303 research outputs found
Estimability and regulability of linear systems
A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time
On the solvability of the Yakubovich linear-quadratic infinite horizon minimization problem
The Yakubovich Frequency Theorem, in its periodic version and in its general
nonautonomous extension, establishes conditions which are equivalent to
the global solvability of a minimization problem of infinite horizon type,
given by the integral in the positive half-line of a quadratic functional
subject to a control system. It also provides the unique minimizing pair
\lq\lq solution, control\rq\rq~and
the value of the minimum. In this paper we establish less restrictive conditions
under which the problem is partially solvable, characterize the set of
initial data for which the minimum exists, and obtain its value as well a
minimizing pair. The occurrence of exponential dichotomy and the
null character of the rotation number for a nonautonomous
linear Hamiltonian system defined
from the minimization problem are fundamental in the analysis.Ministerio de EconomÃa y Competitividad / FEDER, MTM2015-66330-PMinisterio de Ciencia, Innovación y Universidades, RTI2018-096523-B-I00European Commission, H2020-MSCA-ITN-2014INDAM -- GNAMPA Project 201
Model Reduction of Multi-Dimensional and Uncertain Systems
We present model reduction methods with guaranteed error bounds for systems represented by a Linear Fractional Transformation (LFT) on a repeated scalar uncertainty structure. These reduction methods can be interpreted either as doing state order reduction for multi-dimensionalsystems, or as uncertainty simplification in the case of uncertain systems, and are based on finding solutions to a pair of Linear Matrix Inequalities (LMIs). A related necessary and sufficient condition for the exact reducibility of stable uncertain systems is also presented
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