Parametrization of all stabilizing controllers via quadratic Lyapunov functions

This paper presents a parametrization of all finite-dimensional, linear time-invariant controllers which asymptotically stabilize a given finite-dimensional, linear time-invariant system. Both continuous-time and discrete-time systems are considered. A potential advantage over existing parametrization schemes in the frequency domain is that the controller order can be fixed. Consequently, necessary and sufficient conditions for stabilizability via static output feedback controller are obtained and stated by the existence of a quadratic Lyapunov functionV(x):=x ^T Px such thatP satisfies a linear matrix inequality (LMI), whileP ^–1 satisfies another LMI. If the controller order is not fixed a priori, then the resulting computational problem can be made convex, and a controller of order less than or equal to the plant order may always be constructed.     

Infinite horizon quadratic control of linear singularly perturbed systems with small state delays: an asymptotic solution of Riccati-type equations

Email: valery{at}techunix.technion.ac.il Received on January 31, 2006; Accepted on October 5, 2006 An infinite horizon linear-quadratic optimal control problemfor a singularly perturbed system with multiple point-wise anddistributed small delays in the state variable is considered.The set of Riccati-type equations, associated with this problemby the control optimality conditions, is studied. Since thesystem in the control problem is singularly perturbed, the equationsof this set are also perturbed by a small parameter of the singularperturbations. The zero-order asymptotic solution to this setof equations is constructed and justified. Based on this asymptoticsolution, parameter-free sufficient conditions for the existenceand uniqueness of solution to the original optimal control problemare established.     

Global asymptotic stability analysis of discrete-time Cohen–Grossberg neural networks based on interval systems

The global asymptotic stability of discrete-time Cohen–Grossberg neural networks (CGNNs) with or without time delays is studied in this paper. The CGNNs are transformed into discrete-time interval systems, and several sufficient conditions for asymptotic stability for these interval systems are derived by constructing some suitable Lyapunov functionals. The conditions obtained are given in the form of linear matrix inequalities that can be checked numerically and very efficiently by using the MATLAB LMI Control Toolbox. Finally, some illustrative numerical examples are provided to demonstrate the effectiveness of the results obtained.     

Oscillation and attractivity in a discrete model with quadratic nonlinearity

Let a, c [euro] (0, ∞), b [euro] [IML0001] and let k be a nonnegative integer. We obtain necessary and sufficient conditions for all positive solutions of the nonlinear difference equation [IML0002] to oscillate about its positive equilibrium. When k = 0, we obtain necessary and sufficient conditions for the positive equilibrium of Eq. (?) to be a global attractor of all positive solutions.     

Reducing the number of variables in integer quadratic programming problem

In this paper, a new variable reduction technique is presented for general integer quadratic programming problem (GP), under which some variables of (GP) can be fixed at zero without sacrificing optimality. A sufficient condition and a necessary condition for the identification of dominated terms are provided. By comparing the given data of the problem and the upper bound of the variables, if they meet certain conditions, some variables can be fixed at zero. We report a computational study to demonstrate the efficacy of the proposed technique in solving general integer quadratic programming problems. Furthermore, we discuss separable integer quadratic programming problems in a simpler and clearer form.     

Lyapunov stability of discontinuous dynamic systems

This paper derives necessary and sufficient conditions for thestability of dynamic systems in the sense of Lyapunov. Theseconditions are used to study the stability of discontinuousdynamic systems, which include fuzzy systems, hybrid systems,and impulsive differentia^! systems.     

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.     

Necessary and sufficient conditions for parameter insensitive disturbance-rejection problems with dynamic output feedback

Email: otsuka{at}j.dendai.ac.jp Received on November 11, 2005; Accepted on December 16, 2006 In this paper, necessary and sufficient conditions for the parameterinsensitive disturbance-rejection problem with dynamic outputfeedback which was studied in Otsuka (1999) to be solvable aregiven for the structured uncertain linear systems. Further,necessary and sufficient conditions for the solvability of theproblems with static output feedback and state feedback arealso studied as special cases. The obtained results containsome extensions of the previous results to the structured uncertainlinear systems.     

Necessary conditions in stochastic linear quadratic problems and their applications

Stochastic linear quadratic optimal control problems are considered. A unified approach is proposed to treat the necessary optimality conditions of closed-loop optimal strategies and open-loop optimal controls. Notice that the former notion does not rely on initial wealth, while the later one does. Our conclusions of closed-loop optimal strategies are directly derived by suitable variational methods, the approach to which is different from [12], [11]. Moreover, the necessary conditions for closed-loop optimal strategies happen to be sufficient which takes us by surprise. Finally, two applications are given as illustration.     

Dual gauge programs,with applications to quadratic programming and the minimum-norm problem

A gauge functionf(·) is a nonnegative convex function that is positively homogeneous and satisfiesf(0)=0. Norms and pseudonorms are specific instances of a gauge function. This paper presents a gauge duality theory for a gauge program, which is the problem of minimizing the value of a gauge functionf(·) over a convex set. The gauge dual program is also a gauge program, unlike the standard Lagrange dual. We present sufficient conditions onf(·) that ensure the existence of optimal solutions to the gauge program and its dual, with no duality gap. These sufficient conditions are relatively weak and are easy to verify, and are independent of any qualifications on the constraints. The theory is applied to a class of convex quadratic programs, and to the minimuml _p norm problem. The gauge dual program is shown to provide a smaller duality than the standard dual, in a certain sense discussed in the text.     

Numerical analysis of a quadratic matrix equation

The quadratic matrix equation AX²+ BX + C = 0in n x nmatricesarises in applications and is of intrinsic interest as oneof the simplest nonlinear matrix equations. We give a completecharacterization of solutions in terms of the generalized Schurdecomposition and describe and compare various numerical solutiontechniques. In particular, we give a thorough treatment offunctional iteration methods based on Bernoulli’s method.Other methods considered include Newton’s method with exact line searches, symbolic solution and continued fractions.We show that functional iteration applied to the quadraticmatrix equation can provide an efficient way to solve the associated quadratic eigenvalue problem (²A + B + C)x = 0.     

Stabilization of Stochastic Hybrid Linear Systems with Noise

Abstract

This article deals with the class of uncertain stochastic hybrid linear systems with noise. The uncertainties we are considering are of norm bounded type. The stochastic stabilization and robust stabilization problems are treated. Linear matrix inequality (LMI)-based sufficient conditions are developed to design the state feedback controller with constant gain that stochastically (robust stochastically) stabilizes the studied class of systems. Our results are mode independent and require only the complete access to the state vector. Numerical examples are given to show the effectiveness of the proposed results.     

Synchronization criteria of Lur’e systems with time-delay feedback control

In this paper time-delay effects on the master–slave synchronization scheme are studied by a time-delay feedback control technique. Several new delay-independent and delay-dependent sufficient conditions are presented for master–slave synchronization of Lur’e systems based upon Lyapunov method and linear matrix inequalities (LMI’s) approaches. These new synchronization criteria are easily verifiable and offer some fairly adjustable real parameters, which are of important significance in the design and applications of such chaos synchronization systems, and the proposed results improve and generalize the earlier works.     

Extensions of representations of integral quadratic forms

Let N and M be quadratic ?-lattices, and K be a sublattice of N. A representation σ:K→M is said to be extensible to N if there exists a representation ρ:N→M such that ρ | _K =σ. We prove in this paper a local–global principle for extensibility of representation, which is a generalization of the main theorems on representations by positive definite ?-lattices by Hsia, Kitaoka and Kneser (J. Reine Angew. Math. 301:132–141, 1978) and Jöchner and Kitaoka (J. Number Theory 48:88–101, 1994). Applications to almost n-universal lattices and systems of quadratic equations with linear conditions are discussed.     

On global quadratic growth condition for min-max optimization problems with quadratic functions

Second-order sufficient condition and quadratic growth condition play important roles both in sensitivity and stability analysis and in numerical analysis for optimization problems. In this article, we concentrate on the global quadratic growth condition and study its relations with global second-order sufficient conditions for min-max optimization problems with quadratic functions. In general, the global second-order sufficient condition implies the global quadratic growth condition. In the case of two quadratic functions involved, we have the equivalence of the two conditions.     

Nonnegative quadratic estimation and quadratic sufficiency in general linear models

Notions of linear sufficiency and quadratic sufficiency are of interest to some authors. In this paper, the problem of nonnegative quadratic estimation for β^′Hβ+hσ² is discussed in a general linear model and its transformed model. The notion of quadratic sufficiency is considered in the sense of generality, and the corresponding necessary and sufficient conditions for the transformation to be quadratically sufficient are investigated. As a direct consequence, the result on (ordinary) quadratic sufficiency is obtained. In addition, we pose a practical problem and extend a special situation to the multivariate case. Moreover, a simulated example is conducted, and applications to a model with compound symmetric covariance matrix are given. Finally, we derive a remark which indicates that our main results could be extended further to the quasi-normal case.     

Global optimization of a quadratic functional with quadratic equality constraints

In this paper, we investigate a constrained optimization problem with a quadratic cost functional and two quadratic equality constraints. While it is obvious that, for a nonempty constraint set, there exists a global minimum cost, a method to determine if a given local solution yields the global minimum cost has not been established. We develop a necessary and sufficient condition that will guarantee that solutions of the optimization problem yield the global minimum cost. This constrained optimization problem occurs naturally in the computation of the phase margin for multivariable control systems. Our results guarantee that numerical routines can be developed that will converge to the global solution for the phase margin.     

Global Robust Passivity Analysis for Stochastic Interval Neural Networks with Interval Time-Varying Delays and Markovian Jumping Parameters

In this paper, the problem of passivity analysis is investigated for stochastic interval neural networks with interval time-varying delays and Markovian jumping parameters. By constructing a proper Lyapunov-Krasovskii functional, utilizing the free-weighting matrix method and some stochastic analysis techniques, we deduce new delay-dependent sufficient conditions, that ensure the passivity of the proposed model. These sufficient conditions are computationally efficient and they can be solved numerically by linear matrix inequality (LMI) Toolbox in Matlab. Finally, numerical examples are given to verify the effectiveness and the applicability of the proposed results.     

Stabilization of switched systems with polytopic uncertainties via composite quadratic functions

This paper studied the stabilization of switched linear systems with polytopic uncertainties by employing the methods of nonsmooth analysis and the composite quadratic Lyapunov functions. Above all, the minimum quadratic functions and the directional derivatives along the vertex directions of subsystems are applied to construct the new switching law. Then, some sufficient conditions for stabilization of switched linear systems are established considering the sliding modes and the directional derivatives along sliding modes. Finally, numerical examples are given to demonstrate the effectiveness of the synthesis results.     

The regulator problem for linear systems with constrained control: an LMI approach

^** Email: benzaouia{at}ucam.ac.ma A new methodology of the partial eigenstructure assignment bystate feedback via linear matrix inequality (LMI) is extendedto obtain a solution of the constrained regulator problem forlinear continuous-time and discrete-time systems by using theLMI formulation.