Robust ℋ2 Performance: Guaranteeing Margins for LQG Regulators

This paper shows that ℋ2 (LQG) performance specifications can be combined with structured uncertainty in the system, yielding robustness analysis conditions of the same nature and computational complexity as the corresponding conditions for ℋ∞ performance. These conditions are convex feasibility tests in terms of Linear Matrix Inequalities, and can be proven to be necessary and sufficient under the same conditions as in the ℋ∞ case. With these results, the tools of robust control can be viewed as coming full circle to treat the problem where it all began: guaranteeing margins for LQG regulators

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

Stability of singular jump-linear systems with a large state space : a two-time-scale approach

This paper considers singular systems that involve both continuous dynamics and discrete events with the coefficients being modulated by a continuous-time Markov chain. The underlying systems have two distinct characteristics. First, the systems are singular, that is, characterized by a singular coefficient matrix. Second, the Markov chain of the modulating force has a large state space. We focus on stability of such hybrid singular systems. To carry out the analysis, we use a two-time-scale formulation, which is based on the rationale that, in a large-scale system, not all components or subsystems change at the same speed. To highlight the different rates of variation, we introduce a small parameter ε>0. Under suitable conditions, the system has a limit. We then use a perturbed Lyapunov function argument to show that if the limit system is stable then so is the original system in a suitable sense for ε small enough. This result presents a perspective on reduction of complexity from a stability point of view

A mathematical framework for critical transitions: normal forms, variance and applications

Critical transitions occur in a wide variety of applications including mathematical biology, climate change, human physiology and economics. Therefore it is highly desirable to find early-warning signs. We show that it is possible to classify critical transitions by using bifurcation theory and normal forms in the singular limit. Based on this elementary classification, we analyze stochastic fluctuations and calculate scaling laws of the variance of stochastic sample paths near critical transitions for fast subsystem bifurcations up to codimension two. The theory is applied to several models: the Stommel-Cessi box model for the thermohaline circulation from geoscience, an epidemic-spreading model on an adaptive network, an activator-inhibitor switch from systems biology, a predator-prey system from ecology and to the Euler buckling problem from classical mechanics. For the Stommel-Cessi model we compare different detrending techniques to calculate early-warning signs. In the epidemics model we show that link densities could be better variables for prediction than population densities. The activator-inhibitor switch demonstrates effects in three time-scale systems and points out that excitable cells and molecular units have information for subthreshold prediction. In the predator-prey model explosive population growth near a codimension two bifurcation is investigated and we show that early-warnings from normal forms can be misleading in this context. In the biomechanical model we demonstrate that early-warning signs for buckling depend crucially on the control strategy near the instability which illustrates the effect of multiplicative noise.Comment: minor corrections to previous versio

Adaptive Network Dynamics and Evolution of Leadership in Collective Migration

The evolution of leadership in migratory populations depends not only on costs and benefits of leadership investments but also on the opportunities for individuals to rely on cues from others through social interactions. We derive an analytically tractable adaptive dynamic network model of collective migration with fast timescale migration dynamics and slow timescale adaptive dynamics of individual leadership investment and social interaction. For large populations, our analysis of bifurcations with respect to investment cost explains the observed hysteretic effect associated with recovery of migration in fragmented environments. Further, we show a minimum connectivity threshold above which there is evolutionary branching into leader and follower populations. For small populations, we show how the topology of the underlying social interaction network influences the emergence and location of leaders in the adaptive system. Our model and analysis can describe other adaptive network dynamics involving collective tracking or collective learning of a noisy, unknown signal, and likewise can inform the design of robotic networks where agents use decentralized strategies that balance direct environmental measurements with agent interactions.Comment: Submitted to Physica D: Nonlinear Phenomen

Variance-constrained dissipative observer-based control for a class of nonlinear stochastic systems with degraded measurements

The official published version of the article can be obtained from the link below.This paper is concerned with the variance-constrained dissipative control problem for a class of stochastic nonlinear systems with multiple degraded measurements, where the degraded probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over a given interval. The purpose of the problem is to design an observer-based controller such that, for all possible degraded measurements, the closed-loop system is exponentially mean-square stable and strictly dissipative, while the individual steady-state variance is not more than the pre-specified upper bound constraints. A general framework is established so that the required exponential mean-square stability, dissipativity as well as the variance constraints can be easily enforced. A sufficient condition is given for the solvability of the addressed multiobjective control problem, and the desired observer and controller gains are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi-definite programming method. Finally, a numerical example is presented to show the effectiveness and applicability of the proposed algorithm.This work was supported in part by the Distinguished Visiting Fellowship of the Royal Academy of Engineering of the UK, the Royal Society of the UK, the GRF HKU 7137/09E, the National Natural Science Foundation of China under Grant 61028008, the International Science and Technology Cooperation Project of China under Grant 2009DFA32050, and the Alexander von Humboldt Foundation of Germany