Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

Filtering for discrete-time Markov jump systems with network transmitted mode

This paper is concerned with ℋ 2 and ℋ ∞ filter design for discrete-time Markov jump systems. The usual assumption of mode-dependent design, where the current Markov mode is available to the filter at every instant of time is substituted by the case where that availability is subject to another Markov chain. In other words, the mode is transmitted to the filter through a network with given transmission failure probabilities. The problem is solved by modeling a system with N modes as another with 2N modes and cluster availability. We also treat the case where the transition probabilities are not exactly known and demonstrate our conditions for calculating an ℋ ∞ norm bound are less conservative than the available results in the current literature. Numerical examples show the applicability of the proposed results. ©2010 IEEE.

H ∞ state feedback control of discrete-time Markov jump linear systems through linear matrix inequalities

This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI characterization of all linear feedback controllers such that the closed loop output remains bounded by a given norm level. This results allows the robust controller design to deal with convex bounded parameter uncertainty, probability uncertainty and cluster availability of the Markov mode. For partly unknown transition probabilities, the proposed design problem is proved to be less conservative than one available in the current literature. An example is solved for illustration and comparisons. © 2011 IFAC.

Continuous-time and discrete-time sliding mode control accomplished using a computer

A computer-based sliding mode control (SMC) is analysed. The control law is accomplished using a computer and A/D and D/A converters. Two SMC designs are presented. The first one is a continuous-time conventional SMC design, with a variable structure law, which does not take into consideration the sampling period. The second one is a discrete-time SMC design, with a smooth sliding law, which does not have a structure variable and takes into consideration the sampling period. Both techniques are applied to control an inverted pendulum system. The performance of both the continuous-time and discrete-time controllers are compared. Simulations and experimental results are shown and the effectiveness of the proposed techniques is analysed.

Dynamic Tracking with Zero Variation and Disturbance Rejection Applied to Discrete-Time Systems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

H2 and/or H∞-norm model reduction of uncertain discrete-time systems

This paper addresses the problem of model reduction for uncertain discrete-time systems with convex bounded (polytope type) uncertainty. A reduced order precisely known model is obtained in such a way that the H2 and/or the H∞ guaranteed norm of the error between the original (uncertain) system and the reduced one is minimized. The optimization problems are formulated in terms of coupled (non-convex) LMIs - Linear Matrix Inequalities, being solved through iterative algorithms. Examples illustrate the results.

Discrete-time sliding mode control of input-delay systems applied on a power generation system

This paper presents two discrete sliding mode control (SMC) design. The first one is a discrete-time SMC design that doesn't take into account the time-delay. The second one is a discrete-time SMC design, which takes in consideration the time-delay. The proposed techniques aim at the accomplishment simplicity and robustness for an uncertainty class. Simulations results are shown and the effectiveness of the used techniques is analyzed. © 2006 IEEE.

Damage detection in nonlinear structures using discrete-time volterra series

Structural damage identification is basically a nonlinear phenomenon; however, nonlinear procedures are not used currently in practical applications due to the complexity and difficulty for implementation of such techniques. Therefore, the development of techniques that consider the nonlinear behavior of structures for damage detection is a research of major importance since nonlinear dynamical effects can be erroneously treated as damage in the structure by classical metrics. This paper proposes the discrete-time Volterra series for modeling the nonlinear convolution between the input and output signals in a benchmark nonlinear system. The prediction error of the model in an unknown structural condition is compared with the values of the reference structure in healthy condition for evaluating the method of damage detection. Since the Volterra series separate the response of the system in linear and nonlinear contributions, these indexes are used to show the importance of considering the nonlinear behavior of the structure. The paper concludes pointing out the main advantages and drawbacks of this damage detection methodology. © (2013) Trans Tech Publications.

Identification of nonlinear structures using discrete-time Volterra series

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Discrete-time sliding mode control for uncertain networked system subject to time delay

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Non-parametric identification of a non-linear buckled beam using discrete-time Volterra Series

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Characterization of the nonlinear behavior of a F-16 aircraft using discrete-time Volterra series

The linearity assumption in the structural dynamics analysis is a severe practical limitation. Further, in the investigation of mechanisms presented in fighter aircrafts, as for instance aeroelastic nonlinearity, friction or gaps in wing-load-payload mounting interfaces, is mandatory to use a nonlinear analysis technique. Among different approaches that can be used to this matter, the Volterra theory is an interesting strategy, since it is a generalization of the linear convolution. It represents the response of a nonlinear system as a sum of linear and nonlinear components. Thus, this paper aims to use the discrete-time version of Volterra series expanded with Kautz filters to characterize the nonlinear dynamics of a F-16 aircraft. To illustrate the approach, it is identified and characterized a non-parametric model using the data obtained during a ground vibration test performed in a F-16 wing-to-payload mounting interfaces. Several amplitude inputs applied in two shakers are used to show softening nonlinearities presented in the acceleration data. The results obtained in the analysis have shown the capability of the Volterra series to give some insight about the nonlinear dynamics of the F-16 mounting interfaces. The biggest advantage of this approach is to separate the linear and nonlinear contributions through the multiple convolutions through the Volterra kernels.

Stochastic stability for Markovian jump linear systems associated with a finite number of jump times

This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model studied, a fixed number of failures or repairs is allowed, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic tau-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic tau-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develops equivalences among second order concepts that parallels the results for infinite horizon problems. (C) 2003 Elsevier B.V. All rights reserved.

Sliding mode for detection and accommodation of computation time delay fault

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Stochastic Stability for Markovian Jump Linear Systems Subject to a Crucial Failure Event

This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.