Approximate filter for a two-dimensional nonlinear diffusion observed in a correlated low noise channel

The purpose of this article is to study a nonlinear filtering problem when the signal is a two-dimensional process from which only the second component is noisy and when only its first (and unnoisy) component is observed in a correlated low noise channel. We propose an approximate finite-dimensional filter and we prove that the filtering error converges to zero. The order of magnitude of the error between the approximate filter and the optimal filter, as the observation noise vanishes, is computed.     

Self-triggered filter design for a class of nonlinear stochastic systems with Markovian jumping parameters

This paper is concerned with the self-triggered filtering problem for a class of Markovian jumping nonlinear stochastic systems. The event-triggered mechanism (ETM) is employed between the sensor and the filter to reduce unnecessary measurement transmission. Governed by the ETM, the measurement is transmitted to the filter as long as a predefined condition is satisfied. The purpose of the addressed problem is to synthesize a filter such that the dynamics of the filtering error is bounded in probability (BIP). A sufficient condition is first given to ensure the boundedness in probability of the filtering error dynamics, and the characterization of the desired filter gains is then realized by means of the feasibility of certain matrix inequalities. Furthermore, a self-triggered mechanism is designed to guarantee the filtering error dynamics to be BSP with excluded Zeno phenomenon. In the end, numerical simulation is carried out to illustrate the usefulness of the proposed self-triggered filtering algorithm.     

Finite-dimensional attainable sets for stochastic control systems

Letx _t ^u () be a stochastic control system on the probability space (, ,P) intoR ⁿ. We say that the pointxR ⁿ is (, ) attainable at timet if there exists an admissible controlu such thatP _xo{x _t ^u ()S (x)}, wherex ₀()=x ₀, 0, 10, andS (x) is the closed Euclidean -ball inR ⁿ centered atx. We define the attainable setA (t) to be the set of all pointsxR ⁿ which are (, ) attainable at timet. For a large class of stochastic control systems, it is shown thatA (t) is compact for eacht and continuous as a function oft in an appropriate metric. From this, the existence of stochastic time-optional controls is established for a large class of nonlinear stochastic differential equations.This research was supported by the National Research Council of Canada, Grant No. A-9072.     

State observers for a class of multi-output nonlinear dynamic systems

This note considers the problem of observer design for a class of multi-output nonlinear systems. A new state observer design methodology for linear time-varying multi-output systems is presented. Furthermore, we show that the same methodology can be extended to a class of multi-output nonlinear systems. Some sufficient conditions for the existence of the proposed observer are obtained, which guarantee that the error of state estimation converges asymptotically to zero. An example is given to demonstrate the effectiveness of the proposed methodology.     

Stability criterion for a class of nonlinear fractional differential systems

Stability analysis of nonlinear fractional differential systems has been an open problem since the 1990s of the last century. Apparently, Lyapunov’s second method seems to be invalid for nonlinear fractional differential systems (equations). In this paper, we are concerned with this open problem and have solved it partly. Based on Lyapunov’s second method, a novel stability criterion for a class of nonlinear fractional differential system is derived. Our result is simple, global and theoretically rigorous. The conditions to guarantee the stability of the nonlinear fractional differential system are convenient for testing. Compared with the stability criteria in the literature, our criterion is straightforward and suitable for application. Several examples are provided to illustrate the applications of our result.     

An observer for a class of disturbance driven nonlinear systems

An observer design for a class of nonlinear systems driven by disturbances or uncertainties is presented. The design is based on a high gain strategy, and the gain of the proposed observer is explicitly given.     

Explicit solutions to a class of nonlinear filtering problems

In this paper we obtain the solution of a class of nonlinear filtering problems in the form of a series expansion in terms of multiple Wiener integrals. The solution is explicit in the sense that the kernels of the integrals in the expansion are explicitly determine.     

Variable structure control for a class of nonlinear systems with mismatched uncertainties

A scheme to stabilize nonlinear time-varying systems with both matched and mismatched uncertainties is proposed in this paper by switching between two control laws: a first-order sliding-mode control and a second-order sliding-mode control. Based on this idea, a variable structure control algorithm is designed for a class of second-order systems. The closed-loop system is globally or locally asymptotically stable. It has been proven that the stability region has relation with the order of the boundary function and the region can be obtained by solving an inequality. The uncertainty considered in this work is also more general than those in the existing works.     

Filtering for a class of nonlinear discrete-time stochastic systems with state delays

In this paper, the filtering problem is investigated for a class of nonlinear discrete-time stochastic systems with state delays. We aim at designing a full-order filter such that the dynamics of the estimation error is guaranteed to be stochastically, exponentially, ultimately bounded in the mean square, for all admissible nonlinearities and time delays. First, an algebraic matrix inequality approach is developed to deal with the filter analysis problem, and sufficient conditions are derived for the existence of the desired filters. Then, based on the generalized inverse theory, the filter design problem is tackled and a set of the desired filters is explicitly characterized. A simulation example is provided to demonstrate the usefulness of the proposed design method.     

Asymptotic linearization and stabilization for a class of nonlinear systems

This paper presents a nonlinear output feedback which asymptotically linearizes the class of nonlinear, continuous-time, affine in the control systems having relative degree equal to the state space dimension. Moreover, we show that any set of eigenvalues can be assigned for the asymptotic closed-loop linear system. The controller is based on a nonlinear observer, presented in a previous paper, and on the linearizing state feedback proposed by Isidori and computed in the estimated state. The main result obtained is equivalent to the separation theorem in the linear case.This work was supported by the Italian Ministry for University and Scientific and Technological Research.     

A semi-global finite-time convergent observer for a class of nonlinear systems with bounded trajectories

This paper considers the problem of designing finite-time convergent observers for a class of lower-triangular nonlinear systems with bounded solution trajectories. Using the homogeneous domination approach, we construct an observer with homogeneous structure and saturation design, whose states will converge to the real states in a finite time by adjusting the observer gain. Several application examples of this finite-time convergent observer are discussed in this paper.     

Global attractor for a class of nonlinear lattices

We consider a class of nonlinear lattices with nonlinear damping

(0.1)     

On a class of integro-differential equations modeling complex systems with nonlinear interactions

This work deals with the qualitative analysis of the initial value problem for a class of large systems of interacting entities in the framework of the mathematical kinetic theory for active particles. The contents are specifically focused on the case where the system interacts with the outer environment and the entities are subject to nonlinearly additive interactions.     

Output feedback stabilization for a class of nonlinear time-evolution systems

A variety of problems in nonlinear time-evolution systems such as communication networks, computer networks, manufacturing, traffic management, etc., can be modelled as min–max-plus systems in which operations of min, max and addition appear simultaneously. Systems with only maximum (or minimum) constraints can be modelled as max-plus system and handled by max-plus algebra which changes the original nonlinear system in the traditional sense into linear system in this framework. Min-max-plus systems are extensions of max-plus systems and nonlinear even in the max-plus algebra view. Output feedback stabilization for min–max-plus systems with min–max-plus inputs and max-plus outputs is considered in this paper. Max-plus projection representation for the closed-loop system with min–max-plus output feedback is introduced and the formula to calculate the cycle time is presented. Stabilization of reachable systems with at least one observable state and a further result for reachable and observable systems are worked out, during which max-plus output feedbacks are used to stabilize the systems. The method based on the max-plus algebra is constructive in nature.     

Nonlinear estimation applying an unscented transformation in systems with correlated uncertain observations

An approximation to the least squares filter is proposed for discrete signals whose evolution is governed by nonlinear functions, when the estimation is based on nonlinear observations with additive noise which can consist only of random noise; this uncertainty in the observation process is modelled by Bernoulli random variables which are correlated at consecutive time instants and are otherwise independent. The proposed recursive approximation is based on the unscented principle; successive applications of the unscented transformation to a suitable augmented state vector enable us to approximate the one-stage state and observation predictors from the state filter at the previous time instant. The performance of the proposed algorithm is compared with that of an extended algorithm in a numerical simulation example.     

A note on the stability criterion for a class of nonlinear fractional differential systems

This paper is devoted to dealing with a flaw that existed in a recent paper (Zhou et al. 2014). We give a new proof of Th. 3.1 in Zhou et al. (2014), which is a correction of the original proof.     

Variance-constrained dissipative observer-based control for a class of nonlinear stochastic systems with degraded measurements

This paper is concerned with the variance-constrained dissipative control problem for a class of stochastic nonlinear systems with multiple degraded measurements, where the degraded probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over a given interval. The purpose of the problem is to design an observer-based controller such that, for all possible degraded measurements, the closed-loop system is exponentially mean-square stable and strictly dissipative, while the individual steady-state variance is not more than the pre-specified upper bound constraints. A general framework is established so that the required exponential mean-square stability, dissipativity as well as the variance constraints can be easily enforced. A sufficient condition is given for the solvability of the addressed multiobjective control problem, and the desired observer and controller gains are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi-definite programming method. Finally, a numerical example is presented to show the effectiveness and applicability of the proposed algorithm.     

Stability analysis of a class of nonlinear positive switched systems with delays

This paper addresses the stability problem of delayed nonlinear positive switched systems whose subsystems are all positive. Both discrete-time systems and continuous-time systems are studied. In our analysis, the delays in systems can be unbounded. Two conditions are established to test the local asymptotic stability of the considered systems. The method to compute the domains of attraction is also proposed provided that the system is locally asymptotically stable. When reduced to general nonlinear positive systems, that is, the considered switched system consists of only one mode, an interesting conclusion follows that the proposed nonlinear positive system is locally asymptotically stable for all admissible delays and nonnegative nonlinearities which satisfy an extra condition at the origin, if and only if the system represented by the linear part is asymptotically stable for all admissible delays. Finally, a numerical example is presented to illustrate the obtained results.     

Absolute stability criteria for a class of nonlinear singular systems with time delay

This paper deals with the problem of absolute stability for a class of time-delay singular systems with sector-bounded nonlinearity. Both delay-independent and delay-dependent criteria are presented and formulated in the form of linear matrix inequalities (LMIs). Neither model transformation nor a bounding technique for cross-terms, nor a slack variable method is involved in obtaining the stability criteria. Numerical examples are given to show the effectiveness and improvements over some existing results.     

An analytical technique for solving a class of strongly nonlinear conservative systems

Recently, an analytical technique has been developed to determine approximate solutions of strongly nonlinear differential equations containing higher order harmonic terms. Usually, a set of nonlinear algebraic equations is solved in this method. However, analytical solutions of these algebraic equations are not always possible, especially in the case of a large oscillation. Previously such algebraic equations for the Duffing equation were solved in powers of a small parameter; but the solutions measure desired results when the amplitude is an order of 1. In this article different parameters of the same nonlinear problems are found, for which the power series produces desired results even for the large oscillation. Moreover, two or three terms of this power series solution measure a good result when the amplitude is an order of 1. Besides these, a suitable truncation formula is found in which the solution measures better results than existing solutions. The method is mainly illustrated by the Duffing oscillator but it is also useful for many other nonlinear problems.