109 research outputs found
Infinite horizon control and minimax observer design for linear DAEs
In this paper we construct an infinite horizon minimax state observer for a
linear stationary differential-algebraic equation (DAE) with uncertain but
bounded input and noisy output. We do not assume regularity or existence of a
(unique) solution for any initial state of the DAE. Our approach is based on a
generalization of Kalman's duality principle. The latter allows us to transform
minimax state estimation problem into a dual control problem for the adjoint
DAE: the state estimate in the original problem becomes the control input for
the dual problem and the cost function of the latter is, in fact, the
worst-case estimation error. Using geometric control theory, we construct an
optimal control in the feed-back form and represent it as an output of a stable
LTI system. The latter gives the minimax state estimator. In addition, we
obtain a solution of infinite-horizon linear quadratic optimal control problem
for DAEs.Comment: This is an extended version of the paper which is to appear in the
proceedings of the 52nd IEEE Conference on Decision and Control, Florence,
Italy, December 10-13, 201
Model Reduction for Aperiodically Sampled Data Systems
Two approaches to moment matching based model reduction of aperiodically
sampled data systems are given. The term "aperiodic sampling" is used in the
paper to indicate that the time between two consecutive sampling instants can
take its value from a pre-specified finite set of allowed sampling intervals.
Such systems can be represented by discrete-time linear switched (LS) state
space (SS) models. One of the approaches investigated in the paper is to apply
model reduction by moment matching on the linear time-invariant (LTI) plant
model, then compare the responses of the LS SS models acquired from the
original and reduced order LTI plants. The second approach is to apply a moment
matching based model reduction method on the LS SS model acquired from the
original LTI plant, and then compare the responses of the original and reduced
LS SS models. It is proven that for both methods, as long as the original LTI
plant is stable, the resulting reduced order LS SS model of the sampled data
system is quadratically stable. The results from two approaches are compared
with numerical examples
Model Reduction of Linear Switched Systems by Restricting Discrete Dynamics
We present a procedure for reducing the number of continuous states of
discrete-time linear switched systems, such that the reduced system has the
same behavior as the original system for a subset of switching sequences. The
proposed method is expected to be useful for abstraction based control
synthesis methods for hybrid systems
Model Reduction by Moment Matching for Linear Switched Systems
Two moment-matching methods for model reduction of linear switched systems
(LSSs) are presented. The methods are similar to the Krylov subspace methods
used for moment matching for linear systems. The more general one of the two
methods, is based on the so called "nice selection" of some vectors in the
reachability or observability space of the LSS. The underlying theory is
closely related to the (partial) realization theory of LSSs. In this paper, the
connection of the methods to the realization theory of LSSs is provided, and
algorithms are developed for the purpose of model reduction. Conditions for
applicability of the methods for model reduction are stated and finally the
results are illustrated on numerical examples.Comment: Sent for publication in IEEE TAC, on October 201
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