A review on analysis and synthesis of nonlinear stochastic systems with randomly occurring incomplete information

Copyright q 2012 Hongli Dong et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modeling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Such a phenomenon typically appears in a networked environment. Examples include, but are not limited to, randomly occurring uncertainties, randomly occurring nonlinearities, randomly occurring saturation, randomly missing measurements and randomly occurring quantization. Randomly occurring incomplete information, if not properly handled, would seriously deteriorate the performance of a control system. In this paper, we aim to survey some recent advances on the analysis and synthesis problems for nonlinear stochastic systems with randomly occurring incomplete information. The developments of the filtering, control and fault detection problems are systematically reviewed. Latest results on analysis and synthesis of nonlinear stochastic systems are discussed in great detail. In addition, various distributed filtering technologies over sensor networks are highlighted. Finally, some concluding remarks are given and some possible future research directions are pointed out. © 2012 Hongli Dong et al.This work was supported in part by the National Natural Science Foundation of China under Grants 61273156, 61134009, 61273201, 61021002, and 61004067, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National Science Foundation of the USA under Grant No. HRD-1137732, and the Alexander von Humboldt Foundation of German

Robust H∞ fuzzy output-feedback control with multiple probabilistic delays and multiple missing measurements

Copyright [2010] 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, the robust H∞-control problem is investigated for a class of uncertain discrete-time fuzzy systems with both multiple probabilistic delays and multiple missing measurements. A sequence of random variables, all of which are mutually independent but obey the Bernoulli distribution, is introduced to account for the probabilistic communication delays. The measurement-missing phenomenon occurs in a random way. The missing probability for each sensor satisfies a certain probabilistic distribution in the interval. Here, the attention is focused on the analysis and design of H∞ fuzzy output-feedback controllers such that the closed-loop Takagi-Sugeno (T-S) fuzzy-control system is exponentially stable in the mean square. The disturbance-rejection attenuation is constrained to a given level by means of the H∞-performance index. Intensive analysis is carried out to obtain sufficient conditions for the existence of admissible output feedback controllers, which ensures the exponential stability as well as the prescribed H∞ performance. The cone-complementarity-linearization procedure is employed to cast the controller-design problem into a sequential minimization one that is solved by the semi-definite program method. Simulation results are utilized to demonstrate the effectiveness of the proposed design technique in this paper.This work was supported in part by the Engineering and Physical Sciences Research Council, U.K., under Grant GR/S27658/01, in part by the Royal Society, U.K., in part by the National Natural Science Foundation of China under Grant 60825303, in part by the National 973 Project of China under Grant 2009CB320600, in part by the Heilongjiang Outstanding Youth Science Fund of China under Grant JC200809, in part by the Youth Science Fund of Heilongjiang Province of China under Grant QC2009C63, and in part by the Alexander von Humboldt Foundation of Germany

Stability of Systems with Stochastic Delay

Stability of systems with stochastic delays is addressed in this dissertation. A linear delay differential equation is considered where the delay takes values from a finite set of numbers according to a probability distribution function. Exact stability conditions for the resulting system are obtained. These conditions depend on the parameters of the system, the delay values and the probability distribution function governing the delay. The stability criteria are first obtained in a discretetime setting after discretizing the continuous-time system. Then, the stability conditions are obtained in a continuous-time setting where an operator description of delay differential equations is used. The stability results are applied to models of gene regulatory networks. The results can determine whether a steady state protein production is stable or oscillations in protein levels may arise as a result of stochastic fluctuations in reaction times. Finally, the interplay between noise in the gene expression level and noise in the population level in microbial consortia is investigated. The results suggest a mechanism for creating robust oscillations in multicellular environments.PHDMechanical EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/144051/1/mehsad_1.pd

Stability of Linear Continuous-Time Systems with Stochastically Switching Delays

Necessary and sufficient conditions for the stability of linear continuous-time systems with stochastically switching delays are presented in this paper. It is assumed that the delay random paths are piece-wise constant functions of time where a finite number of values may be taken by the delay. The stability is assessed in terms of the second moment of the state vector of the system. The solution operators of individual linear systems with constant de- lays, chosen from the set of all possible delay values, are extended to form new augmented operators. Then for proper formulation of the second moment in continuous time, tensor products of the augmented solution operators are used. Finally the finite-dimensional versions of the stability conditions, that can be obtained using various time discretization techniques, are presented. Some examples are provided that demonstrate how the stability conditions can be used to assess the stability of linear systems with stochastic delay

Integration of continuous-time dynamics in a spiking neural network simulator

Contemporary modeling approaches to the dynamics of neural networks consider two main classes of models: biologically grounded spiking neurons and functionally inspired rate-based units. The unified simulation framework presented here supports the combination of the two for multi-scale modeling approaches, the quantitative validation of mean-field approaches by spiking network simulations, and an increase in reliability by usage of the same simulation code and the same network model specifications for both model classes. While most efficient spiking simulations rely on the communication of discrete events, rate models require time-continuous interactions between neurons. Exploiting the conceptual similarity to the inclusion of gap junctions in spiking network simulations, we arrive at a reference implementation of instantaneous and delayed interactions between rate-based models in a spiking network simulator. The separation of rate dynamics from the general connection and communication infrastructure ensures flexibility of the framework. We further demonstrate the broad applicability of the framework by considering various examples from the literature ranging from random networks to neural field models. The study provides the prerequisite for interactions between rate-based and spiking models in a joint simulation

Nonlinear Systems

Open Mathematics is a challenging notion for theoretical modeling, technical analysis, and numerical simulation in physics and mathematics, as well as in many other fields, as highly correlated nonlinear phenomena, evolving over a large range of time scales and length scales, control the underlying systems and processes in their spatiotemporal evolution. Indeed, available data, be they physical, biological, or financial, and technologically complex systems and stochastic systems, such as mechanical or electronic devices, can be managed from the same conceptual approach, both analytically and through computer simulation, using effective nonlinear dynamics methods. The aim of this Special Issue is to highlight papers that show the dynamics, control, optimization and applications of nonlinear systems. This has recently become an increasingly popular subject, with impressive growth concerning applications in engineering, economics, biology, and medicine, and can be considered a veritable contribution to the literature. Original papers relating to the objective presented above are especially welcome subjects. Potential topics include, but are not limited to: Stability analysis of discrete and continuous dynamical systems; Nonlinear dynamics in biological complex systems; Stability and stabilization of stochastic systems; Mathematical models in statistics and probability; Synchronization of oscillators and chaotic systems; Optimization methods of complex systems; Reliability modeling and system optimization; Computation and control over networked systems