Synchronization of chaos in nonlinear finance system by means of sliding mode and passive control methods: A comparative study

In this paper, two different control methods, namely sliding mode control and passive control, are investigated for the synchronization of two identical chaotic finance systems with different initial conditions. Based on the sliding mode control theory, a sliding surface is determined. A Lyapunov function is used to prove that the passive controller provides global asymptotic stability of the system. Numerical simulations validate the synchronization of chaotic finance systems with the proposed sliding mode and passive control methods. The synchronization performance of these two methods is compared and discussed

Controlling Hyperchaotic Finance System with Combining Passive and Feedback Controllers

In this paper, a novel control method that combines passive, linear feedback, and dislocated feedback control methods is proposed and applied to the control of the four-dimensional hyperchaotic finance system which has been introduced and controlled with the linear feedback and speed feedback control methods by Yu, Cai, and Li (2012). The stability of the hyperchaotic finance system at its equilibrium points is ensured on the basis of a Lyapunov function. Computer simulations are used for verifying all the theoretical analyses visually. In the simulations, the proposed control method is also compared with the speed feedback and linear feedback control methods to observe its effectiveness. Finally, the comparative findings are discussed

A family of hyperchaotic multi-scroll attractors in Rn

Investigació

Adaptive - Synchronization of Fractional-Order Chaotic Systems with Nonidentical Structures

This paper investigates the adaptive - synchronization of the fractional-order chaotic systems with nonidentical structures. Based on the stability of fractional-order systems and adaptive control technique, a general formula for designing the controller and parameters update law is proposed to achieve adaptive - synchronization between two different chaotic systems with different structures. The effective scheme parameters identification and - synchronization of chaotic systems can be realized simultaneously. Furthermore, two typical illustrative numerical simulations are given to demonstrate the effectiveness of the proposed scheme, for each case, we design the controller and parameter update laws in detail. The numerical simulations are performed to verify the effectiveness of the theoretical results

Synchronization of complex dynamical networks with fractional order

Complex dynamical networks (CDN) can be applied to many areas in real world, from medicine, biology, Internet to sociology. Study on CDNs has drawn great attention in recent years. Nodes in a CDN can be modelled as systems represented by differential equations. Study has shown that fractional order differential equations (DF) can better represent some real world systems than integer-order DFs. This research work focuses on synchronization in fractional CDNs.  A literature review on CDNs with fractional order has summarized the latest works in this area.  Fractional chaotic systems are studied in our initial investigation.  Fractional calculus is introduced and the relevant fundamentals to model, describe and analyse dynamical networks are presented. It is shown that the structure and topological characteristics of a network can have a big impact on its synchronizability. Synchronizability and its various interpretations in dynamical networks are studied. To synchronize a CDN efficiently, controllers are generally needed. Controller design is one of the main tasks in this research. Our first design is a new sliding mode control to synchronize a dynamical network with two nodes. Its stability has been proven and verified by simulations.  Its convergence speed outperforms Vaidyanathan's scheme, a well-recognized scheme in this area. The design can be generalized to CDNs with more nodes.  As many applications can be modelled as CDNs with node clustering, a different sliding mode control is designed for cluster synchronization of a CDN with fractional order. Its stability is proven by using Lyapunov method. Its convergence and efficiency is shown in a simulation. Besides these nonlinear methods mentioned, linear control is also studied intensively for the synchronization.  A novel linear method for synchronization of fractional CDNs using a new fractional Proportional-Integral (PI) pinning control is proposed.  Its stability is proven and the synchronization criteria are obtained. The criteria have been simplified using two corollaries so the right value for the variables can be easily assigned. The proposed method is compared with the conventional linear method which uses Proportional (P) controller. In the comparison, the mean squared error function is used. The function measures the average of the squared errors and it is an instant indicator of the synchronization efficiency. A numerical simulation is repeated 100 times to obtain the averages over these runs. Each simulation has different random initial values for both controllers. The average of the errors in all the 100 simulations is obtained and the area under the function curve is defined as an overall performance index (OPI), which indicates the controller's overall performance. In control, small overshoot is always desired. In our work, the error variation is also used as a measure.  The maximum variation from the average of 100 simulations is calculated and compared for both methods. With all the statistical comparisons, it is clear that with the same power consumption, the proposed method outperforms the conventional one and achieves faster and smoother synchronization. Communication constraints exist in most real world CDNs. Communication constraints and their impact on control and synchronization of CDNs with fractional order are investigated in our study. A new adaptive method for synchronizing fractional CDN with disturbance and uncertainty is designed. Its stability is proven and its synchronization criteria are obtained for both fractional CDN with known and unknown parameters. Random disturbance is also included in both cases. Our results show that the new method is efficient in synchronizing CDNs with presence of both disturbance and uncertainty

Control of chaos in nonlinear circuits and systems

Nonlinear circuits and systems, such as electronic circuits (Chapter 5), power converters (Chapter 6), human brains (Chapter 7), phase lock loops (Chapter 8), sigma delta modulators (Chapter 9), etc, are found almost everywhere. Understanding nonlinear behaviours as well as control of these circuits and systems are important for real practical engineering applications. Control theories for linear circuits and systems are well developed and almost complete. However, different nonlinear circuits and systems could exhibit very different behaviours. Hence, it is difficult to unify a general control theory for general nonlinear circuits and systems. Up to now, control theories for nonlinear circuits and systems are still very limited. The objective of this book is to review the state of the art chaos control methods for some common nonlinear circuits and systems, such as those listed in the above, and stimulate further research and development in chaos control for nonlinear circuits and systems. This book consists of three parts. The first part of the book consists of reviews on general chaos control methods. In particular, a time-delayed approach written by H. Huang and G. Feng is reviewed in Chapter 1. A master slave synchronization problem for chaotic Lur’e systems is considered. A delay independent and delay dependent synchronization criteria are derived based on the H performance. The design of the time delayed feedback controller can be accomplished by means of the feasibility of linear matrix inequalities. In Chapter 2, a fuzzy model based approach written by H.K. Lam and F.H.F. Leung is reviewed. The synchronization of chaotic systems subject to parameter uncertainties is considered. A chaotic system is first represented by the fuzzy model. A switching controller is then employed to synchronize the systems. The stability conditions in terms of linear matrix inequalities are derived based on the Lyapunov stability theory. The tracking performance and parameter design of the controller are formulated as a generalized eigenvalue minimization problem which is solved numerically via some convex programming techniques. In Chapter 3, a sliding mode control approach written by Y. Feng and X. Yu is reviewed. Three kinds of sliding mode control methods, traditional sliding mode control, terminal sliding mode control and non-singular terminal sliding mode control, are employed for the control of a chaotic system to realize two different control objectives, namely to force the system states to converge to zero or to track desired trajectories. Observer based chaos synchronizations for chaotic systems with single nonlinearity and multi-nonlinearities are also presented. In Chapter 4, an optimal control approach written by C.Z. Wu, C.M. Liu, K.L. Teo and Q.X. Shao is reviewed. Systems with nonparametric regression with jump points are considered. The rough locations of all the possible jump points are identified using existing kernel methods. A smooth spline function is used to approximate each segment of the regression function. A time scaling transformation is derived so as to map the undecided jump points to fixed points. The approximation problem is formulated as an optimization problem and solved via existing optimization tools. The second part of the book consists of reviews on general chaos controls for continuous-time systems. In particular, chaos controls for Chua’s circuits written by L.A.B. Tôrres, L.A. Aguirre, R.M. Palhares and E.M.A.M. Mendes are discussed in Chapter 5. An inductorless Chua’s circuit realization is presented, as well as some practical issues, such as data analysis, mathematical modelling and dynamical characterization, are discussed. The tradeoff among the control objective, the control energy and the model complexity is derived. In Chapter 6, chaos controls for pulse width modulation current mode single phase H-bridge inverters written by B. Robert, M. Feki and H.H.C. Iu are discussed. A time delayed feedback controller is used in conjunction with the proportional controller in its simple form as well as in its extended form to stabilize the desired periodic orbit for larger values of the proportional controller gain. This method is very robust and easy to implement. In Chapter 7, chaos controls for epileptiform bursting in the brain written by M.W. Slutzky, P. Cvitanovic and D.J. Mogul are discussed. Chaos analysis and chaos control algorithms for manipulating the seizure like behaviour in a brain slice model are discussed. The techniques provide a nonlinear control pathway for terminating or potentially preventing epileptic seizures in the whole brain. The third part of the book consists of reviews on general chaos controls for discrete-time systems. In particular, chaos controls for phase lock loops written by A.M. Harb and B.A. Harb are discussed in Chapter 8. A nonlinear controller based on the theory of backstepping is designed so that the phase lock loops will not be out of lock. Also, the phase lock loops will not exhibit Hopf bifurcation and chaotic behaviours. In Chapter 9, chaos controls for sigma delta modulators written by B.W.K. Ling, C.Y.F. Ho and J.D. Reiss are discussed. A fuzzy impulsive control approach is employed for the control of the sigma delta modulators. The local stability criterion and the condition for the occurrence of limit cycle behaviours are derived. Based on the derived conditions, a fuzzy impulsive control law is formulated so that the occurrence of the limit cycle behaviours, the effect of the audio clicks and the distance between the state vectors and an invariant set are minimized supposing that the invariant set is nonempty. The state vectors can be bounded within any arbitrary nonempty region no matter what the input step size, the initial condition and the filter parameters are. The editors are much indebted to the editor of the World Scientific Series on Nonlinear Science, Prof. Leon Chua, and to Senior Editor Miss Lakshmi Narayan for their help and congenial processing of the edition

Chaos synchronization and its application to secure communication

Chaos theory is well known as one of three revolutions in physical sciences in 20th-century, as one physicist called it: Relativity eliminated the Newtonian illusion of absolute space and time; quantum theory eliminated the Newtonian dream of a controllable measurable process; and chaos eliminates the Laplacian fantasy of deterministic predictability". Specially, when chaos synchronization was found in 1991, chaos theory becomes more and more attractive. Chaos has been widely applied to many scientific disciplines: mathematics, programming, microbiology, biology, computer science, economics, engineering, finance, philosophy, physics, politics, population dynamics, psychology, and robotics. One of most important engineering applications is secure communication because of the properties of random behaviours and sensitivity to initial conditions of chaos systems. Noise-like dynamical behaviours can be used to mask the original information in symmetric cryptography. Sensitivity to initial conditions and unpredictability make chaotic systems very suitable to construct one-way function in public-key cryptography. In chaos-based secure communication schemes, information signals are masked or modulated (encrypted) by chaotic signals at the transmitter and the resulting encrypted signals are sent to the corresponding receiver across a public channel (unsafe channel). Perfect chaos synchronization is usually expected to recover the original information signals. In other words, the recovery of the information signals requires the receiver's own copy of the chaotic signals which are synchronized with the transmitter ones. Thus, chaos synchronization is the key technique throughout this whole process. Due to the difficulties of generating and synchronizing chaotic systems and the limit of digital computer precision, there exist many challenges in chaos-based secure communication. In this thesis, we try to solve chaos generation and chaos synchronization problems. Starting from designing chaotic and hyperchaotic system by first-order delay differential equation, we present a family of novel cell attractors with multiple positive Lyapunov exponents. Compared with previously reported hyperchaos systems with complex mathematic structure (more than 3 dimensions), our system is relatively simple while its dynamical behaviours are very complicated. We present a systemic parameter control method to adjust the number of positive Lyapunov exponents, which is an index of chaos degree. Furthermore, we develop a delay feedback controller and apply it to Chen system to generate multi-scroll attractors. It can be generalized to Chua system, Lorenz system, Jerk equation, etc. Since chaos synchronization is the critical technique in chaos-based secure communication, we present corresponding impulsive synchronization criteria to guarantee that the receiver can generate the same chaotic signals at the receiver when time delay and uncertainty emerge in the transmission process. Aiming at the weakness of general impulsive synchronization scheme, i.e., there always exists an upper boundary to limit impulsive intervals during the synchronization process, we design a novel synchronization scheme, intermittent impulsive synchronization scheme (IISS). IISS can not only be flexibly applied to the scenario where the control window is restricted but also improve the security of chaos-based secure communication via reducing the control window width and decreasing the redundancy of synchronization signals. Finally, we propose chaos-based public-key cryptography algorithms which can be used to encrypt synchronization signals and guarantee their security across the public channel

Multi-objective Active Control Policy Design for Commensurate and Incommensurate Fractional Order Chaotic Financial Systems

This is the author accepted manuscript. The final version is available from Elsevier via the DOI in this record.In this paper, an active control policy design for a fractional order (FO) financial system is attempted, considering multiple conflicting objectives. An active control template as a nonlinear state feedback mechanism is developed and the controller gains are chosen within a multi-objective optimization (MOO) framework to satisfy the conditions of asymptotic stability, derived analytically. The MOO gives a set of solutions on the Pareto optimal front for the multiple conflicting objectives that are considered. It is shown that there is a trade-off between the multiple design objectives and a better performance in one objective can only be obtained at the cost of performance deterioration in the other objectives. The multi-objective controller design has been compared using three different MOO techniques viz. Non Dominated Sorting Genetic Algorithm-II (NSGA-II), epsilon variable Multi-Objective Genetic Algorithm (ev-MOGA), and Multi Objective Evolutionary Algorithm with Decomposition (MOEA/D). The robustness of the same control policy designed with the nominal system settings have been investigated also for gradual decrease in the commensurate and incommensurate fractional orders of the financial system

Dynamical Systems

Complex systems are pervasive in many areas of science integrated in our daily lives. Examples include financial markets, highway transportation networks, telecommunication networks, world and country economies, social networks, immunological systems, living organisms, computational systems and electrical and mechanical structures. Complex systems are often composed of a large number of interconnected and interacting entities, exhibiting much richer global scale dynamics than the properties and behavior of individual entities. Complex systems are studied in many areas of natural sciences, social sciences, engineering and mathematical sciences. This special issue therefore intends to contribute towards the dissemination of the multifaceted concepts in accepted use by the scientific community. We hope readers enjoy this pertinent selection of papers which represents relevant examples of the state of the art in present day research. [...