Asymptotic Recovery for Discrete-Time Systems

An asymptotic recovery design procedure is proposed for square, discrete-time, linear, time-invariant multivariable systems, which allows a state-feedback design to be approximately recovered by a dynamic output feedback scheme. Both the case of negligible processing time (compared to the sampling interval) and of significant processing time are discussed. In the former case, it is possible to obtain perfect. © 1985 IEEE.

Moment asymptotic stability of stochastic hybrid delay systems

in this paper we investigate the moment asymptotic stability for the nonlinear stochastic hybrid delay systems. Sufficient criteria on the stabilization and robust stability are also established for linear stochastic hybrid delay systems. Copyright © 2005 IFAC.

Asymptotic stability for time-variant systems and observability: Uniform and nonuniform criteria

This paper presents some new criteria for uniform and nonuniform asymptotic stability of equilibria for time-variant differential equations and this within a Lyapunov approach. The stability criteria are formulated in terms of certain observability conditions with the output derived from the Lyapunov function. For some classes of systems, this system theoretic interpretation proves to be fruitful since - after establishing the invariance of observability under output injection - this enables us to check the stability criteria on a simpler system. This procedure is illustrated for some classical examples.

A derivation of the asymptotic random-coding prefactor

This paper studies the subexponential prefactor to the random-coding bound for a given rate. Using a refinement of Gallager's bounding techniques, an alternative proof of a recent result by Altuǧ and Wagner is given, and the result is extended to the setting of mismatched decoding. © 2013 IEEE.

On applications of high-frequency asymptotics in aeroacoustics.

The aim of this paper is to survey a range of applications of high-frequency asymptotic methods in aeroacoustics. Specifically, we are concerned with problems associated with noise generation, propagation and scattering as found in large modern aeroengines. With regard to noise generation, we consider the interaction between high-frequency vortical waves and thin aerofoils, with particular emphasis being placed on the way in which the vortical waves act on the non-uniform mean flow around the aerofoil. A ray-theoretic description of the resulting sound as it propagates along the engine intake is then presented, followed by consideration of the diffraction of these rays by the (possibly asymmetric) intake lip to produce sound in the far field. A range of more detailed possible extensions is also presented.

Influence of insoluble surfactant on the deformation and breakup of a bubble or thread in a viscous fluid

The influence of surfactant on the breakup of a prestretched bubble in a quiescent viscous surrounding is studied by a combination of direct numerical simulation and the solution of a long-wave asymptotic model. The direct numerical simulations describe the evolution toward breakup of an inviscid bubble, while the effects of small but non-zero interior viscosity are readily included in the long-wave model for a fluid thread in the Stokes flow limit. The direct numerical simulations use a specific but realizable and representative initial bubble shape to compare the evolution toward breakup of a clean or surfactant-free bubble and a bubble that is coated with insoluble surfactant. A distinguishing feature of the evolution in the presence of surfactant is the interruption of bubble breakup by formation of a slender quasi-steady thread of the interior fluid. This forms because the decrease in surface area causes a decrease in the surface tension and capillary pressure, until at a small but non-zero radius, equilibrium occurs between the capillary pressure and interior fluid pressure. The long-wave asymptotic model, for a thread with periodic boundary conditions, explains the principal mechanism of the slender thread's formation and confirms, for example, the relatively minor role played by the Marangoni stress. The large-time evolution of the slender thread and the precise location of its breakup are, however, influenced by effects such as the Marangoni stress and surface diffusion of surfactant. © 2008 Cambridge University Press.

Sound transmission in strongly-curved slowly-varying cylindrical and annular lined ducts with flow

In this paper we consider the propagation of acoustic waves along a curved hollow or annular duct with lined walls. The curvature of the duct centreline and the wall radii vary slowly along the duct, allowing application of an asymptotic multiple scales analysis. This generalises Rienstra's analysis of a straight duct of varying cross-sectional radius. The result of the analysis is that the modal wavenumbers and mode shapes are determined locally as modes of a torus with the same local curvature, while the amplitude of the modes evolves as the mode propagates along the duct. The duct modes are found numerically at each axial location using a pseudo-spectral method. Unlike the case of a straight duct, there is a fundamental asymmetry between upstream and downstream propagating modes, with some mode shapes tending to be concentrated on either the inside or outside of the bend depending on the direction of propagation. The interaction between the presence of wall lining and curvature is investigated in particular; for instance, in a representative case it is found that the curvature causes the first few acoustic modes to be more heavily damped by the duct boundary than would be expected for a straight duct. Analytical progress can be made in the limit of very high mode order, in which case well-known 'whispering gallery' modes, localised close to the wall, can be identified.

Analytically-based approach to rotor-stator interaction noise in mean swirling flow

A method for modelling and predicting the noise generated by the interaction between the unsteady wake shed from the rotor and a downstream row of stators in a modern ultra-high bypass ducted turbofan engine is described. An analytically-based model is developed to account for three main features of the problem. First, the way in which a typical unsteady wake disturbance from the rotor interacts and is distorted by the mean swirling flow as it propagates downstream. The analysis allows for the inclusion of mean entropy gradients and entropy perturbations. Second, the effects of real stator-blade geometry and proper representation of the genuinely three-dimensional nature of the problem. Third, to model the propagation of the resulting noise back upstream in mean swirling flow. The analytical nature of the problem allows for the inclusion of all wake harmonics and enables the response at all blade passing frequencies to be determined. Example results are presented for an initial wake distribution corresponding to a genuine rotor configuration. Comparisons between numerical data and the asymptotic model for the wake evolution are made. Copyright © 2004 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.