Robust H ∞ Filtering for a Class of Nonlinear Discrete-Time Markovian Jump Systems

This paper considers the problem of the robust H filtering for a class of nonlinear discrete-time Markovian jump systems with real time-varying norm-bounded parameter uncertainty. For each mode, the nonlinearity is assumed to satisfy the global Lipschitz conditions and appears in both the state and measured output equations. The problem that we address is the design of a nonlinear filter which ensures robust stochastic stability and a prescribed H performance level of the filtering error system for all admissible uncertainties. A sufficient condition for the solvability of this problem is obtained in terms of a set of linear matrix inequalities; an explicit expression of a desired nonlinear H filter is also given. Finally, an example is provided to demonstrate the effectiveness of the proposed approach.     

Asymptotic Analysis and Solution of a Finite-Horizon H ∞ Control Problem for Singularly-Perturbed Linear Systems with Small State Delay

A finite-horizon H state-feedback control problem for singularly-perturbed linear time-dependent systems with a small state delay is considered. Two approaches to the asymptotic analysis and solution of this problem are proposed. In the first approach, an asymptotic solution of the singularly-perturbed system of functional-differential equations of Riccati type, associated with the original H problem by the sufficient conditions of the existence of its solution, is constructed. Based on this asymptotic solution, conditions for the existence of a solution of the original H problem, independent of the small parameter of singular perturbations, are derived. A simplified controller with parameter-independent gain matrices, solving the original H problem for all sufficiently small values of this parameter, is obtained. In the second approach, the original H problem is decomposed into two lower-dimensional parameter-independent H subproblems, the reduced-order (slow) and the boundary-layer (fast) subproblems; controllers solving these subproblems are constructed. Based on these controllers, a composite controller is derived, which solves the original H problem for all sufficiently small values of the singular perturbation parameter. An illustrative example is presented.     

H ∞-Control for Markovian Jumping Linear Systems with Parametric Uncertainty

This paper studies the problem of H -control for linear systems with Markovian jumping parameters. The jumping parameters considered here are two separable continuous-time, discrete-state Markov processes, one appearing in the system matrices and one appearing in the control variable. Our attention is focused on the design of linear state feedback controllers such that both stochastic stability and a prescribed H -performance are achieved. We also deal with the robust H -control problem for linear systems with both Markovian jumping parameters and parameter uncertainties. The parameter uncertainties are assumed to be real, time-varying, norm-bounded, appearing in the state matrix. Both the finite-horizon and infinite-horizon cases are analyzed. We show that the control problems for linear Markovian jumping systems with and without parameter uncertainties can be solved in terms of the solutions to a set of coupled differential Riccati equations for the finite-horizon case or algebraic Riccati equations for the infinite-horizon case. Particularly, robust H -controllers are also designed when the jumping rates have parameter uncertainties.     

L ∞ Algebra Representations

It is shown that the direct sum of an L algebra and a module over it has a natural L algebra structure.     

H∞-Controllers for Time-Delay Systems Using Linear Matrix Inequalities

In this paper, H -control design is developed for nominally linear systems with input as well as state delays. Both stability and H -norm bound conditions are established for asymptotically stable controlled systems. Necessary and sufficient conditions for feedback control synthesis are established first by using two forms; the first has one term representing pure state feedback, and the second has two terms comprising pure state feedback plus delayed state feedback. Then, the corresponding synthesis conditions for the cases of static-output feedback and observer-based feedback controllers are developed. The results are cast conveniently into a linear matrix inequality (LMI) framework, which can be solved numerically by efficient interior-point methods. With the aid of the LMI control toolbox software, the theoretical work is illustrated by computer simulation of numerous examples.     

Transfer Function Optimization Procedure for the H 2/H ∞ Problem

In this paper, the H ₂/H problem is considered in a transfer-function setting, i.e., without a priori chosen bounds on the controller order. An optimization procedure is described which is based on a parametrization of all feasible descending directions stemming from a given point of the feasible transfer-function set. A search direction at each such point can be obtained on the basis of the solution of a convex finite-dimensional problem which can be converted into a LMI problem. Moving along the chosen direction in each step, the procedure in question generates a sequence of feasible points whose cost functional values converge to the optimal value of the H ₂/H problem. Moreover, this sequence of feasible points is shown to converge in the sense of a weighted H ₂ norm; and it does so to the solution of the H ₂/H problem whenever such a solution exists.     

A simple technique for computing theH ∞-norm of polynomials

In this note, computation of theH -norm of polynomials is considered. It is shown that direct computation of theH -norm of polynomials, based on the definition of the norm, results in a simple and inexpensive technique for computing the norm.     

H∞-Control for Linear Time-Delay Systems with Markovian Jumping Parameters

This paper deals with the robust H-control problem for uncertain continuous-time linear time-delay systems with Markovian jumping parameters. Based on Lyapunov functional approach, a sufficient condition that assures the robust stochastic stabilizability and preserves the H-disturbance attenuation for the uncertain class of linear time-delay systems with Markovian jumping parameters is established. The uncertainties considered in this paper are of the norm-bounded type. A numerical example is given to demonstrate the usefulness of the results.     

Optimal ℋ∞-state feedback control for continuous-time linear systemsfeedback control for continuous-time linear systems

This paper proposes a convex programming method to achieve optimal -state feedback control for continuous-time linear systems. State space conditions, formulated in an appropriate parameter space, define a convex set containing all the stabilizing control gains that guarantee an upper bound on the -norm of the closed-loop transfer function. An optimization problem is then proposed, in order to minimize this upper bound over the previous convex set, furnishing the optimal -control gain as its optimal solution. A limiting bound for the optimum -norm can easily be calculated, and the proposed method will achieve minimum attenuation whenever a feasible state feedback controller exists. Generalizations to decentralized and output feedback control are also investigated. Numerical examples illustrate the theory.This research has been supported in part by grants from Fundação de Amparo à Pesquisa do Estado de São Paulo—FAPESP and Conselho Nacional de Desenvolvimento Científico e Tecnológico, CNPq—Brazil. The authors are grateful to the anonymous referees for their useful comments on this paper.     

Numerical experiments in semi-infinite programming

A quasi-Newton algorithm for semi-infinite programming using an L exact penalty function is described, and numerical results are presented. Comparisons with three Newton algorithms and one other quasi-Newton algorithm show that the algorithm is very promising in practice.     

On the gi/m/∞ service system with batch arrivals and different types of service distributions

We study the infinite-server system with batch arrivals ands different types of customers. With probabilityp _i an arriving customer is of typei (i=1,..., s) and requires an exponentially distributed service time with parameter _i (G ^GI /M ₁ ...M _s /). For theGI ^GI /M ₁...M _s / system it is shown that the binomial moments of thes-variate distribution of the number of type-i customers in the system at batch arrival epochs are determined by a recurrence relation and, in steady state, can be computed recursively. Furthermore, forG ^GI /M ₁...M _s /, relations between the distributions (and their binomial moments) of the system size vector at batch arrival and random epochs are given. Thus, earlier results by Takács [14], Gastwirth [9], Holman et al. [11], Brandt et al. [3] and Franken [6] are generalized.     

Asymptotic Expansions for the Congestion Period for the M/M/∞ Queue

We consider the M/M/ queue with arrival rate , service rate and traffic intensity =/. We analyze the first passage distribution of the time the number of customers N(t) reaches the level c, starting from N(0)=m>c. If m=c+1 we refer to this time period as the congestion period above the level c. We give detailed asymptotic expansions for the distribution of this first passage time for , various ranges of m and c, and several different time scales. Numerical studies back up the asymptotic results.     

A Degeneracy Criterion for A∞-Structures

In the paper conditions are found under which the A-structure on the homology of a differential algebra degenerates. Examples of such algebras are given. In particular, it is shown that the A-algebra structure on the Milnor coalgebra degenerates, and that if the cohomology of a topological space is a polynomial algebra, then the A-algebra structure on it degenerates.     

Some Asymptotic Results for the M/M/∞ Queue with Ranked Servers

We consider an M/M/ model with m primary servers and infinitely many secondary ones. An arriving customer takes a primary server, if one is available. We derive integral representations for the joint steady state distribution of the number of occupied primary and secondary servers. Letting =/ be the ratio of arrival and service rates (all servers work at rate ), we study the joint distribution asymptotically for . We consider both m=O(1) and m scaled to be of the same order as . We also give results for the marginal distribution of the number of secondary servers that are occupied.     

Well-conditioned computation for H ∞ controller near the optimum

The present paper gives a procedure for determining a H optimal controller in the assumption that the game Riccati equations have stabilizing positive definite solutions at the optimum value. A specific feature of the construction is its first step consisting in balancing with respect to the positive definite stabilizing solutions of the Riccati equations. The justification is based on singular perturbations reduction.     

Remark on the Cramér Type Condition for ω2-Statistic

In 1984, Bentkus,^{(2, 3)} and independently,Nagaev and Chebotarev,⁽¹¹⁾ introduced somemodifications of the well-known one-dimensional Cramér conditionlim sup_|t| |E e ^it| < 1 for the case of Hilbert space (denote it by H). Although many H-valued random variables satisfy these conditions, there remained open the question if these conditionshold for the random variable X ₀ = I _{{ < x007D;}–x ( is uniformly distributed on [0, 1]), whichtakes its values in H = L ₂[0,1], and in a sense generates the so-called²-statistic. It is shown in the present paper thatX ₀ does not satisfy the condition of Nagaev andChebotarev,⁽¹¹⁾ and also, at least partly, thecondition of Bentkus.^{(2, 3)} One more versionof the Cramér condition in the case of Hilbert space is suggestedin the paper not for individual summands, but for the whole sum. Ageneralization of the estimate of the characteristic function of squarednorm of the sum of independent truncations is obtained in terms ofquantities, which define this modification. It is shown thatX ₀ satisfies this version of the Cramércondition.     

K-theory of reduced C*-algebras and rapidly decreasing functions on groups

We associate to any length function L on a group a space of rapidly decreasing functions on (in the l ² sense), denoted by H _L (). When H _L () is contained in the reduced C*-algebra C _r ^* () of (), then it is a dense *-subalgebra of C _r ^* () and we prove a theorem of A. Connes which asserts that under this hypothesis H _L () has the same K-theory as C _r ^* (). We introduce another space of rapidly decreasing functions on (in the l ¹ sense), denoted by H _L ^1, (), which is always a dense *-subalgebra of the Banach algebra l ¹(), and we show that H _L ^1, () has the same K-theory as l ¹().     

K-theory of braided tensor ring categories with higher commutativity

We show that theK-theory of a Waldhausen categoryC with anA-ring structure is anA ring spectrum. If theA structure onC supports anE _n structure, so thatBC group completes to ann-fold loop space, thenK (C) is anE _n ring spectrum. In particular, theK-theory of the category of crossedG-sets,G a finite group, is anE ₂ ring spectrum.     

A r (Ω)-Weighted Imbedding Inequalities for A-Harmonic Tensors

We prove the basic A _r ()-weighted imbedding inequalities for A-harmonic tensors. These results can be used to estimate the integrals for A-harmonic tensors and to study the integrability of A-harmonic tensors and the properties of the homotopy operator T: C (D, ^l )C (D, ^l–1).