Parameter-dependent Lyapunov functions for state-derivative feedback control in polytopic linear systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Robust state-derivative feedback LMI-based designs for multivariable linear systems

In some practical problems, for instance in the control systems for the suppression of vibration in mechanical systems, the state-derivative signals are easier to obtain than the state signals. New necessary and sufficient linear matrix inequalities (LMI) conditions for the design of state-derivative feedback for multi-input (MI) linear systems are proposed. For multi-input/multi-output (MIMO) linear time-invariant or time-varying plants, with or without uncertainties in their parameters, the proposed methods can include in the LMI-based control designs the specifications of the decay rate, bounds on the output peak, and bounds on the state-derivative feedback matrix K. These design procedures allow new specifications and also, they consider a broader class of plants than the related results available in the literature. The LMIs, when feasible, can be efficiently solved using convex programming techniques. Practical applications illustrate the efficiency of the proposed methods.

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.

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).

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.

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.

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.

Piecewise Linear Systems with Closed Sliding Poly-Trajectories

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

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Wow! Linear systems and signal processing is fun!

We describe a recent offering of a linear systems and signal processing course for third-year electrical and computer engineering students. This course is a pre-requisite for our first digital signal processing course. Students have traditionally viewed linear systems courses as mathematical and extremely difficult. Without compromising the rigor of the required concepts, we strived to make the course fun, with application-based hands-on laboratory projects. These projects can be modified easily to meet specific instructors' preferences. © 2011 IEEE.(17 refs)

A general stability criterion for switched linear systems having stable and unstable subsystems

We report conditions on a switching signal that guarantee that solutions of a switched linear systems converge asymptotically to zero. These conditions are apply to continuous, discrete-time and hybrid switched linear systems, both those having stable subsystems and mixtures of stable and unstable subsystems.