New results on the parametric stability of nonlinear systems

In this paper, we derive some new results on the parametric stability of nonlinear systems. Explicitly, we derive a necessary and sufficient condition for a nonlinear system to be locally parametrically exponentially stable at an equilibrium point. We also derive a necessary condition for the nonlinear system to be locally parametrically asymptotically stable at an equilibrium point. Next, we derive some new results on the parametric stability of discrete-time nonlinear systems. As in the continuous case, we derive a necessary and sufficient condition for a discrete-time nonlinear system to be locally parametrically exponentially stable at an equilibrium point. We also derive a necessary condition for the discrete-time nonlinear system to be locally parametrically asymptotically stable at an equilibrium point. We illustrate our results with some classical examples from the bifurcation theory.     

General observers for discrete-time nonlinear systems

This paper is a geometric study of finding general exponential observers for discrete-time nonlinear systems. Using center manifold theory for maps, we derive necessary and sufficient conditions for general exponential observers for Lyapunov stable discrete-time nonlinear systems. As an application of our characterization of general exponential observers, we give a construction procedure for identity exponential observers for discrete-time nonlinear systems.     

An invariance principle for discrete-time nonlinear systems

In this paper, we derive an invariance principle generalizing LaSalle's invariance principle for discrete-time nonlinear systems. Next, using the invariance principle, we develop a series of results relating stability, observability, and converse Lyapunov theorems for discrete-time nonlinear systems.     

New results on general observers for discrete-time nonlinear systems

In this paper, we establish that detectability is a necessary condition for the existence of general observers (asymptotic or exponential) for discrete-time nonlinear systems. Using this necessary condition, we show that there does not exist any general observer (asymptotic or exponential) for discrete-time nonlinear systems with real parametric uncertainty, if the state equilibrium does not change with the parameter values and if the plant output function is purely a function of the state. Next, using center manifold theory for maps, we derive necessary and sufficient conditions for the existence of general exponential observers for Lyapunov stable discrete-time nonlinear systems. As an application of this result, we show that for the existence of general exponential observers for Lyapunov stable discrete-time nonlinear systems, the dimension of the state of the general exponential observer should not be less than the number of critical eigenvalues of the linearization matrix of the state dynamics of the plant.     

WAVEFORM RELAXATION METHODS OF NONLINEAR INTEGRAL-DIFFERENTIAL-ALGEBRAIC EQUATIONS

In this paper we consider continuous-time and discrete-time waveform relaxation meth-ods for general nonlinear integral-differential-algebraic equations. For the continuous-time case we derive the convergence condition of the iterative methods by invoking the spec-tral theory on the resulting iterative operators. By use of the implicit difference forms,namely the backward-differentiation formulae, we also yield the convergence condition of the discrete waveforms. Numerical experiments are provided to illustrate the theoretical work reported here.     

Controlling Hopf bifurcations of discrete-time systems in resonance

Resonance in Hopf bifurcation causes complicated bifurcation behaviors. To design with certain desired Hopf bifurcation characteristics in the resonance cases of discrete-time systems, a feedback control method is developed. The controller is designed with the aid of discrete-time washout filters. The control law is constructed according to the criticality and stability conditions of Hopf bifurcations as well as resonance constraints. The control gains associated with linear control terms insure the creation of a Hopf bifurcation in resonance cases and the control gains associated with nonlinear control terms determine the type and stability of bifurcated solutions. To derive the former, we propose the implicit criteria of eigenvalue assignment and transversality condition for creating the bifurcation in a desired parameter location. To derive the latter, the technique of the center manifold reduction, Iooss’s Hopf bifurcation theory and Wan’s Hopf bifurcation theory for resonance cases are employed. In numerical experiments, we show the Hopf circles and fixed points from the created Hopf bifurcations in the strong and weak resonance cases for a four-dimensional control system.     

Observer design for discrete-time nonlinear systems

This paper is a geometric study of the observer design for discrete-time nonlinear systems. First, we obtain necessary and sufficient conditions for local exponential observers for Lyaupnov stable discrete-time nonlinear systems. We also show that the definition of local exponential observers can be considerably weakened for neutrally stable discrete-time nonlinear systems. As an application of our local observer design, we consider a class of discrete-time nonlinear systems with an input generator (exosystem) and show that for this class of nonlinear systems, under some stability assumptions, the existence of local exponential observers in the presence of inputs implies and is implied by the existence of local exponential observers in the absence of inputs.     

Non-Exponential Stabilization of Nonlinear Discrete-Time Systems

In this paper, we investigate the stabilization problem for a class of nonlinear discrete-time control systems. We consider semilinear systems with a nonlinear perturbation satisfying a Hölder-type condition. Based on a new discrete inequality of Gronwall type, we establish sufficient conditions for the global and local weak stabilizability of semilinear and nonlinear discrete-time systems, respectively.     

Stability of discrete-time positive evolution operators on ordered Banach spaces and applications

In this paper we discuss stability problems for a class of discrete-time evolution operators generated by linear positive operators acting on certain ordered Banach spaces. Our approach is based upon a new representation result that links a positive operator with the adjoint operator of its restriction to a Hilbert subspace formed by sequences of Hilbert–Schmidt operators. This class includes the evolution operators involved in stability and optimal control problems for linear discrete-time stochastic systems. The inclusion is strict because, following the results of Choi, we have proved that there are positive operators on spaces of linear, bounded and self-adjoint operators which have not the representation that characterize the completely positive operators. As applications, we introduce a new concept of weak-detectability for pairs of positive operators, which we use to derive sufficient conditions for the existence of global and stabilizing solutions for a class of generalized discrete-time Riccati equations. Finally, assuming weak-detectability conditions and using the method of Lyapunov equations we derive a new stability criterion for positive evolution operators.     

Optimal inventory control with shrinkage and observed sales

We study a discrete-time periodic-review inventory system where the unmet demand is lost, and the excess inventory is subject to shrinkage. We first derive the state evolution and then introduce unnormalized conditional probabilities to transform the nonlinear state evolution into a linear one. We then prove the existence and uniqueness of the solution for the Bellman equation in the case of unbounded costs and show that the solution yields the value function.     

Limit-cycle-like control for 2-dimensional discrete-time nonlinear control systems and its application to the Hénon map

In this paper, a control method that generates a desired limit-cycle-like behavior for a 2-dimensional discrete-time nonlinear control system is discussed. First, we define some notations and state the problem formulation. Next, a necessary and sufficient condition of existence of a control input that realizes a desired limit-cycle-like behavior is shown. We then derive a control algorithm to solve the problem on generating limit-cycle-like behaviors, and a modification of the algorithm is also shown. Finally, we apply the two types of algorithms to a chaotic system, the Hénon map, in order to indicate the availability of the proposed method. In addition, by using the control method, we also consider a stabilization problem for the Hénon map.     

Reduced order observer design for discrete-time nonlinear systems

This work is a geometric study of reduced order observer design for discrete-time nonlinear systems. Our reduced order observer design is applicable for Lyapunov stable discrete-time nonlinear systems with a linear output equation and is a generalization of Luenberger’s reduced order observer design for linear systems. We establish the error convergence for the reduced order estimator for discrete-time nonlinear systems using the center manifold theory for maps. We illustrate our reduced order observer construction for discrete-time nonlinear systems with an example.     

Maximum principles for discrete-time nonlinear stochastic control systems

In this paper we treat discrete-time stochastic control systems. Using corresponding results for systems, which are linear with respect to the state variables, we derive under convexity assumptions optimality conditions in form of maximum principles     

Delay analysis of discrete-time priority queue with structured inputs

This paper investigates a discrete-time priority queue with multi-class customers. Applying a delay-cycle analysis, we explicitly derive the probability generating function of the waiting time for an individual class in a geometric batch input queue under preemptive-resume and head-of-the-line priority rules. The conservation law and waiting time characterization for a general class of discrete-time queues are also presented. The results in this paper cover several previous results as special cases.     

The stability of stochastic partial differential equations II

We prove general results on stability (in finite time intervals) of SPDEs (stochastic partial differential equations) with unbounded coefficients, with respect to the simultaneous perturbations of the driving semimartingales, of all data, and of the underlying probability space. Hence we derive support theorems for SPDEs (with unbounded coefficients). In particular, we get theorems on supports and theorems on robustness for the nonlinear filter of diffusion processes with unbounded drift and diffusion coefficients. (The above results were proved in the case of bounded coefficients in our earlier papers [4] and [5].) Finally we treat an application in a problem of kinematic dynamo     

Rate conservation principle for discrete-time queues

We present a point-process approach to stationary discrete-time queues where arrivals and services are synchronized. The introduction of a Palm distribution enables us to discuss the ASTA (Arrivals See Time Averages) property, and to derive the rate conservation principle. By applying the principle to the discrete-time queues we present qualitative relationships between customer- and time-stationary distributions, including Little's and Brumelle's formulas.     

Optimization of Stability Robustness Bounds for Linear Discrete-Time Systems

In this paper, existing stability robustness measures for the perturbation of both continuous-time and discrete-time systems are reviewed. Optimized robustness bounds for discrete-time systems are derived. These optimized bounds are obtained reducing the conservatism of existing bounds by (a) using the structural information on the perturbation and (b) changing the system coordinates via a properly chosen similarity transformation matrix. Numerical examples are used to illustrate the proposed reduced conservatism bounds.     

Stability analysis of Volterra functional equations by realization theory

The method of realization of input–output operators in the form of abstract discrete-time control systems and the frequency-domain method are used for the stability/instability analysis of a class of nonlinear Volterra functional equations. To this end, we construct an associated time-invariant abstract discrete-time control system in some weighted function spaces.     

Optimal Filtering of Discrete-Time Hybrid Systems

This paper is concerned with discrete-time hybrid filtering of linear non-Gaussian systems coupled by a hidden switching process. An optimal control approach is used to derive a finite-dimensional recursive filter which is optimal in the sense of the most probable trajectory estimate. Models with unknown switching distributions are considered. Extensions to nonlinear hybrid systems are given. Numerical examples are considered and computational experiments are reported. These examples demonstrate that our filtering scheme outperforms popular filtering schemes available in the literature.     

A note on connection properties of fixed point sets of nonexpansive mappings

We consider a discrete-time GALERKIN method for nonlinear evolution equations. We prove convergence properties of this method under various hypotheses. Moreover, we deal with iteration methods reducing the nonlinear GALERKIN equations to linear equations in finite dimensional spaces.