Riccati equations for generalized singular estimate control systems

We consider the Bolza problem associated with boundary/point control systems governed by strongly continuous semigroups. In continuation of our work in Lasiecka and Tuffaha [I. Lasiecka and A. Tuffaha, Riccati equations for the Bolza problem arising in boundary/point control problems governed by C ₀–semigroups satisfying a singular estimate, J. Optim. Theory Appl. 136 (2008), pp. 229–246; I. Lasiecka and A. Tuffaha, A Bolza optimal synthesis problem for singular estimate control systems, Control Cybernet 38(4B) (2009), pp. 1429–1460], we yet extend the theory to a more general class of control problems that are not analytic providing sharp blow-up rates for the regularity. Solvability of the associated Riccati equations and an optimal feedback synthesis are established. The presence of unbounded control actions, such as boundary/point controls, naturally lead to a singularity at the terminal point t?=?T of the optimal control and of the corresponding feedback operator as before. The class of control systems considered in this article is a generalization to the class usually referred to in the literature as ‘Singular Estimate Control Systems’. The prototype is still that of a PDE system consisting of coupled hyperbolic parabolic dynamics interacting on an interface with point/boundary control. The distinct feature of the class considered in this article is that the degree of unboundedness in the control is stronger than that allowed in the usual singular estimate control system configuration, giving rise to less regular optimal state trajectories.     

H∞ robust control based on event‐triggered sampling for hybrid systems with singular Markovian jump

The problem of H_∞ robust control based on event‐triggered sampling for a class of singular hybrid systems with Markovian jump is considered in this paper. The primary object of this paper here is to design the event‐triggered sampling controller for a class of uncertain singular Markovian systems, and two fundamental issues on mean square exponential admissibility and H_∞ robust performance are fully addressed. By making use of a suitable Lyapunov functional, in combination with both infinitesimal operator and linear matrices inequalities(LMIs), the sufficient criteria are derived to guarantee the controlled singular hybrid system with Markovian jump is robustly exponentially mean‐square admissible and has a prescribed H_∞ performance γ. Finally, a typical RLC circuit system is given to show the effectiveness of the proposed control method.     

Riccati Equations for the Bolza Problem Arising in Boundary/Point Control Problems Governed by <Emphasis Type="Italic">C</Emphasis><Subscript>0</Subscript> Semigroups Satisfying a Singular Estimate

We establish solvability of Riccati equations and optimal feedback synthesis in the context of Bolza control problem for a special class of control systems referred to in the literature as control systems with singular estimate. Boundary/point control problems governed by analytic semigroups constitute a very special subcategory of this class which was motivated by and encompasses many PDE control systems with both boundary and point controls that involve interactions of different types of dynamics (parabolic and hyperbolic) on an interface. We also discuss two examples from thermoelasticity and structure acoustics. Research partially supported by NSF Grant DMS 0104305.     

Optimal control problems for linear fractional-order systems defined by equations with Hadamard derivative

Two optimal control problems are studied for linear stationary systems of fractional order with lumped variables whose dynamics is described by equations with Hadamard derivative, a minimum-norm control problem and a time-optimal problem with a constraint on the norm of the control. The setting of the problem with nonlocal initial conditions is considered. Admissible controls are sought in the class of functions p-integrable on an interval for some p. The main approach to the study is based on the moment method. The well-posedness and solvability of the moment problem are substantiated. For several special cases, the optimal control problems under consideration are solved analytically. An analogy between the obtained results and known results for systems of integer and fractional order described by equations with Caputo and Riemann–Liouville derivatives is specified.

     

Integer extended ABS algorithms and possible control of intermediate results for linear Diophantine systems

We present a new class of integer extended ABS algorithms for solving linear Diophantine systems. The proposed class contains the integer ABS (the so-called EMAS and our proposed MEMAS) algorithms and the generalized Rosser’s algorithm as its members. After an application of each member of the class a particular solution of the system and an integer basis for the null space of the coefficient matrix are at hand. We show that effective algorithms exist within this class by appropriately setting the parameters of the members of the new class to control the growth of intermediate results. Finally, we propose two effective heuristic rules for selecting certain parameters in the new class of integer extended ABS algorithms.      

Quantum Optimal Control Problems with a Sparsity Cost Functional

In this article, the investigation of a class of quantum optimal control problems with L¹ sparsity cost functionals is presented. The focus is on quantum systems modeled by Schrödinger-type equations with a bilinear control structure as it appears in many applications in nuclear magnetic resonance spectroscopy, quantum imaging, quantum computing, and in chemical and photochemical processes. In these problems, the choice of L¹ control spaces promotes sparse optimal control functions that are conveniently produced by laboratory pulse shapers. The characterization of L¹ quantum optimal controls and an efficient numerical semi-smooth Newton solution procedure are discussed.     

Optimal control of systems governed by a class of nonlinear evolution equations in a reflexive Banach space

The paper presents a closure theorem for the attainable trajectories of a class of control systems governed by a large class of nonlinear evolution equations in reflexive Banach spaces. Several existence theorems for optimal controls are proven that include a terminal control problem, a time-optimal control problem, and a special Bolza problem. Some results of independent interest are also presented.This work was supported in part by the National Research Council of Canada under Grant No. 7109.The authors would like to thank Professor L. Cesari for pointing out that joint continuity off is required for the setsG andR to satisfy the upper semicontinuity property (Theorems 5.1 and 5.2).     

Dynamic scheduling in multiclass queueing networks: Stability under discrete-review policies

This paper describes a family of discrete-review policies for scheduling open multiclass queueing networks. Each of the policies in the family is derived from what we call a dynamic reward function: such a function associates with each queue length vector q and each job class k a positive value r _k (q), which is treated as a reward rate for time devoted to processing class k jobs. Assuming that each station has a traffic intensity parameter less than one, all policies in the family considered are shown to be stable. In such a policy, system status is reviewed at discrete points in time, and at each such point the controller formulates a processing plan for the next review period, based on the queue length vector observed. Stability is proved by combining elementary large deviations theory with an analysis of an associated fluid control problem. These results are extended to systems with class dependent setup times as well as systems with alternate routing and admission control capabilities. This revised version was published online in June 2006 with corrections to the Cover Date.     

Decentralized Reliable Control of Interconnected Time-Delay Systems Against Sensor Failures

In this paper, we study the problem of designing decentralized reliable feedback control methods under a class of control failures for a class of linear interconnected continuous-time systems having internal subsystem time-delays and additional time-delay couplings. These failures are described by a model that takes into consideration possible outages or partial failures in every single actuator of each decentralized controller. The decentralized control design is performed through two steps. First, a decentralized stabilizing reliable feedback control set is derived at the subsystem level through the construction of appropriate Lyapunov-Krasovskii functional and, second, a feasible linear matrix inequalities procedure is then established for the effective construction of the control set under different feedback schemes. Two schemes are considered: the first is based on state-measurement and the second utilizes static output-feedback. The decentralized feedback gains in both schemes are determined by convex optimization over linear matrix inequalities. We characterize decentralized linear matrix inequality-based feasibility conditions such that every local closed-loop subsystem of the linear interconnected delay system is delay-dependent robustly asymptotically stable with an γ-level ℒ₂-gain. The developed results are tested on a representative example.     

Optimization of a Class of Nonlinear Dynamic Systems: New Efficient Method without Lagrange Multipliers

This paper deals with optimization of a class of nonlinear dynamic systems with n states and m control inputs commanded to move between two fixed states in a prescribed time. Using conventional procedures with Lagrange multipliers, it is well known that the optimal trajectory is the solution of a two-point boundary-value problem. In this paper, a new procedure for dynamic optimization is presented which relies on tools of feedback linearization to transform nonlinear dynamic systems into linear systems. In this new form, the states and controls can be written as higher derivatives of a subset of the states. Using this new form, it is possible to change constrained dynamic optimization problems into unconstrained problems. The necessary conditions for optimality are then solved efficiently using weighted residual methods.     

The Kalman-Yakubovich-Popov theorem for stabilizable hyperbolic boundary control systems

In this paper we present a version of the Kalman-Yakubovich-Popov theorem for a class of boundary control systems of hyperbolic type. Unstable, controllable systems are considered and stabilizability withunbounded feedbacks is permitted.Paper partially supported by the Italian MINISTERO DELLA RICERCA SCIENTIFICA E TECNOLOGICA within the program of GNAFA-CNR and by NATO CRG program SA.5-2-05 (CRG940161).     

Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs

In this paper we consider the discrete-time LQ-optimal control problem for the class of linear systems with Markovian jump parameters and additive l ₂-stochastic input. The state-space of the Markov chain is assumed to be a countably infinite set. The controller has access to both the state-variable and jump-variable. It is shown that the optimal control law is characterized by a feedback term plus a term defined by the:l ₂-stochastic input and Markov chain. An application to the optimal control of a failure prone manufacturing system subject to a random demand for a single type of item is presented.     

Stochastic realization of a Gaussian stochastic control system

The stochastic realization problem is considered of representing a stationary Gaussian process as the observation process of a Gaussian stochastic control system. The problem formulation includes that the lastm components of the observation process form the Gaussian white noise input process to the system. Identifiability of this class of systems motivates the problem. The results include a necessary and sufficient condition for the existence of a stochastic realization. A subclass of Gaussian stochastic control systems is defined that is almost a canonical form for this stochastic realization problem. For a structured Gaussian stochastic control system an equivalent condition for identifiability of the parametrization is stated.The research of this paper is supported in part by the Commission of the European Communities through the SCIENCE Program by the projectSystem Identification with contract number SC1-CT92-0779.     

Decentralized Reliable Control of Interconnected Systems with Time-Varying Delays

In this paper, we study the problem of designing decentralized reliable feedback control methods under a class of control failures for a class of linear interconnected continuous-time systems having internal subsystem time-delays and additional time-delay couplings. These failures are described by a model that takes into consideration possible outages or partial failures in every single actuator of each decentralized controller. The decentralized control design is performed through two steps. First, a decentralized stabilizing reliable feedback control set is derived at the subsystem level through the construction of appropriate Lyapunov-Krasovskii functional and, second, a feasible linear matrix inequalities procedure is then established for the effective construction of the control set under different feedback schemes. Two schemes are considered: the first is based on state measurement and the second utilizes static output feedback. The decentralized feedback gains in both schemes are determined by convex optimization over LMIs. We characterize decentralized linear matrix inequalities (LMIs)-based feasibility conditions such that every local closed-loop subsystem of the linear interconnected delay system is delay-dependent robustly asymptotically stable with a γ-level ℒ₂-gain. The developed results are tested on a representative example.     

Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic <Emphasis Type="Italic">H</Emphasis><Subscript> ∞ </Subscript> control problems

In this paper, the problem of the numerical computation of the stabilizing solution of the game theoretic algebraic Riccati equation is investigated. The Riccati equation under consideration occurs in connection with the solution of the H _∞ control problem for a class of stochastic systems affected by state dependent and control dependent white noise. The stabilizing solution of the considered game theoretic Riccati equation is obtained as a limit of a sequence of approximations constructed based on stabilizing solutions of a sequence of algebraic Riccati equations of stochastic control with definite sign of the quadratic part. The efficiency of the proposed algorithm is demonstrated by several numerical experiments.     

<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> Observer-Based Control for a Class of Uncertain Neutral Time-Delay Systems via LMI Optimization Approach

In this paper, the H_∞ observer-based control for a class of uncertain neutral time-delay systems is considered. The linear matrix inequality (LMI) optimization approach is used to design the H_∞ robust control with disturbance attenuation. Two classes of observer-based controls are proposed and their H_∞-norm bounds are given. The control and observer gains are given from the LMI feasible solutions. A numerical example is given to illustrate the results. The research reported here was supported by the National Science Council of Taiwan under Grant NSC 93-2213-E-214-020.     

On guaranteed stability of uncertain linear systems via linear control

This paper addresses the problem of stabilizing an uncertain linear system. The uncertaintyq(·) which enters the dynamics is nonstistical in nature. That is, noa priori statistics forq(·) are assumed; only boundsQ on the admissible variations ofq(·) are taken as given. The results given here applied to so-called matched systems differ from previous results in two ways. Firstly, the stabilizing control in this paper is linear; for this same class of problems, many of the existing results would require a nonlinear control. Furthermore, those results which do in fact yield linear controls are only valid when a certain matrix (q) (formed using the given data) is negative definite for allq Q. In contrast, the theory given here only requires compactness of the bounding setQ. Secondly, we show that the so-called matching conditions (used in earlier work) can be generalized so as to encompass a larger class of dynamical systems.This research was supported by the US Department of Energy under Contract No. ET-78-S-01-3390.     

Delay-Dependent Nonfragile <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> Observer-Based Control for Neutral Systems with Time Delays in the State and Control Input

The problem of the delay-dependent nonfragile H _∞ observer-based control for a class of neutral systems with time delays is investigated. The additive gain variations under consideration are contained in both the controller gain and the observer gain. Novel delay-dependent criteria are derived to guarantee the stability of the nonfragile H _∞ observer-based control system using the Lyapunov function approach combined with linear matrix inequalities (LMI). The controller and observer gains are given from the LMI feasible solutions. Based on the result of this paper, the constraint of matrix equality is not necessary for designing a nonfragile H _∞ observer-based control. The computer software Matlab can be applied to solve the proposed problems. Finally, a numerical example is given illustrating the design of the nonfragile H _∞ observer-based control. The research was supported by the National Science Council of Taiwan, ROC under Grant NSC 96-2221-E-507-003.     

Absolute stability criteria for infinite-dimensional discrete Lur'e systems with application to loaded distortionless electric RLCG-transmission line

We study absolute stability of a class of discrete Lur'e control system on an infinite-dimensional Hilbert space. Counterparts of the circle criterion and the Szegö criterion are derived using, respectively, quadratic and non-quadratic Lyapunov functionals. A link with existing finite-dimensional theory of absolute stability is shown. The results are illustrated by an example of the loaded distortionless electric RLCG-transmission line with a nonlinear static feedback. Its stability was previously investigated using the circle criterion for continuous infinite-dimensional systems with unbounded control and observation in the frame of systems in factor form.     

Parameter-dependent <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> Control for Time-varying Delay Polytopic Systems

This paper addresses the robust stabilization and H _∞ control problem for a class of linear polytopic systems with continuously distributed delays. The control objective is to design a robust H _∞ controller that satisfies some exponential stability constraints on the closed-loop poles. Using improved parameter-dependent Lyapunov Krasovskii functionals, new delay-dependent conditions for the robust H _∞ control are established in terms of linear matrix inequalities.