For the sake of saving time and costs the feedback control based on discrete-time observations is used to stabilize the switching diffusion systems. Response lags are required by most of physical systems and play a key role in the feedback control. The aim of this paper is to design delay feedback control functions based on the discrete-time observations of the system states and the Markovian states in order for the controlled switching diffusion system (SDS) to be exponentially stable in $p$th moment and probability one as well as stable in $H_\infty$. The designed control principles are implementable to stablize quasi-linear and highly nonlinear SDSs. For quasi-linear SDSs the criteria are sharp that under the control with high strength the controlled SDSs will be stable (bounded) while under the weaker control they will be unstable (unbounded) in mean square. The sample and moment Lyapunov exponents are estimated which have close relationship with the time delays.
In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the studied stochastic systems. Two different kinds of controls have been considered: one is the control on the coefficients of the diffusion processes, another is the control on the transition rate matrices of the continuous-time Markov chains. Moreover, the dynamic programming principle is established after showing the continuity of the value function.
A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function without delay terms, which enables one to construct the delay feedback control using the existing results on stabilities of HSDEs. Methods to find the upper bound of the length of the time delay are also investigated. Numerical simulations are presented to demonstrate the new theorem.
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a probabilistic method. The main contribution is, however, a scheme for approximating the optimal control by limiting the information in the state-feedback. In a numerical example the approximation routine gives a considerable computational performance enhancement, when compared to a conventional algorithm.
A switched equilibrium of a switched system of two subsystems is a such a point where the vector fields of the two subsystems point strictly towards one another. Using the concept of stable convex combination that was developed by Wicks-Peleties-DeCarlo (1998) for linear systems, Bolzern-Spinelli (2004) offered a design of a state feedback switching rule that is capable to stabilize an affine switched system to any switched equilibrium. The state feedback switching rule of Bolzern-Spinelli gives a nonlinear (quadratic) switching threshold passing through the switched equilibrium. In this paper…
We consider the modeling, stability analysis and controller design problems for discrete-time LTI systems with state feedback, when the actuation signal is subject to switching propagation delays, due to e.g. the routing in a multi-hop communication network. We show how to model these systems as regular switching linear systems and, as a corollary, we provide an (exponential-time) algorithm for robust stability analysis. We also show that the general stability analysis problem is NP-hard in general. Even though the systems studied here are inherently switching systems, we show that their parti…
This paper presents a novel framework which combines a non-iterative solution of Real-Time Nonlinear Receding Horizon Control (NRHC) methodology to achieve consensus within complex network topologies with existing time-delays and in presence of switching topologies. In this formulation, we solve the distributed nonlinear optimization problem for multi-agent network systems directly, \emph{in real-time}, without any dependency on iterative processes, where the stability and convergence guarantees are provided for the solution. Three benchmark examples on non-linear chaotic systems provide valid…
Motivated by recent applications in control theory, we study the feedback stabilizability of switched systems, where one is allowed to chose the switching signal as a function of $x(t)$ in order to stabilize the system. We propose new algorithms and analyze several mathematical features of the problem which were unnoticed up to now, to our knowledge. We prove complexity results, (in-)equivalence between various notions of stabilizability, existence of Lyapunov functions, and provide a case study for a paradigmatic example introduced by Stanford and Urbano.
Stabilization of highly nonlinear hybrid stochastic differential delay equations by periodically intermittent feedback controls based on discrete-time observations with asynchronous switching
School of Science, Beijing University of Chemical Technology（北京化工大学理学院）
We study a variant of online optimization in which the learner receives $k$-round $\textit{delayed feedback}$ about hitting cost and there is a multi-step nonlinear switching cost, i.e., costs depend on multiple previous actions in a nonlinear manner. Our main result shows that a novel Iterative Regularized Online Balanced Descent (iROBD) algorithm has a constant, dimension-free competitive ratio that is $O(L^{2k})$, where $L$ is the Lipschitz constant of the switching cost. Additionally, we provide lower bounds that illustrate the Lipschitz condition is required and the dependencies on $k$ an…
In this paper, we study the problem of stabilizing switched linear systems when only limited information about the state and the mode of the system is available, which occurs in many applications involving networked switched systems (such as cyber-physical systems, IoT, etc.). First, we show that switched linear systems with arbitrary switching, i.e., with no constraint on the switching signal, are in general not stabilizable with a finite data rate. Then, drawing on this result, we restrict our attention to systems satisfying a fairly mild slow-switching assumption, in the sense that the swit…
In the present work, sufficient conditions for global stabilization of nonlinear uncertain systems by means of discrete-delay static output feedback are presented. Illustrating examples show the efficiency of the proposed control strategy.
Consensus and synchronization in discrete-time networks of multi-agents with stochastically switching topologies and time delays
Fudan University（复旦大学）；Max Planck Institute for Mathematics in the Sciences（马克斯·普朗克科学促进部数理研究所）；Santa Fe Institute for the Sciences of Complexity（圣塔菲复杂性科学研究所）
In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is proposed to enable all agents to converge to a common point using only local information. {The gains of the algorithm for all agents need not to be the same or predesigned and can be adjusted by each agent itself based on its own and neighbors' information.} It is shown that the algorithm is robust to arbitrarily bounded communication delays and arbitrarily switc…
In this paper, stability analysis of time delay systems is considered based on decomposition of the systems to subsystems. The decomposition process needs matrices of these systems to be simultaneously block triangularize. We show that a finite set of matrices are simultaneously block triangularize if and only if they have a common invariant subspace. The importance of the decomposition is highlighted by some systems that their characteristic equation has repeated roots on the imaginary axis. For such systems, the cluster treatment method and the direct method cannot be employed to analyze the…
This paper presents a new Python software for the parametric design of stabilizing feedback laws with time delays, called Partial Pole Placement via Delay Action (P3$δ$). After an introduction recalling recent theoretical results on the multiplicity-induced-dominancy (MID) and coexisting real roots-induced-dominancy (CRRID) properties and their use for the feedback stabilization of control systems operating under time delays, the paper presents the current version of P3$δ$, which relies on the MID property to compute delayed stabilizing feedback laws for scalar differential equations with a si…
This paper is concerned with the stabilization of parallel-flow heat exchangers equation with boundary control and arbitrarily delayed observation. The observer and predictor-based method, developed by [B.Z. Guo, K.Y. Yang, Automatica, 2009, 45(6): 1468-1475], is used to stabilize equation. The exponentially stabilization of such system by estimated state feedback control law is proved.
In this paper, we investigate the estimator-based output feedback control problem of multi-delay systems. This work is an extension of recently developed operator-value LMI framework for infinite-dimensional time-delay systems. Based on the optimal convex state feedback controller and generalized Luenberger observer synthesis conditions we already have, the estimator-based output feedback controller is designed to contain the estimates of both the present state and history of the state. An output feedback controller synthesis condition is proposed using SOS method, which is expressed in a set …
For vibrating systems, a delay in the application of a feedback control can destroy the stabilizing effect of the control. In this paper we consider a vibrating string that is fixed at one end and stabilized with a boundary feedback with delay at the other end. We show that for certain feedback parameters the system is exponentially stable with constant delays of the form 4L/c, 8L/c, 12L/c ... Moreover, we show that the system is exponentially stable with piecewise constant delays that attain the values 4L/c and 8L/c.
Sustained research efforts have been devoted to learning optimal controllers for linear stochastic dynamical systems with unknown parameters, but due to the corruption of noise, learned controllers are usually uncertified in the sense that they may destabilize the system. To address this potential instability, we propose a "plug-and-play" modification to the uncertified controller which falls back to a known stabilizing controller when the norm of the state exceeds a certain threshold. We show that the switching strategy enhances the safety of the uncertified controller by making the linear-qu…
We study dynamical systems that switch between two different vector fields depending on a discrete variable and with a delay. When the delay reaches a problem-dependent critical value so-called event collisions occur. This paper classifies and analyzes event collisions, a special type of discontinuity induced bifurcations, for periodic orbits. Our focus is on event collisions of symmetric periodic orbits in systems with full reflection symmetry, a symmetry that is prevalent in applications. We derive an implicit expression for the Poincare map near the colliding periodic orbit. The Poincare ma…
Feedback stabilization of switched systems under arbitrary switching: A convex characterization
Aeronautics Institute of Technology (ITA)（巴西空军理工学院）；Politecnico di Torino（都灵理工大学）；Université Paris-Saclay, CNRS, CentraleSupélec, Laboratoire des Signaux et Systèmes（巴黎萨克雷大学、法国国家科学研究中心、中央苏佩莱克学院、信号与系统实验室）
Motivated by improving performance of a bi-stable vibration energy harvester (VEH) from the viewpoint of vibration control, the time-delayed feedback control of displacement and velocity are constructively proposed into an electromechanical coupled VEH mounted on a rotational automobile tire, which is subject to colored noise and the periodic excitation. Using the improved stochastic averaging procedure based on energy-dependent frequency, the expressions of stationary probability density (SPD) and signal-to-noise ratio (SNR) are obtained analytically. Then, the efficiency of time-delayed feed…
This paper studies the boundary output feedback stabilization of general 1-D reaction-diffusion PDEs in the presence of a state delay in the reaction term. The control input applies through a Robin boundary condition while the system output is selected as a either Dirichlet or Neumann boundary trace. The control strategy takes the form of a finite-dimensional observer-based controller with feedback and observer gains that are computed in order to dominate the state delayed term. For any arbitrarily given value of the state delay, we show the exponential stability of the resulting closed-loop s…
In black-box optimization problems, we aim to maximize an unknown objective function, where the function is only accessible through feedbacks of an evaluation or simulation oracle. In real-life, the feedbacks of such oracles are often noisy and available after some unknown delay that may depend on the computation time of the oracle. Additionally, if the exact evaluations are expensive but coarse approximations are available at a lower cost, the feedbacks can have multi-fidelity. In order to address this problem, we propose a generic extension of hierarchical optimistic tree search (HOO), calle…
