heterodirectional") transport PDEs with distributed local coupling and with controls at one or both boundaries. A recent extension allows stabilization using only one control for a system containing an arbitrary number of coupled transport PDEs that convect at different speeds against the direction of the PDE whose boundary is actuated. In this paper we present a solution to the fully general case, in which the number of PDEs in either direction is arbitrary, and where actuation is applied on only one boundary (to all the PDEs that convect downstream from that boundary). To solve this general problem, we solve, as a special case, the problem of control of coupled "homodirectional" hyperbolic linear PDEs, where multiple transport PDEs convect in the same direction with arbitrary local coupling. Our approach is based on PDE backstepping and yields solutions to stabilization, by both full-state and observer-based output feedback, trajectory planning, and trajectory tracking problems

Minimum time control of heterodirectional linear coupled hyperbolic PDEs

We solve the problem of stabilization of a class of linear first-order hyperbolic systems featuring n rightward convecting transport PDEs and m leftward convecting transport PDEs. Using the backstepping approach yields solutions to stabilization in minimal time and observer based output feedback