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.

On switched control design of linear time-invariant systems with polytopic uncertainties

This paper proposes a new switched control design method for some classes of linear time-invariant systems with polytopic uncertainties. This method uses a quadratic Lyapunov function to design the feedback controller gains based on linear matrix inequalities (LMIs). The controller gain is chosen by a switching law that returns the smallest value of the time derivative of the Lyapunov function. The proposed methodology offers less conservative alternative than the well-known controller for uncertain systems with only one state feedback gain. The control design of a magnetic levitator illustrates the procedure. © 2013 Wallysonn A. de Souza et al.

A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems

n this work, a mathematical unifying framework for designing new fault detection schemes in nonlinear stochastic continuous-time dynamical systems is developed. These schemes are based on a stochastic process, called the residual, which reflects the system behavior and whose changes are to be detected. A quickest detection scheme for the residual is proposed, which is based on the computed likelihood ratios for time-varying statistical changes in the Ornstein–Uhlenbeck process. Several expressions are provided, depending on a priori knowledge of the fault, which can be employed in a proposed CUSUM-type approximated scheme. This general setting gathers different existing fault detection schemes within a unifying framework, and allows for the definition of new ones. A comparative simulation example illustrates the behavior of the proposed schemes.

Asymptotic theory of time varying networks with memory and heterogeneous activation pattern

In this thesis work we develop a new generative model of social networks belonging to the family of Time Varying Networks. The importance of correctly modelling the mechanisms shaping the growth of a network and the dynamics of the edges activation and inactivation are of central importance in network science. Indeed, by means of generative models that mimic the real-world dynamics of contacts in social networks it is possible to forecast the outcome of an epidemic process, optimize the immunization campaign or optimally spread an information among individuals. This task can now be tackled taking advantage of the recent availability of large-scale, high-quality and time-resolved datasets. This wealth of digital data has allowed to deepen our understanding of the structure and properties of many real-world networks. Moreover, the empirical evidence of a temporal dimension in networks prompted the switch of paradigm from a static representation of graphs to a time varying one. In this work we exploit the Activity-Driven paradigm (a modeling tool belonging to the family of Time-Varying-Networks) to develop a general dynamical model that encodes fundamental mechanism shaping the social networks' topology and its temporal structure: social capital allocation and burstiness. The former accounts for the fact that individuals does not randomly invest their time and social interactions but they rather allocate it toward already known nodes of the network. The latter accounts for the heavy-tailed distributions of the inter-event time in social networks. We then empirically measure the properties of these two mechanisms from seven real-world datasets and develop a data-driven model, analytically solving it. We then check the results against numerical simulations and test our predictions with real-world datasets, finding a good agreement between the two. Moreover, we find and characterize a non-trivial interplay between burstiness and social capital allocation in the parameters phase space. Finally, we present a novel approach to the development of a complete generative model of Time-Varying-Networks. This model is inspired by the Kaufman's adjacent possible theory and is based on a generalized version of the Polya's urn. Remarkably, most of the complex and heterogeneous feature of real-world social networks are naturally reproduced by this dynamical model, together with many high-order topological properties (clustering coefficient, community structure etc.).

Neural networks for time-varying data

This paper reviews some basic issues and methods involved in using neural networks to respond in a desired fashion to a temporally-varying environment. Some popular network models and training methods are introduced. A speech recognition example is then used to illustrate the central difficulty of temporal data processing: learning to notice and remember relevant contextual information. Feedforward network methods are applicable to cases where this problem is not severe. The application of these methods are explained and applications are discussed in the areas of pure mathematics, chemical and physical systems, and economic systems. A more powerful but less practical algorithm for temporal problems, the moving targets algorithm, is sketched and discussed. For completeness, a few remarks are made on reinforcement learning.

A methodology to estimate time varying user responses to travel time and travel time reliability in a road pricing environment

Road pricing has emerged as an effective means of managing road traffic demand while simultaneously raising additional revenues to transportation agencies. Research on the factors that govern travel decisions has shown that user preferences may be a function of the demographic characteristics of the individuals and the perceived trip attributes. However, it is not clear what are the actual trip attributes considered in the travel decision- making process, how these attributes are perceived by travelers, and how the set of trip attributes change as a function of the time of the day or from day to day. In this study, operational Intelligent Transportation Systems (ITS) archives are mined and the aggregated preferences for a priced system are extracted at a fine time aggregation level for an extended number of days. The resulting information is related to corresponding time-varying trip attributes such as travel time, travel time reliability, charged toll, and other parameters. The time-varying user preferences and trip attributes are linked together by means of a binary choice model (Logit) with a linear utility function on trip attributes. The trip attributes weights in the utility function are then dynamically estimated for each time of day by means of an adaptive, limited-memory discrete Kalman filter (ALMF). The relationship between traveler choices and travel time is assessed using different rules to capture the logic that best represents the traveler perception and the effect of the real-time information on the observed preferences. The impact of travel time reliability on traveler choices is investigated considering its multiple definitions. It can be concluded based on the results that using the ALMF algorithm allows a robust estimation of time-varying weights in the utility function at fine time aggregation levels. The high correlations among the trip attributes severely constrain the simultaneous estimation of their weights in the utility function. Despite the data limitations, it is found that, the ALMF algorithm can provide stable estimates of the choice parameters for some periods of the day. Finally, it is found that the daily variation of the user sensitivities for different periods of the day resembles a well-defined normal distribution.

MDP periodically time-varying convolutional codes

In this paper we use some classical ideas from linear systems theory to analyse convolutional codes. In particular, we exploit input-state-output representations of periodic linear systems to study periodically time-varying convolutional codes. In this preliminary work we focus on the column distance of these codes and derive explicit necessary and sufficient conditions for an (n, 2, 1) periodically time-varying convolutional code to have Maximum Distance Profile (MDP).

Refined Jensen-based inequality approach to stability analysis of time-delay systems

© 2015 The Institution of Engineering and Technology. In this study, the authors derive some new refined Jensen-based inequalities, which encompass both the Jensen inequality and its most recent improvement based on the Wirtinger integral inequality. The potential capability of this approach is demonstrated through applications to stability analysis of time-delay systems. More precisely, by using the newly derived inequalities, they establish new stability criteria for two classes of time-delay systems, namely discrete and distributed constant delays systems and interval time-varying delay systems. The resulting stability conditions are derived in terms of linear matrix inequalities, which can be efficiently solved by various convex optimisation algorithms. Numerical examples are given to show the effectiveness and least conservativeness of the results obtained in this study.

Non-linear observer design for a class of singular time-delay systems with Lipschitz non-linearities

In this paper, we consider a class of time-delay singular systems with Lipschitz non-linearities. A method of designing full-order observers for the systems is presented which can handle non-linearities with large-Lipschitz constants. The Lipschitz conditions are reformulated into linear parameter varying systems, then the Lyapunov–Krasovskii approach and the convexity principle are applied to study stability of the new systems. Furthermore, the observers design does not require the assumption of regularity for singular systems. In case the systems are non-singular, a reduced-order observers design is proposed instead. In both cases, synthesis conditions for the observers designs are derived in terms of linear matrix inequalities which can be solved efficiently by numerical methods. The efficiency of the obtained results is illustrated by two numerical examples.

Stability analysis of a general family of nonlinear positive discrete time-delay systems

In this paper, we propose a new approach to analyse the stability of a general family of nonlinear positive discrete time-delay systems. First, we introduce a new class of nonlinear positive discrete time-delay systems, which generalises some existing discrete time-delay systems. Second, through a new technique that relies on the comparison and mathematical induction method, we establish explicit criteria for stability and instability of the systems. Three numerical examples are given to illustrate the feasibility of the obtained results.

An LMI-based functional estimation scheme of large-scale time-delay systems with strong interconnections

In this paper, the problem of distributed functional state observer design for a class of large-scale interconnected systems in the presence of heterogeneous time-varying delays in the interconnections and the local state vectors is considered. The resulting observer scheme is suitable for strongly coupled subsystems with multiple time-varying delays, and is shown to give better results for systems with very strong interconnections while only some mild existence conditions are imposed. A set of existence conditions are derived along with a computationally simple observer constructive procedure. Based on the Lyapunov-Krasovskii functional method (LKF) in the framework of linear matrix inequalities (LMIs), delay-dependent conditions are derived to obtain the observer parameters ensuring the exponential convergence of the observer error dynamics. The effectiveness of the obtained results is illustrated and tested through a numerical example of a three-area interconnected system.

New inequality-based approach to passivity analysis of neural networks with interval time-varying delay

This paper is concerned with the problem of passivity analysis of neural networks with an interval time-varying delay. Unlike existing results in the literature, the time-delay considered in this paper is subjected to interval time-varying without any restriction on the rate of change. Based on novel refined Jensen inequalities and by constructing an improved Lyapunov-Krasovskii functional (LKF), which fully utilizes information of the neuron activation functions, new delay-dependent conditions that ensure the passivity of the network are derived in terms of tractable linear matrix inequalities (LMIs) which can be effectively solved by various computational tools. The effectiveness and improvement over existing results of the proposed method in this paper are illustrated through numerical examples.

Predictive motion planning for AUVs subject to strong time-varying currents and forecasting uncertainties

This paper presents a novel path planning method for minimizing the energy consumption of an autonomous underwater vehicle subjected to time varying ocean disturbances and forecast model uncertainty. The algorithm determines 4-Dimensional path candidates using Nonlinear Robust Model Predictive Control (NRMPC) and solutions optimised using A∗-like algorithms. Vehicle performance limits are incorporated into the algorithm with disturbances represented as spatial and temporally varying ocean currents with a bounded uncertainty in their predictions. The proposed algorithm is demonstrated through simulations using a 4-Dimensional, spatially distributed time-series predictive ocean current model. Results show the combined NRMPC and A∗ approach is capable of generating energy-efficient paths which are resistant to both dynamic disturbances and ocean model uncertainty.

Exponential stability of time-delay systems via new weighted integral inequalities

In this paper, new weighted integral inequalities (WIIs) are first derived based on Jensen's integral inequalities in single and double forms. It is theoretically shown that the newly derived inequalities in this paper encompass both the Jensen inequality and its most recent improvement based on Wirtinger's integral inequality. The potential capability of WIIs is demonstrated through applications to exponential stability analysis of some classes of time-delay systems in the framework of linear matrix inequalities (LMIs). The effectiveness and least conservativeness of the derived stability conditions using WIIs are shown by various numerical examples.

Componentwise ultimate bounds for positive discrete time-delay systems perturbed by interval disturbances

This paper presents a method to derive componentwise ultimate upper bounds and componentwise ultimate lower bounds for linear positive systems with time-varying delays and bounded disturbances. The disturbance vector is assumed to vary within a known interval whose lower bound may be different from zero. We first derive a sufficient condition for the existence of componentwise ultimate bounds. This condition is given in terms of the spectral radius of the system matrices which is easy to check and allows us to compute directly both the smallest componentwise ultimate upper bound and the largest componentwise ultimate lower bound. Then, by using the comparison method, we extend the obtained result to a class of nonlinear time-delay systems which has linear positive bounds. Two numerical examples are given to illustrate the effectiveness of the obtained results.