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A Wiener system, i.e. a cascade system consisting of a linear dynamic subsystem and a nonlinear memoryless subsystem is identified. The a priori information is nonparametric, i.e. neither the functional form of the nonlinear characteristic nor the order of the dynamic part are known. Both the input signal and the disturbance are Gaussian white random processes. Recursive algorithms to estimate the nonlinear characteristic are proposed and their convergence is shown. Results of numerical simulation...
This work is concerned with discrete-time Markov stopping games with two players. At each decision time player II can stop the game paying a terminal reward to player I, or can let the system to continue its evolution. In this latter case player I applies an action affecting the transitions and entitling him to receive a running reward from player II. It is supposed that player I has a no-null and constant risk-sensitivity coefficient, and that player II tries to minimize the utility of player I....
A previous paper by the same authors presented a general theory solving (finite horizon) feasibility and optimization problems for linear dynamic discrete-time systems with polyhedral constraints. We derived necessary and sufficient conditions for the existence of solutions without assuming any restrictive hypothesis. For the solvable cases we also provided the inequative feedback dynamic system, that generates by forward recursion all and nothing but the feasible (or optimal, according to the cases)...
The structural properties of self-bounded controlled invariant subspaces are fundamental to the synthesis of a dynamic feedforward compensator achieving insensitivity of the controlled output to a disturbance input accessible for measurement, on the assumption that the system is stable or pre-stabilized by an inner feedback. The control system herein devised has several important features: i) minimum order of the feedforward compensator; ii) minimum number of unassignable dynamics internal to the...
Problems of the system identification using orthonormal functions are discussed and algorithms of computing parameters of the discrete time state- space model of the plant based on the generalized orthonormal functions and the Laguerre functions are derived. The adaptive LQ regulator and the predictive controller based on the Laguerre function model are also presented. The stability and the robustness of the closed loop using the predictive controller are investigated.
The paper considers a set membership joint estimation of variables and parameters in complex dynamic networks based on parametric uncertain models and limited hard measurements. A recursive estimation algorithm with a moving measurement window is derived that is suitable for on-line network monitoring. The window allows stabilising the classic recursive estimation algorithm and significantly improves estimate tightness. The estimator is validated on a case study regarding a water distribution network....
In the paper the problem of practical stability of linear positive discrete-time systems of fractional order is addressed. New simple necessary and sufficient conditions for practical stability and for practical stability independent of the length of practical implementation are established. It is shown that practical stability of the system is equivalent to asymptotic stability of the corresponding standard positive discrete-time systems of the same order. The discussion is illustrated with numerical...
The paper presents a simple mathematical model called a coupled map lattice (CML). For some range of its parameters, this model generates complex, spatiotemporal behavior which seems to be chaotic. The main purpose of the paper is to provide results of stability analysis and compare them with those obtained from numerical simulation. The indirect Lyapunov method and Lyapunov exponents are used to examine the dependence on initial conditions. The net direction phase is introduced to measure the symmetry...
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