22 research outputs found

    Robust and Resilient State Dependent Control of Discrete-Time Nonlinear Systems with General Performance Criteria

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    A novel state dependent control approach for discrete-time nonlinear systems with general performance criteria is presented. This controller is robust for unstructured model uncertainties, resilient against bounded feedback control gain perturbations in achieving optimality for general performance criteria to secure quadratic optimality with inherent asymptotic stability property together with quadratic dissipative type of disturbance reduction. For the system model, unstructured uncertainty description is assumed, which incorporates commonly used types of uncertainties, such as norm-bounded and positive real uncertainties as special cases. By solving a state dependent linear matrix inequality at each time step, sufficient condition for the control solution can be found which satisfies the general performance criteria. The results of this paper unify existing results on nonlinear quadratic regulator, H∞ and positive real control to provide a novel robust control design. The effectiveness of the proposed technique is demonstrated by simulation of the control of inverted pendulum

    Stochastically Resilient Observer Design for a Class of Continuous-Time Nonlinear Systems

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    This work addresses the design of stochastically resilient or non-fragile continuous-time Luenberger observers for systems with incrementally conic nonlinearities. Such designs maintain the convergence and/or performance when the observer gain is erroneously implemented due possibly to computational errors i.e. round off errors in computing the observer gain or changes in the observer parameters during operation. The error in the observer gain is modeled as a random process and a common linear matrix inequality formulation is presented to address the stochastically resilient observer design problem for a variety of performance criteria. Numerical examples are given to illustrate the theoretical results

    An LMI Approach to Discrete-Time Observer Design with Stochastic Resilience

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    Much of the recent work on robust control or observer design has focused on preservation of stability of the controlled system or the convergence of the observer in the presence of parameter perturbations in the plant or the measurement model. The present work addresses the important problem of stochastic resilience or non-fragility of a discrete-time Luenberger observer which is the maintenance of convergence and/or performance when the observer is erroneously implemented possibly due to computational errors i.e. round off errors in digital implementation or sensor errors, etc. A common linear matrix inequality framework is presented to address the stochastic resilient design problem for various performance criteria in the implementation based on the knowledge of an upper bound on the variance of the random error in the observer gain. Present results are compared to earlier designs for stochastic robustness. Illustrative examples are given to complement the theoretical results

    Resilient Observer Design for Discrete-Time Nonlinear Systems with General Criteria

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    A class of discrete-time nonlinear system and measurement equations having incrementally conic nonlinearities and finite energy disturbances is considered. A linear matrix inequality based resilient observer design approach is presented to guarantee the satisfaction of a variety of performance criteria ranging from simple estimation error boundedness to dissipativity in the presence of bounded perturbations on the gain. Some simulation examples are included to illustrate the proposed design methodology

    Reduced-Order Filtering of Jump Markov Systems with Noise-Free Measurements

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    In continuous-time Kalman filtering for jump Markov systems, it is required that the measurement noise covariance be nonsingular. In this work, the case of noise-free measurements is considered and it is proposed that a reduced-order filter be used to overcome this singularity problem. This filter is optimal in the minimum variance sense and is of dimension (n−p) where n and p are the state and measurement vector dimensions, respectively. After the optimal filter equations are derived for the finite-time case, we focus on the infinite-time case and characterize the set of all assignable estimation error covariances and parametrize the set of all estimator gains. The conditions for the existence of the optimal steady-state filter are obtained in terms of the system theoretic properties of the original signal model

    Fixed-order Dissipative Estimator Design for Uncertain Stochastic Systems

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    A general class of discrete-time uncertain nonlinear stochastic systems with quadratic sum constraints is considered. A linear fixed order state estimator for state estimation is presented for various estimation error performance criteria in a unified framework. The observer is of order equal to the difference between the state and output vector dimensions. The performance criteria considered in this paper include guaranteed-cost suboptimal versions of estimation objectives like H2, H∞, stochastic passivity, etc. The design of fixed-order linear state estimators that satisfy these criteria are given using a common matrix inequality formulation

    A Reduced-Order Stochastic Observer Approach to Optimal State Estimation with Noise-Free Measurements

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    In a continuous-time Kalman filter, it is required that the measurement noise covariance be non-singular. If the measurements are noise-free, then this condition does not hold and, in practice, the measurement data are differentiated to define a derived measurement function to build what is known as Deyst filter. It is proposed here that a reduced-order observer be used in deriving the linear minimum-variance filter to construct state estimates based on the original measurement data with no need for differentiation. This filter is of dimension (n−p) where n and p are the state and measurement vector dimensions, respectively. In this work, we consider both the finite-time and infinite-time results. The set of all assignable estimation error covariances are characterized and the set of all estimator gains are parametrized in addition to the linear minimum variance optimal results. The conditions for the existence of the optimal steady-state filter are obtained in terms of the system theoretic properties of the original signal model. A simple example is included to illustrate the effectiveness of the proposed technique. Copyright © 2001 John Wiley & Sons, Ltd

    Stochastic Stabilizability of a Class of Discrete-Time Non-Linear Systems

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    This paper presents a characterization of all state covariances assignable by a linear static output feedback controller to a class of discrete-time non-linear stochastic systems and a parametrization of all such controllers that will achieve a desired covariance. These results indirectly provide similar results for fixed-order dynamic feedback compensators. This characterization enables one to test the stochastic stabilizability of such systems by output feedback. An alternative formulation of stochastic stabilizability by output feedback is also included. Then, these results are specialized to the state feedback case and presented together with the previous results of the authors\u27 to form a more complete and unified picture of stochastic stabilizability conditions

    On LMI Formulations of Some Problems Arising in Nonlinear Stochastic System Analysis

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    This work involves formulation of some problems arising in the analysis of a class of discrete-time nonlinear stochastic systems in terms of linear matrix inequalities. This allows one to utilize a wide variety of numerical techniques available for tackling both the feasibility problem and the actual numerical solution in an efficient manner
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