Discrete Time Systems

Discrete-Time Systems comprehend an important and broad research field. The consolidation of digital-based computational means in the present, pushes a technological tool into the field with a tremendous impact in areas like Control, Signal Processing, Communications, System Modelling and related Applications. This book attempts to give a scope in the wide area of Discrete-Time Systems. Their contents are grouped conveniently in sections according to significant areas, namely Filtering, Fixed and Adaptive Control Systems, Stability Problems and Miscellaneous Applications. We think that the contribution of the book enlarges the field of the Discrete-Time Systems with signification in the present state-of-the-art. Despite the vertiginous advance in the field, we also believe that the topics described here allow us also to look through some main tendencies in the next years in the research area

Numerical Methods for Mixed-Integer Optimal Control with Combinatorial Constraints

This thesis is concerned with numerical methods for Mixed-Integer Optimal Control Problems with Combinatorial Constraints. We establish an approximation theorem relating a Mixed-Integer Optimal Control Problem with Combinatorial Constraints to a continuous relaxed convexified Optimal Control Problems with Vanishing Constraints that provides the basis for numerical computations. We develop a a Vanishing- Constraint respecting rounding algorithm to exploit this correspondence computationally. Direct Discretization of the Optimal Control Problem with Vanishing Constraints yield a subclass of Mathematical Programs with Equilibrium Constraints. Mathematical Programs with Equilibrium Constraint constitute a class of challenging problems due to their inherent non-convexity and non-smoothness. We develop an active-set algorithm for Mathematical Programs with Equilibrium Constraints and prove global convergence to Bouligand stationary points of this algorithm under suitable technical conditions. For efficient computation of Newton-type steps of Optimal Control Problems, we establish the Generalized Lanczos Method for trust region problems in a Hilbert space context. To ensure real-time feasibility in Online Optimal Control Applications with tracking-type Lagrangian objective, we develop a Gauß-Newton preconditioner for the iterative solution method of the trust region problem. We implement the proposed methods and demonstrate their applicability and efficacy on several benchmark problems

Spectral Optimization Problems Controlling Wave Phenomena

Design problems seek a material arrangement or shape which fully harnesses the physical properties of the material(s) to create an environment in which a particular phenomena is most (or least) pronounced. Mathematically, design problems are formulated as PDE-constrained optimization problems to find the material arrangement that maximizes an objective function which expresses the desired behavior. The PDE constraint describes the relationship between the material and the phenomena of interest. The focus of this thesis is four design problems where the PDE constraint is a time-independent wave equation and the objective function governs some aspect of wave motion. We consider the shape optimization of functions of Dirichlet-Laplacian eigenvalues associated with the set of star-shaped, symmetric, bounded planar regions with smooth boundary. The boundary of such a region is represented using a Fourier-cosine series and the optimization problem is solved numerically using a quasi-Newton method. The method is applied to maximizing two particular nonsmooth functions of the eigenvalues: (a) the ratio of the n-th to first eigenvalues and (b) the ratio of the n-th eigenvalue gap to first eigenvalue. Both are generalizations of the Payne-Pólya-Weinberger ratio. The optimal values of these ratios and regions for which they are attained, for n ≤ 13, are presented and interpreted as a study of the range of the Dirichlet-Laplacian eigenvalues. For both spectral functions and each n, the optimal region has multiplicity two n-th eigenvalue. We consider a system governed by the wave equation with index of refraction n(x), taken to be variable within a bounded region of d-dimensional space and constant outside. The solution of the time-dependent wave equation with spatially-localized initial data spreads and decays with advancing time. The rate of spatially localized energy decay can be measured in terms of the eigenvalues of the scattering resonance problem, a non-selfadjoint eigenvalue problem consisting of the time-harmonic wave (Helmholtz) equation with outgoing radiation condition at infinity. Specifically, the rate of energy escape is governed by the complex scattering eigenfrequency which is closest to the real axis. We study the structural design problem: Find a refractive index profile n* within an admissible class which has a scattering frequency with minimal imaginary part. The admissible class is defined in terms of the compact support of n(x)-1 and pointwise upper and lower (material) bounds on n(x): 0 < n- ≤ n(x) ≤ n+ < ∞. We formulate this problem as a constrained optimization problem and prove that an optimal structure, n* exists. Furthermore, n*(x) is piecewise constant and achieves the material bounds, i.e., n*(x) is n- or n+ almost everywhere. In one dimension, we establish a connection between n*(x) and the well-known class of Bragg structures, where n(x) is constant on intervals whose length is one-quarter of the effective wavelength. Consider a system governed by the time-dependent Schroedinger equation in its ground state. When subjected to weak parametric forcing by an "ionizing field" (time-varying), the state decays with advancing time due to coupling of the bound state to radiation modes. The decay-rate of this metastable state is governed by Fermi's Golden Rule (FGR), which depends on the potential V and the details of the forcing. We pose the potential design problem: find V* which minimizes FGR (maximizes the lifetime of the state) over an admissible class of potentials with fixed spatial support. We formulate this problem as a constrained optimization problem and prove that an admissible optimal solution exists. Then, using quasi-Newton methods, we compute locally optimal potentials. These have the structure of a truncated periodic potential with a localized defect. In contrast to optimal structures for other spectral optimization problems, the optimizing potentials appear to be interior points of the constraint set and to be smooth. The multi-scale structures that emerge incorporate the physical mechanisms of energy confinement via material contrast and interference effects. An analysis of locally optimal potentials reveals local optimality is attained via two mechanisms: (i) decreasing the density of states near a resonant frequency in the continuum and (ii) tuning the oscillations of extended states to make FGR, an oscillatory integral, small. Finally, we explore the performance of optimal potentials via simulations of the time-evolution. We consider a general class of two-dimensional passive propagation media, represented as a planar graph where nodes are capacitors connected to a common ground and edges are inductors. Capacitances and inductances are fixed in time but vary in space. Kirchhoff's laws give the time dynamics of voltage and current in the system. By harmonically forcing input nodes and collecting the resulting steady-state signal at output nodes, we obtain a linear, analog device that transforms the inputs to outputs. We pose the lattice synthesis problem: given a linear transformation, find the inductances and capacitances for an inductor-capacitor circuit that can perform this transformation. Formulating this as an optimization problem, we numerically demonstrate its solvability using gradient-based methods. By solving the lattice synthesis problem for various desired transformations, we design several devices that can be used for signal processing and filtering. In addition to these spectral optimization problems, we study several problems on wave propagation, diffraction, and scattering. The focus is on the behavior of time-harmonic solutions to continuous and discrete wave equations

Scaling and singularities in higher-order nonlinear differential equations

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Advances in PID Control

Since the foundation and up to the current state-of-the-art in control engineering, the problems of PID control steadily attract great attention of numerous researchers and remain inexhaustible source of new ideas for process of control system design and industrial applications. PID control effectiveness is usually caused by the nature of dynamical processes, conditioned that the majority of the industrial dynamical processes are well described by simple dynamic model of the first or second order. The efficacy of PID controllers vastly falls in case of complicated dynamics, nonlinearities, and varying parameters of the plant. This gives a pulse to further researches in the field of PID control. Consequently, the problems of advanced PID control system design methodologies, rules of adaptive PID control, self-tuning procedures, and particularly robustness and transient performance for nonlinear systems, still remain as the areas of the lively interests for many scientists and researchers at the present time. The recent research results presented in this book provide new ideas for improved performance of PID control applications