A lower bound for the stability radius of time-varying systems

We introduce and characterize the stability radius of systems whose state evolution is described by linear skew-product semiflows. We obtain a lower bound for the stability radius in terms of the Perron operators associated to the linear skew-product semiflow. We generalize a result due to Hinrichsen and Pritchard.

     

Formation of Coherent Structures in Kolmogorov Flow with Stratification and Drag

We study a weakly stratified Kolmogorov flow under the effect of a small linear drag. We perform a linear stability analysis of the basic state. We construct the finite dimensional dynamical system deriving from the truncated Fourier mode approximation. Using the Reynolds number as bifurcation parameter we build the corresponding diagram up to Re=100. We observe the coexistence of three coherent structures.     

Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances

We consider discrete-time linear systems with constraints on both control and state variables and bounded disturbances. We exhibit a closed-form expression of the necessary and sufficient conditions for existence of closed-loop policy. These conditions are linear constraints on the initial state and the bounds on the disturbances, control variables and state variables. A simple illustrative example is presented.     

Well-Posed State/Signal Systems in Continuous Time

We introduce a new class of linear systems, the L ^p -well-posed state/signal systems in continuous time, we establish the foundations of their theory and we develop some tools for their study. The principal feature of a state/signal system is that the external signals of the system are not a priori divided into inputs and outputs. We relate state/signal systems to the better-known class of well-posed input/state/output systems, showing that state/signal systems are more flexible than input/state/output systems but still have enough structure to provide a meaningful theory. We also give some examples which point to possibilities for further study.     

Finite dimensional optimal filters for a class of ltô- processes with jumping parameters

We consider a finite state Markov process θ, feeding the coefficients of a linear Itô-equation with state ξ. The θ-process is observed in white noise, and it is shown that the optimal nonlinear filter for ξ, is of finite dimension. We also derive finite dimensional equations for optimal prediction and smoothing.     

Identification of switched linear systems using subspace and integer programming techniques

We consider the identification of a switched linear system which consists of linear sub-models, with a rule that orchestrates the switching mechanism between the sub-models. Taking a set of switched linear systems and using a state space framework, we show that it is possible to combine subspace methods with mixed integer programming for system identification. The states of the system are first extracted from input–output data using sub-space methods. Once the state variables are known, the switched system is re-written as a mixed logical dynamical (MLD) system and the model parameters are calculated for via mixed integer programming. We report an example at the end of this paper together with simulation results in the presence of noise.     

Analysis of a Polynomial System Arising in the Design of an Optical Lattice Filter Useful in Channelization

In this work, we consider design questions for an active optical lattice filter, which is being manufactured at the University of Texas at Dallas, and which has proven to be useful in the signal processing task of RF channelization. The filter can be described by a linear, discrete time state space model. The controlling agents, the gains, are embedded in the matrices intervening in this state space model. Consequently, techniques from linear feedback control theory do not apply. We concentrate on the question of finding real valued gains so that the A matrix of the state space model has a prescribed characteristic polynomial. We find that three of the coefficients can be arbitrarily picked, but that the remaining are constrained by these and the other system parameters. Our techniques use methods from constructive algebraic geometry.     

Cone characterizations of positive semidefinite operators on a Hilbert space

We extend finite dimensional results of Han and Mangasarian characterizing positive semidefinite matrices. We solve a linear complementarity problem for an operator defined on a Hilbert space, and state a generalization of Moreau's theorem.     

Reachability realization and stabilizability of switched linear discrete-time systems

In this paper, the reachability realization of a switched linear discrete-time system, which is a collection of linear time-invariant discrete-time systems along with some maps for “switching” among them, is addressed. The main contribution of this paper is to prove that for a switched linear discrete-time system, there exists a basic switching sequence such that the reachable (controllable) state set of this basic switching sequence is equal to the reachable (controllable) state set of the system. Hence, the reachability (controllability) can be realized by using only one switching sequence. We also discuss the stabilizability of switched systems, and obtain a sufficient condition for stabilizability. Two numeric examples are given to illustrate the results.     

A Separation Property of the Observer-Based Stabilizing Controller for Linear Delay Systems

Siberian Mathematical Journal - This paper is concerned with the observer-based controller for the stabilization of linear systems with multiple delays. We design a state observer for the...     

Topological approach to the simultaneous stabilization of plants with delay

We consider the problem of constructing a common stabilizing controller for a family of k linear stationary nth-order plants with incommensurable delays in the control, output, and state variables. To solve it, we suggest to use a topological approach based on finding a common stabilizer in the form of a linear combination of stabilizers for the individual plants.     

State estimation for a dynamical system described by a linear equation with unknown parameters

We investigate the state estimation problem for a dynamical system described by a linear operator equation with unknown parameters in a Hilbert space. In the case of quadratic restrictions on the unknown parameters, we propose formulas for a priori mean-square minimax estimators and a posteriori linear minimax estimators. A criterion for the finiteness of the minimax error is formulated. As an example, the main results are applied to a system of linear algebraic-differential equations with constant coefficients.     

Guaranteed asymptotic stability for a class of uncertain linear dynamical systems

We consider a class of linear dynamical systems with bounded, Lebesgue-measurable uncertainties in the system and input matrices as well as in the input itself. A state feedback control is derived, which guarantees global, uniform asymptotic stability of the zero state; this control is continuous, except at the zero state.This paper is based in part on research supported by the National Science Foundation.     

Absolute and Convective Instabilities of Semi-bounded Spatially Developing Flows

We analyse the absolute and convective instabilities of, and spatially amplifying waves in, semi-bounded spatially developing flows and media by applying the Laplace transform in time to the corresponding initial-value linear stability problem and treating the resulting boundary-value problem on ?⁺ for a vector equation as a dynamical system. The analysis is an extension of our recently developed linear stability theory for spatially developing open flows and media with algebraically decaying tails and for fronts to flows in a semi-infinite domain. We derive the global normal-mode dispersion relations for different domains of frequency and treat absolute instability, convectively unstable wave packets and signalling. It is shown that when the limit state at infinity, i.e. the associated uniform state, is stable, the inhomogeneous flow is either stable or absolutely unstable. The inhomogeneous flow is absolutely stable but convectively unstable if and only if the flow is globally stable and the associated uniform state is convectively unstable. In such a case signalling in the inhomogeneous flow is identical with signalling in the associated uniform state.     

The effect of a reinforcing ring on the stress-strain state of flexible cylindrical shells

We investigate the effect of a reinforcing ring on the stress-strain state of a cylindrical shell in the geometrically nonlinear problem with a nonaxisymmetric load on the edge. The nonlinear boundary-value problem is reduced to a sequence of linear problems by the quasilinearization method. The linear problems are solved by the discrete orthogonalization method. The results obtained using linear and nonlinear theory are compared.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 55, pp. 92–96, 1985.     

A hidden Markov model for informative dropout in longitudinal response data with crisis states

We adopt a hidden state approach for the analysis of longitudinal data subject to dropout. Motivated by two applied studies, we assume that subjects can move between three states: stable, crisis, dropout. Dropout is observed but the other two states are not. During a possibly transient crisis state both the longitudinal response distribution and the probability of dropout can differ from those for the stable state. We adopt a linear mixed effects model with subject-specific trajectories during stable periods and additional random jumps during crises. We place the model in the context of Rubin’s taxonomy and develop the associated likelihood. The methods are illustrated using the two motivating examples.     

Ein globales Ergebnis für Bifurkationsaufgaben mit schwach differenzierbaren Operatoren

In this paper we are dealing with positive linear functionals on W-algebras. We introduce the notion of a positive linear functional with ∑-property (see Definition 1.1). It is shown that each positive linear functional on a W-algebra possesses the ∑-property. This fact allows to give a short proof of UHLMANN's conjecture on unitary mixing in the state space of a W-algebra. In proving our main theorem (see Theorem 1.2.) we obtain some results on positive linear functionals and orthoprojections which are useful in other context, too.     

基于开关控制的线性奇异系统的二次状态反馈镇定问题

主要讨论基于开关控制的线性奇异系统的二次状态反馈镇定问题.利用二次反馈镇定的概念,给出了线性奇异系统基于异步开关控制的二次状态反馈镇定问题可解的两个充分条件.进一步,对于带有范数有界的不确定项的奇异线性系统,给出了其可以基于异步开关控制的二次状态反馈鲁棒镇定的可解性条件.     

On exterior Neumann problems with an asymptotically linear nonlinearity

In this paper, we study exterior Neumann problems with an asymptotically linear nonlinearity. We establish the existence of ground state solutions. Furthermore when the domain is a complement of a ball, we prove the ground state solutions are not radially symmetric. We also give asymptotic profiles of ground state solutions.