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Tracking with prescribed transient behaviour

Achim Ilchmann, E. P. Ryan, C. J. Sangwin (2002)

ESAIM: Control, Optimisation and Calculus of Variations

Universal tracking control is investigated in the context of a class 𝒮 of M -input, M -output dynamical systems modelled by functional differential equations. The class encompasses a wide variety of nonlinear and infinite-dimensional systems and contains – as a prototype subclass – all finite-dimensional linear single-input single-output minimum-phase systems with positive high-frequency gain. The control objective is to ensure that, for an arbitrary ℝ M -valued reference signal r of class W 1 , ∞ (absolutely...

Tracking with prescribed transient behaviour

Achim Ilchmann, E. P. Ryan, C. J. Sangwin (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Universal tracking control is investigated in the context of a class S of M-input, M-output dynamical systems modelled by functional differential equations. The class encompasses a wide variety of nonlinear and infinite-dimensional systems and contains – as a prototype subclass – all finite-dimensional linear single-input single-output minimum-phase systems with positive high-frequency gain. The control objective is to ensure that, for an arbitrary ℝ M -valued reference signal r of class W1,∞ (absolutely...

Unbounded viscosity solutions of hybrid control systems

Guy Barles, Sheetal Dharmatti, Mythily Ramaswamy (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We study a hybrid control system in which both discrete and continuous controls are involved. The discrete controls act on the system at a given set interface. The state of the system is changed discontinuously when the trajectory hits predefined sets, namely, an autonomous jump set A or a controlled jump set C where controller can choose to jump or not. At each jump, trajectory can move to a different Euclidean space. We allow the cost functionals to be unbounded with certain growth and hence...

Weak solutions of stochastic differential inclusions and their compactness

Mariusz Michta (2009)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper, we consider weak solutions to stochastic inclusions driven by a semimartingale and a martingale problem formulated for such inclusions. Using this we analyze compactness of the set of solutions. The paper extends some earlier results known for stochastic differential inclusions driven by a diffusion process.

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