Robustness of minimax controllers to nonlinear perturbations

We study the robustness of minimax controllers, originally designed for nominal linear or nonlinear systems, to unknown static nonlinear perturbations in the state dynamics, measurement equation, and performance index. When the nominal system is linear, we consider both perfect state measurements and general imperfect state measurements; in the case of nominally nonlinear systems, we consider perfect state measurements only. Using a differential game theoretic approach, we show for the former class that, as the perturbation parameter (say, >0) approaches zero, the optimal disturbance attenuation level for the overall system converges to the optimal disturbance attenuation level for the nominal system if the nonlinear structural uncertainties satisfy certain prescribed growth conditions. We also show that anH -controller, designed based on a chosen performance level for the nominal linear system, achieves the same performance level when the parameter is smaller than a computable threshold, except for the finite-horizon imperfect state measurements case. For that case, we show that the design of the nominal controller must be based on a decreased confidence level of the initial data, and a controller thus designed again achieves a desired performance level in the face of nonlinear perturbations satisfying a computable norm bound. In the case of nominally nonlinear systems, and assuming that the nominal system is solvable, we obtain sufficient conditions such that the nominal controller achieves a desired performance in the face of perturbations satisfying computable norm bounds. In this way, we provide a characterization of the class of uncertainties that are tolerable for a controller designed based on the nominal system. The paper also presents two numerical examples; in one of these, the nominal system is linear; in the other one, it is nonlinear.This research was supported in part by the US Department of Energy, Grant DE-FG-02-88-ER-13939 and in part by the National Science Foundation, Grant ECS-91-13153.An abridged version was presented at the 32nd IEEE Conference on Decision and Control, San Antonio, Texas, December 15–17, 1993, and it appeared in the Conference Proceedings.     

Simultaneous output feedback stabilization of time-delay systems

^** Email: magdi_mahmoud{at}cic-cairo.com^*** Email: hnounou{at}uaeu.ac.ae This paper develops new results to the problem of simultaneousfeedback stabilization using static output feedback (SOF) controlfor a finite collection of linear dynamical systems with unknownstate delay. We establish tractable synthesis conditions fornominal SOF controllers and subsequently extend the resultsto resilient SOF to cope with possible additive controller gainperturbations. In both cases, the design of SOF controllersis based on guaranteed cost and approaches. Previous relatedresults are recovered and all the developed results are convenientlycast in the format of linear matrix inequalities. A numericalexample is presented.     

Novel approach to accelerating Newton's method for sup-norm optimization arising inH ∞-control

We present algorithms for solving general sup-norm minimization problems over spaces of analytic functions, such as those arising inH control. We also give an analysis and some theory of these algorithms. Part of this is specific to analytic optimization, while part holds for general sup-norm optimization. In particular, we are proposing a type of Newton-type algorithm which actually uses very high-order terms. The novel feature is that higher-order terms can be chosen in many ways while still maintaining a second-order convergence rate. Then, a clever choice of higher-order terms greatly reduces computation time. Conceivably this technique can be modified to accelerate Newton algorithms in some other circumstances. Estimates of order of convergence as well as results of numerical tests are also presented.This work was partially supported by the Air Force Office of Scientific Research and the National Science Foundation.     

Semicontinuous solutions for Hamilton-Jacobi equations and theL ∞control problem

We prove uniqueness for extended real-valued lower semicontinuous viscosity solutions of the Bellman equation forL -control problems. This result is then used to prove uniqueness for lsc solutions of Hamilton-Jacobi equations of the form –u _t +H(t, x, u, –Du)=0, whereH(t, x, r, p) is convex inp. The remaining assumptions onH in the variablesr andp extend the currently known results.Supported in part by Grant DMS-9300805 from the National Science Foundation.     

Relative K homology and C* algebras

Let A be a separable nuclear C ⁺ algebra with unit. Let be a closed two-sided ideal in A. A relative K homology group K ⁰(A,) is defined. Closely related are topological definitions of properly supported K homology and of compactly supported relative K homology. Applications are to indices of Toeplitz operators and existence of coercive boundary conditions for elliptic differential operators.     

K-theory of braided tensor ring categories with higher commutativity

We show that theK-theory of a Waldhausen categoryC with anA-ring structure is anA ring spectrum. If theA structure onC supports anE _n structure, so thatBC group completes to ann-fold loop space, thenK (C) is anE _n ring spectrum. In particular, theK-theory of the category of crossedG-sets,G a finite group, is anE ₂ ring spectrum.     

L ∞ Algebra Representations

It is shown that the direct sum of an L algebra and a module over it has a natural L algebra structure.     

H ∞-Control for Markovian Jumping Linear Systems with Parametric Uncertainty

This paper studies the problem of H -control for linear systems with Markovian jumping parameters. The jumping parameters considered here are two separable continuous-time, discrete-state Markov processes, one appearing in the system matrices and one appearing in the control variable. Our attention is focused on the design of linear state feedback controllers such that both stochastic stability and a prescribed H -performance are achieved. We also deal with the robust H -control problem for linear systems with both Markovian jumping parameters and parameter uncertainties. The parameter uncertainties are assumed to be real, time-varying, norm-bounded, appearing in the state matrix. Both the finite-horizon and infinite-horizon cases are analyzed. We show that the control problems for linear Markovian jumping systems with and without parameter uncertainties can be solved in terms of the solutions to a set of coupled differential Riccati equations for the finite-horizon case or algebraic Riccati equations for the infinite-horizon case. Particularly, robust H -controllers are also designed when the jumping rates have parameter uncertainties.     

Robust H ∞ Filtering for a Class of Nonlinear Discrete-Time Markovian Jump Systems

This paper considers the problem of the robust H filtering for a class of nonlinear discrete-time Markovian jump systems with real time-varying norm-bounded parameter uncertainty. For each mode, the nonlinearity is assumed to satisfy the global Lipschitz conditions and appears in both the state and measured output equations. The problem that we address is the design of a nonlinear filter which ensures robust stochastic stability and a prescribed H performance level of the filtering error system for all admissible uncertainties. A sufficient condition for the solvability of this problem is obtained in terms of a set of linear matrix inequalities; an explicit expression of a desired nonlinear H filter is also given. Finally, an example is provided to demonstrate the effectiveness of the proposed approach.     

H∞-Control for Linear Time-Delay Systems with Markovian Jumping Parameters

This paper deals with the robust H-control problem for uncertain continuous-time linear time-delay systems with Markovian jumping parameters. Based on Lyapunov functional approach, a sufficient condition that assures the robust stochastic stabilizability and preserves the H-disturbance attenuation for the uncertain class of linear time-delay systems with Markovian jumping parameters is established. The uncertainties considered in this paper are of the norm-bounded type. A numerical example is given to demonstrate the usefulness of the results.     

Prolongations of Vector Fields and the Invariants-by-Derivation Property

For any given vector field X defined on some open set M ², we characterize the prolongations X _n ^* of X to the nth jet space M ⁽ⁿ⁾, n1, such that a complete system of invariants for X _n ^* can be obtained by derivation of lower-order invariants. This leads to characterizations of C -symmetries and to new procedures for reducing the order of an ordinary differential equation.     

Some statistical problems in random translations of stochastic point processes

A random translation of a marked point process is considered. The distribution of random translation is assumed to be dependent upon the mark through a certain functionh(·). The main concern is to make inferences about the functionh(·) for different types of data. Complete identification and estimation are not possible in general, but some interesting particular solutions are presented.     

Transfer Function Optimization Procedure for the H 2/H ∞ Problem

In this paper, the H ₂/H problem is considered in a transfer-function setting, i.e., without a priori chosen bounds on the controller order. An optimization procedure is described which is based on a parametrization of all feasible descending directions stemming from a given point of the feasible transfer-function set. A search direction at each such point can be obtained on the basis of the solution of a convex finite-dimensional problem which can be converted into a LMI problem. Moving along the chosen direction in each step, the procedure in question generates a sequence of feasible points whose cost functional values converge to the optimal value of the H ₂/H problem. Moreover, this sequence of feasible points is shown to converge in the sense of a weighted H ₂ norm; and it does so to the solution of the H ₂/H problem whenever such a solution exists.     

Nash Equilibria of Risk-Sensitive Nonlinear Stochastic Differential Games

This paper considers a class of risk-sensitive stochastic nonzero-sum differential games with parametrized nonlinear dynamics and parametrized cost functions. The parametrization is such that, if all or some of the parameters are set equal to some nominal values, then the differential game either becomes equivalent to a risk-sensitive stochastic control (RSSC) problem or decouples into several independent RSSC problems, which in turn are equivalent to a class of stochastic zero-sum differential games. This framework allows us to study the sensitivity of the Nash equilibrium (NE) of the original stochastic game to changes in the values of these parameters, and to relate the NE (generally difficult to compute and to establish existence and uniqueness, at least directly) to solutions of RSSC problems, which are relatively easier to obtain. It also allows us to quantify the sensitivity of solutions to RSSC problems (and thereby nonlinear H-control problems) to unmodeled subsystem dynamics controlled by multiple players.     

Absence de la L∞-contractivité pour les semi-groupes associés aux opérateurs elliptiques complexes sous forme divergence

Soit un opérateur elliptique du second ordre à coefficients complexes sur un ouvert de ^N . On obtient des conditions nécessaires et suffisantes sur les coefficients, pour que le semi-groupe qu'il définit, suivant les conditions au bord considérées, contracte L . On montre en particulier que cette propriété est assez spécifique aux coefficients réels. Abstract. Consider a second order elliptic operator with complex coefficients on an open set of ^N . We obtain necessary and sufficient conditions on the coefficients for the contractivity in L of the semigroup defined under different boundary conditions. In particular, we show that this property is closely related to the fact that the coefficients are actually real valued.     

A Conjecture of Hirschhorn on the 4-Dissection of Ramanujan's Continued Fraction

We show that two recently published conjectures by Hirschhorn concerning the 4-dissection of Ramanujan's continued fraction are correct.     

Well-conditioned computation for H ∞ controller near the optimum

The present paper gives a procedure for determining a H optimal controller in the assumption that the game Riccati equations have stabilizing positive definite solutions at the optimum value. A specific feature of the construction is its first step consisting in balancing with respect to the positive definite stabilizing solutions of the Riccati equations. The justification is based on singular perturbations reduction.