Stochastically Resilient Observer Design for a Class of Continuous-Time Nonlinear Systems

This work addresses the design of stochastically resilient or non-fragile continuous-time Luenberger observers for systems with incrementally conic nonlinearities. Such designs maintain the convergence and/or performance when the observer gain is erroneously implemented due possibly to computational errors i.e. round off errors in computing the observer gain or changes in the observer parameters during operation. The error in the observer gain is modeled as a random process and a common linear matrix inequality formulation is presented to address the stochastically resilient observer design problem for a variety of performance criteria. Numerical examples are given to illustrate the theoretical results

A Contraction Theory Approach to Stochastic Incremental Stability

We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two trajectories of a stochastically contracting system. This bound can be expressed as a function of the noise intensity and the contraction rate of the noise-free system. We illustrate these results in the contexts of stochastic nonlinear observers design and stochastic synchronization.Comment: 23 pages, 2 figure

State estimation for coupled uncertain stochastic networks with missing measurements and time-varying delays: The discrete-time case

Copyright [2009] 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 is concerned with the problem of state estimation for a class of discrete-time coupled uncertain stochastic complex networks with missing measurements and time-varying delay. The parameter uncertainties are assumed to be norm-bounded and enter into both the network state and the network output. The stochastic Brownian motions affect not only the coupling term of the network but also the overall network dynamics. The nonlinear terms that satisfy the usual Lipschitz conditions exist in both the state and measurement equations. Through available output measurements described by a binary switching sequence that obeys a conditional probability distribution, we aim to design a state estimator to estimate the network states such that, for all admissible parameter uncertainties and time-varying delays, the dynamics of the estimation error is guaranteed to be globally exponentially stable in the mean square. By employing the Lyapunov functional method combined with the stochastic analysis approach, several delay-dependent criteria are established that ensure the existence of the desired estimator gains, and then the explicit expression of such estimator gains is characterized in terms of the solution to certain linear matrix inequalities (LMIs). Two numerical examples are exploited to illustrate the effectiveness of the proposed estimator design schemes

A note on the robust stability of uncertain stochastic fuzzy systems with time-delays

Copyright [2004] 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.Takagi-Sugeno (T-S) fuzzy models are now often used to describe complex nonlinear systems in terms of fuzzy sets and fuzzy reasoning applied to a set of linear submodels. In this note, the T-S fuzzy model approach is exploited to establish stability criteria for a class of nonlinear stochastic systems with time delay. Sufficient conditions are derived in the format of linear matrix inequalities (LMIs), such that for all admissible parameter uncertainties, the overall fuzzy system is stochastically exponentially stable in the mean square, independent of the time delay. Therefore, with the numerically attractive Matlab LMI toolbox, the robust stability of the uncertain stochastic fuzzy systems with time delays can be easily checked

Robust synchronization of a class of coupled delayed networks with multiple stochastic disturbances: The continuous-time case

In this paper, the robust synchronization problem is investigated for a new class of continuous-time complex networks that involve parameter uncertainties, time-varying delays, constant and delayed couplings, as well as multiple stochastic disturbances. The norm-bounded uncertainties exist in all the network parameters after decoupling, and the stochastic disturbances are assumed to be Brownian motions that act on the constant coupling term, the delayed coupling term as well as the overall network dynamics. Such multiple stochastic disturbances could reflect more realistic dynamical behaviors of the coupled complex network presented within a noisy environment. By using a combination of the Lyapunov functional method, the robust analysis tool, the stochastic analysis techniques and the properties of Kronecker product, we derive several delay-dependent sufficient conditions that ensure the coupled complex network to be globally robustly synchronized in the mean square for all admissible parameter uncertainties. The criteria obtained in this paper are in the form of linear matrix inequalities (LMIs) whose solution can be easily calculated by using the standard numerical software. The main results are shown to be general enough to cover many existing ones reported in the literature. Simulation examples are presented to demonstrate the feasibility and applicability of the proposed results

Cooperative Control of Nonlinear Multi-Agent Systems

Multi-agent systems have attracted great interest due to their potential applications in a variety of areas. In this dissertation, a nonlinear consensus algorithm is developed for networked Euler-Lagrange multi-agent systems. The proposed consensus algorithm guarantees that all agents can reach a common state in the workspace. Meanwhile, the external disturbances and structural uncertainties are fundamentally considered in the controller design. The robustness of the proposed consensus algorithm is then demonstrated in the stability analysis. Furthermore, experiments are conducted to validate the effectiveness of the proposed consensus algorithm. Next, a distributed leader-follower formation tracking controller is developed for networked nonlinear multi-agent systems. The dynamics of each agent are modeled by Euler-Lagrange equations, and all agents are guaranteed to track a desired time-varying trajectory in the presence of noise. The fault diagnosis strategy of the nonlinear multi-agent system is also investigated with the help of differential geometry tools. The effectiveness of the proposed controller is verified through simulations. To further extend the application area of the multi-agent technique, a distributed robust controller is then developed for networked Lipschitz nonlinear multi-agent systems. With the appearance of system uncertainties and external disturbances, a sampled-data feedback control protocol is carried out through the Lyapunov functional approach. The effectiveness of the proposed controller is verified by numerical simulations. Other than the robustness and sampled-data information exchange, this dissertation is also concerned with the event-triggered consensus problem for the Lipschitz nonlinear multi-agent systems. Furthermore, the sufficient condition for the stochastic stabilization of the networked control system is proposed based on the Lyapunov functional method. Finally, simulation is conducted to demonstrate the effectiveness of the proposed control algorithm. In this dissertation, the cooperative control of networked Euler-Lagrange systems and networked Lipschitz systems is investigated essentially with the assistance of nonlinear control theory and diverse controller design techniques. The main objective of this work is to propose realizable control algorithms for nonlinear multi-agent systems

Neural Stochastic Contraction Metrics for Learning-based Control and Estimation

We present Neural Stochastic Contraction Metrics (NSCM), a new design framework for provably-stable learning-based control and estimation for a class of stochastic nonlinear systems. It uses a spectrally-normalized deep neural network to construct a contraction metric and its differential Lyapunov function, sampled via simplified convex optimization in the stochastic setting. Spectral normalization constrains the state-derivatives of the metric to be Lipschitz continuous, thereby ensuring exponential boundedness of the mean squared distance of system trajectories under stochastic disturbances. The trained NSCM model allows autonomous systems to approximate optimal stable control and estimation policies in real-time, and outperforms existing nonlinear control and estimation techniques including the state-dependent Riccati equation, iterative LQR, EKF, and the deterministic NCM, as shown in simulation results

Robust synchronization via homogeneous parameter-dependent polynomial contraction matrix

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