The problem of H∞ filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper. By applying an innovation analysis in Krein space, a necessary and sufficient condition for the...The problem of H∞ filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper. By applying an innovation analysis in Krein space, a necessary and sufficient condition for the existence of an H∞ filter is derived in two methods： One is the partial differential equation approach, the other is the reorganized innovation analysis approach. The former gives a solution to the proposed H∞ filtering problem in terms of the solution of a partial differential equation with boundary conditions. The later gives an analytical solution to the proposed H∞ filtering problem in terms of the solutions of Riccati and matrix differential equations.展开更多
We investigate the identification problems of a class of linear stochastic time-delay systems with unknown delayed states in this study. A time-delay system is expressed as a delay differential equation with a single ...We investigate the identification problems of a class of linear stochastic time-delay systems with unknown delayed states in this study. A time-delay system is expressed as a delay differential equation with a single delay in the state vector. We first derive an equivalent linear time-invariant(LTI) system for the time-delay system using a state augmentation technique. Then a conventional subspace identification method is used to estimate augmented system matrices and Kalman state sequences up to a similarity transformation. To obtain a state-space model for the time-delay system, an alternate convex search(ACS) algorithm is presented to find a similarity transformation that takes the identified augmented system back to a form so that the time-delay system can be recovered. Finally, we reconstruct the Kalman state sequences based on the similarity transformation. The time-delay system matrices under the same state-space basis can be recovered from the Kalman state sequences and input-output data by solving two least squares problems. Numerical examples are to show the effectiveness of the proposed method.展开更多
A competitive LotkaVolterra reactiondiffusion system with two delays subject to Neumann boundary conditions is considered. It is well known that the positive con stant steady state of the system is globally asymptotic...A competitive LotkaVolterra reactiondiffusion system with two delays subject to Neumann boundary conditions is considered. It is well known that the positive con stant steady state of the system is globally asymptotically stable if the interspecies competition is weaker than the intraspecies one and is unstable if the interspecies com petition dominates over the intraspecies one. If the latter holds, then we show that Hopf bifurcation can occur as the parameters （delays） in the system cross some critical val ues. In particular, we prove that these Hopf bifurcations are all spatially homogeneous if the diffusive rates are suitably large, which has the same properties as Hopf bifur cation of the corresponding delayed system without diffusion. However, if the diffusive rates are suitably small, then the system generates the spatially nonhomogeneous Hopf bifurcation. Furthermore, we derive conditions for determining the direction of spatially nonhomogeneous Hopf bifurcations and the stability of bifurcating periodic solutions. These results indicate that the diffusion plays an important role for deriving the complex spatiotemporal dynamics.展开更多
In the previous paper(see Li and Zhu(2014)), for a characteristic problem with not necessarily small initial data given on a complete null cone decaying like that in the work of the stability of Minkowski spacetime by...In the previous paper(see Li and Zhu(2014)), for a characteristic problem with not necessarily small initial data given on a complete null cone decaying like that in the work of the stability of Minkowski spacetime by Christodoulou and Klainerman(1993), we proved the local existence in retarded time, which means the solution to the vacuum Einstein equations exists in a uniform future neighborhood, while the global existence in retarded time is the weak cosmic censorship conjecture. In this paper, we prove that the local existence in retarded time still holds when the data is assumed to decay slower, like that in Bieri's work(2007)on the extension to the stability of Minkowski spacetime. Such decay guarantees the existence of the limit of the Hawking mass on the initial null cone, when approaching to infinity, in an optimal way.展开更多
基金supported by the National Natural Science Foundation for Distinguished Young Scholars of China under Grant No.60825304the National Basic Research Development Program of China under Grant No.973 Program,No.2009cb320600the National Natural Science Foundation of China under Grant No. 61104050
文摘The problem of H∞ filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper. By applying an innovation analysis in Krein space, a necessary and sufficient condition for the existence of an H∞ filter is derived in two methods： One is the partial differential equation approach, the other is the reorganized innovation analysis approach. The former gives a solution to the proposed H∞ filtering problem in terms of the solution of a partial differential equation with boundary conditions. The later gives an analytical solution to the proposed H∞ filtering problem in terms of the solutions of Riccati and matrix differential equations.
文摘We investigate the identification problems of a class of linear stochastic time-delay systems with unknown delayed states in this study. A time-delay system is expressed as a delay differential equation with a single delay in the state vector. We first derive an equivalent linear time-invariant(LTI) system for the time-delay system using a state augmentation technique. Then a conventional subspace identification method is used to estimate augmented system matrices and Kalman state sequences up to a similarity transformation. To obtain a state-space model for the time-delay system, an alternate convex search(ACS) algorithm is presented to find a similarity transformation that takes the identified augmented system back to a form so that the time-delay system can be recovered. Finally, we reconstruct the Kalman state sequences based on the similarity transformation. The time-delay system matrices under the same state-space basis can be recovered from the Kalman state sequences and input-output data by solving two least squares problems. Numerical examples are to show the effectiveness of the proposed method.
文摘A competitive LotkaVolterra reactiondiffusion system with two delays subject to Neumann boundary conditions is considered. It is well known that the positive con stant steady state of the system is globally asymptotically stable if the interspecies competition is weaker than the intraspecies one and is unstable if the interspecies com petition dominates over the intraspecies one. If the latter holds, then we show that Hopf bifurcation can occur as the parameters （delays） in the system cross some critical val ues. In particular, we prove that these Hopf bifurcations are all spatially homogeneous if the diffusive rates are suitably large, which has the same properties as Hopf bifur cation of the corresponding delayed system without diffusion. However, if the diffusive rates are suitably small, then the system generates the spatially nonhomogeneous Hopf bifurcation. Furthermore, we derive conditions for determining the direction of spatially nonhomogeneous Hopf bifurcations and the stability of bifurcating periodic solutions. These results indicate that the diffusion plays an important role for deriving the complex spatiotemporal dynamics.
基金supported by National Natural Science Foundation of China(Grant No.11271377)the Fundamental Research Funds for the Central Universities
文摘In the previous paper(see Li and Zhu(2014)), for a characteristic problem with not necessarily small initial data given on a complete null cone decaying like that in the work of the stability of Minkowski spacetime by Christodoulou and Klainerman(1993), we proved the local existence in retarded time, which means the solution to the vacuum Einstein equations exists in a uniform future neighborhood, while the global existence in retarded time is the weak cosmic censorship conjecture. In this paper, we prove that the local existence in retarded time still holds when the data is assumed to decay slower, like that in Bieri's work(2007)on the extension to the stability of Minkowski spacetime. Such decay guarantees the existence of the limit of the Hawking mass on the initial null cone, when approaching to infinity, in an optimal way.
