25,056 research outputs found
Linearly Solvable Stochastic Control Lyapunov Functions
This paper presents a new method for synthesizing stochastic control Lyapunov
functions for a class of nonlinear stochastic control systems. The technique
relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman
partial differential equation to a linear partial differential equation for a
class of problems with a particular constraint on the stochastic forcing. This
linear partial differential equation can then be relaxed to a linear
differential inclusion, allowing for relaxed solutions to be generated using
sum of squares programming. The resulting relaxed solutions are in fact
viscosity super/subsolutions, and by the maximum principle are pointwise upper
and lower bounds to the underlying value function, even for coarse polynomial
approximations. Furthermore, the pointwise upper bound is shown to be a
stochastic control Lyapunov function, yielding a method for generating
nonlinear controllers with pointwise bounded distance from the optimal cost
when using the optimal controller. These approximate solutions may be computed
with non-increasing error via a hierarchy of semidefinite optimization
problems. Finally, this paper develops a-priori bounds on trajectory
suboptimality when using these approximate value functions, as well as
demonstrates that these methods, and bounds, can be applied to a more general
class of nonlinear systems not obeying the constraint on stochastic forcing.
Simulated examples illustrate the methodology.Comment: Published in SIAM Journal of Control and Optimizatio
Stability Tests for a Class of 2D Continuous-Discrete Linear Systems with Dynamic Boundary Conditions
Repetitive processes are a distinct class of 2D systems of both practical and theoretical interest. Their essential characteristic is repeated sweeps, termed passes, through a set of dynamics defined over a finite duration with explicit interaction between the outputs, or pass profiles, produced as the system evolves. Experience has shown that these processes cannot be studied/controlled by direct application of existing theory (in all but a few very restrictive special cases). This fact, and the growing list of applications areas, has prompted an on-going research programme into the development of a 'mature' systems theory for these processes for onward translation into reliable generally applicable controller design algorithms. This paper develops stability tests for a sub-class of so-called differential linear repetitive processes in the presence of a general set of initial conditions, where it is known that the structure of these conditions is critical to their stability properties
Closing the design loop on HiMAT (highly maneuverable aircraft technology)
The design methodology used in the HiMAT program and the wind tunnel development activities are discussed. Selected results from the flight test program are presented and the strengths and weaknesses of testing advanced technology vehicles using the RPV concept is examined. The role of simulation on the development of digital flight control systems and in RPV's in particular is emphasized
A Partition-Based Implementation of the Relaxed ADMM for Distributed Convex Optimization over Lossy Networks
In this paper we propose a distributed implementation of the relaxed
Alternating Direction Method of Multipliers algorithm (R-ADMM) for optimization
of a separable convex cost function, whose terms are stored by a set of
interacting agents, one for each agent. Specifically the local cost stored by
each node is in general a function of both the state of the node and the states
of its neighbors, a framework that we refer to as `partition-based'
optimization. This framework presents a great flexibility and can be adapted to
a large number of different applications. We show that the partition-based
R-ADMM algorithm we introduce is linked to the relaxed Peaceman-Rachford
Splitting (R-PRS) operator which, historically, has been introduced in the
literature to find the zeros of sum of functions. Interestingly, making use of
non expansive operator theory, the proposed algorithm is shown to be provably
robust against random packet losses that might occur in the communication
between neighboring nodes. Finally, the effectiveness of the proposed algorithm
is confirmed by a set of compelling numerical simulations run over random
geometric graphs subject to i.i.d. random packet losses.Comment: Full version of the paper to be presented at Conference on Decision
and Control (CDC) 201
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