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.

LMI-based digital redesign of linear time-invariant systems with state-derivative feedback

A simple method for designing a digital state-derivative feedback gain and a feedforward gain such that the control law is equivalent to a known and adequate state feedback and feedforward control law of a digital redesigned system is presented. It is assumed that the plant is a linear controllable, time-invariant, Single-Input (SI) or Multiple-Input (MI) system. This procedure allows the use of well-known continuous-time state feedback design methods to directly design discrete-time state-derivative feedback control systems. The state-derivative feedback can be useful, for instance, in the vibration control of mechanical systems, where the main sensors are accelerometers. One example considering the digital redesign with state-derivative feedback of a helicopter illustrates the proposed method. © 2009 IEEE.

Introduction to fractional linear systems. Part 1 : continuous-time case

IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. 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 (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

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.

Stochastic exponential stability of singular linear systems with Markov jump parameters

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

Less Conservative Control Design for Linear Systems with Polytopic Uncertainties via State-Derivative Feedback

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Rhapsody in fractional

This paper studies several topics related with the concept of “fractional” that are not directly related with Fractional Calculus, but can help the reader in pursuit new research directions. We introduce the concept of non-integer positional number systems, fractional sums, fractional powers of a square matrix, tolerant computing and FracSets, negative probabilities, fractional delay discrete-time linear systems, and fractional Fourier transform.

Rhapsody in Fractional

This paper studies several topics related with the concept of “fractional” that are not directly related with Fractional Calculus, but can help the reader in pursuit new research directions. We introduce the concept of non-integer positional number systems, fractional sums, fractional powers of a square matrix, tolerant computing and FracSets, negative probabilities, fractional delay discrete-time linear systems, and fractional Fourier transform.

Global optimization for the ℋ∞-norm model reduction problem

A branch and bound algorithm is proposed to solve the [image omitted]-norm model reduction problem for continuous and discrete-time linear systems, with convergence to the global optimum in a finite time. The lower and upper bounds in the optimization procedure are described by linear matrix inequalities (LMI). Also proposed are two methods with which to reduce the convergence time of the branch and bound algorithm: the first one uses the Hankel singular values as a sufficient condition to stop the algorithm, providing to the method a fast convergence to the global optimum. The second one assumes that the reduced model is in the controllable or observable canonical form. The [image omitted]-norm of the error between the original model and the reduced model is considered. Examples illustrate the application of the proposed method.

Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems

This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.

Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

Introduction to fractional linear systems. Part 2: discrete-time case

IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Computationally reliable approaches of contractive MPC for discrete-time systems

La tesis pretende explorar acercamientos computacionalmente confiables y eficientes de contractivo MPC para sistemas de tiempo discreto. Dos tipos de contractivo MPC han sido estudiados: MPC con coacción contractiva obligatoria y MPC con una secuencia contractiva de conjuntos controlables. Las técnicas basadas en optimización convexa y análisis de intervalos son aplicadas para tratar MPC contractivo lineal y no lineal, respectivamente. El análisis de intervalos clásicos es ampliado a zonotopes en la geometría para diseñar un conjunto invariante de control terminal para el modo dual de MPC. También es ampliado a intervalos modales para tener en cuenta la modalidad al calcula de conjuntos controlables robustos con una interpretación semántica clara. Los instrumentos de optimización convexa y análisis de intervalos han sido combinados para mejorar la eficacia de contractive MPC para varias clases de sistemas de tiempo discreto inciertos no lineales limitados. Finalmente, los dos tipos dirigidos de contractivo MPC han sido aplicados para controlar un Torneo de Fútbol de Copa Mundial de Micro Robot (MiroSot) y un Tanque-Reactor de Mezcla Continua (CSTR), respectivamente.