Finding common quadratic Lyapunov functions for switched linear systems using particle swarm optimisation

It is undoubtedly important to be able to ensure the existence of a common quadratic Lyapunov function (CQLF) for a given switched system because this is proof of its asymptotic stability, but equally important is the ability to calculate it in order to obtain more specific information about the behaviour of the switched system under analysis. This article describes the development of a new methodology for calculating a CQLF based on particle swarm optimisation (PSO) once the existence of a CQLF has been assured. Several comparative analyses are presented to show the strengths and advantages of the proposed methodology.     

A result on common quadratic Lyapunov functions

In this note, we define strong and weak common quadratic Lyapunov functions (CQLFs) for sets of linear time-invariant (LTI) systems. We show that the simultaneous existence of a weak CQLF of a special form, and the nonexistence of a strong CQLF, for a pair of LTI systems, is characterized by easily verifiable algebraic conditions. These conditions are found to play an important role in proving the existence of strong CQLFs for general LTI systems.     

Delay-dependent approach to robust <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> filtering for discrete-time singular systems with multiple time-varying delays and polytopic uncertainties

A delay-dependent approach to robust H _∞ filtering is proposed for discrete-time singular systems with multiple time-varying delays and polytopic uncertainties. The delays are interval time-varying delays and uncertainties are a convex compact set of polytopic types. The aim of the designed filter is to guarantee regular, causal, asymptotic stability with H _∞ norm bound of filtering error singular systems. By establishing a finite sum inequality based on quadratic terms, a new delay-dependent bounded lemma (BL) for singular systems with interval time-varying delays is proposed. Based on the result, the existence condition of the robust H _∞ filter and the filter design method are presented in terms of linear matrix inequality (LMI). Finally, two examples are also given to illustrate the effectiveness of the proposed methodology.     

一类稳定矩阵的共同二次李雅谱诺夫函数的构造

Nerendra 和 Balakrishnan对一组两两可交换的稳定矩阵提出了计算其共同二次李雅谱诺夫函数的方法。本文修改了此方法，并运用于一组两两不可交换的稳定矩阵的共同二次李雅谱诺夫函数的计算。     

Constrained piecewise linear systems with disturbances: Controller design via convex invariant sets

This paper presents two control strategies under the time optimal control and model predictive control frameworks for constrained piecewise linear systems with bounded disturbances (PWLBD systems). Each of the proposed approaches uses an inner convex polytopal approximation of the non‐convex domains of attraction and results in simplified control laws that can be determined off‐line via multi‐parametric programming. These control strategies rely on invariant sets of PWLBD systems. Thereby, approaches for the computation of the disturbance invariant outer bounds of the minimal disturbance invariant set, F_∞, and convex polytopal disturbance invariant sets are presented. The effectiveness of the approaches is assessed through numerical examples. Copyright © 2007 John Wiley & Sons, Ltd.     

Robust filtering for a class of nonlinear stochastic systems with probability constraints

This paper is concerned with the probability-constrained filtering problem for a class of time-varying nonlinear stochastic systems with estimation error variance constraint. The stochastic nonlinearity considered is quite general that is capable of describing several well-studied stochastic nonlinear systems. The second-order statistics of the noise sequence are unknown but belong to certain known convex set. The purpose of this paper is to design a filter guaranteeing a minimized upper-bound on the estimation error variance. The existence condition for the desired filter is established, in terms of the feasibility of a set of difference Riccati-like equations, which can be solved forward in time. Then, under the probability constraints, a minimax estimation problem is proposed for determining the suboptimal filter structure that minimizes the worst-case performance on the estimation error variance with respect to the uncertain second-order statistics. Finally, a numerical example is presented to show the effectiveness and applicability of the proposed method.     

Robust mixed H 2/H ∞ filtering for discrete-time delay fuzzy systems

A robust mixed H ₂/H∞ filtering problem for discrete-time fuzzy systems subject to parameter uncertainties and multiple time-varying delays in state variables is addressed in this paper. The uncertain systems are expressed as Takagi-Sugeno fuzzy models with linear nominal parts and norm-bounded uncertainties. The main objective is to design a stable filter which minimizes a guaranteed cost index and achieves a prescribed H∞ performance under worst-case disturbance. Based on Lyapunov theory, sufficient conditions guaranteeing stability and achieving prescribed performances are stated in terms of LMIs. Therefore, stable filters are obtained with existing convex algorithms. Lastly, two examples are given to illustrate the proposed design methodology.     

Constrained exact controllability of semilinear systems

In the paper infinite-dimensional dynamical control systems described by semilinear abstract differential equations are considered. Using a generalized open-mapping theorem, sufficient conditions for constrained exact local controllability are formulated and proved. It is generally assumed, that the values of admissible controls are in a convex and closed cone with vertex at zero. Constrained exact local controllability of semilinear abstract second-order dynamical systems are also formulated and proved. As an illustrative example, constrained exact local controllability problem for semilinear hyperbolic type distributed parameters dynamical system is solved in details. Some remarks and comments on the existing results for controllability of nonlinear dynamical systems are also presented.     

Performance control for interconnection of identical systems: Application to PLL network design

In this paper, the problem of the control law design for interconnected identical systems ensuring the global stability and the global performance properties is under consideration. Inspired by the decentralized control law design methodology using the dissipativity input–output approach, the problem is reduced to the problem of satisfying two conditions: (i) the condition on the interconnection and (ii) the condition on the local subsystem dynamics. Both problems are efficiently solved applying a (quasi‐) convex LMI optimization and standard H_∞ synthesis. The proposed design methodology is applied to the control law design of a synchronous PLL network. Copyright © 2014 John Wiley & Sons, Ltd.     

Robust state feedback synthesis for control of non-square multivariable nonlinear systems

In this paper, a robust nonlinear controller is designed in the Input/Output (I/O) linearization framework, for non-square multivariable nonlinear systems that have more inputs than outputs and are subject to parametric uncertainty. A nonlinear state feedback is synthesized that approximately linearizes the system in an I/O sense by solving a convex optimization problem online. A robust controller is designed for the linear uncertain subsystem using a multi-model H₂/H_∞ synthesis approach to ensure robust stability and performance of non-square multivariable, nonlinear systems. This methodology is illustrated via simulation of a regulation problem in a continuous stirred tank reactor.     

On the Stability of Switched Positive Linear Systems

It was recently conjectured that the Hurwitz stability of the convex hull of a set of Metzler matrices is a necessary and sufficient condition for the asymptotic stability of the associated switched linear system under arbitrary switching. In this note, we show that (1) this conjecture is true for systems constructed from a pair of second-order Metzler matrices; (2) the conjecture is true for systems constructed from an arbitrary finite number of second-order Metzler matrices; and (3) the conjecture is in general false for higher order systems. The implications of our results, both for the design of switched positive linear systems, and for research directions that arise as a result of our work, are discussed toward the end of the note.     

Generalized STWS technique for higher order time-varying singular systems

A study of different higher-order time-varying singular systems of initial value problems (IVPs) using the generalized single-term Walsh series (STWS technique) is presented. The existing STWS technique is used to solve IVPs of first- and second-order systems and is extended to determine discrete solutions for the systems of IVPs of any higher order n with p variables. The effectiveness of the technique is demonstrated by using it to find discrete solutions for time-varying singular systems of different orders.     

A comment on ‘A time-varying sliding surface for fast and robust tracking control of second-order uncertain systems’

In a recent paper, Seung-Bok Choi, Dong-Won Park and Suhada Jayasuriya (Automatica, 30, 899–904, 1994) have presented a stepwise time-varying sliding surface for variable structure control of a class of second-order uncertain systems. As the surface does not truly guarantee insensitivity of the systems to parameter variations and external disturbances, in this comment we propose a continuously time-varying surface that allows faster tracking and really guarantees robust behaviour of the systems.     

H∞ output feedback control for stochastic systems with randomly occurring convex‐bounded uncertainties and channel fadings

In this paper, the H_∞ output feedback control problem for a class of stochastic discrete‐time systems with randomly occurring convex‐bounded uncertainties and channel fadings is investigated. A sequence of mutually independent random variables with known probabilistic distributions are utilized to describe the randomness that convex‐bounded uncertainties appear in practical systems. The measurements with channel fadings are given by a stochastic Rice fading model which is regulated by a set of random variables with certain probability density functions. The purpose of this paper is to design an output feedback controller such that the closed‐loop control system is asymptotically stable with a prescribed H_∞ performance level. The less conservative results are obtained by employing the stochastic Lyapunov technique. Numerical examples are presented to illustrate effectiveness of the proposed approach.     

Improved stability conditions for uncertain neutral-type systems with time-varying delays

This paper investigates the robust stability problem for a class of uncertain neutral-type delayed systems. The systems under consideration contain parameter uncertainties and time-varying delays. We aim at designing less conservative robust stability criteria for such systems. A new second-order reciprocally convex inequality is first proposed in order to deal with double integral terms. Then, by constructing a new Lyapunov– Krasovskii functional and employing the improved Wirtinger-based integral inequality and the reciprocally convex combination approaches, novel stability criteria are obtained. Moreover, the stability conditions for standard time-delay system are obtained as by-product results. Comparisons in three numerical examples illustrate the effectiveness of our results.     

二阶智能体的分布式非光滑资源分配算法

分布式资源分配问题旨在满足局部约束下完成一定量资源分配的同时使全局成本函数最小.首先,针对无向连通网络下二阶积分器型线性智能体系统,结合Karush-Kuhn-Tucker条件,提出一种初始值任意的分布式优化算法,其中,全局等式约束对偶变量实现比例积分控制,局部凸函数不等式约束对偶变量实现自动获取.当全局成本函数为非光滑凸函数时,借助集值LaSalle不变性原理理论证明所提出算法渐近收敛到全局最优解.其次,将所提出算法推广至无向连通网络下参数未知的Euler-Lagrange多智能体系统.当全局成本函数为非光滑凸函数时,借助Barbalat引理理论证明所提出算法渐近收敛到全局最优解.最后,通过数值仿真验证了所提算法的有效性.     

Jacobi and Gauss-Seidel Iterations for Polytopic Systems: Convergence via Convex M-Matrices

A natural generalization of the Jacobi and Gauss-Seidel iterations for interval systems is to allow the matrices to reside in convex polytopes. In order to apply the standard convergence criteria involving M-matrices to iterations for polytopic systems, we derive conditions for a convex polytope of matrices to be a polytope of M-matrices in terms of its vertices. We show the conditions are used in the convergence analysis of iterations for block and nonlinear polytopic systems.     

Maximal and Stabilizing Hermitian Solutions for Discrete-Time Coupled Algebraic Riccati Equations

Discrete-time coupled algebraic Riccati equations that arise in quadratic optimal control and H _∞-control of Markovian jump linear systems are considered. First, the equations that arise from the quadratic optimal control problem are studied. The matrix cost is only assumed to be hermitian. Conditions for the existence of the maximal hermitian solution are derived in terms of the concept of mean square stabilizability and a convex set not being empty. A connection with convex optimization is established, leading to a numerical algorithm. A necessary and sufficient condition for the existence of a stabilizing solution (in the mean square sense) is derived. Sufficient conditions in terms of the usual observability and detectability tests for linear systems are also obtained. Finally, the coupled algebraic Riccati equations that arise from the H _∞-control of discrete-time Markovian jump linear systems are analyzed. An algorithm for deriving a stabilizing solution, if it exists, is obtained. These results generalize and unify several previous ones presented in the literature of discrete-time coupled Riccati equations of Markovian jump linear systems. Date received: November 14, 1996. Date revised: January 12, 1999.     

Control constraints, abnormality, and improved performance by periodic control

Second-order conditions for steady-state optimality and nonoptimality in a periodic control problem are presented. The main result is a generalization of the π test, a second-order sufficient condition for improved performance by periodic control. Earlier results are generalized in two distinct ways: 1) the control constraint set is only assumed to be convex (and, hence, possibly nonopen) thus allowing the optimal steady-slate control to be an element of the control constraint set boundary; and 2) auxiliary normality conditions are eliminated. Proofs of the results are based upon second-order necessary, conditions for nonlinear programming and optimal control obtained recently in [43] and [44].