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.

A Novel Design Method for SOGI-PLL for Minimum Settling Time and Low Unit Vector Distortion

Phase-locked loops (PLLs) are necessary in grid connected systems to obtain information about the frequency, amplitude and phase of the grid voltage. In stationary reference frame control, the unit vectors of PLLs are used for reference generation. It is important that the PLL performance is not affected significantly when grid voltage undergoes amplitude and frequency variations. In this paper, a novel design for the popular single-phase PLL topology, namely the second-order generalized integrator (SOGI) based PLL is proposed which achieves minimum settling time during grid voltage amplitude and frequency variations. The proposed design achieves a settling time of less than 27.7 ms. This design also ensures that the unit vectors generated by this PLL have a steady state THD of less than 1% during frequency variations of the grid voltage. The design of the SOGI-PLL based on the theoretical analysis is validated by experimental results.

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.

Stochastic knock detection model for spark ignited engines

This report presents the development of a Stochastic Knock Detection (SKD) method for combustion knock detection in a spark-ignition engine using a model based design approach. Knock Signal Simulator (KSS) was developed as the plant model for the engine. The KSS as the plant model for the engine generates cycle-to-cycle accelerometer knock intensities following a stochastic approach with intensities that are generated using a Monte Carlo method from a lognormal distribution whose parameters have been predetermined from engine tests and dependent upon spark-timing, engine speed and load. The lognormal distribution has been shown to be a good approximation to the distribution of measured knock intensities over a range of engine conditions and spark-timings for multiple engines in previous studies. The SKD method is implemented in Knock Detection Module (KDM) which processes the knock intensities generated by KSS with a stochastic distribution estimation algorithm and outputs estimates of high and low knock intensity levels which characterize knock and reference level respectively. These estimates are then used to determine a knock factor which provides quantitative measure of knock level and can be used as a feedback signal to control engine knock. The knock factor is analyzed and compared with a traditional knock detection method to detect engine knock under various engine operating conditions. To verify the effectiveness of the SKD method, a knock controller was also developed and tested in a model-in-loop (MIL) system. The objective of the knock controller is to allow the engine to operate as close as possible to its border-line spark-timing without significant engine knock. The controller parameters were tuned to minimize the cycle-to-cycle variation in spark timing and the settling time of the controller in responding to step increase in spark advance resulting in the onset of engine knock. The simulation results showed that the combined system can be used adequately to model engine knock and evaluated knock control strategies for a wide range of engine operating conditions.

Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.

Contributions to time series data mining departing from the problem of road travel time modeling

194 p.

A fast-settling frequency-presetting PLL frequency synthesizer with process variation compensation and spur reduction

This paper proposes a fast-settling frequency-presetting PLL frequency synthesizer. A mixed-signal VCO and a digital processor are developed to accurately preset the frequency of VCO and greatly reduce the settling time. An auxiliary tuning loop is introduced in order to reduce reference spur caused by leakage current. The digital processor can automatically compensate presetting frequency variation with process and temperature, and control the operation of the auxiliary tuning loop. A 1.2 GHz integer-N synthesizer with 1 MHz reference input Was implemented in a 0.18μm process. The measured results demonstrate that the typical settling time of the synthesizer is less than 3μs,and the phase noise is -108 dBc/Hz@1MHz.The reference spur is -52 dBc.

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

Settling analysis of MOS regulated current mirrors applied to micropower D/A converters

This paper provides an insight to the trade-off between settling time and power consumption in regulated current mirrors as building parts in micropower current-switching D/A converters. The regulation-loop frequency characteristic is obtained and difficulties to impose a dominant-pole condition to the resulting 2nd-order system are evaluated. Raising pole frequencies in micropower circuits, while meeting consumption requirements, is basically limited by parasitic capacitances. For such cases, an alternative is to impose a twin-pole condition in which design constraints are somewhat relieved and settling slightly improved. Relationships between pole frequencies, transistor geometry and bias are established and design guidelines for regulated current mirrors founded. By placing loop-transistors in either weak or strong inversion, small (W/L) ratios are allowed and stray capacitances reduced. Simulated waveforms suggest a good agreement with theory. The proposed approach applied to the design of a micropower current-mode D/A converter improves both simulated and experimental settling performance.

Minimum time control for multiphase buck converter: analysis and application

The combination of minimum time control and multiphase converter is a favorable option for dc-dc converters in applications where output voltage variation is required, such as RF amplifiers and dynamic voltage scaling in microprocessors, due to their advantage of fast dynamic response. In this paper, an improved minimum time control approach for multiphase buck converter that is based on charge balance technique, aiming at fast output voltage transition is presented. Compared with the traditional method, the proposed control takes into account the phase delay and current ripple in each phase. Therefore, by investigating the behavior of multiphase converter during voltage transition, it resolves the problem of current unbalance after the transient, which can lead to long settling time of the output voltage. The restriction of this control is that the output voltage that the converter can provide is related to the number of the phases, because only the duty cycles at which the multiphase converter has total ripple cancellation are used in this approach. The model of the proposed control is introduced, and the design constraints of the buck converters filter for this control are discussed. In order to prove the concept, a four-phase buck converter is implemented and the experimental results that validate the proposed control method are presented. The application of this control to RF envelope tracking is also presented in this paper.

Probabilistic DHP adaptive critic for nonlinear stochastic control systems

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.

Sequential design of decentralized control systems

Our main result is a new sequential method for the design of decentralized control systems. Controller synthesis is conducted on a loop-by-loop basis, and at each step the designer obtains an explicit characterization of the class C of all compensators for the loop being closed that results in closed-loop system poles being in a specified closed region D of the s-plane, instead of merely stabilizing the closed-loop system. Since one of the primary goals of control system design is to satisfy basic performance requirements that are often directly related to closed-loop pole location (bandwidth, percentage overshoot, rise time, settling time), this approach immediately allows the designer to focus on other concerns such as robustness and sensitivity. By considering only compensators from class C and seeking the optimum member of that set with respect to sensitivity or robustness, the designer has a clearly-defined limited optimization problem to solve without concern for loss of performance. A solution to the decentralized tracking problem is also provided. This design approach has the attractive features of expandability, the use of only 'local models' for controller synthesis, and fault tolerance with respect to certain types of failure.

A fractional order proportional integral controller for path following and trajectory tracking of miniature air vehicles

In this paper, a fractional order proportional-integral controller is developed for a miniature air vehicle for rectilinear path following and trajectory tracking. The controller is implemented by constructing a vector field surrounding the path to be followed, which is then used to generate course commands for the miniature air vehicle. The fractional order proportional-integral controller is simulated using the fundamentals of fractional calculus, and the results for this controller are compared with those obtained for a proportional controller and a proportional integral controller. In order to analyze the performance of the controllers, four performance metrics, namely (maximum) overshoot, control effort, settling time and integral of the timed absolute error cost, have been selected. A comparison of the nominal as well as the robust performances of these controllers indicates that the fractional order proportional-integral controller exhibits the best performance in terms of ITAE while showing comparable performances in all other aspects.

Differential Multi-phase DLL for Reconfigurable Radio Frequency Synthesizer

A multi phase, delay-locked loop (DLL) based frequency synthesizer is designed for harmonic rejection mixing in reconfigurable radios. This frequency synthesizer uses a 1 GHz input reference frequency, and achieves <= 20ns settling time by utilizing a wide loop bandwidth. The circuit has been designed in 0.13-mu m CMOS technology. It is designed for a frequency range of 500 MHz to 3 GHz with stuck/harmonic lock removal assist. Index Terms-stuck lock, harmonic lock, delay-locked loops, multi phase, phase detector, frequency synthesis

An out-of-plane linear motion measurement system based on optical beam deflection

Measurement of out-of-plane linear motion with high precision and bandwidth is indispensable for development of precision motion stages and for dynamic characterization of mechanical structures. This paper presents an optical beam deflection (OBD) based system for measurement of out-of-plane linear motion for fully reflective samples. The system also achieves nearly zero cross-sensitivity to angular motion, and a large working distance. The sensitivities to linear and angular motion are analytically obtained and employed to optimize the system design. The optimal shot-noise limited resolution is shown to be less than one angstrom over a bandwidth in excess of 1 kHz. Subsequently, the system is experimentally realized and the sensitivities to out-of-plane motions are calibrated using a novel strategy. The linear sensitivity is found to be in agreement with theory. The angular sensitivity is shown to be over 7.5-times smaller than that of conventional OBD. Finally, the measurement system is employed to measure the transient response of a piezo-positioner, and, with the aid of an open-loop controller, reduce the settling time by about 90%. It is also employed to operate the positioner in closed-loop and demonstrate significant minimization of hysteresis and positioning error.