Closed loop identification based on quantization

This paper proposes a new closed-loop identification scheme for a single-input-single-output control loop. It is based upon a quantizer inserted into the feedback path. The quantizer can be used to generate an equivalent persistently exciting signal with which the well known two-stage and/or two-step method can be used directly. Simulation examples and an experimental demonstration are used to illustrate the proposed scheme

Stochastic reliable control of a class of uncertain time-delay systems with unknown nonlinearities

Copyright [2001] 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 investigates the robust reliable control problem for a class of nonlinear time-delay stochastic systems. The system under study involves stochastics, state time-delay, parameter uncertainties, possible actuator failures and unknown nonlinear disturbances, which are often encountered in practice and the sources of instability. Our attention is focused on the design of linear state feedback memoryless controllers such that, for all admissible uncertainties as well as actuator failures occurring among a prespecified subset of actuators, the plant remains stochastically exponentially stable in mean square, independent of the time delay. Sufficient conditions are proposed to guarantee the desired robust reliable exponential stability despite possible actuator failures, which are in terms of the solutions to algebraic Riccati inequalities. An illustrative example is exploited to demonstrate the applicability of the proposed design approac

Neutrino oscillations in de Sitter space-time

We try to understand flavor oscillations and to develop the formulae for describing neutrino oscillations in de Sitter space-time. First, the covariant Dirac equation is investigated under the conformally flat coordinates of de Sitter geometry. Then, we obtain the exact solutions of the Dirac equation and indicate the explicit form of the phase of wave function. Next, the concise formulae for calculating the neutrino oscillation probabilities in de Sitter space-time are given. Finally, The difference between our formulae and the standard result in Minkowski space-time is pointed out.Comment: 13 pages, no figure

Model and Reinforcement Learning for Markov Games with Risk Preferences

We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "risk" from both stochastic state transitions (inherent to the game) and randomized mixed strategies (due to all other players). An appropriate risk-aware equilibrium concept is proposed and the existence of such equilibria is demonstrated in stationary strategies by an application of Kakutani's fixed point theorem. We further propose a simulation-based Q-learning type algorithm for risk-aware equilibrium computation. This algorithm works with a special form of minimax risk measures which can naturally be written as saddle-point stochastic optimization problems, and covers many widely investigated risk measures. Finally, the almost sure convergence of this simulation-based algorithm to an equilibrium is demonstrated under some mild conditions. Our numerical experiments on a two player queuing game validate the properties of our model and algorithm, and demonstrate their worth and applicability in real life competitive decision-making.Comment: 38 pages, 6 tables, 5 figure