Transverse exponential stability and applications

We investigate how the following properties are related to each other: i)-A manifold is "transversally" exponentially stable; ii)-The "transverse" linearization along any solution in the manifold is exponentially stable; iii)-There exists a field of positive definite quadratic forms whose restrictions to the directions transversal to the manifold are decreasing along the flow. We illustrate their relevance with the study of exponential incremental stability. Finally, we apply these results to two control design problems, nonlinear observer design and synchronization. In particular, we provide necessary and sufficient conditions for the design of nonlinear observer and of nonlinear synchronizer with exponential convergence property

Dissipative boundary conditions for nonlinear 1-D hyperbolic systems: sharp conditions through an approach via time-delay systems

We analyse dissipative boundary conditions for nonlinear hyperbolic systems in one space dimension. We show that a previous known sufficient condition for exponential stability with respect to the C^1-norm is optimal. In particular a known weaker sufficient condition for exponential stability with respect to the H^2-norm is not sufficient for the exponential stability with respect to the C^1-norm. Hence, due to the nonlinearity, even in the case of classical solutions, the exponential stability depends strongly on the norm considered. We also give a new sufficient condition for the exponential stability with respect to the W^{2,p}-norm. The methods used are inspired from the theory of the linear time-delay systems and incorporate the characteristic method

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (SDDEs). The important feature of this technique is that it enables us to study the almost sure exponential stability of numerical solutions of SDDEs directly. This is significantly different from most traditional methods by which the almost sure exponential stability is derived from the moment stability by the Chebyshev inequality and the Borel–Cantelli lemma

Exponential Convergence Bounds using Integral Quadratic Constraints

The theory of integral quadratic constraints (IQCs) allows verification of stability and gain-bound properties of systems containing nonlinear or uncertain elements. Gain bounds often imply exponential stability, but it can be challenging to compute useful numerical bounds on the exponential decay rate. In this work, we present a modification of the classical IQC results of Megretski and Rantzer that leads to a tractable computational procedure for finding exponential rate certificates

Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations

Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability. Here, we focus on these stability properties in the limit as the timestep tends to zero. Our analysis is motivated by an example of an exponentially almost surely stable nonlinear SDE for which the Euler-Maruyama (EM)method fails to reproduce this behavior for any nonzero timestep. We begin by showing that EM correctly reproduces almost sure and small-moment exponential stability for sufficiently small timesteps on scalar linear SDEs. We then generalize our results to multidimensional nonlinear SDEs. We show that when the SDE obeys a linear growth condition, EM recovers almost surely exponential stability very well. Under the less restrictive condition that the drift coefficient of the SDE obeys a one-sided Lipschitz condition, where EM may break down, we show that the backward Euler method maintains almost surely exponential stability

Stability Region of a Slotted Aloha Network with K-Exponential Backoff

Stability region of random access wireless networks is known for only simple network scenarios. The main problem in this respect is due to interaction among queues. When transmission probabilities during successive transmissions change, e.g., when exponential backoff mechanism is exploited, the interactions in the network are stimulated. In this paper, we derive the stability region of a buffered slotted Aloha network with K-exponential backoff mechanism, approximately, when a finite number of nodes exist. To this end, we propose a new approach in modeling the interaction among wireless nodes. In this approach, we model the network with inter-related quasi-birth-death (QBD) processes such that at each QBD corresponding to each node, a finite number of phases consider the status of the other nodes. Then, by exploiting the available theorems on stability of QBDs, we find the stability region. We show that exponential backoff mechanism is able to increase the area of the stability region of a simple slotted Aloha network with two nodes, more than 40\%. We also show that a slotted Aloha network with exponential backoff may perform very near to ideal scheduling. The accuracy of our modeling approach is verified by simulation in different conditions.Comment: 30 pages, 6 figure

Global Exponential Attitude Tracking Controls on SO(3)

This paper presents four types of tracking control systems for the attitude dynamics of a rigid body. First, a smooth control system is constructed to track a given desired attitude trajectory, while guaranteeing almost semi-global exponential stability. It is extended to achieve global exponential stability by using a hybrid control scheme based on multiple configuration error functions. They are further extended to obtain robustness with respect to a fixed disturbance using an integral term. The resulting robust, global exponential stability for attitude tracking is the unique contribution of this paper, and these are developed directly on the special orthogonal group to avoid singularities of local coordinates, or ambiguities associated with quaternions. The desirable features are illustrated by numerical examples