Nash and Stackelberg solutions to general linear-quadratic two player difference games. I. Open-loop and feedback strategies
Necessary conditions for discrete dynamical systems with delays and general constraints
Necessary conditions for Lipschitz continuous discrete control problems
Necessary optimality conditions for discrete systems with state-dependent control region
Neural network adaptive control for discrete-time nonlinear nonnegative dynamical systems.
New results on passivity analysis of delayed discrete-time stochastic neural networks.
New stability conditions for positive continuous-discrete 2D linear systems
New necessary and sufficient conditions for asymptotic stability of positive continuous-discrete 2D linear systems are established. Necessary conditions for the stability are also given. The stability tests are demonstrated on numerical examples.
Non-linear programming and the maximum principle for discrete time optimal control problems
Nonlinear system identification using heterogeneous multiple models
Multiple models are recognised by their abilities to accurately describe nonlinear dynamic behaviours of a wide variety of nonlinear systems with a tractable model in control engineering problems. Multiple models are built by the interpolation of a set of submodels according to a particular aggregation mechanism, with the heterogeneous multiple model being of particular interest. This multiple model is characterized by the use of heterogeneous submodels in the sense that their state spaces are not...
Nonparametric instrumental variables for identification of block-oriented systems
A combined, parametric-nonparametric identification algorithm for a special case of NARMAX systems is proposed. The parameters of individual blocks are aggregated in one matrix (including mixed products of parameters). The matrix is estimated by an instrumental variables technique with the instruments generated by a nonparametric kernel method. Finally, the result is decomposed to obtain parameters of the system elements. The consistency of the proposed estimate is proved and the rate of convergence...
Norm estimates for solutions of matrix equations AX-XB=C and X-AXB=C
Let A, B and C be matrices. We consider the matrix equations Y-AYB=C and AX-XB=C. Sharp norm estimates for solutions of these equations are derived. By these estimates a bound for the distance between invariant subspaces of matrices is obtained.
Normalized finite fractional differences: Computational and accuracy breakthroughs
This paper presents a series of new results in finite and infinite-memory modeling of discrete-time fractional differences. The introduced normalized finite fractional difference is shown to properly approximate its fractional difference original, in particular in terms of the steady-state properties. A stability analysis is also presented and a recursive computation algorithm is offered for finite fractional differences. A thorough analysis of computational and accuracy aspects is culminated with...
Novel fault detection criteria based on linear quadratic control performances
This paper proposes a new approach to designing a relatively simple algorithmic fault detection system that is potentially applicable in embedded diagnostic structures. The method blends the LQ control principle with checking and evaluating unavoidable degradation in the sequence of discrete-time LQ control performance index values due to faults in actuators, sensors or system dynamics. Design conditions are derived, and direct computational forms of the algorithms are given. A simulation example...
Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances
This paper studies recursive optimal filtering as well as robust fault and state estimation for linear stochastic systems with unknown disturbances. It proposes a new recursive optimal filter structure with transformation of the original system. This transformation is based on the singular value decomposition of the direct feedthrough matrix distribution of the fault which is assumed to be of arbitrary rank. The resulting filter is optimal in the sense of the unbiased minimum-variance criteria....
Numerically robust synthesis of discrete-time H∞ estimators based on dual J-lossless factorizations