Generalized Gram Matrix and Its Application to the Observability Problem for Linear Nonsteady Systems

Sufficient conditions for the nondegeneracy of a generalized Gram matrix are obtained. In particular, it is shown that the generalized Gram matrix is nondegenerate for the Chebyshev systems of functions. An application of the results to the observability problems for linear nonsteady systems of ordinary differential equations are given. In terms of the observability matrix, necessary and sufficient conditions of the complete and total observability by means of finite-parameter solving operations are established.     

Observability of nonlinear systems

New necessary and sufficient conditions are presented for the observability of systems described by nonlinear ordinary differential equations with nonlinear observations. The conditions are based on extension of the necessary and sufficient conditions for observability of time-varying linear systems to the linearized trajectory of the nonlinear system. The result is that the local observability of any initial condition can be readily determined, and the observability of the entire initial domain can be computed. The observability of constant parameters appearing in the differential equations is also considered. Examples are presented to illustrate the theory.This research was supported by the National Science Foundation, Grant No. NSF GK-10136.     

Some sufficient conditions for the observability of nonlinear systems

Some sufficient conditions are presented for the observability of systems described by nonlinear, ordinary differential equations with linear observations. The point which the authors especially emphasize is the fact that the results obtained are global in some sense. In the beginning, the observability problem is reduced to the uniqueness problem of solutions of some nonlinear integral equations for general nonlinear systems with linear observations. Then, for some restricted systems, a simple sufficient condition is derived. The relation between global and local observability for nonlinear systems is also considered.The authors wish to thank their colleagues in Nagoya University.     

分布参数系统能控能观性问题的统一处理及应用

本文的主要目的是介绍一个统一的处理分布参数系统能控能观性问题的方法,并给出该方法在分布参数控制理论中的应用。为此,本文将从一类“类抛物” 偏微分算子（即没有椭圆性条件）的带权恒等式出发,给出所有已知的关于抛物型方程、双曲型方程、Schrödinger 方程和板方程的基于整体Carleman 估计的能控能观性结果。同时,基于该带权的恒等式,本文还给出它在双曲型系统的稳定性问题和在拟线性复Ginzburg-Landau 方程能控能观性等问题中的应用。     

Solvability,controllability, and observability of singular systems

The problems of solvability, controllability, and observability for the singular systemKx(t)=Ax(t)+Bu(t) are studied, whereK is a singular, square matrix andu(t) is a complex vector function sufficiently differentiable. The classical theories of matrix pencils are first related to the solvability of singular systems. Then, the concepts of reachability, controllability, and observability of regular systems are extended to singular systems. Finally, the set of reachable states is described. The proposed matrix conditions for testing the controllability and observability of singular systems are simple and always feasible.     

Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

In this paper we study the existence of the optimal (minimizing) control for a tracking problem, as well as a quadratic cost problem subject to linear stochastic evolution equations with unbounded coefficients in the drift. The backward differential Riccati equation (BDRE) associated with these problems (see [2], for finite dimensional stochastic equations or [21], for infinite dimensional equations with bounded coefficients) is in general different from the conventional BDRE (see [10], [18]). Under stabilizability and uniform observability conditions and assuming that the control weight-costs are uniformly positive, we establish that BDRE has a unique, uniformly positive, bounded on ℝ ₊ and stabilizing solution. Using this result we find the optimal control and the optimal cost. It is known [18] that uniform observability does not imply detectability and consequently our results are different from those obtained under detectability conditions (see [10]).      

一维线性波动方程耦合组的精确边界同步能观性

作者介绍了多种精确同步能观性,并对一维波动方程耦合组在多种边界条件下分别实现了精确边界同步能观性,分组精确边界同步能观性以及分组精确边界零能观性与同步能观性.     

Differential Equations in a Partial Differential Ring: Basic Properties and Observability Conditions

In a partial differential ring, we study differential equations generalizing total differential systems, establish their basic properties, and obtain output observability conditions for the case in which the output linearly depends on the solutions.     

Optimization of Nonlinear Systems of Stochastic Difference Equations

We present new results concerning the synthesis of optimal control for systems of difference equations that depend on a semi-Markov or Markov stochastic process. We obtain necessary conditions for the optimality of solutions that generalize known conditions for the optimality of deterministic systems of control. These necessary optimality conditions are obtained in the form convenient for the synthesis of optimal control. On the basis of Lyapunov stochastic functions, we obtain matrix difference equations of the Riccati type, the integration of which enables one to synthesize an optimal control. The results obtained generalize results obtained earlier for deterministic systems of difference equations.     

Balanced truncation for linear switched systems

We propose a model order reduction approach for balanced truncation of linear switched systems. Such systems switch among a finite number of linear subsystems or modes. We compute pairs of controllability and observability Gramians corresponding to each active discrete mode by solving systems of coupled Lyapunov equations. Depending on the type, each such Gramian corresponds to the energy associated to all possible switching scenarios that start or, respectively end, in a particular operational mode. In order to guarantee that hard to control and hard to observe states are simultaneously eliminated, we construct a transformed system, whose Gramians are equal and diagonal. Then, by truncation, directly construct reduced order models. One can show that these models preserve some properties of the original model, such as stability and that it is possible to obtain error bounds relating the observed output, the control input and the entries of the diagonal Gramians.     

Controllability and observability for a class of time-varying impulsive systems

This paper is concerned with the controllability and observability for a class of piecewise linear time-varying impulsive systems. Several sufficient and necessary conditions for state controllability and observability of such systems are established. Meanwhile, corresponding criteria for time-invariant impulsive systems are also obtained and the criteria are compared with the existing results.     

On the definiteness of quadratic functionals

In this paper we derive various characterizations of strong observability (or observability with unknown inputs) of time-dependent linear systems

Systems of matrix linear differential equations of first order

Sufficient conditions for the solvability in quadratures of systems of matrix linear ordinary differential equations of first order with one-sided multiplication by variable matrix coefficients are given in this paper. These conditions are stated in terms of the theory of Lie algebras. We consider matrix equations of higher orders that are equivalent to such systems. An illustrative example is considered. Translated fromMatematicheskie Zametki, Vol. 66, No. 1, pp. 63–75, July, 1999.     

Exact boundary observability for a kind of second-order quasilinear hyperbolic system

In this paper, by means of a constructive method based on the existence and uniqueness of the semi-global classical solution, we establish the local exact boundary observability for a kind of second-order quasilinear hyperbolic system in which the number of positive eigenvalues and the number of negative ones are not equal. As an application, we obtain the one-sided local exact boundary observability and two-sided local exact boundary observability with fewer observed values for first-order quasilinear hyperbolic systems of diagonal form with boundary conditions in which the diagonal variables corresponding to the positive eigenvalues and those corresponding to the negative ones are decoupled.     

Controllability and observability of a class of linear impulsive systems

This paper studies the controllability and observability of a class of linear piecewise constant impulsive systems. Necessary and sufficient criteria for reachability and controllability are established, respectively. It is proved that the reachability is equivalent to the controllability under some mild conditions. Then, necessary and sufficient criteria for observability and determinability of such systems are established, respectively. It is also proved that the observability is equivalent to the determinability under some mild conditions. Our criteria are of geometric type, they can be transformed into algebraic type conveniently. Finally, a numerical example is given to illustrate the utility of our criteria.     

Exact Boundary Controllability and Exact Boundary Observability for a Coupled System of Quasilinear Wave Equations

Based on the theory of semi-global classical solutions to quasilinear hyperbolic systems, the authors apply a unified constructive method to establish the local exact boundary(null) controllability and the local boundary(weak) observability for a coupled system of 1-D quasilinear wave equations with various types of boundary conditions.     

Conditions for distinguishability and observability of switched linear systems

A characterization for weak distinguishability of two linear controlled systems are derived. In addition, the observability of a special switched linear controlled system is considered, and necessary and sufficient conditions for observability are obtained.     

Some results on the controllability of forward stochastic heat equations with control on the drift

In this paper, we establish the null/approximate controllability for forward stochastic heat equations with control on the drift. The null controllability is obtained by a time iteration method and an observability estimate on partial sums of eigenfunctions for elliptic operators. As a consequence of the null controllability, we obtain the observability estimate for backward stochastic heat equations, which leads to a unique continuation property for backward stochastic heat equations, and hence the desired approximate controllability for forward stochastic heat equations. It deserves to point out that one needs to introduce a little stronger assumption on the controller for the approximate controllability of forward stochastic heat equations than that for the null controllability. This is a new phenomenon arising in the study of the controllability problem for stochastic heat equations.     

INFINITE DIMENSIONAL TRACKING OPTIMAL CONTROL VIA DYNAMIC OUTPUT FEEDBACK~*

This paper explores implemantation problems of infinite dimensional linear-quadratictracking optimal control.Based on the closed-loop result,a new formula of optimal controlexpressed by past-time state feedback is proved.From this,on the conditions of observa-bility,expressions of optimal control via dynamic output feedback are derived.The mainfeedback operator functions are given by solution of linear integral equations.