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Approximation of the Zakai equation in a nonlinear filtering problem with delay

Krystyna Twardowska, Tomasz Marnik, Monika Pasławska-Południak (2003)

International Journal of Applied Mathematics and Computer Science

A nonlinear filtering problem with delays in the state and observation equations is considered. The unnormalized conditional probability density of the filtered diffusion process satisfies the so-called Zakai equation and solves the nonlinear filtering problem. We examine the solution of the Zakai equation using an approximation result. Our theoretical deliberations are illustrated by a numerical example.

Argument increment stability criterion for linear delta models

Milan Hofreiter, Pavel Zítek (2003)

International Journal of Applied Mathematics and Computer Science

Currently used stability criteria for linear sampled-data systems refer to the standard linear difference equation form of the system model. This paper presents a stability criterion based on the argument increment rule modified for the delta operator form of the sampled-data model. For the asymptotic stability of this system form it is necessary and sufficient that the roots of the appropriate characteristic equation lie inside a circle in the left half of the complex plane, the radius of which...

Asymptotic analysis and control of a hybrid system composed by two vibrating strings connected by a point mass

C. Castro (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We consider a hybrid, one-dimensional, linear system consisting in two flexible strings connected by a point mass. It is known that this system presents two interesting features. First, it is well posed in an asymmetric space in which solutions have one more degree of regularity to one side of the point mass. Second, that the spectral gap vanishes asymptotically. We prove that the first property is a consequence of the second one. We also consider a system in which the point mass is replaced...

Asymptotic properties and optimization of some non-Markovian stochastic processes

Evgueni I. Gordienko, Antonio Garcia, Juan Ruiz de Chavez (2009)

Kybernetika

We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.

Asymptotic stability of linear conservative systems when coupled with diffusive systems

Denis Matignon, Christophe Prieur (2005)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we study linear conservative systems of finite dimension coupled with an infinite dimensional system of diffusive type. Computing the time-derivative of an appropriate energy functional along the solutions helps us to prove the well-posedness of the system and a stability property. But in order to prove asymptotic stability we need to apply a sufficient spectral condition. We also illustrate the sharpness of this condition by exhibiting some systems for which we do not have the asymptotic...

Asymptotic stability of linear conservative systems when coupled with diffusive systems

Denis Matignon, Christophe Prieur (2010)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we study linear conservative systems of finite dimension coupled with an infinite dimensional system of diffusive type. Computing the time-derivative of an appropriate energy functional along the solutions helps us to prove the well-posedness of the system and a stability property. But in order to prove asymptotic stability we need to apply a sufficient spectral condition. We also illustrate the sharpness of this condition by exhibiting some systems for which we do not have the asymptotic property. ...

Asynchronous sampling-based leader- following consensus in second-order multi-agent systems

Zhengxin Wang, Yuanzhen Feng, Cong Zheng, Yanling Lu, Lijun Pan (2018)

Kybernetika

This paper studies the leader-following consensus problem of second-order multi-agent systems with directed topologies. By employing the asynchronous sampled-data protocols, sufficient conditions for leader-following consensus with both constant velocity leader and variable velocity leader are derived. Leader-following quasi-consensus can be achieved in multi-agent systems when all the agents sample the information asynchronously. Numerical simulations are provided to verify the theoretical results....

Attainability analysis in the problem of stochastic equilibria synthesis for nonlinear discrete systems

Irina Bashkirtseva, Lev Ryashko (2013)

International Journal of Applied Mathematics and Computer Science

A nonlinear discrete-time control system forced by stochastic disturbances is considered. We study the problem of synthesis of the regulator which stabilizes an equilibrium of the deterministic system and provides required scattering of random states near this equilibrium for the corresponding stochastic system. Our approach is based on the stochastic sensitivity functions technique. The necessary and important part of the examined control problem is an analysis of attainability. For 2D systems,...

Attitude observer-based robust control for a twin rotor system

Oscar Salas, Herman Castañeda, Jesús De León-Morales (2013)

Kybernetika

In this paper, an angular tracking control based on adaptive super twisting algorithm (ASTA) for a Twin Rotor System is presented. With the aim of implementing the ASTA control and taking into consideration the difficulties of measuring some of its states, a Nonlinear Extended State Observer (NESO) is employed to estimate the vector state and furthermore unmeasured dynamics. This scheme increases robustness against unmodeled dynamics and external disturbance, reducing modeling difficulties due to...

Automatic control of mechatronic systems

Kurt Schlacher, Andreas Kugi (2001)

International Journal of Applied Mathematics and Computer Science

This contribution deals with different concepts of nonlinear control for mechatronic systems. Since most physical systems are nonlinear in nature, it is quite obvious that an improvement in the performance of the closed loop can often be achieved only by means of control techniques that take the essential nonlinearities into consideration. Nevertheless, it can be observed that industry often hesitates to implement these nonlinear controllers, despite all advantages existing from the theoretical...

Automatic risk control based on FSA methodology adaptation for safety assessment in intelligent buildings

Jerzy Mikulik, Mirosław Zajdel (2009)

International Journal of Applied Mathematics and Computer Science

The main area which Formal Safety Assessment (FSA) methodology was created for is maritime safety. Its model presents quantitative risk estimation and takes detailed information about accident characteristics into account. Nowadays, it is broadly used in shipping navigation around the world. It has already been shown that FSA can be widely used for the assessment of pilotage safety. On the basis of analysis and conclusion on the FSA approach, this paper attempts to show that the adaptation of this...

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