Null controllability of an infinite dimensional SDE with state- and control-dependent noise

We consider a controlled stochastic linear differential equation with state- and control-dependent noise in a Hilbert space H. We investigate the relation between the null controllability of the equation and the existence of the solution of “singular” Riccati operator equations. Moreover, for a fixed interval of time, the null controllability is characterized in terms of the dual state. Examples of stochastic PDEs are also considered.     

Monomial reachability and zero controllability of discrete-time positive switched systems

In this paper, monomial reachability and zero controllability properties of discrete-time positive switched systems are investigated. Necessary and sufficient conditions for these properties to hold, together with some interesting examples and some testing algorithms, are provided.     

Null controllable region of LTI discrete-time systems with input saturation

We present a formula for the extremes of the null controllable region of a general LTI discrete-time system with bounded inputs. For an nth order system with only real poles (not necessarily distinct), the formula is simplified to an elementary matrix function, which in turn shows that the set of the extremes coincides with a set of trajectories of the time-reversed system under bang-bang controls with n−2 or less switches.     

Null controllability for a parabolic equation with nonlocal nonlinearities

In this paper, we establish a local null controllability result for a nonlinear parabolic PDE with nonlocal nonlinearities. The result relies on the (global) null controllability of similar linear equations and a fixed point argument. We also analyze other similar controllability problems and we present several open questions.     

On null controllability of linear systems in Banach spaces

Our aim here is to give characterizations for the null controllability of linear systems in general Banach spaces. The starting point of this paper is the work of Pengnian Chen and Huashu Qin (Systems Control Lett. 45 (2002) 155), which solves the problem of exact controllability. In fact, the results of (Systems Control Lett. 45 (2002) 155) say that, in case of setting in general Banach spaces, there are the same characterizations of exact controllability as in the case of reflexive Banach spaces. An open problem raised in (Systems Control Lett. 45 (2002) 155) is the validity of a similar result for null controllability. We give here a positive answer to this problem. However, it seems to us that the technique of (Systems Control Lett. 45 (2002) 155) does not work for null controllability, and, consequently, our approach is completely different.     

Null controllability of planar bimodal piecewise linear systems

This article investigates the null controllability of planar bimodal piecewise linear systems, which consist of two second order LTI systems separated by a line crossing through the origin. It is interesting to note that even when both subsystems are controllable in the classical sense, the whole piecewise linear system may be not null controllable. On the other hand, a piecewise linear system could be null controllable even when it has uncontrollable subsystems. First, the evolution directions from any non-origin state are studied from the geometric point of view, and it turns out that the directions usually span an open half space. Then, we derive an explicit and easily verifiable necessary and sufficient condition for a planar bimodal piecewise linear system to be null controllable. Finally, the article concludes with several numerical examples and discussions on the results and future work.     

Robust stabilization and guaranteed cost control for discrete-time linear systems by static output feedback

This paper proposes a systematic approach for the static output feedback control design for discrete-time uncertain linear systems. It is shown that if the open-loop system satisfies some particular structural conditions and the uncertainty has a specific structure, a static output feedback gain can be calculated easily, using a formula only involving the original system matrices. Among the conditions the system has to satisfy, the strongest one relies on a minimum phase argument. Square and nonsquare systems are considered. The performance problem through a quadratic criterion is also discussed (guaranteed cost control).     

Stochastic linear quadratic regulation for discrete-time linear systems with input delay

This paper considers the stochastic LQR problem for systems with input delay and stochastic parameter uncertainties in the state and input matrices. The problem is known to be difficult due to the presence of interactions among the delayed input channels and the stochastic parameter uncertainties in the channels. The key to our approach is to convert the LQR control problem into an optimization one in a Hilbert space for an associated backward stochastic model and then obtain the optimal solution to the stochastic LQR problem by exploiting the dynamic programming approach. Our solution is given in terms of two generalized Riccati difference equations (RDEs) of the same dimension as that of the plant.     

Observers for discrete-time nonlinear systems

The problem of observers for discrete-time nonlinear systems has been considered and a simple, easy-to-implement algorithm is given whose convergence properties are guaranteed for autonomous and forced systems. Some numerical examples show the effectiveness of the proposed observer.     

On the controllability and observability of discrete-time linear time-delay systems

This article studies the controllability and observability of discrete-time linear time-delay systems, so that the two properties can play a more fundamental role in system analysis before controller and observer design is engaged. Complete definitions of controllability and observability, which imply the stabilisability and detectability, respectively, and determine the feasibility of eigenvalue assignment, are proposed for systems with delays in both state variables and input/output signals. Necessary and sufficient criteria are developed to check the controllability and observability efficiently. The proofs are based on the equivalent expanded system, but the criteria only involve the delays and matrices of the same dimension as the original system. Finally, the duality between the suggested controllability and observability is presented.     

On controllability and near-controllability of discrete-time inhomogeneous bilinear systems without drift

In this paper, controllability and near-controllability of discrete-time inhomogeneous bilinear systems without drift are studied. Necessary and sufficient conditions for controllability and near-controllability of the systems are respectively presented. In particular, algorithms for computing the control inputs to achieve the transition of a given pair of states for the controllable systems and nearly controllable systems are also provided. Examples are shown to demonstrate the conceptions and results of the paper.     

A second-order maximum principle for discrete-time bilinear control systems with applications to discrete-time linear switched systems

A powerful approach for analyzing the stability of continuous-time switched systems is based on using optimal control theory to characterize the “most unstable” switching law. This reduces the problem of determining stability under arbitrary switching to analyzing stability for the specific “most unstable” switching law. For discrete-time switched systems, the variational approach received considerably less attention. This approach is based on using a first-order necessary optimality condition in the form of a maximum principle (MP), and typically this is not enough to completely characterize the “most unstable” switching law. In this paper, we provide a simple and self-contained derivation of a second-order necessary optimality condition for discrete-time bilinear control systems. This provides new information that cannot be derived using the first-order MP. We demonstrate several applications of this second-order MP to the stability analysis of discrete-time linear switched systems.     

Exact boundary controllability results for a Rao–Nakra sandwich beam

The Rao–Nakra model of a three layer sandwich beam is analyzed for exact boundary controllability. The damped and undamped cases are considered. The multiplier method is used to obtain required observability inequalities that imply controllability. It is shown that if the control time T is large enough, under certain other parametric restrictions, the system is exactly controllable.     

Linear quadratic regulation for linear time-varying systems with multiple input delays

This paper studies the classic linear quadratic regulation (LQR) problem for both continuous-time and discrete-time systems with multiple input delays. For discrete-time systems, the LQR problem for systems with single input delay has been studied in existing literature, whereas a solution to the multiple input delay case is not known to our knowledge. For continuous-time systems with multiple input delays, the LQR problem has been tackled via an infinite dimensional system theory approach and a frequency/time domain approach. The objective of the present paper is to give an explicit solution to the LQR problem via a simple and intuitive approach. The main contributions of the paper include a fundamental result of duality between the LQR problem for systems with multiple input delays and a smoothing problem for an associated backward stochastic system. The duality allows us to obtain a solution to the LQR problem via standard projection in linear space. The LQR controller is simply constructed by the solution of one backward Riccati difference (for the discrete-time case) or differential (for the continuous-time case) equation of the same order as the plant (ignoring the delays).     

Kalman filtering for multiple time-delay systems

This paper is to study the linear minimum variance estimation for discrete-time systems with instantaneous and l-time delayed measurements by using re-organized innovation analysis. A simple approach to the problem is presented in this paper. It is shown that the derived estimator involves solving l+1 different standard Kalman filtering with the same dimension as the original system.     

Controllability for a Class of Parallelly Connected Polynomial Systems

Null controllability for a class of parallelly connected discrete-time polynomial systems is considered. We prove for this class of systems that a necessary and sufficient condition for null controllability of the parallel connection is that all its subsystems are null controllable. Consequently, the controllability test splits into a number of easy-to-check tests for the subsystems. The test for complete controllability is also presented and it is subtly different from the null controllability test. A similar statement is then given for complete controllability of a class of parallelly connected continuous-time polynomial systems. The result is somewhat unexpected when compared with the classical linear systems result. We identify the phenomenon which shows the difference between the linear and nonlinear cases. Date received: January 22, 1997. Date revised: January 14, 1998.     

Solving the infinite-dimensional discrete-time algebraic riccati equation using the extended symplectic pencil

In this paper we present results about the algebraic Riccati equation (ARE) and a weaker version of the ARE, the algebraic Riccati system (ARS), for infinite-dimensional, discrete-time systems. We introduce an operator pencil, associated with these equations, the so-called extended symplectic pencil (ESP). We present a general form for all linear bounded solutions of the ARS in terms of the deflating subspaces of the ESP. This relation is analogous to the results of the Hamiltonian approach for the continuous-time ARE and to the symplectic pencil approach for the finite-dimensional discrete-time ARE. In particular, we show that there is a one-to-one relation between deflating subspaces with a special structure and the solutions of the ARS. Using the relation between the solutions of the ARS and the deflating subspaces of the ESP, we give characterizations of self-adjoint, nonnegative, and stabilizing solutions. In addition we give criteria for the discrete-time, infinite-dimensional ARE to have a maximal self-adjoint solution. Furthermore, we consider under which conditions a solution of the ARS satisfies the ARE as well.     

Input-output-to-state stability for discrete-time systems

This paper presents Lyapunov characterizations of uniform output-to-state stability and uniform input-output-to-state stability (IOSS) (with respect to disturbances) for discrete-time (DT) nonlinear systems. We show the equivalence of the following three properties for DT systems: uniform IOSS, existence of a smooth Lyapunov function for uniform IOSS, and existence of a (state-)norm estimator. This equivalence result is a DT counterpart of Krichman et al. [2001. Input-output-to-state stability. SIAM Journal on Control and Optimization 39, 1874-1928. Theorem 2.4] and a generalization of Jiang and Wang [2002. A converse Lyapunov theorem for discrete-time systems with disturbances. Systems and Control Letters 45, 49-58. Theorem 1.1] and Jiand and Wang [2001. Input-to-state stability for discrete-time nonlinear systems. Automatica 37, 857-869. Theorem 1, 1⇔4].