Exponential filtering for uncertain Markovian jump time-delay systems with nonlinear disturbances

Copyright [2004] 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.In this paper, we study the robust exponential filter design problem for a class of uncertain time-delay systems with both Markovian jumping parameters and nonlinear disturbances. The jumping parameters considered here are generated from a continuous-time discrete-state homogeneous Markov process, and the parameter uncertainties appearing in the state and output equations are real, time dependent, and norm bounded. The time-delay and the nonlinear disturbances are assumed to be unknown. The purpose of the problem under investigation is to design a linear, delay-free, uncertainty-independent state estimator such that, for all admissible uncertainties as well as nonlinear disturbances, the dynamics of the estimation error is stochastically exponentially stable in the mean square, independent of the time delay. We address both the filtering analysis and synthesis issues, and show that the problem of exponential filtering for the class of uncertain time-delay jump systems with nonlinear disturbances can be solved in terms of the solutions to a set of linear (quadratic) matrix inequalities. A numerical example is exploited to demonstrate the usefulness of the developed theory

Nonlinear filtering for state delayed systems with Markovian switching

Copyright [2003] 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 deals with the filtering problem for a general class of nonlinear time-delay systems with Markovian jumping parameters. The nonlinear time-delay stochastic systems may switch from one to the others according to the behavior of a Markov chain. The purpose of the problem addressed is to design a nonlinear full-order filter such that the dynamics of the estimation error is guaranteed to be stochastically exponentially stable in the mean square. Both filter analysis and synthesis problems are investigated. Sufficient conditions are established for the existence of the desired exponential filters, which are expressed in terms of the solutions to a set of linear matrix inequalities (LMIs). The explicit expression of the desired filters is also provided. A simulation example is given to illustrate the design procedures and performances of the proposed method

Robust filtering for discrete-time Markovian jump delay systems

Copyright [2004] 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.In this letter, we study the robust filtering problem for linear uncertain discrete time-delay systems with Markovian jump parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties, time-delay in the state, and Markovian jump parameters in all system matrices. A filter is designed to guarantee that the dynamics of the estimation error is robustly stochastically stable in the mean square, irrespective of the admissible uncertainties as well as the time-delay. It is shown that the problem addressed can be solved in terms of the solutions to a set of coupled matrix Riccati-like inequalities

String Organization of Field Theories: Duality and Gauge Invariance

String theories should reduce to ordinary four-dimensional field theories at low energies. Yet the formulation of the two are so different that such a connection, if it exists, is not immediately obvious. With the Schwinger proper-time representation, and the spinor helicity technique, it has been shown that field theories can indeed be written in a string-like manner, thus resulting in simplifications in practical calculations, and providing novel insights into gauge and gravitational theories. This paper continues the study of string organization of field theories by focusing on the question of local duality. It is shown that a single expression for the sum of many diagrams can indeed be written for QED, thereby simulating the duality property in strings. The relation between a single diagram and the dual sum is somewhat analogous to the relation between a old- fashioned perturbation diagram and a Feynman diagram. Dual expressions are particularly significant for gauge theories because they are gauge invariant while expressions for single diagrams are not.Comment: 20 pages in Latex, including seven figures in postscrip

Stability analysis and observer design for neutral delay systems

Copyright [2002] 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 deals with the observer design problem for a class of linear delay systems of the neutral-type. The problem addressed is that of designing a full-order observer that guarantees the exponential stability of the error dynamic system. An effective algebraic matrix equation approach is developed to solve this problem. In particular, both the observer analysis and design problems are investigated. By using the singular value decomposition technique and the generalized inverse theory, sufficient conditions for a neutral-type delay system to be exponentially stable are first established. Then, an explicit expression of the desired observers is derived in terms of some free parameters. Furthermore, an illustrative example is used to demonstrate the validity of the proposed design procedur

Finite-horizon H∞ control for discrete time-varying systems with randomly occurring nonlinearities and fading measurements

This technical note deals with the H∞ control problem for a class of discrete time-varying nonlinear systems with both randomly occurring nonlinearities and fading measurements over a finite-horizon. The system measurements are transmitted through fading channels described by a modified stochastic Rice fading model. The purpose of the addressed problem is to design a set of time-varying controllers such that, in the presence of channel fading and randomly occurring nonlinearities, the H∞ performance is guaranteed over a given finite-horizon. The model transformation technique is first employed to simplify the addressed problem, and then the stochastic analysis in combination with the completing squares method are carried out to obtain necessary and sufficient conditions of an auxiliary index which is closely related to the finite-horizon H∞ performance. Moreover, the time-varying controller parameters are characterized via solving coupled backward recursive Riccati difference equations (RDEs). A simulation example is utilized to illustrate the usefulness of the proposed controller design scheme

Positivity-preserving H∞ model reduction for positive systems

This is the post-print version of the Article - Copyright @ 2011 ElevierThis paper is concerned with the model reduction of positive systems. For a given stable positive system, our attention is focused on the construction of a reduced-order model in such a way that the positivity of the original system is preserved and the error system is stable with a prescribed H∞ performance. Based upon a system augmentation approach, a novel characterization on the stability with H∞ performance of the error system is first obtained in terms of linear matrix inequality (LMI). Then, a necessary and sufficient condition for the existence of a desired reduced-order model is derived accordingly. Furthermore, iterative LMI approaches with primal and dual forms are developed to solve the positivity-preserving H∞ model reduction problem. Finally, a compartmental network is provided to show the effectiveness of the proposed techniques.The work was partially supported by GRF HKU 7137/09E

The Relationship Between Corruption and Public Investment: The Case of Turkey

This study examines the relationship between corruption and public investment in Turkey for the annual sample period between 1975-2007, using Johansen (1988) and Johansen and Juselius (1990) cointegration analysis. The results of cointegration analysis provide an evidence of a long-run relationship between corruption and public investment. On the other side, ýt is concluded that coruuption effects public investment positively in Turkey.

Speciation without chromatography: Part I. Determination of tributyltin in aqueous samples by chloride generation, headspace solid-phase microextraction and inductively coupled plasma time of flight mass spectrometry

An analytical procedure was developed for the determination of tributyltin in aqueous samples. The relatively high volatility of the organometal halide species confers suitability for their headspace sampling from the vapour phase above natural waters or leached solid samples. Tributyltin was collected from the sample headspace above various chloride-containing matrices, including HCl, sodium chloride solution and sea-water, by passive sampling using a polydimethylsiloxane/divinylbenzene (PDMS/DVB)-coated solid-phase microextraction (SPME) fiber. Inductively coupled plasma time-of-flight mass spectrometry (ICP-TOFMS) was used for detection following thermal desorption of analytes from the fiber. A detection limit of 5.8 pg ml–1(as tin) was realized in aqueous samples. Method validation was achieved using NRCC PACS-2 (Sediment) certified reference material, for which reasonable agreement between certified and measured values for tributyltin content was obtained

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