New Approach to Linear Exact Model Matching for a Class of Nonlinear Systems

In this paper, a new approach to the linear exact model matching problem for a class of nonlinear systems, using static state feedback, is presented. This approach reduces the problem of determining the state feedback control law to that of solving a system of first-order partial differential equations. Based on these equations, two major issues are resolved: the necessary and sufficient conditions for the problem to have a solution and the general analytical expression for the feedback control law. Furthermore, the proposed approach is extended to solve the same problem via static output feedback.     

A matrix-pencil-based interpretation of inconsistent initial conditions and system properties of generalized state-space systems

A matrix-pencil-based approach is presented to interpret transitionmatrices, inconsistent initial conditions, and systems propertiesof regular generalized state-space (GSS) systmes. On the basisof the well known Weierstrass canonical form of a regular pencil,several definitions of transition matrices for GSS systems aregiven. Convolution forms of the forced state evolution of GSSsystems are also established, both for the case of consistentand of inconsistent initial conditions. Moreover, a fundamentalinterpretation of inconsistent initial conditions of GSS systemsis outlined. Finally, the nation of several types of controllabilityand observability Gramians of GSS systems is introduced. Relationsof these Gramians to the respective controllability and observabilityproperties of GSS systems are examined, and simple and easilychecked algebraic criteria based on these Gramians, are estabished.It is pointed out that these results appear to be first in thefield of GSS systems.     

Generalized model matching and (F,G)-invariant submodules for linear systems over rings

A generalized version of the exact model matching problem (GEMMP) is considered for linear multivariable systems over an arbitrary commutative ring K with identity. Reduced forms of this problem are introduced, and a characterization of all solutions and minimal order solutions is given, both with and without the properness constraint on the solutions, in terms of linear equations over K and K-modules. An approach to the characterization of all stable solutions is presented which, under a certain Bezout condition and a freeness condition, provides a parametrization of all stable solutions. The results provide an explicit parametrization of all solutions and all stable solutions in case K is a field, without the Bezout condition. This is achieved through a very simple characterization and a generalization to an arbitrary field K of the “fixed poles” of the model matching problem in terms of invariant factors of a certain polynomial matrix. The results also show that whenever the GEMMP has a solution, there exist solutions whose poles can be chosen arbitrarily as far as they contain the “fixed poles” with the right multiplicities (in the algebraic closure of K). Implications of these results in regard to inverse systems are shown. Equivalent simpler forms (in state space form) of the problem are shown to be obtainable. A theory of finitely generated (F,G)-invariant submodules for linear systems over rings is developed, and the geometric equivalent of the model matching problem—the dynamic cover problem—is formulated, to which the results of the previous sections provide a solution in the reduced case.     

Discrete model reference adaptive control of continuous-time linear multi-input multi-output systems via multirate sampled-data controllers

The use of multirate sampled-data controllers for linear multivariable time-invariant systems with unknown parameters is investigated. Such controllers contain periodically time-varying elements and a multirate sampling mechanism with different sampling periods at each system input. Their application to unknown continuous-time linear multi-input, multi-output systems results in a sampled closedloop system for which an arbitrary discrete-time transfer function matrix can be assigned, as is shown in the present paper. The contribution of the present paper is twofold: the use of multirate sampled-data controllers in the area of model reference adaptive control; and the application, for the first time, of periodically varying controllers for model reference adaptive control of multi-input, multi-output systems.The work described in this paper has been partialy funded by the General Secretariat for Research and Technology of the Greek Ministry of Industry, Research, and Technology and by the Heracles General Cement Company of Greece.     

Sampled-data minimumH ∞-norm regulation of linear continuous-time systems using multirate-output controllers

This paper deals with the problem of designing multirate-output contrlleers for sampled-dataH -optimal control of linear continuous-time systems. Two formulations of the problem are studied. In the first, the intersample behavior of the disturbance and the controlled output signals is not considered, whereas in the second the continuous-time nature of these signals is taken into account. It is shown that, in both cases and unter appropriate conditions, it is plausible to reduce the repective initial problem to an associated discrete-timeH -optimization problem for which a fictitious static state feedback controller is to be designed. This fact has a beneficial influence on the theoretical and numerical complexity of the problem, since only one algebraic Riccati equation is to be solved here, as compared to two algebraic Riccati equations needed in known techniques concerning theH -optimization problem with dynamic measurement feedback.The work described in this paper has been partially funded by the General Secretariat for Research and Technology of the Greek Ministry of Industry, Research, and Technology and by the Heracles General Cement Company of Greece.     

Generic pole assignability,structurally constrained controllers and unimodular completion

In this paper we assume dynamical systems are represented by linear differential-algebraic equations (DAEs) of order possibly higher than one. We consider a structured system of DAEs for both the to-be-controlled plant and the controller. We model the structure of the plant and the controller as an undirected and bipartite graph and formulate necessary and sufficient conditions on this graph for the structured controller to generically achieve arbitrary pole placement. A special case of this problem also gives new equivalent conditions for structural controllability of a plant. Use of results in matching theory, and in particular, ‘admissibility’ of edges and ‘elementary bipartite graphs’, make the problem and the solution very intuitive. Further, our approach requires standard graph algorithms to check the required conditions for generic arbitrary pole placement, thus helping in easily obtaining running time estimates for checking this. When applied to the state space case, for which the literature has running time estimates, our algorithm is faster for sparse state space systems and comparable for general state space systems.     

Application of multiobjective dynamic programming to regional natural resource management

The general multiobjective dynamic programming problem is reformulated as a classical dynamic programming problem that then can be solved by regular dynamic programming methods. It is shown that the method of differential dynamic programming is most applicable for solution of this problem, which has a higher dimension state space. A case study, the management of a large natural resource system, is presented and modeled next. Finally, the model is applied to the case of bauxite mining development in Hungary, and numerical results for this case are presented.     

A mathematical programming model for the bus deviation route problem

In small towns, or in those peripherical metropolitan areas in which the demand for public transportation is relatively low, the objectives of the bus route planner are different from those faced in highly congested networks. Some towns, also in Italy, are experimenting with urban public transportation systems where regular bus routes are designed which allow users located at specific points outside the main line to signal their presence to the bus driver, who then deviates from the main route to satisfy this demand. This way the bus line is a mixture between a regular line and a dial-a-ride system. The bus deviation route problem is concerned with the design problem which arises in planning the location of the demand points outside the line. A model is presented which takes into account both the advantage of passengers served by this deviation device and the disadvantage suffered by passengers on the bus, whose travel time increases during deviations, and by passengers downstream of the deviation whose waiting time also increases. Through some modeling assumption we are able to represent this problem as a mixed integer linear programming problem, whose relatively low dimension allows for exact solution through standard simplex-based branch and bound code. The proposed model has been applied to a real case and some results of this are presented and discussed.     

Fixed poles in the model matching problem for systems over semirings

In this paper, solution existence conditions for the model matching problem are studied for systems over semirings, which are used in many applications, such as queueing systems, communication networks, and manufacturing systems. The main contribution is the discovery of fixed pole structure in solutions to the model matching problem. This fixed pole structure provides essential information contained in all the solutions to the model matching problem. For a discrete-event dynamic system example, a common Petri net component in the solutions of the model matching problem can be discovered from the fixed pole structure.     

Exact and heuristic solutions of the global supply chain problem with transfer pricing

We examine the example of a multinational corporation that attempts to maximize its global after tax profits by determining the flow of goods, the transfer prices, and the transportation cost allocation between each of its subsidiaries. Vidal and Goetschalckx [Vidal, C.J., Goetschalckx, M., 2001. A global supply chain model with transfer pricing and transportation cost allocation. European Journal of Operational Research 129 (1), 134–158] proposed a bilinear model of this problem and solved it by an Alternate heuristic. We propose a reformulation of this model reducing the number of bilinear terms and accelerating considerably the exact solution. We also present three other solution methods: an implementation of Variable Neighborhood Search (VNS) designed for any bilinear model, an implementation of VNS specifically designed for the problem considered here and an exact method based on a branch and cut algorithm. The solution methods are tested on artificial instances. These results show that our implementation of VNS outperforms the two other heuristics. The exact method found the optimal solution of all small instances and of 26% of medium instances.     

A matrix rational Lanczos method for model reduction in large‐scale first‐ and second‐order dynamical systems

In the present paper, we describe an adaptive modified rational global Lanczos algorithm for model‐order reduction problems using multipoint moment matching‐based methods. The major problem of these methods is the selection of some interpolation points. We first propose a modified rational global Lanczos process and then we derive Lanczos‐like equations for the global case. Next, we propose adaptive techniques for choosing the interpolation points. Second‐order dynamical systems are also considered in this paper, and the adaptive modified rational global Lanczos algorithm is applied to an equivalent state space model. Finally, some numerical examples will be given.     

A reactive variable neighborhood tabu search for the heterogeneous fleet vehicle routing problem with time windows

This paper presents a solution methodology for the heterogeneous fleet vehicle routing problem with time windows. The objective is to minimize the total distribution costs, or similarly to determine the optimal fleet size and mix that minimizes both the total distance travelled by vehicles and the fixed vehicle costs, such that all problem’s constraints are satisfied. The problem is solved using a two-phase solution framework based upon a hybridized Tabu Search, within a new Reactive Variable Neighborhood Search metaheuristic algorithm. Computational experiments on benchmark data sets yield high quality solutions, illustrating the effectiveness of the approach and its applicability to realistic routing problems. This work is supported by the General Secretariat for Research and Technology of the Hellenic Ministry of Development under contract GSRT NM-67.     

On Controllability of an Elastic Ring

We study the exact controllability problem for a ring under stretching tension that varies in time. We are looking for a couple of forces, which drive the state solution to rest. We show that applying two forces is necessary for controllability and the ring is controllable in the time interval greater than the optical length of the string. We also explain why one force would not be enough to control the ring. We use the method of moments to reduce the controllability problem to a moment problem for the controlling forces. The solution of that problem is based on an auxiliary basis property result. Both method of moments and proof of the basis property are developed for the model with time-dependent parameters. S.A.’s research was supported in part by the NSF, grant ARC–0724860. B.B.’s research was supported in part by University of Tennessee at Chattanooga Faculty Research Grant. S.I.’s research was supported in part by the Russian Foundation for Basic Research, grants 08-01-00595a and 08-01-00676a.     

Non-gaussian Test Models for Prediction and State Estimation with Model Errors

Turbulent dynamical systems involve dynamics with both a large dimensional phase space and a large number of positive Lyapunov exponents. Such systems are ubiquitous in applications in contemporary science and engineering where the statistical ensemble prediction and the real time filtering/state estimation are needed despite the underlying complexity of the system. Statistically exactly solvable test models have a crucial role to provide firm mathematical underpinning or new algorithms for vastly more complex scientific phenomena. Here, a class of statistically exactly solvable non-Gaussian test models is introduced, where a generalized Feynman-Kac formulation reduces the exact behavior of conditional statistical moments to the solution to inhomogeneous Fokker-Planck equations modified by linear lower order coupling and source terms. This procedure is applied to a test model with hidden instabilities and is combined with information theory to address two important issues in the contemporary statistical prediction of turbulent dynamical systems: the coarse-grained ensemble prediction in a perfect model and the improving long range forecasting in imperfect models. The models discussed here should be useful for many other applications and algorithms for the real time prediction and the state estimation.     

Extension of the Lamé–Gadolin problem for large deformations and its analytical solution

The formulation and solution of the axisymmetric static problem of the stress-strain state of two hollow circular elastic cylinders, one of which is predeformed and inserted into the other cylinder, is considered in the case of large plane deformations (an extension of the Lamé–Gadolin problem to large deformations). Using the theory of the superposition of large deformations, an exact analytical solution of the static problem for cylinders made of incompressible Treloar and Bartenev–Khazanovich materials is obtained, including the case when the cylinders are made of dissimilar materials. An analytical solution is obtained in parametric form for a compressible Blatz–Ko material. Non-linear effects are investigated.     

Sur l'état de synchronisation exacte d'un système couplé d'équations des ondes

In this Note, we consider the determination of the state of exact synchronization for a coupled system of wave equations. In a special case, the state of exact synchronization can be uniquely determined whatever the boundary controls would be chosen. In the general case, the state of exact synchronization depends on the boundary controls that realize the exact synchronization. However, we can estimate the difference between the state of exact synchronization and the solution to a problem independent of boundary controls. The determination of the state of exact synchronization by groups is also discussed.     

Convergent nonnegative matrices and iterative methods for consistent linear systems

Summary In this paper we study linear stationary iterative methods with nonnegative iteration matrices for solving singular and consistent systems of linear equationsAx=b. The iteration matrices for the schemes are obtained via regular and weak regular splittings of the coefficients matrixA. In certain cases when only some necessary, but not sufficient, conditions for the convergence of the iterations schemes exist, we consider a transformation on the iteration matrices and obtain new iterative schemes which ensure convergence to a solution toAx=b. This transformation is parameter-dependent, and in the case where all the eigenvalues of the iteration matrix are real, we show how to choose this parameter so that the asymptotic convergence rate of the new schemes is optimal. Finally, some applications to the problem of computing the stationary distribution vector for a finite homogeneous ergodic Markov chain are discussed.Research sponsored in part by US Army Research Office     

On asymptotic optimization of a class of nonlinear stochastic hybrid systems

We consider the problem of control for continuous time stochastic hybrid systems in finite time horizon. The systems considered are nonlinear: the state evolution is a nonlinear function of both the control and the state. The control parameters change at discrete times according to an underlying controlled Markov chain which has finite state and action spaces. The objective is to design a controller which would minimize an expected nonlinear cost of the state trajectory. We show using an averaging procedure, that the above minimization problem can be approximated by the solution of some deterministic optimal control problem. This paper generalizes our previous results obtained for systems whose state evolution is linear in the control.This work is supported by the Australian Research Council. All correspondence should be directed to the first author.     

Maximum network flows with concave gains

This paper deals with a generalized maximum flow problem with concave gains, which is a nonlinear network optimization problem. Optimality conditions and an algorithm for this problem are presented. The optimality conditions are extended from the corresponding results for the linear gain case. The algorithm is based on the scaled piecewise linear approximation and on the fat path algorithm described by Goldberg, Plotkin and Tardos for linear gain cases. The proposed algorithm solves a problem with piecewise linear concave gains faster than the naive solution by adding parallel arcs. Supported by a Grant-in-Aid for Scientific Research (No. 13780351 and No.14380188) from The Ministry of Education, Culture, Sports, Science and Technology of Japan.     

State feedback linearization of nonlinear control systems on homogeneous time scales

The paper addresses the state feedback linearization problem for nonlinear systems, defined on homogeneous time scale. Necessary and sufficient solvability conditions are given within the algebraic framework of differential one-forms. The conditions concerning the exact dynamic state feedback linearization are equivalent to the property of differential flatness of the system. An output function which defines a right invertible system without zero-dynamics is shown to exist if and only if the basis of some space of one-forms can be transformed, via polynomial matrix operator over the field of meromorphic functions, into a system of exact one-forms. The results extend the corresponding results for the continuous-time case.