In this paper, an optimization-oriented approach is proposed for parameter identifications in the presence of outliers. The proposed approach assumes minimum statistical a priori information on the unknown outliers and is convergent. An efficient numerical algorithm is presented to implement the approach along with its convergence and complexity results.
{"title":"A robust stochastic identification algorithm in the presence of outliers","authors":"E. Bai","doi":"10.1109/CDC.1999.831288","DOIUrl":"https://doi.org/10.1109/CDC.1999.831288","url":null,"abstract":"In this paper, an optimization-oriented approach is proposed for parameter identifications in the presence of outliers. The proposed approach assumes minimum statistical a priori information on the unknown outliers and is convergent. An efficient numerical algorithm is presented to implement the approach along with its convergence and complexity results.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122547446","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We develop an observer-based H/sup /spl infin// controller for linear time delay systems. The main contribution is to provide a closed loop stability analysis for the general case when the system time delay is unknown. Our analysis is based on model transformation and on a comparison principle. This allows us to get delay dependent stabilizing conditions. We derive conditions which improve (or recover) previous results. Comments on the conservatism of the presented criteria are given. The approach makes use of appropriate Liapunov-Krasovskii functionals and the obtained criteria are expressed in terms of linear matrix inequalities. A numerical example illustrates this method.
{"title":"Delay effects and dynamical compensation for time-delay systems","authors":"D. Ivanescu, J. Dion, L. Dugard, S. Niculescu","doi":"10.1109/CDC.1999.830932","DOIUrl":"https://doi.org/10.1109/CDC.1999.830932","url":null,"abstract":"We develop an observer-based H/sup /spl infin// controller for linear time delay systems. The main contribution is to provide a closed loop stability analysis for the general case when the system time delay is unknown. Our analysis is based on model transformation and on a comparison principle. This allows us to get delay dependent stabilizing conditions. We derive conditions which improve (or recover) previous results. Comments on the conservatism of the presented criteria are given. The approach makes use of appropriate Liapunov-Krasovskii functionals and the obtained criteria are expressed in terms of linear matrix inequalities. A numerical example illustrates this method.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122555912","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Shalabh Bhatnagar, Emmanuel Fern4ndez-Gaucherand, M. Fu, Ying He, Steven I. Marcus
We present a finite-horizon Markov decision process (MDP) model for providing decision support in semiconductor manufacturing on such critical operational issues as when to add additional capacity and when to convert from one type of production to another.
{"title":"A Markov decision process model for capacity expansion and allocation","authors":"Shalabh Bhatnagar, Emmanuel Fern4ndez-Gaucherand, M. Fu, Ying He, Steven I. Marcus","doi":"10.1109/CDC.1999.830146","DOIUrl":"https://doi.org/10.1109/CDC.1999.830146","url":null,"abstract":"We present a finite-horizon Markov decision process (MDP) model for providing decision support in semiconductor manufacturing on such critical operational issues as when to add additional capacity and when to convert from one type of production to another.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"173 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122592719","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper deals with the analysis of periodic solutions and their bifurcations in relay feedback systems. The occurrence of periodic solutions characterised by sliding sections is outlined and a particular case is taken in studying the bifurcation leading to their formation. Discrete-time mappings are introduced and used to characterise the regions of existence and stability of various periodic orbits. Also, bifurcations of sliding orbits into more complex solutions such as multi-sliding orbits are investigated.
{"title":"Sliding orbits and their bifurcations in relay feedback systems","authors":"M. di Bernardo, K. Johansson, F. Vasca","doi":"10.1109/CDC.1999.832871","DOIUrl":"https://doi.org/10.1109/CDC.1999.832871","url":null,"abstract":"This paper deals with the analysis of periodic solutions and their bifurcations in relay feedback systems. The occurrence of periodic solutions characterised by sliding sections is outlined and a particular case is taken in studying the bifurcation leading to their formation. Discrete-time mappings are introduced and used to characterise the regions of existence and stability of various periodic orbits. Also, bifurcations of sliding orbits into more complex solutions such as multi-sliding orbits are investigated.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"170 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122877746","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper considers the linear quadratic optimal control problem for linear implicit systems based on the dissipation inequality. We derive a necessary and sufficient condition for the dissipativeness with respect to a quadratic supply rate in terms of a linear matrix inequality (LMI) condition with an equality constraint. Based on this constrained LMI condition, the optimal control law is given by an implicit algebraic constraint among system variables. We also show that the present constrained LMI condition easily reduces to an LMI without any equality constraints.
{"title":"Linear quadratic optimal control for linear implicit system","authors":"K. Takaba","doi":"10.1109/CDC.1999.827998","DOIUrl":"https://doi.org/10.1109/CDC.1999.827998","url":null,"abstract":"This paper considers the linear quadratic optimal control problem for linear implicit systems based on the dissipation inequality. We derive a necessary and sufficient condition for the dissipativeness with respect to a quadratic supply rate in terms of a linear matrix inequality (LMI) condition with an equality constraint. Based on this constrained LMI condition, the optimal control law is given by an implicit algebraic constraint among system variables. We also show that the present constrained LMI condition easily reduces to an LMI without any equality constraints.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114169521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper represents a receding horizon predictive control algorithm for constrained nonlinear systems which, unlike earlier works, can be solved by linear programming methods. Use is made of a terminal inequality constraint in conjunction with a cost penalizing an upper bound on the tracking error over a finite control horizon. The optimization procedure is based on predictions made by linearized incremental models at points of a given seed trajectory and the effects of linearization error are taken into account to give a bound on the predicted tracking error. The proposed algorithm is posed in the form of LP and its asymptotic stability can be guaranteed by proper selection of the terminal weights of the cost index.
{"title":"Constrained receding horizon predictive control for nonlinear systems","authors":"Y. I. Lee, B. Kouvaritakis, M. Cannon","doi":"10.1109/CDC.1999.827793","DOIUrl":"https://doi.org/10.1109/CDC.1999.827793","url":null,"abstract":"This paper represents a receding horizon predictive control algorithm for constrained nonlinear systems which, unlike earlier works, can be solved by linear programming methods. Use is made of a terminal inequality constraint in conjunction with a cost penalizing an upper bound on the tracking error over a finite control horizon. The optimization procedure is based on predictions made by linearized incremental models at points of a given seed trajectory and the effects of linearization error are taken into account to give a bound on the predicted tracking error. The proposed algorithm is posed in the form of LP and its asymptotic stability can be guaranteed by proper selection of the terminal weights of the cost index.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114415039","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The Lyapunov-Krasovskii theory is extended to obtain sufficient conditions for the robust stability (independent of the delay) of linear neutral systems. Riccati-like equations are derived, relating the existence of a triple of positive definite matrices to the robust stability. By allowing time dependence of the delay itself, earlier results are extended. The approach is fruitful as it is readily adaptable to the design of stabilizability conditions under state and output feedback. As the existence proofs are constructive, they yield prescriptive stabilizing gains. An application to MRAC design for neutral systems is shown.
{"title":"Robust stability and adaptive control of time-varying neutral systems","authors":"Erik I. Verriest","doi":"10.1109/CDC.1999.833283","DOIUrl":"https://doi.org/10.1109/CDC.1999.833283","url":null,"abstract":"The Lyapunov-Krasovskii theory is extended to obtain sufficient conditions for the robust stability (independent of the delay) of linear neutral systems. Riccati-like equations are derived, relating the existence of a triple of positive definite matrices to the robust stability. By allowing time dependence of the delay itself, earlier results are extended. The approach is fruitful as it is readily adaptable to the design of stabilizability conditions under state and output feedback. As the existence proofs are constructive, they yield prescriptive stabilizing gains. An application to MRAC design for neutral systems is shown.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116744904","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The real time results of an adaptive multivariable generalized state-space predictive controller are presented. The control algorithm consists of a state-space receding horizon tracking system, a compensator for piecewise constant random disturbances and an estimator for parameters, state and disturbances. The estimator is based on an augmented recursive identification algorithm.
{"title":"Adaptive predictive state-space control of a multivariable 3-tank system","authors":"A. Gambier, H. Unbehauen","doi":"10.1109/CDC.1999.830101","DOIUrl":"https://doi.org/10.1109/CDC.1999.830101","url":null,"abstract":"The real time results of an adaptive multivariable generalized state-space predictive controller are presented. The control algorithm consists of a state-space receding horizon tracking system, a compensator for piecewise constant random disturbances and an estimator for parameters, state and disturbances. The estimator is based on an augmented recursive identification algorithm.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128335301","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The paper studies the value iteration algorithm for risk sensitive controlled Markov chains. For risk neutral (average cost) Markov decision processes, this algorithm is a standard technique to obtain approximations to a solution of the dynamic programming equation (O. Hernandez-Lerma, 1989; R. Cavazos-Cadena, 1997). We define the risk sensitive control problem of discrete time controlled Markov processes on an infinite horizon, and the first problem is to find suitable conditions under which there exists a solution to the dynamic programming equation when the control set is a compact metric space. We approach this problem, defining the dynamic programming operator (G.B. Di Masi and L. Stettner, 1997). Using the Banach fixed point theorem, it can be proved that this operator has a span-fixed point. The second basic problem is to proved that the value iteration algorithm can be implemented. This is solved using the contractive properties of the operator T.
研究了风险敏感控制马尔可夫链的值迭代算法。对于风险中立(平均成本)马尔可夫决策过程，该算法是获得动态规划方程解的近似的标准技术(O. Hernandez-Lerma, 1989;R. Cavazos-Cadena, 1997)。定义了无限视界上离散时间控制马尔可夫过程的风险敏感控制问题，第一个问题是找到当控制集是紧度量空间时动态规划方程存在解的合适条件。我们通过定义动态规划算子来解决这个问题(G.B. Di Masi和L. Stettner, 1997)。利用Banach不动点定理，证明了该算子具有张成不动点。第二个基本问题是证明值迭代算法的可实现性。这是用算子T的压缩性质来解决的。
{"title":"Value iteration for controlled Markov chains with risk sensitive cost criterion","authors":"T. Bielecki, D. Hernández-Hernández, S. Pliska","doi":"10.1109/CDC.1999.832762","DOIUrl":"https://doi.org/10.1109/CDC.1999.832762","url":null,"abstract":"The paper studies the value iteration algorithm for risk sensitive controlled Markov chains. For risk neutral (average cost) Markov decision processes, this algorithm is a standard technique to obtain approximations to a solution of the dynamic programming equation (O. Hernandez-Lerma, 1989; R. Cavazos-Cadena, 1997). We define the risk sensitive control problem of discrete time controlled Markov processes on an infinite horizon, and the first problem is to find suitable conditions under which there exists a solution to the dynamic programming equation when the control set is a compact metric space. We approach this problem, defining the dynamic programming operator (G.B. Di Masi and L. Stettner, 1997). Using the Banach fixed point theorem, it can be proved that this operator has a span-fixed point. The second basic problem is to proved that the value iteration algorithm can be implemented. This is solved using the contractive properties of the operator T.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128367036","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Some works presented in the literature have shown the effectiveness of second order sliding modes (i.e. a sliding regime on a set s(x(t))=s/spl dot/(x(t))=0 enforced by a control signal directly acting on s/spl uml/(t)) in controlling uncertain systems. Such an approach, in its native formulation, only applies to single-input nonlinear systems with particular types of uncertainties. In this paper the validity of a second order sliding mode control algorithm, previously presented by the authors (1997, 1999), is extended to some classes of multi-input nonlinear uncertain systems, covering a wide class of real processes. The chattering avoidance feature of the proposed second order sliding mode control scheme is presented as an example for a class of multi-input systems.
{"title":"On multi-input second order sliding mode control of nonlinear systems with uncertainty","authors":"G. Bartolini, A. Ferrara, E. Usai","doi":"10.1109/CDC.1999.833208","DOIUrl":"https://doi.org/10.1109/CDC.1999.833208","url":null,"abstract":"Some works presented in the literature have shown the effectiveness of second order sliding modes (i.e. a sliding regime on a set s(x(t))=s/spl dot/(x(t))=0 enforced by a control signal directly acting on s/spl uml/(t)) in controlling uncertain systems. Such an approach, in its native formulation, only applies to single-input nonlinear systems with particular types of uncertainties. In this paper the validity of a second order sliding mode control algorithm, previously presented by the authors (1997, 1999), is extended to some classes of multi-input nonlinear uncertain systems, covering a wide class of real processes. The chattering avoidance feature of the proposed second order sliding mode control scheme is presented as an example for a class of multi-input systems.","PeriodicalId":137513,"journal":{"name":"Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1999-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129139473","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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