Continuous finite-time state feedback stabilizers for some nonlinear stochastic systems

This paper is concerned with the problem of finite-time stabilization for some nonlinear stochastic systems. Based on the stochastic Lyapunov theorem on finite-time stability that has been established by the authors in the paper, it is proven that Euler-type stochastic nonlinear systems can be finite-time stabilized via a family of continuous feedback controllers. Using the technique of adding a power integrator, a continuous, global state feedback controller is constructed to stabilize in finite time a large class of two-dimensional lower-triangular stochastic nonlinear systems. Also, for a class of three-dimensional lower-triangular stochastic nonlinear systems, a recursive design scheme of finite-time stabilization is given by developing the technique of adding a power integrator and constructing a continuous feedback controller. Finally, a simulation example is given to illustrate the theoretical results. © 2014 John Wiley & Sons, Ltd.

Global finite-time stabilisation for a class of stochastic nonlinear systems by output feedback

In this paper, the problem of global finite-time stabilisation by output feedback is considered for a class of stochastic nonlinear systems. First, based on homogeneous systems theory and the adding a power integrator technique, a homogeneous reduced order observer and control law are constructed in a recursive manner for the nominal system. Then, the homogeneous domination approach is used to deal with the nonlinearities in drift and diffusion terms; it is shown that the proposed output-feedback control law can guarantee that the closed-loop system is global finite-time stable in probability. Finally, simulation examples are carried out to demonstrate the effectiveness of the proposed control scheme.

Some properties of finite-time stable stochastic nonlinear systems

In this paper we study some properties of finite-time stable stochastic nonlinear systems. We begin by showing several continuous dependence theorems of solutions on initial values under some conditions on the coefficients of stochastic systems. We then derive some regular properties of its stochastic settling time for a finite-time stable stochastic nonlinear system. We show continuity, positive definiteness and boundedness of the expected stochastic settling time under appropriate conditions. Finally, a Lyapunov function is constructed by making use of the expectation of the stochastic settling time, and the infinitesimal generator of the stochastic system defined on the Lyapunov function is also given, and hence resulting in a converse Lyapunov theorem of finite-time stochastic stability.

Collateral, default penalties and almost finite-time solvency

We argue that it is possible to adapt the approach of imposing restrictions on available plans through finitely effective debt constraints, introduced by Levine and Zame (1996), to encompass models with default and collateral. Along this line, we introduce in the setting of Araujo, Páscoa and Torres-Martínez (2002) and Páscoa and Seghir (2008) the concept of almost finite-time solvency. We show that the conditions imposed in these two papers to rule out Ponzi schemes implicitly restrict actions to be almost finite-time solvent. We define the notion of equilibrium with almost finite-time solvency and look on sufficient conditions for its existence. Assuming a mild assumption on default penalties, namely that agents are myopic with respect to default penalties, we prove that existence is guaranteed (and Ponzi schemes are ruled out) when actions are restricted to be almost finite-time solvent. The proof is very simple and intuitive. In particular, the main existence results in Araujo et al. (2002) and Páscoa and Seghir (2008) are simple corollaries of our existence result.

UNIFORMLY ACCELERATED FINITE-TIME DETECTORS

The behavior of uniformly accelerated detectors in the Minkowski and Rindler vacua is analyzed when the detector is coupled to a scalar field during a finite amount of time T. We point out that the logarithmic ultraviolet divergences reported in the literature are due to the instantaneous switching of the detector. We explicitly show this by considering a detector switched on and off continuously. The usual Planckian spectrum for the excitation probability is recovered in the limit T --> infinity.

Local dimension and finite time prediction in spatiotemporal chaotic systems

Predictability is related to the uncertainty in the outcome of future events during the evolution of the state of a system. The cluster weighted modeling (CWM) is interpreted as a tool to detect such an uncertainty and used it in spatially distributed systems. As such, the simple prediction algorithm in conjunction with the CWM forms a powerful set of methods to relate predictability and dimension.

Local dimension and finite time prediction in coupled map lattices

Forecasting, for obvious reasons, often become the most important goal to be achieved. For spatially extended systems (e.g. atmospheric system) where the local nonlinearities lead to the most unpredictable chaotic evolution, it is highly desirable to have a simple diagnostic tool to identify regions of predictable behaviour. In this paper, we discuss the use of the bred vector (BV) dimension, a recently introduced statistics, to identify the regimes where a finite time forecast is feasible. Using the tools from dynamical systems theory and Bayesian modelling, we show the finite time predictability in two-dimensional coupled map lattices in the regions of low BV dimension. © Indian Academy of Sciences.

Finite-time synchronization of tunnel-diode-based chaotic oscillators

This paper addresses the problem of finite-time synchronization of tunnel diode based chaotic oscillators. After a brief investigation of its chaotic dynamics, we propose an active adaptive feedback coupling which accomplishes the synchronization of tunnel-diode-based chaotic systems with and without the presence of delay(s), basing ourselves on Lyapunov and on Krasovskii-Lyapunov stability theories. This feedback coupling could be applied to many other chaotic systems. A finite horizon can be arbitrarily established by ensuring that chaos synchronization is achieved at a pre-established time. An advantage of the proposed feedback coupling is that it is simple and easy to implement. Both mathematical investigations and numerical simulations followed by PSPICE experiment are presented to show the feasibility of the proposed method.

Finite time blow-up and breaking of solitary wind waves

The evolution of surface water waves in finite depth under wind forcing is reduced to an antidissipative Korteweg-de Vries-Burgers equation. We exhibit its solitary wave solution. Antidissipation accelerates and increases the amplitude of the solitary wave and leads to blow-up and breaking. Blow-up occurs in finite time for infinitely large asymptotic space so it is a nonlinear, dispersive, and antidissipative equivalent of the linear instability which occurs for infinite time. Due to antidissipation two given arbitrary and adjacent planes of constant phases of the solitary wave acquire different velocities and accelerations inducing breaking. Soliton breaking occurs in finite space in a time prior to the blow-up. We show that the theoretical growth in amplitude and the time of breaking are both testable in an existing experimental facility.

Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

A hierarchical strategy for real-time tracking on-board UAVs

In this paper, we present a real-time tracking strategy based on direct methods for tracking tasks on-board UAVs, that is able to overcome problems posed by the challenging conditions of the task: e.g. constant vibrations, fast 3D changes, and limited capacity on-board. The vast majority of approaches make use of feature-based methods to track objects. Nonetheless, in this paper we show that although some of these feature-based solutions are faster, direct methods can be more robust under fast 3D motions (fast changes in position), some changes in appearance, constant vibrations (without requiring any specific hardware or software for video stabilization), and situations where part of the object to track is out the field of view of the camera. The performance of the proposed strategy is evaluated with images from real-flight tests using different evaluation mechanisms (e.g. accurate position estimation using a Vicon sytem). Results show that our tracking strategy performs better than well known feature-based algorithms and well known configurations of direct methods, and that the recovered data is robust enough for vision-in-the-loop tasks.