No Arabic abstract
This paper considers the Hinfty-optimal estimation problem for linear systems with multiple delays in states, output, and disturbances. First, we formulate the Hinfty-optimal estimation problem in the Delay-Differential Equation (DDE) framework. Next, we construct an equivalent Partial Integral Equation (PIE) representation of the optimal estimator design framework. We then show that in the PIE framework, the Hinfty-optimal estimator synthesis problem can be posed as a Linear PI Inequality (LPI). LPIs are a generalization of LMIs to the algebra of Partial Integral (PI) operators and can be solved using the PIETOOLS toolbox. Finally, we convert the PIE representation of the optimal estimator back into an ODE-PDE representation - a form similar to a DDE, but with corrections to estimates of the infinite-dimensional state (the time-history). Numerical examples show that the synthesis condition we propose produces an estimator with provable Hinfty-gain bound which is accurate to 4 decimal places when compared with results obtained using Pade-based discretization.
Observer design typically requires the observability of the underlying system, which may be hard to verify for nonlinear systems, while guaranteeing asymptotic convergence of errors, which may be insufficient in order to satisfy performance conditions in finite time. This paper develops a method to design Luenberger-type observers for nonlinear systems which guarantee the largest possible domain of attraction for the state estimation error regardless of the initialization of the system. The observer design procedure is posed as a two step problem. In the the first step, the error dynamics are abstractly represented as a linear equation on the space of Radon measures. Thereafter, the problem of identifying the largest set of initial errors that can be driven to within the user-specified error target set in finite-time for all possible initial states, and the corresponding observer gains, is formulated as an infinite-dimensional linear program on measures. This optimization problem is solved, using Lasserres relaxations via a sequence of semidefinite programs with vanishing conservatism. By post-processing the solution of step one, the set of gains that maximize the size of tolerable initial errors is identified in step two. To demonstrate the feasibility of the presented approach two examples are presented.
In this short article, we showcase the derivation of an optimal predictor, when one part of systems output is not measured but is able to be predicted from the rest of the systems output which is measured. According to authors knowledge, similar derivations have been done before but not in state-space representation.
In this report, we present a new Linear-Quadratic Semistabilizers (LQS) theory for linear network systems. This new semistable H2 control framework is developed to address the robust and optimal semistable control issues of network systems while preserving network topology subject to white noise. Two new notions of semistabilizability and semicontrollability are introduced as a means to connecting semistability with the Lyapunov equation based technique. With these new notions, we first develop a semistable H2 control theory for network systems by exploiting the properties of semistability. A new series of necessary and sufficient conditions for semistability of the closed-loop system have been derived in terms of the Lyapunov equation. Based on these results, we propose a constrained optimization technique to solve the semistable H2 network-topology-preserving control design for network systems over an admissible set. Then optimization analysis and the development of numerical algorithms for the obtained constrained optimization problem are conducted. We establish the existence of optimal solutions for the obtained nonconvex optimization problem over some admissible set. Next, we propose a heuristic swarm optimization based numerical algorithm towards efficiently solving this nonconvex, nonlinear optimization problem. Finally, several numerical examples will be provided.
This article treats three problems of sparse and optimal multiplexing a finite ensemble of linear control systems. Given an ensemble of linear control systems, multiplexing of the controllers consists of an algorithm that selects, at each time (t), only one from the ensemble of linear systems is actively controlled whereas the other systems evolve in open-loop. The first problem treated here is a ballistic reachability problem where the control signals are required to be maximally sparse and multiplexed, the second concerns sparse and optimally multiplexed linear quadratic control, and the third is a sparse and optimally multiplexed Mayer problem. Numerical experiments are provided to demonstrate the efficacy of the techniques developed here.
This paper investigates the H2 and H-infinity suboptimal distributed filtering problems for continuous time linear systems. Consider a linear system monitored by a number of filters, where each of the filters receives only part of the measured output of the system. Each filter can communicate with the other filters according to an a priori given strongly connected weighted directed graph. The aim is to design filter gains that guarantee the H2 or H-infinity norm of the transfer matrix from the disturbance input to the output estimation error to be smaller than an a priori given upper bound, while all local filters reconstruct the full system state asymptotically. We provide a centralized design method for obtaining such H2 and H-infinity suboptimal distributed filters. The proposed design method is illustrated by a simulation example.