Global linear and nonlinear stability of viscous confined plane wakes with co-flow

The global stability of confined uniform density wakes is studied numerically, using two-dimensional linear global modes and nonlinear direct numerical simulations. The wake inflow velocity is varied between different amounts of co-flow (base bleed). In accordance with previous studies, we find that the frequencies of both the most unstable linear and the saturated nonlinear global mode increase with confinement. For wake Reynolds number Re = 100 we find the confinement to be stabilising, decreasing the growth rate of the linear and the saturation amplitude of the nonlinear modes. The dampening effect is connected to the streamwise development of the base flow, and decreases for more parallel flows at higher Re. The linear analysis reveals that the critical wake velocities are almost identical for unconfined and confined wakes at Re ≈ 400. Further, the results are compared with literature data for an inviscid parallel wake. The confined wake is found to be more stable than its inviscid counterpart, whereas the unconfined wake is more unstable than the inviscid wake. The main reason for both is the base flow development. A detailed comparison of the linear and nonlinear results reveals that the most unstable linear global mode gives in all cases an excellent prediction of the initial nonlinear behaviour and therefore the stability boundary. However, the nonlinear saturated state is different, mainly for higher Re. For Re = 100, the saturated frequency differs less than 5% from the linear frequency, and trends regarding confinement observed in the linear analysis are confirmed.

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.

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.

Improving the performance of low-gain designs for bounded control of linear systems

An online scheduling of the parameter ensuring in addition to closed loop stability was presented. Attention was given to saturated linear low-gain control laws. Null controllability of the considered linear systems was assumed. The family of low gain control laws achieved semiglobal stabilization.

Trading the stability of finite zeros for global stabilization of nonlinear cascade systems

This note analyzes the stabilizability properties of nonlinear cascades in which a nonminimum phase linear system is interconnected through its output to a Stable nonlinear system. It is shown that the instability of the zeros of the linear System can be traded with the stability of the nonlinear system up to a limit fixed by the growth properties of the cascade interconnection term. Below this limit, global stabilization is achieved by smooth static-state feedback. Beyond this limit, various examples illustrate that controllability of the cascade may be lost, making it impossible to achieve large regions of attractions.

Trading the stability of finite zeros for global stabilization of nonlinear cascade systems

This paper analyzes the stabilizability properties of nonlinear cascades in which a nonminimum phase linear system is interconnected through its output to a stable nonlinear system. It is shown that the instability of the zeros of the linear system can be traded with the stability of the nonlinear system up to a limit fixed by the growth properties of the cascade interconnection term. Below this limit, global stabilization is achieved by smooth static state feedback. Beyond this limit, various examples illustrate that controllability of the cascade may be lost, making it impossible to achieve large regions of attractions.

Stability margins of nonlinear receding-horizon control via inverse optimality

Using the nonlinear analog of the Fake Riccati equation developed for linear systems, we derive an inverse optimality result for several receding-horizon control schemes. This inverse optimality result unifies stability proofs and shows that receding-horizon control possesses the stability margins of optimal control laws. © 1997 Elsevier Science B.V.