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On the Phase Portrait of the Fast Filtering Algorithms

Yishao Zhou (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Fast filtering algorithms arising from linear filtering and estimation are nonlinear dynamical systems whose initial values are the statistics of the observation process. In this paper, we give a fairly complete description of the phase portrait for such nonlinear dynamical systems, as well as a special type of naturally related matrix Riccati equation.

On the realization theory of polynomial matrices and the algebraic structure of pure generalized state space systems

Antonis-Ioannis G. Vardulakis, Nicholas P. Karampetakis, Efstathios N. Antoniou, Evangelia Tictopoulou (2009)

International Journal of Applied Mathematics and Computer Science

We review the realization theory of polynomial (transfer function) matrices via "pure" generalized state space system models. The concept of an irreducible-at-infinity generalized state space realization of a polynomial matrix is defined and the mechanism of the "cancellations" of "decoupling zeros at infinity" is closely examined. The difference between the concepts of irreducibility and minimality of generalized state space realizations of polynomial (transfer function) matrices is pointed out...

On the regulator problem for a class of LTI systems with delays

Bernardino Castillo-Toledo, Eduardo Núñez-Pérez (2003)

Kybernetika

This paper deals with the problem of tracking a reference signal while maintaining the stability of the closed loop system for linear time invariant systems with delays in the states. We show that conditions for the existence of a solution to this problem (the so-called regulation problem), similar to those known for the case of delay-free linear systems, may be given. We propose a solution for both the state and error feedback regulation.

On the relation of delay equations to first-order hyperbolic partial differential equations

Iasson Karafyllis, Miroslav Krstic (2014)

ESAIM: Control, Optimisation and Calculus of Variations

This paper establishes the equivalence between systems described by a single first-order hyperbolic partial differential equation and systems described by integral delay equations. System-theoretic results are provided for both classes of systems (among them converse Lyapunov results). The proposed framework can allow the study of discontinuous solutions for nonlinear systems described by a single first-order hyperbolic partial differential equation under the effect of measurable inputs acting on...

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