Symbolic Models for Stochastic Switched Systems: A Discretization and a Discretization-Free Approach

Stochastic switched systems are a relevant class of stochastic hybrid systems with probabilistic evolution over a continuous domain and control-dependent discrete dynamics over a finite set of modes. In the past few years several different techniques have been developed to assist in the stability analysis of stochastic switched systems. However, more complex and challenging objectives related to the verification of and the controller synthesis for logic specifications have not been formally investigated for this class of systems as of yet. With logic specifications we mean properties expressed as formulae in linear temporal logic or as automata on infinite strings. This paper addresses these complex objectives by constructively deriving approximately equivalent (bisimilar) symbolic models of stochastic switched systems. More precisely, this paper provides two different symbolic abstraction techniques: one requires state space discretization, but the other one does not require any space discretization which can be potentially more efficient than the first one when dealing with higher dimensional stochastic switched systems. Both techniques provide finite symbolic models that are approximately bisimilar to stochastic switched systems under some stability assumptions on the concrete model. This allows formally synthesizing controllers (switching signals) that are valid for the concrete system over the finite symbolic model, by means of mature automata-theoretic techniques in the literature. The effectiveness of the results are illustrated by synthesizing switching signals enforcing logic specifications for two case studies including temperature control of a six-room building.Comment: 25 pages, 4 figures. arXiv admin note: text overlap with arXiv:1302.386

Filtering for nonlinear genetic regulatory networks with stochastic disturbances

In this paper, the filtering problem is investigated for nonlinear genetic regulatory networks with stochastic disturbances and time delays, where the nonlinear function describing the feedback regulation is assumed to satisfy the sector condition, the stochastic perturbation is in the form of a scalar Brownian motion, and the time delays exist in both the translation process and the feedback regulation process. The purpose of the addressed filtering problem is to estimate the true concentrations of the mRNA and protein. Specifically, we are interested in designing a linear filter such that, in the presence of time delays, stochastic disturbances as well as sector nonlinearities, the filtering dynamics of state estimation for the stochastic genetic regulatory network is exponentially mean square stable with a prescribed decay rate lower bound beta. By using the linear matrix inequality (LMI) technique, sufficient conditions are first derived for ensuring the desired filtering performance for the gene regulatory model, and the filter gain is then characterized in terms of the solution to an LMI, which can be easily solved by using standard software packages. A simulation example is exploited in order to illustrate the effectiveness of the proposed design procedures

Towards time-varying proximal dynamics in Multi-Agent Network Games

Distributed decision making in multi-agent networks has recently attracted significant research attention thanks to its wide applicability, e.g. in the management and optimization of computer networks, power systems, robotic teams, sensor networks and consumer markets. Distributed decision-making problems can be modeled as inter-dependent optimization problems, i.e., multi-agent game-equilibrium seeking problems, where noncooperative agents seek an equilibrium by communicating over a network. To achieve a network equilibrium, the agents may decide to update their decision variables via proximal dynamics, driven by the decision variables of the neighboring agents. In this paper, we provide an operator-theoretic characterization of convergence with a time-invariant communication network. For the time-varying case, we consider adjacency matrices that may switch subject to a dwell time. We illustrate our investigations using a distributed robotic exploration example.Comment: 6 pages, 3 figure

Stabilizing Randomly Switched Systems

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the system state; it selects, at each instant of time, the active subsystem from a family of systems. Sufficient conditions for stochastic stability (almost sure, in the mean, and in probability) of the switched system are established when the subsystems do not possess control inputs, and not every subsystem is required to be stable. These conditions are employed to design stabilizing feedback controllers when the subsystems are affine in control. The analysis is carried out with the aid of multiple Lyapunov-like functions, and the analysis results together with universal formulae for feedback stabilization of nonlinear systems constitute our primary tools for control designComment: 22 pages. Submitte

New advances in H∞ control and filtering for nonlinear systems

The main objective of this special issue is to summarise recent advances in H∞ control and filtering for nonlinear systems, including time-delay, hybrid and stochastic systems. The published papers provide new ideas and approaches, clearly indicating the advances made in problem statements, methodologies or applications with respect to the existing results. The special issue also includes papers focusing on advanced and non-traditional methods and presenting considerable novelties in theoretical background or experimental setup. Some papers present applications to newly emerging fields, such as network-based control and estimation