Risk-Informed Model-Free Safe Control of Linear Parameter-Varying Systems

This paper presents a risk-informed data-driven safe control design approach for a class of stochastic uncertain nonlinear discrete-time systems.The nonlinear system is modeled using linear parameter-varying(LPV)systems.A model-based probabilistic safe controller is first designed to guarantee probabilisticλ-contractivity(i.e.,stability and invariance)of the LPV system with respect to a given polyhedral safe set.To obviate the requirement of knowing the LPV system model and to bypass identifying its open-loop model,its closed-loop data-based representation is provided in terms of state and scheduling data as well as a decision variable.It is shown that the variance of the closedloop system,as well as the probability of safety satisfaction,depends on the decision variable and the noise covariance.A minimum-variance direct data-driven gain-scheduling safe control design approach is presented next by designing the decision variable such that all possible closed-loop system realizations satisfy safety with the highest confidence level.This minimum-variance approach is a control-oriented learning method since it minimizes the variance of the state of the closed-loop system with respect to the safe set,and thus minimizes the risk of safety violation.Unlike the certainty-equivalent approach that results in a risk-neutral control design,the minimum-variance method leads to a risk-averse control design.It is shown that the presented direct risk-averse learning approach requires weaker data richness conditions than existing indirect learning methods based on system identification and can lead to a lower risk of safety violation.Two simulation examples along with an experimental validation on an autonomous vehicle are provided to show the effectiveness of the presented approach.

Parallel Control for Continuous-Time Linear Systems:A Case Study

In this paper,a new parallel controller is developed for continuous-time linear systems.The main contribution of the method is to establish a new parallel control law,where both state and control are considered as the input.The structure of the parallel control is provided,and the relationship between the parallel control and traditional feedback controls is presented.Considering the situations that the systems are controllable and incompletely controllable,the properties of the parallel control law are analyzed.The parallel controller design algorithms are given under the conditions that the systems are controllable and incompletely controllable.Finally,numerical simulations are carried out to demonstrate the effectiveness and applicability of the present method.Index Terms-Continuous-time linear systems,digital twin,parallel controller,parallel intelligence,parallel systems.

Perturbation Analysis of Continuous-Time Linear Time-Invariant Systems

In this paper, we consider the perturbation analysis of linear time-invariant systems, which arise from the linear optimal control in continuous-time. We provide a method to compute condition numbers of continuous-time linear time-invariant systems. It solves the perturbed linear time-invariant systems via Riccati differential equations and continuous-time algebraic Riccati equations in finite and infinite time horizons. We derive the explicit expressions of measuring the perturbation bounds of condition numbers with respect to the solution of the linear time-invariant systems. Furthermore, condition numbers and their upper bounds of Riccati differential equations and continuous-time algebraic Riccati equations are also discussed. Numerical simulations show the sharpness of the perturbation bounds computed via the proposed methods.

Impact of correlated private signals on continuous-time insider trading

A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.

The Jaffa Transform for Hessian Matrix Systems and the Laplace Equation

Hessian matrices are square matrices consisting of all possible combinations of second partial derivatives of a scalar-valued initial function. As such, Hessian matrices may be treated as elementary matrix systems of linear second-order partial differential equations. This paper discusses the Hessian and its applications in optimization, and then proceeds to introduce and derive the notion of the Jaffa Transform, a new linear operator that directly maps a Hessian square matrix space to the initial corresponding scalar field in nth dimensional Euclidean space. The Jaffa Transform is examined, including the properties of the operator, the transform of notable matrices, and the existence of an inverse Jaffa Transform, which is, by definition, the Hessian matrix operator. The Laplace equation is then noted and investigated, particularly, the relation of the Laplace equation to Poisson’s equation, and the theoretical applications and correlations of harmonic functions to Hessian matrices. The paper concludes by introducing and explicating the Jaffa Theorem, a principle that declares the existence of harmonic Jaffa Transforms, which are, essentially, Jaffa Transform solutions to the Laplace partial differential equation.

Optimal Control of Nonlinear Systems Using Experience Inference Human-Behavior Learning

Safety critical control is often trained in a simulated environment to mitigate risk.Subsequent migration of the biased controller requires further adjustments.In this paper,an experience inference human-behavior learning is proposed to solve the migration problem of optimal controllers applied to real-world nonlinear systems.The approach is inspired in the complementary properties that exhibits the hippocampus,the neocortex,and the striatum learning systems located in the brain.The hippocampus defines a physics informed reference model of the realworld nonlinear system for experience inference and the neocortex is the adaptive dynamic programming(ADP)or reinforcement learning(RL)algorithm that ensures optimal performance of the reference model.This optimal performance is inferred to the real-world nonlinear system by means of an adaptive neocortex/striatum control policy that forces the nonlinear system to behave as the reference model.Stability and convergence of the proposed approach is analyzed using Lyapunov stability theory.Simulation studies are carried out to verify the approach.

Group-Consensus of Hierarchical Containment Control for Linear Multi-Agent Systems

The existing containment control has been widely developed for several years, but ignores the case for large-scale cooperation. The strong coupling of large-scale networks will increase the costs of system detection and maintenance. Therefore, this paper is concerned with an extensional containment control issue, hierarchical containment control. It aims to enable a multitude of followers achieving a novel cooperation in the convex hull shaped by multiple leaders. Firstly, by constructing the three-layer topology, large-scale networks are decoupled. Then,under the condition of directed spanning group-tree, a class of dynamic hierarchical containment control protocol is designed such that the novel group-consensus behavior in the convex hull can be realized. Moreover, the definitions of coupling strength coefficients and the group-consensus parameter in the proposed dynamic hierarchical control protocol enhance the adjustability of systems. Compared with the existing containment control strategy, the proposed hierarchical containment control strategy improves dynamic control performance. Finally, numerical simulations are presented to demonstrate the effectiveness of the proposed hierarchical control protocol.

Two-Parameter Block Triangular Splitting Preconditioner for Block Two-by-Two Linear Systems

This paper proposes a two-parameter block triangular splitting(TPTS)preconditioner for the general block two-by-two linear systems.The eigenvalues of the corresponding preconditioned matrix are proved to cluster around 0 or 1 under mild conditions.The limited numerical results show that the TPTS preconditioner is more efficient than the classic block-diagonal and block-triangular preconditioners when applied to the flexible generalized minimal residual(FGMRES)method.

Event-Triggered Finite-Time H∞ Filtering for Discrete-Time Nonlinear Stochastic Systems

This paper addresses the problem of event-triggered finite-time H∞ filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-Krasoviskii functional method is adopted to design a filter such that the filtering error system is stochastic finite-time stable (SFTS) and preserves a prescribed performance level according to the pre-defined event-triggered criteria. Based on stochastic differential equations theory, some sufficient conditions for the existence of H∞ filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H∞ filter gain matrices can be expressed in an explicit form.

Continuous-time chaotic systems: Arbitrary full-state hybrid projective synchronization via a scalar signal

Relerrlng to contlnuous-Ume claaotlc systems, tills paper presents a new projective syncnromzatlon scheme, wnlcn enables each drive system state to be synchronized with a linear combination of response system states for any arbitrary scaling matrix. The proposed method, based on a structural condition related to the uncontrollable eigenvalues of the error system, can be applied to a wide class of continuous-time chaotic （hyperchaotic） systems and represents a general framework that includes any type of synchronization defined to date. An example involving a hyperchaotic oscillator is reported, with the aim of showing how a response system attractor is arbitrarily shaped using a scalar synchronizing signal only. Finally, it is shown that the recently introduced dislocated synchronization can be readily achieved using the conceived scheme.

Robust dissipative filtering for continuous-time polytopic uncertain neutral systems

This article is concerned with the problem of robust dissipative filtering for continuous-time polytopic uncertain neutral systems. The main purpose is to obtain a stable and proper linear filter such that the filtering error system is strictly dissipative. A new criterion for the dissipativity of neutral systems is first provided in terms of linear matrix inequalities （LMI）. Then, an LMI sufficient condition for the existence of a robust filter is established and a design procedure is proposed for this type of systems. Two numerical examples are given. One illustrates the less conservativeness of the proposed criterion; the other demonstrates the validity of the filtering design procedure.

Enhanced LMI Representations for H2 Performance of Polytopic Uncertain Systems: Continuous-time Case

Based on two recent results, several new criteria of H2 performance for continuous-time linear systems are established by introducing two slack matrices. When used in robust analysis of systems with polytopic uncertainties, they can reduce conservatism inherent in the earlier quadratic method and the established parameter-dependent Lyapunov function approach. Two numerical examples are included to illustrate the feasibility and advantage of the proposed representations.

Enhanced H_∞ Filtering for Continuous-time State-delayed Systems

The H∞ filtering problem for continuous-time polytopic uncertain time-delay systems is investigated. Attention is focused on the design of full-order filters guaranteeing a prescribed H∞ attenuation level for the filtering error system. First, a simple alternative proof is given for an improved linear matrix inequality （LMI） representation of H∞ performance. Then, based on the performance criterion which keeps Lyapunov matrices out of the product of system dynamic matrices, a suficient condition for the existence of robust estimators is formulated in terms of LMIs, and the corresponding filter design is cast into a convex optimization problem which can be effciently handled by using standard numerical algorithms. It is shown that the proposed design strategy allows the use of parameter-dependent Lyapunov functions and hence it is less conservative than some earlier results. A numerical example is employed to demonstrate the feasibility and advantage of the proposed design.

A Model-free Approach to Fault Detection of Continuous-time Systems Based on Time Domain Data

In this paper, a model-free approach is presented to design an observer-based fault detection system of linear continuoustime systems based on input and output data in the time domain. The core of the approach is to directly identify parameters of the observer-based residual generator based on a numerically reliable data equation obtained by filtering and sampling the input and output signals.

Chaotic anti-control for the bounded linear continuous-time system

With regard to the bounded linear continuous-time system,a universal chaotic anti-controlling method was presented on the basis of tracking control.A tracking controller is designed to such an extent that it can track any chaotic reference input,thus making it possible to chaotify the linear system.The controller is identical in structure for different controlled linear systems.Computer simulations proved the effectiveness of the proposed method.

Static Output Feedback H_∞ Controllers Design for Descriptor Linear Systems Based on LMI

This paper considers the design problem of static output feedback H ∞ controllers for descriptor linear systems with linear matrix inequality (LMI) approach. Necessary and sufficient conditions for the existence of a static output feedback H ∞ controller are given in terms of LMIs. Furthermore, the design method of H ∞ controllers is provided using the solutions to the LMIs.

ADAPTIVE TRACKING CONTROL FOR A CLASS OF NONLINEAR COMPOSITE SYSTEMS *

In this paper, the problem of adaptive tracking control for a class of nonlinear large scale systems with unknown parameters entering linearly is discussed. Based on the theory of input output linearization of nonlinear systems, direct adaptive control schemes are presented to achieve bounded tracking. The proposed control schemes are robust with respect to the uncertainties in interconnection structure as well as subsystem dynamics. A numerical example is given to illustrate the efficiency of this method.

ROBUST STABILIZATING FOR A OLASS OF UNOERTAIN NONLINEAR INTEROONNECTED SYSTEMS USING VARIABLE STRUCTURE CONTROL

The robust stabilizating control problem for a class of uncertain nonlinear large-scale systems is discussed. Based on the theory of both input/output (I/O) linearization and decentralized variable structure control (VSC),two-level and decentralized variable structure control laws for this kind of systems are presented respectively,which achieve asymptotically stabilization despite the uncertainties and disturbances. At last,sirnulation of the disturbed two-pendulum system is given to illustrate the feasibility of proposed technique.

使用《Linear Control Systems Engineering》的实践

本文介绍了使用原版教材《L inear Con trol Systems Engineering》、英语授课的教学实践及改革措施 ,提出了进一步的实施计划。