38 results on '"linear discrete-time system"'
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2. A Priori Estimates of the Objective Function in the Speed-in-Action Problem for a Linear Two-Dimensional Discrete-Time System
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Ibragimov, Danis N., Guseva, Sofya R., Goos, Gerhard, Founding Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Khachay, Michael, editor, Kochetov, Yury, editor, Eremeev, Anton, editor, Khamisov, Oleg, editor, Mazalov, Vladimir, editor, and Pardalos, Panos, editor
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- 2023
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3. Suppressing Exogenous Disturbances in a Discrete-Time Control System As an Optimization Problem.
- Author
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Khlebnikov, M. V.
- Subjects
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DISCRETE-time systems , *LINEAR control systems , *MATHEMATICAL optimization , *NEWTON-Raphson method , *STATE feedback (Feedback control systems) - Abstract
This paper proposes a novel approach to suppressing bounded exogenous disturbances in a linear discrete-time control system by a static state- or output-feedback control law. The approach is based on reducing the original problem to a nonconvex matrix optimization problem with the gain matrix as one variable. The latter problem is solved by the gradient method; its convergence is theoretically justified for several important special cases. An example is provided to demonstrate the effectiveness of the iterative procedure proposed. [ABSTRACT FROM AUTHOR]
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- 2023
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4. Parameter-Optimal-Gain-Arguable Iterative Learning Control for Linear Time-Invariant Systems with Quantized Error.
- Author
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Liu, Yan and Ruan, Xiaoe
- Subjects
ITERATIVE learning control ,LINEAR control systems ,MACHINE learning ,DISCRETE-time systems ,LINEAR systems ,LEARNING ability - Abstract
In this paper, a parameter optimal gain-arguable iterative learning control algorithm is proposed for a class of linear discrete-time systems with quantized error. Based on the lifting model description for ILC systems, the iteration time-variable derivative learning gain in the algorithm is optimized by resolving a minimization problem regarding the tracking error energy and the learning effort amplified by a weighting factor. Further, the tracking error can be monotonically convergent to zero when the condition is guaranteed and the rate of convergence can be adjusted by scaling the weighting factor of an optimization problem. This algorithm is more innovative when compared with the existing iterative learning control algorithm for quantization systems. The innovations of this algorithm are as follows: (i) this optimization-based strategy for selecting learning gains can improve the active learning ability of the control mechanism and avoid the passivity of existing selective learning gains; (ii) the algorithm of POGAILC with data quantization can improve the convergence performance of tracking errors and reduce the negative effects of data quantization on the control performance of the logarithmic quantizer; and (iii) we provide a rigorous algorithm convergence analysis by deriving the existence of the unique solution for the optimal learning-gain vector under a singular and nonsingular tracking-error diagonalized matrix. Finally, numerical simulations are used to demonstrate the effectiveness of the algorithm. [ABSTRACT FROM AUTHOR]
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- 2023
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5. On the stability of delayed linear discrete-time systems with periodic coefficients.
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Sadkane, Miloud
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DISCRETE-time systems , *LINEAR systems - Abstract
Stability estimates are obtained for delayed linear periodic discrete-time systems. Bounds on the decay of the solution are derived via a suitable Lyapunov–Krasovskii-type functional and the solvability of some periodic discrete-time Lyapunov equations. [ABSTRACT FROM AUTHOR]
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- 2022
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6. Parameter-Optimal-Gain-Arguable Iterative Learning Control for Linear Time-Invariant Systems with Quantized Error
- Author
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Yan Liu and Xiaoe Ruan
- Subjects
parameter optimal gain-arguable ,iterative learning control ,quantized error ,convergence analysis ,linear discrete-time system ,Technology ,Engineering (General). Civil engineering (General) ,TA1-2040 ,Biology (General) ,QH301-705.5 ,Physics ,QC1-999 ,Chemistry ,QD1-999 - Abstract
In this paper, a parameter optimal gain-arguable iterative learning control algorithm is proposed for a class of linear discrete-time systems with quantized error. Based on the lifting model description for ILC systems, the iteration time-variable derivative learning gain in the algorithm is optimized by resolving a minimization problem regarding the tracking error energy and the learning effort amplified by a weighting factor. Further, the tracking error can be monotonically convergent to zero when the condition is guaranteed and the rate of convergence can be adjusted by scaling the weighting factor of an optimization problem. This algorithm is more innovative when compared with the existing iterative learning control algorithm for quantization systems. The innovations of this algorithm are as follows: (i) this optimization-based strategy for selecting learning gains can improve the active learning ability of the control mechanism and avoid the passivity of existing selective learning gains; (ii) the algorithm of POGAILC with data quantization can improve the convergence performance of tracking errors and reduce the negative effects of data quantization on the control performance of the logarithmic quantizer; and (iii) we provide a rigorous algorithm convergence analysis by deriving the existence of the unique solution for the optimal learning-gain vector under a singular and nonsingular tracking-error diagonalized matrix. Finally, numerical simulations are used to demonstrate the effectiveness of the algorithm.
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- 2023
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7. Optimal Control of Linear Time-Invariant Discrete-Time Systems without Prior Parametric Identification.
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Dmitruk, N. M. and Manzhulina, E. A.
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DISCRETE-time systems , *SYSTEM identification , *CONSTRAINT satisfaction , *ITERATIVE learning control , *PARAMETRIC modeling , *PROBLEM solving - Abstract
We consider the problem of optimal control of a linear time-invariant discrete-time system by inaccurate measurements of its output signals subject to guaranteed satisfaction of geometric constraints on the output signals. We study the case in which a minimal realization of the system in the state space is known and the case where the parametric model of the system is not known. A novel method is proposed for solving the problem in the case of an unknown model. The method is based on a single observed trajectory of the input and output signals of the system and allows omitting the stage of parametric identification of the system. [ABSTRACT FROM AUTHOR]
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- 2022
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8. Robust Stability Conditions for a Family of Linear Discrete-Time Systems Subjected to Uncertainties.
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Khlebnikov, M. V. and Kvinto, Ya. I.
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LINEAR systems , *FAMILY stability , *MATRIX inequalities , *LINEAR matrix inequalities , *LYAPUNOV functions , *DISCRETE-time systems , *SEMIDEFINITE programming - Abstract
Robust stability conditions are established for a family of linear discrete-time systems subjected to uncertainties. The traditional approach, which involves the construction of a common quadratic Lyapunov function for the entire family of systems with uncertainty, often leads to the problem of conservatism. In this connection, constructing parametric quadratic Lyapunov functions seems promising. The main tools of the proposed approach are the apparatus of linear matrix inequalities and a modification, presented here, of the well-known Petersen's lemma. A simple approach to finding the robust quadratic stability radius of the family in question is proposed in the paper as well. The corresponding optimization problems have the form of semidefinite programming and one-dimensional minimization, which can be easily solved numerically. The efficiency of our approach is demonstrated via a numerical example. The results obtained can be generalized to design problems for linear discrete-time systems subjected to uncertainties, to other robust statements, and to the case of exogenous disturbances. [ABSTRACT FROM AUTHOR]
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- 2021
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9. Parity Space Vector Machine Approach to Robust Fault Detection for Linear Discrete-Time Systems.
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Zhong, Maiying, Xue, Ting, Song, Yang, Ding, Steven X., and Ding, Eve L.
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DISCRETE-time systems , *VECTOR spaces , *LINEAR systems , *DRONE aircraft , *ERROR probability - Abstract
In this paper, a novel robust fault detection (FD) approach called parity space vector machine (PSVM) is proposed for linear discrete-time systems. Aiming to achieve a tradeoff between false alarm rate (FAR) and FD rate (FDR) simultaneously, we focus our study on an integrated design of parity space-based FD in the context of residual generation and residual evaluation. Without a prior knowledge of the distribution of the unknown inputs, we propose to construct a PSVM model and formulate the underlying FD problem as a distribution-free Bayes optimal classifier, where the FAR and FDR indicate the worst-case classification accuracies of future residuals for the fault free case and faulty case. Then a bank of parity space vectors and corresponding thresholds can be designed integratedly by applying the techniques of the minimum error minimax probability machine and, at the same time, an optimal tradeoff between FAR and FDR is achieved. Finally, the effectiveness of the proposed approach is demonstrated on a longitudinal control system of unmanned aerial vehicle and further comparison with a traditional parity space-based FD is also addressed. [ABSTRACT FROM AUTHOR]
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- 2021
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10. On the equivalence between the unbiased minimum-variance estimation and the infinity augmented Kalman filter.
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Ding, Bo, Zhang, Tianping, and Fang, Huajing
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KALMAN filtering , *INFINITY (Mathematics) , *DISCRETE-time systems , *LINEAR systems , *UNBIASED estimation (Statistics) - Abstract
In this paper, the augment Kalman filter (AKF) approach is discussed under the infinity condition. It is proved that the AKF in infinity condition is equivalent to the minimum-variance unbiased (MVU) estimation proposed in Gillijns & De Moor [(2007). Unbiased minimum-variance input and state estimation for linear discrete-time systems. Automatica, 43(1), 111–116]. This result can be regarded as a new contribution in the field of joint input and state estimation. Meanwhile, this result gives another way to estimate the state and unknown input simultaneously. Finally, the theoretical result is validated by simulations. [ABSTRACT FROM AUTHOR]
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- 2020
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11. Stability of Interval Positive Fractional Discrete–Time Linear Systems
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Kaczorek Tadeusz
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interval system ,positive system ,fractional system ,linear discrete-time system ,stability ,Mathematics ,QA1-939 ,Electronic computers. Computer science ,QA75.5-76.95 - Abstract
The aim of this work is to show that interval positive fractional discrete-time linear systems are asymptotically stable if and only if the respective lower and upper bound systems are asymptotically stable. The classical Kharitonov theorem is extended to interval positive fractional linear systems.
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- 2018
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12. Interval estimation of actuator fault by interval analysis.
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Zhang, Wenhan, Wang, Zhenhua, Shen, Yi, Guo, Shenghui, and Zhu, Fanglai
- Abstract
This study proposes an interval estimation method of actuator fault for linear discrete‐time system. An augmented descriptor system, which is equivalent to the original system, is formulated by letting the actuator fault term be an auxiliary state. Then, an H∞ fault estimation observer is constructed to attenuate the effect of unknown but bounded disturbances and measurement noise. By using interval analysis technique, the interval estimation of actuator fault can be obtained. Finally, a DC servo‐motor example is given to show the effectiveness and superiority of the proposed method. [ABSTRACT FROM AUTHOR]
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- 2019
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13. Robust Model Predictive Control for Linear Discrete‐Time System With Saturated Inputs and Randomly Occurring Uncertainties.
- Author
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Wang, Jianhua, Song, Yan, Zhang, Sunjie, Liu, Shuai, and Dobaie, Abdullah M.
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DISCRETE-time systems ,ROBUST control ,PREDICTIVE control systems ,UNCERTAINTY (Information theory) ,BERNOULLI equation ,COMPUTER simulation - Abstract
Abstract: This paper investigates the robust model predictive control (RMPC) problem for a class of linear discrete‐time systems subject to saturated inputs and randomly occurring uncertainties (ROUs). Due to limited bandwidth of the network channels, the networked transmission would inevitably lead to incomplete measurements and subsequently unavoidable network‐induced phenomenon that include saturated inputs as a special case. The saturated inputs are assumed to be sector‐bounded in the underlying system. In addition, the ROUs are taken into account to reflect the difficulties in precise system modelling, where the norm‐bounded uncertainties are governed by certain uncorrelated Bernoulli‐distributed white noise sequences with known conditional probabilities. Based on the invariant set theory, a sufficient condition is derived to guarantee the robust stability in the mean‐square sense of the closed‐loop system. By employing the convex optimization technique, the controller gain is obtained by solving an optimization problem with some inequality constraints. Finally, a simulation example is employed to demonstrate the effectiveness of the proposed RMPC scheme. [ABSTRACT FROM AUTHOR]
- Published
- 2018
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14. Iterative Learning Control for Linear Discrete‐Time Systems with Unknown High‐Order Internal Models: A Time‐Frequency Analysis Approach.
- Author
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Zhu, Qiao, Xu, Jian‐Xin, Huang, Deqing, and Hu, Guang‐Di
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ITERATIVE learning control ,DISCRETE-time systems ,TIME-frequency analysis ,MATHEMATICAL bounds ,ALGORITHMS - Abstract
Abstract: This work focuses on the iterative learning control (ILC) for linear discrete‐time systems with unknown initial state and disturbances. First, multiple high‐order internal models (HOIMs) are introduced for the reference, initial state, and disturbances. Both the initial state and disturbance consist of two components, one strictly satisfies HOIM and the other is random bounded. Then, an ILC scheme is constructed according to an augmented HOIM that is the aggregation of all HOIMs. For all known HOIMs, an ILC design criterion is introduced to achieve satisfactory tracking performance based on the 2‐D H ∞ theory. Next, the case with unknown HOIMs is discussed, where a time‐frequency‐analysis (TFA)‐based ILC algorithm is proposed. In this situation, it is shown that the tracking error inherits the unknown augmented HOIM that is an aggregation of all unknown HOIMs. Then, a TFA‐based method, e.g., the short‐time Fourier transformation (STFT), is employed to identify the unknown augmented HOIM, where the STFT could ignore the effect of the random bounded initial state and disturbances. A new ILC law is designed for the identified unknown augmented HOIM, which has the ability to reject the unknown the initial state and disturbances that strictly satisfy HOIMs. Finally, a gantry robot system with iteration‐invariant or slowly‐varying frequencies is given to illustrate the efficiency of the proposed TFA‐based ILC algorithm. [ABSTRACT FROM AUTHOR]
- Published
- 2018
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15. A Dual Internal Model Based Repetitive Control for Linear Discrete-Time Systems.
- Author
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Zhu, Qiao
- Subjects
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STOCHASTIC processes , *ESTIMATION theory , *RANDOM polynomials , *STOCHASTIC approximation , *STOCHASTIC systems - Abstract
A novel discrete-time repetitive control (RC) scheme is proposed to achieve both the fast convergence rate and the perfect tracking/rejection by updating the input period by period and in the internal of the periods simultaneously. By using the internal model (IM) of the external periodic signals, the classic RC achieves perfect tracking/rejection. Furthermore, a polynomial IM (PIM) is introduced, which only incorporates the dominant frequencies of the external signals. The PIM-based RC is faster than the classic RC because of the fact that the PIM makes the input update in the internal of the periods. However, the PIM-based RC cannot achieve perfect tracking/rejection. Motivated by the fast convergence rate of the PIM-based RC and the perfect tracking/rejection of the classic RC, a new RC scheme is proposed whose IM is the product of the IMs of the classic and PIM-based RCs. As such, the new RC scheme is named as a dual IM (DIM)-based RC. By using the 2-D $H_{\infty }$ theory, it is verified that the DIM-based RC can achieve both the fast convergence rate and perfect tracking/rejection. In addition, by further comparing the classic, PIM-based, and DIM-based RCs in frequency domain, the merits and demerits of the three RCs on the convergence rate and the steady-state performance are deeply discussed. Finally, an experimental apparatus about the rotational system with two dc motors is given to illustrate the advantage of the proposed DIM-based RC. [ABSTRACT FROM AUTHOR]
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- 2019
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16. Data-based controllability analysis for generalised linear discrete-time system.
- Author
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Wang, Fengjun, Zhang, Qingling, and Liu, Wanquan
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DISCRETE-time systems , *CONTROLLABILITY in systems engineering , *LINEAR systems , *DATA analysis , *NUMERICAL analysis - Abstract
In this paper, we aim to propose a data-based method to testify whether the system is a normal linear system or a generalised linear system and then analyse its controllability via the measured state data and the control input satisfying certain condition. For this purpose, we first describe a linear discrete-time system in a general form and derive a necessary and sufficient condition for the equivalent condition of complete controllability with a normal linear discrete time system. Second, we check whether the system is normal or singular, and then construct the controllability matrices only based on the input and measured state data. Third, the controllability of the corresponding system is investigated thoroughly based on available data without identifying system parameters. Finally, a numerical example and a stock price example are used to show the effectiveness and feasibility of the proposed data-based method. [ABSTRACT FROM AUTHOR]
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- 2017
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17. Input-Output Finite-Time Stabilization of Linear Time-Varying Discrete-Time Systems
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Francesco Amato, Carlo Cosentino, Gianmaria De Tommasi, Alfredo Pironti, Maria Romano, Amato, F., Cosentino, C., De Tommasi, G., Pironti, A., and Romano, M.
- Subjects
Optimization ,Sufficient conditions ,Numerical stability ,Closed loop system ,controller design ,linear discrete-time system ,Computer Science Applications ,Control and Systems Engineering ,Discrete-time system ,Stability analysi ,Linear system ,Electrical and Electronic Engineering ,LMI ,input-output finite-time stability - Abstract
This work deals with the Input-Output Finite-Time Stability (IO-FTS) of linear discrete-time systems. In current control science, discrete-time systems play a very important role in many engineering contexts. Moreover, many discrete-time control problems are defined over a finite interval of time, therefore the development and application of finite-time control methodologies is of particular relevance. The first contribution of the paper is a pair of necessary and sufficient conditions for IO-FTS. The former involves the solution of a set of Generalized Difference Lya-punov Equations (GDLEs); the latter allows one to establish the feasibility of an optimization problem by solving a set of Difference Linear Matrix Inequalities (DLMIs). The second contribution of the paper is a theorem for IO finite-time stabilization via state feedback, followed by a more general one for stabilization via output feedback. Both conditions are necessary and sufficient, and lead to optimization problems cast in the form of DLMIs. The applicability of the devised results is illustrated through a numerical example.
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- 2022
18. Верхние границы отклонения траекторий аффинного семейства дискретных систем при внешних возмущениях
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линейные матричные неравенства ,bounded exogenous disturbances ,invariant ellipsoids ,ограниченные внешние возмущения ,линейная дискретная система ,инвариантные эллипсоиды ,parametric Lyapunov function ,trajectory deviations ,всплеск ,linear matrix inequalities ,параметрическая функция Ляпунова ,linear discrete-time system - Abstract
Предложена простая верхняя оценка величины отклонения траектории для аффинного семейства систем в дискретном времени, подверженного воздействию ограниченных внешних возмущений при ненулевых начальных условиях. Предлагаемый подход предполагает построение параметрической квадратичной функции Ляпунова для рассматриваемой системы, а в качестве технического средства используется аппарат линейных матричных неравенств и метод инвариантных эллипсоидов. Исходная задача сводится к параметрической задаче полуопределенного программирования, которая легко решается численно. Результаты численного моделирования демонстрируют сравнительно невысокий консерватизм полученной оценки. Работа продолжает цикл ранее опубликованных исследований авторов, связанных с оцениванием отклонений в линейных непрерывных и дискретных системах, подверженных воздействию системных неопределенностей и внешних возмущений. Полученные результаты могут быть распространены на различные робастные постановки задачи, а также на задачу минимизации отклонений аффинного семейства систем управления в дискретном времени при наличии внешних возмущений с помощью линейной обратной связи., We propose a simple upper bound on trajectory deviations for an affine family of discrete-time systems under nonzero initial conditions subjected to bounded exogenous disturbances. It involves the design of a parametric quadratic Lyapunov function for the system. The apparatus of linear matrix inequalities and the method of invariant ellipsoids are used as technical tools. The original problem is reduced to a parametric semidefinite programming problem, which is easily solved numerically. Numerical simulation results demonstrate the relatively low conservatism of the upper bound. This paper continues the series of our previous publications on estimating trajectory deviations for linear continuous- and discrete-time systems with parametric uncertainty and exogenous disturbances. The results presented below can be extended to various robust formulations of the original problem and also the problem of minimizing trajectory deviations for an affine family of discrete-time control systems under exogenous disturbances via linear feedback., Проблемы управления, Выпуск 4 2022, Pages 15-20
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- 2022
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19. Upper Bounds on Trajectory Deviations for an Affine Family of Discrete-Time Systems under Exogenous Disturbances
- Author
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Khlebnikov, M.V. and Kvinto, Ya.I.
- Subjects
bounded exogenous disturbances ,invariant ellipsoids ,parametric Lyapunov function ,trajectory deviations ,linear matrix inequalities ,linear discrete-time system - Abstract
We propose a simple upper bound on trajectory deviations for an affine family of discrete-time systems under nonzero initial conditions subjected to bounded exogenous disturbances. It involves the design of a parametric quadratic Lyapunov function for the system. The apparatus of linear matrix inequalities and the method of invariant ellipsoids are used as technical tools. The original problem is reduced to a parametric semidefinite programming problem, which is easily solved numerically. Numerical simulation results demonstrate the relatively low conservatism of the upper bound. This paper continues the series of our previous publications on estimating trajectory deviations for linear continuous- and discrete-time systems with parametric uncertainty and exogenous disturbances. The results presented below can be extended to various robust formulations of the original problem and also the problem of minimizing trajectory deviations for an affine family of discrete-time control systems under exogenous disturbances via linear feedback., Control Sciences, Выпуск 4 2022, Pages 12-16
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- 2022
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20. Equivalent descriptions of a discrete-time fractional-order linear system and its stability domains
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Ostalczyk Piotr
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fractional calculus ,linear discrete-time system ,stability domain ,Mathematics ,QA1-939 ,Electronic computers. Computer science ,QA75.5-76.95 - Abstract
Two description forms of a linear fractional-order discrete system are considered. The first one is by a fractional-order difference equation, whereas the second by a fractional-order state-space equation. In relation to the two above-mentioned description forms, stability domains are evaluated. Several simulations of stable, marginally stable and unstable unit step responses of fractional-order systems due to different values of system parameters are presented.
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- 2012
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21. A PARAMETRIC LYAPUNOV FUNCTION FOR DISCRETE-TIME CONTROL SYSTEMS with BOUNDED EXOGENOUS DISTURBANCES: ANALYSIS
- Author
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Khlebnikov, M.V. and Kvinto, Ya.I.
- Subjects
conservatism ,structured matrix uncertainty ,bounded exogenous disturbances ,analysis problem ,parametric quadratic Lyapunov function ,common quadratic Lyapunov function ,dynamic system ,robustness ,linear matrix inequalities ,linear discrete-time system - Abstract
This paper considers a linear discrete-time dynamic system subjected to arbitrary bounded exogenous disturbances described by a matrix from a convex affine family. A simple approach to designing a parametric quadratic Lyapunov function for this system is proposed. It involves linear matrix inequalities and a fruitful technique to separate the system matrix and the Lyapunov function matrix in the matrix inequality expressing a stability condition of the system. Being well known, this technique, however, has not been previously applied to dynamic systems with nonrandom bounded exogenous disturbances. According to the numerical simulations, the parametric quadratic Lyapunov function-based approach yields appreciably less conservative results for the class of systems under consideration than the common quadratic Lyapunov function-based one., Control Sciences, Выпуск 4 2021, Pages 18-22
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- 2021
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22. Параметрическая функция Ляпунова для дискретных систем управления с внешними возмущениями: анализ
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conservatism ,общая квадратичная функция Ляпунова ,линейная дискретная система ,параметрическая квадратичная функция Ляпунова ,robustness ,задача анализа ,консерватизм ,linear discrete-time system ,линейные матричные неравенства ,structured matrix uncertainty ,bounded exogenous disturbances ,analysis problem ,ограниченные внешние возмущения ,структурированная матричная неопределенность ,parametric quadratic Lyapunov function ,common quadratic Lyapunov function ,dynamic system ,робастность ,linear matrix inequalities ,динамическая система - Abstract
В работе рассматривается линейная динамическая система в дискретном времени, подверженная воздействию произвольных ограниченных внешних возмущений, матрица которой принадлежит выпуклому аффинному семейству. Предложен простой подход к построению параметрической квадратичной функции Ляпунова для данной системы. В его основе лежит систематическое применение аппарата линейных матричных неравенств, а также полезный технический прием, позволяющий обособить матрицу системы и матрицу функции Ляпунова в матричного неравенстве, представляющем собой условие устойчивости системы. Этот прием достаточно известен, однако для динамических систем, подверженных воздействию неслучайных ограниченных внешних возмущений, он ранее не применялся. Как показывают результаты численного моделирования, использование предложенного подхода для построения параметрической функции Ляпунова для рассматриваемого класса систем приводит к заметно меньшему консерватизму по сравнению с использованием общей квадратичной функции Ляпунова. Ключевые слова: динамическая система, линейная дискретная система, параметрическая квадратичная функция Ляпунова, общая квадратичная функция Ляпунова, ограниченные внешние возмущения, робастность, линейные матричные неравенства, задача анализа, консерватизм, структурированная матричная неопределенность., This paper considers a linear discrete-time dynamic system subjected to arbitrary bounded exogenous disturbances described by a matrix from a convex affine family. A simple approach to designing a parametric quadratic Lyapunov function for this system is proposed. It involves linear matrix inequalities and a fruitful technique to separate the system matrix and the Lyapunov function matrix in the matrix inequality expressing a stability condition of the system. Being well known, this technique, however, has not been previously applied to dynamic systems with nonrandom bounded exogenous disturbances. According to the numerical simulations, the parametric quadratic Lyapunov function-based approach yields appreciably less conservative results for the class of systems under consideration than the common quadratic Lyapunov function-based one., Проблемы управления, Выпуск 4 2021, Pages 21-26
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- 2021
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23. Suboptimal Filter for Multisensor Linear Discrete-Time Systems with Observation Uncertainties.
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Deepak, Tyagi and Shin, Vladimir
- Subjects
- *
MULTISENSOR data fusion , *DETECTORS , *COMPUTER algorithms , *KALMAN filtering , *ESTIMATION theory - Abstract
The focus of this paper is the problem of recursive estimation for uncertain multisensor linear discrete-time systems. We herein propose a new suboptimal filtering algorithm. The basis of the proposed algorithm is the fusion formula for an arbitrary number of local Kalman filters. The proposed suboptimal filter fuses each local Kalman filter by weighted sum with scalar weights. This filter can be implemented in real time because the scalar weights do not depend on current observations in distinction to the optimal adaptive filter. The examples given, demonstrate the effectiveness and high precision of proposed filter. [ABSTRACT FROM AUTHOR]
- Published
- 2007
24. Data-based controllability analysis of discrete-time linear time-delay systems.
- Author
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Liu, Yang, Chen, Hong-Wei, and Lu, Jian-Quan
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STATISTICAL decision making , *DISCRETE-time systems , *LINEAR systems , *TIME delay systems , *ERROR analysis in mathematics , *PARAMETER estimation - Abstract
In this paper, a data-based method is used to analyse the controllability of discrete-time linear time-delay systems. By this method, one can directly construct a controllability matrix using the measured state data without identifying system parameters. Hence, one can save time in practice and avoid corresponding identification errors. Moreover, its calculation precision is higher than some other traditional approaches, which need to identify unknown parameters. Our methods are feasible to the study of characteristics of deterministic systems. A numerical example is given to show the advantage of our results. [ABSTRACT FROM AUTHOR]
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- 2014
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25. STOCHASTIC OPTIMAL DESIGN FOR UNKNOWN LINEAR DISCRETE-TIME SYSTEM ZERO-SUM GAMES IN INPUT-OUTPUT FORM UNDER COMMUNICATION CONSTRAINTS.
- Author
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Xu, Hao, Jagannathan, S., and Lewis, F.L.
- Subjects
OPTIMAL designs (Statistics) ,STOCHASTIC control theory ,ZERO sum games ,COMMUNICATION ,CONSTRAINTS (Physics) - Abstract
In this paper, stochastic optimal strategy for unknown linear discrete-time system quadratic zero-sum games in input-output form with communication imperfections such as network-induced delays and packet losses, otherwise referred to as networked control system (NCS) zero-sum games, relating to the H8 optimal control problem is solved in a forward-in-time manner. First, the linear discrete-time zero sum state space representation is transformed into a linear NCS in the state space form after incorporating random delays and packet losses and then into the input-output form. Subsequently, the stochastic optimal approach, referred to as adaptive dynamic programming (ADP), is introduced which estimates the cost or value function to solve the infinite horizon optimal regulation of unknown linear NCS quadratic zero-sum games in the presence of communication imperfections. The optimal control and worst case disturbance inputs are derived based on the estimated value function in the absence of state measurements. An update law for tuning the unknown parameters of the value function estimator is derived and Lyapunov theory is used to show that all signals are asymptotically stable (AS) and that the estimated control and disturbance signals converge to optimal control and worst case disturbances, respectively. Simulation results are included to verify the theoretical claims. [ABSTRACT FROM AUTHOR]
- Published
- 2014
- Full Text
- View/download PDF
26. On-line fault detection and isolation for linear discrete-time uncertain systems.
- Author
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Zhang, Ze and Jaimoukha, Imad M.
- Subjects
- *
LINEAR systems , *DISCRETE-time systems , *ROBUST control , *LINEAR matrix inequalities , *NUMERICAL analysis - Abstract
Abstract: This work proposes a robust fault detection and isolation (FDI) scheme for linear discrete-time systems subject to faults, bounded additive disturbances and norm-bounded structured uncertainties. FDI is achieved by computing, on-line, upper and lower bounds on the fault signal such that a fault is regarded as having occurred when its upper bound is smaller than zero or lower bound is larger than zero. Linear Matrix Inequality (LMI) optimization techniques are used to obtain the bounds. Furthermore, a subsequent-state-estimation technique, together with an estimation horizon update procedure, is proposed, which allows the on-line FDI process to be repeated in a moving horizon procedure. The approach is also extended to solve the fault detection (FD) problem of obtaining lower bounds on the total fault signal energy within the estimation horizon. The scheme gives the best estimates of the fault signals given the information available and is sufficiently flexible to incorporate other information that may be available, such as bounds on the disturbance energy. Thus our scheme is immune to false alarms if the system and disturbance are within the uncertainty description. Moreover, we propose a new robustness result to obtain the bounds, which is an extension of current techniques for handling model uncertainties. Finally, the approach is verified using two numerical examples. [Copyright &y& Elsevier]
- Published
- 2014
- Full Text
- View/download PDF
27. УСЛОВИЯ РОБАСТНОЙ УСТОЙЧИВОСТИ ДЛЯ СЕМЕЙСТВА ЛИНЕЙНЫХ ДИСКРЕТНЫХ СИСТЕМ С НЕОПРЕДЕЛЕННОСТЯМИ
- Subjects
линейные матричные неравенства ,structured matrix uncertainty ,линейная дискретная система ,структурированная матричная неопределенность ,parametric Lyapunov function ,робастность ,robustness ,linear matrix inequalities ,параметрическая функция Ляпунова ,linear discrete-time system - Abstract
Установлены условия робастной устойчивости для семейства линейных дискретных систем с неопределенностями. Отмечено, что традиционный подход, предполагающий построение общей квадратичной функции Ляпунова для всего семейства систем с неопределенностью, зачастую приводит к возникновению проблемы консерватизма. В связи с этим поставлена задача конструирования параметрической квадратичной функции Ляпунова, для решения которой в качестве основного инструмента выбран аппарат линейных матричных неравенств, а в качестве технического средства – модификация хорошо известной леммы Питерсена. Предложен простой подход к нахождению радиуса робастной квадратичной устойчивости рассматриваемого семейства. Показано, что соответствующие оптимизационные задачи представляют собой задачи полуопределенного программирования и одномерной минимизации, легко решающиеся численным образом. Эффективность предложенного подхода продемонстрирована на численном примере. Полученные результаты предложено обобщить на задачу синтеза для семейства дискретных систем управления с неопределенностями, на иные робастные постановки задач, а также на случай воздействия на систему ограниченных внешних возмущений., Robust stability conditions are established for a family of linear discrete-time systems subjected to uncertainties. The traditional approach, which involves the construction of a common quadratic Lyapunov function for the entire family of systems with uncertainty, often leads to the problem of conservatism. In this connection, constructing the parametric quadratic Lyapunov functions seems promising. The main tools of the proposed approach are the apparatus of linear matrix inequalities and presented modification of the well-known Petersen’s lemma. A simple approach to finding the radius of robust quadratic stability of the considered family is proposed in the paper as well. The corresponding optimization problems have the form of semi-definite programming and one-dimensional minimization, which could be easily solved numerically. The effectiveness of the proposed approach is demonstrated via numerical example. The results obtained can be generalized to the design problems for linear discrete-time systems subjected to uncertainties, to other robust statements, and to the case of exogenous disturbances., Проблемы управления, Выпуск 5 2020
- Published
- 2020
- Full Text
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28. Fault detection for non‐linear system with unknown input and state constraints.
- Author
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Luo, Zhen and Fang, Huajing
- Abstract
This study extends the problem of fault detection (FD) for linear discrete‐time systems with unknown input to non‐linear systems. Moreover, based on physical consideration, the constraints of state are considered. A non‐linear recursive filter is developed where the constrained state and the input are interconnected. Constraints which can improve the quality of estimation are imposed on individual updated sigma points as well as the updated state. The advantage of algorithm is that it is able to incorporate arbitrary constraints on the states during the estimation procedure. Unknown input which can be any signal is obtained by least‐squares unbiased estimation and the state estimation problem is transformed into a standard unscented Kalman filter problem. By testing the mean of the innovation process, a real‐time FD approach is proposed. Simulations are provided to demonstrate the effectiveness of the theoretical results. [ABSTRACT FROM AUTHOR]
- Published
- 2013
- Full Text
- View/download PDF
29. Stability of Interval Positive Fractional Discrete–Time Linear Systems
- Author
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Tadeusz Kaczorek
- Subjects
0209 industrial biotechnology ,Applied Mathematics ,fractional system ,020208 electrical & electronic engineering ,QA75.5-76.95 ,02 engineering and technology ,Interval (mathematics) ,stability ,Discrete time nonlinear systems ,Stability (probability) ,linear discrete-time system ,interval system ,020901 industrial engineering & automation ,Electronic computers. Computer science ,QA1-939 ,0202 electrical engineering, electronic engineering, information engineering ,Computer Science (miscellaneous) ,Applied mathematics ,positive system ,Engineering (miscellaneous) ,Mathematics - Abstract
The aim of this work is to show that interval positive fractional discrete-time linear systems are asymptotically stable if and only if the respective lower and upper bound systems are asymptotically stable. The classical Kharitonov theorem is extended to interval positive fractional linear systems.
- Published
- 2018
30. Terminal Cost Distribution in Discrete-Time Controlled System with Disturbance and Noise-Corrupted State Information.
- Author
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Glizer, Valery Y., Turetsky, Vladimir, and Shinar, Josef
- Subjects
- *
DISTRIBUTION (Probability theory) , *DISCRETE-time systems , *CONTROL theory (Engineering) , *NOISE measurement , *MEASURE theory , *LINEAR systems , *MONTE Carlo method - Abstract
Recursive formula for the terminal cost distribution in a scalar linear discrete-time system with disturbance and noise corrupted measurements is obtained. The system is subject to a linear saturated control strategy. The distributions of the initial state and the estimator error are assumed to be known. The disturbance is independent of the state/control and its distribution is known. The general result is applied to an interception problem with different types of disturbance. An illustrative numerical example confirms that the analytical method can replace extensive Monte Carlo simulations. [ABSTRACT FROM AUTHOR]
- Published
- 2012
31. Model-free control design for unknown linear discrete-time systems via Q-learning with LMI
- Author
-
Kim, J.-H. and Lewis, F.L.
- Subjects
- *
CONTROL theory (Engineering) , *DISCRETE-time systems , *SYSTEMS design , *LINEAR control systems , *ALGORITHMS , *MATRIX inequalities - Abstract
Abstract: This paper develops a model-free control design algorithm for unknown linear discrete-time systems by using Q-learning, which is a reinforcement learning method based on an actor-critic structure. In model-free design, there is no known dynamical model of the system. Thus, one has no information on the system matrices, but can access the state variables and input variables. The paper derives an iterative solution algorithm for control design that is based on policy iteration. The algorithm is expressed in the form of linear matrix inequalities (LMI) that do not involve the system matrices, but only require data measured from the system state and input. It is shown that, for sufficiently rich enough disturbance, this algorithm converges to the standard control solution obtained using the exact system model. Two numerical examples are given to show the effectiveness in obtaining the control without any using knowledge of the system dynamics matrices, and the examples show that the results converge to the ones obtained with the exact system dynamics matrices. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
32. 𝒟-Stability Radius of Linear Discrete Time Systems.
- Author
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Ngoc, PhamHuu Anh and Naito, Toshiki
- Subjects
- *
ROBUST control , *DIFFERENCE equations , *PERTURBATION theory , *MATRICES (Mathematics) , *ALGEBRA - Abstract
We study robustness of 𝒟-stability of linear difference equations under multiperturbation and affine perturbation of coefficient matrices via the concept of 𝒟-stability radius. Some explicit formulae are derived for these 𝒟-stability radii. The obtained results include the corresponding ones established earlier in Hinrichsen and Son and Ngoc and Son as particular cases. [ABSTRACT FROM AUTHOR]
- Published
- 2006
- Full Text
- View/download PDF
33. Static output feedback control of discrete-time linear systems: Background results and new LMI conditions
- Author
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Hassène Gritli, Ali Zemouche, Safya Belghith, Ecole Nationale d'Ingénieurs de Tunis (ENIT), Université de Tunis El Manar (UTM), Centre de Recherche en Automatique de Nancy (CRAN), and Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)
- Subjects
0209 industrial biotechnology ,Lemma (mathematics) ,Static output feedback control ,Computer science ,Computation ,Linear matrix inequality ,02 engineering and technology ,State (functional analysis) ,Linear discrete-time system ,Convexity ,Matrix (mathematics) ,Stability conditions ,Bilinear Matrix Inequality (BMI) ,020901 industrial engineering & automation ,Control theory ,[INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering ,Linear Matrix Inequality (LMI) ,0202 electrical engineering, electronic engineering, information engineering ,020201 artificial intelligence & image processing - Abstract
International audience; In this paper, attention is focused on the design of a stabilizing static output feedback (SOF) gain matrix for linear discrete-time systems. Our design methodology of the SOF controller is based on the linear matrix inequality (LMI) approach. Unlike the state feedback control case, the SOF formulation usually leads to non-convex stability conditions, which are expressed in terms of Bilinear Matrix Inequalities (BMIs) that are not numerically traceable. To circumvent the computation problem of the SOF gain, several techniques have been developed to transform the non-convex conditions into convex ones. In this paper, some background results related to this convexity problem are firstly presented. Furthermore, a new approach is employed in this work to transform the BMI constraints into LMIs by introducing a new lemma. Finally, a simulation example is given to testify the validity of the developed LMI conditions.
- Published
- 2019
34. Верхние границы максимального отклонения траектории в линейных дискретных системах: робастная постановка
- Subjects
линейные матричные неравенства ,structured matrix uncertainty ,функция Ляпунова ,Lyapunov function ,максимальное отклонение ,линейная дискретная система ,структурированная матричная неопределенность ,linear matrix inequalities ,linear discrete-time system ,large deviations - Abstract
Исследуется практически важный эффект максимального отклонения траектории в линейных динамических системах при ненулевых начальных условиях. Исследование переходного процесса является актуальным и практически значимым направлением в изучении линейных систем. В качестве основного способа получения оценок в настоящей работе используется построение общей квадратичной функции Ляпунова для семейства систем с неопределенностями, а также метод инвариантных эллипсоидов. Все полученные результаты остаются справедливыми также для случая нестационарной неопределенности, поскольку единственное требование к ней – это ее ограниченность в спектральной норме. Поставлены и решены задачи анализа и синтеза, а также получены верхние оценки отклонений для линейных дискретных систем, содержащих структурированную матричную неопределенность. Полученные результаты сформулированы в виде задач полуопределенного программирования, легко решаемых численным образом с помощью стандартных программных пакетов. Применение техники линейных матричных неравенств позволило минимизировать величину отклонений при стабилизации системы с помощью статической линейной обратной связи по состоянию. Результаты численного моделирования демонстрируют низкую степень консерватизма полученных оценок и обладают большим потенциалом для обобщений., The paper is devoted to the study of the important effect of large deviations in linear dynamical systems with nonzero initial conditions. The study of transients is actual and practically significant direction in the linear systems theory. The common Lyapunov quadratic function for the family of systems with uncertainties and the invariant ellipsoids approach are used in the article as main technical tools. All the results obtained are also applicablefor non-stationary uncertainties: the only condition for an uncertainty is its spectral norm constraint. The analysis and design problems are considered, and the upper bounds of deviations for linear discrete-time systems with structured matrix uncertainties are obtained. The obtained results have the form of semi-definite programs, which are easy to solve numerically via standart software packages. Using the technique of linear matrix inequalities, the problem of minimization the magnitude of deviations while stabilizing the system via the linear static state feedback was investigated. Numerical simulations demonstrate the low degree of conservatism of the obtained approach. The results have a great potential for generalizations., №77 (2019)
- Published
- 2019
- Full Text
- View/download PDF
35. On Hanket Singular Values and Reflected Zeros of Linear Dynamical Systems.
- Author
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Koshita, Shunsuke, Abe, Masahide, Kawamata, Masayuki, and Antoulas, Athanasios C.
- Subjects
- *
HANKEL functions , *DISCRETE-time systems , *LINEAR systems , *LINEAR differential equations , *AUTOMATIC control systems , *SYSTEM analysis - Abstract
This note discusses a relationship between the Hankel singular values and reflected zeros of linear systems. Our main result proves that the Hankel singular values of a linear continuous-time system increase (decrease) pointwise when one or more zeros of the transfer function are reflected with respect to the imaginary axis, that is, move from the left-(right-)half to the right-(left-)half of the complex plane. We also derive a similar result for linear discrete-time systems. [ABSTRACT FROM AUTHOR]
- Published
- 2009
- Full Text
- View/download PDF
36. Further Results on the Bounds of the Zeros of Quasi-Critical Polynomials.
- Author
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Zifang Zhang, Daoyi Xu, and Jianren Niu
- Subjects
- *
POLYNOMIALS , *APPROXIMATION theory , *ANALYTIC functions , *DISCRETE-time systems , *LINEAR time invariant systems , *AUTOMATIC control systems - Abstract
On the basis of the relationship of the mth power of a polynomial and its modular form (polynomial whose coefficients are the moduli of the coefficients of that polynomial), we derive a necessary and sufficient condition for the modulus of the mth power of a polynomial for contacting its modular form on the boundary of a disc. Combined with the result about distribution of zeros of analytic function, some new sufficient conditions are derived which give bounds of the absolute values of the roots of a quasi-critical polynomial. These results extend certain earlier similar tests for linear discrete-time systems. Finally, four examples are given to demonstrate the results, Example 2.1 gives a state feedback application, Examples 2.2 and 2.4 deal with r-stability, and Example 2.3 display that our theorems give better results when m increases but at the cost of increasing complexity. [ABSTRACT FROM AUTHOR]
- Published
- 2004
- Full Text
- View/download PDF
37. Equivalent descriptions of a discrete-time fractional-order linear system and its stability domains
- Author
-
Piotr Ostalczyk
- Subjects
Differential equation ,Applied Mathematics ,Mathematical analysis ,Linear system ,QA75.5-76.95 ,fractional calculus ,Stability (probability) ,linear discrete-time system ,Fractional calculus ,Discrete system ,Discrete time and continuous time ,Electronic computers. Computer science ,Computer Science (miscellaneous) ,QA1-939 ,Order (group theory) ,stability domain ,Engineering (miscellaneous) ,Unit (ring theory) ,Mathematics - Abstract
Two description forms of a linear fractional-order discrete system are considered. The first one is by a fractional-order difference equation, whereas the second by a fractional-order state-space equation. In relation to the two above-mentioned description forms, stability domains are evaluated. Several simulations of stable, marginally stable and unstable unit step responses of fractional-order systems due to different values of system parameters are presented.
- Published
- 2012
38. On Hankel Singular Values and Reflected Zeros of Linear Dynamical Systems
- Author
-
Masayuki Kawamata, Shunsuke Koshita, Masahide Abe, and Athanasios C. Antoulas
- Subjects
Pointwise ,linear continuous-time system ,Mathematical analysis ,Linear system ,reflected zeros ,Dynamical system ,Transfer function ,linear discrete-time system ,Computer Science Applications ,Linear dynamical system ,Singular value ,Control and Systems Engineering ,Electrical and Electronic Engineering ,Hankel singular values ,Hankel matrix ,Complex plane ,Mathematics - Abstract
This note discusses a relationship between the Hankel singular values and reflected zeros of linear systems. Our main result proves that the Hankel singular values of a linear continuous-time system increase (decrease) pointwise when one or more zeros of the transfer function are reflected with respect to the imaginary axis, that is, move from the left-(right-)half to the right-(left-)half of the complex plane. We also derive a similar result for linear discrete-time systems.
- Published
- 2009
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