Limiting Behavior of Hybrid Time-Varying Systems

Checking uniform attractivity of a time-varying dynamic system without a strict Lyapunov function is challenging as it requires the characterization of the limiting behavior of a set of trajectories. In the context of hybrid nonlinear time-varying systems, characterizing such limiting or convergent behaviors is even harder due to the complexity stemming from both continuous-time variations as well as discrete-time jumps. In this article, an extension of the standard hybrid time domain is introduced to define limiting behaviors, using set convergence, when time approaches either positive infinity or negative infinity. In particular, it is shown how to characterize limiting behaviors under the condition that an output signal approaches zero. Such limiting behaviors and their associated limiting systems can be used to verify uniform global attractivity. Particularly, a generalization of the classic Krasovskii–LaSalle theorem is obtained for hybrid time-varying systems. Two examples are used to demonstrate the effectiveness of the results.

An Informativity Approach to the Data-Driven Algebraic Regulator Problem

In this article, the classical algebraic regulator problem is studied in a data-driven context. The endosystem is assumed to be an unknown system that is interconnected to a known exosystem that generates disturbances and reference signals. The problem is to design a regulator so that the output of the (unknown) endosystem tracks the reference signal, regardless of its initial state and the incoming disturbances. In order to do this, we assume that we have a set of input-state data on a finite time-interval. We introduce the notion of data informativity for regulator design, and establish necessary and sufficient conditions for a given set of data to be informative. Also, formulas for suitable regulators are given in terms of the data. Our results are illustrated by means of two extended examples.

Adaptive Prescribed-Time Control for a Class of Uncertain Nonlinear Systems

This article focuses on the problem of prescribed-time control for a class of uncertain nonlinear systems. First, a prescribed-time stability theorem is proposed by following the adaptive technology for the first time. Based on this theorem, a new state feedback control strategy is put forward by using the backstepping method for high-order nonlinear systems with unknown parameters to ensure the prescribed-time convergence. Moreover, the prescribed-time controller is obtained in the form of continuous time-varying feedback, which can render all system states converge to zero within the prescribed time. It should be noted that the prescribed time is independent of system initial conditions, which means that the prescribed time can be set arbitrarily within the physical limitations. Finally, two simulation examples are provided to illustrate the effectiveness of our proposed algorithm.

Regulation of Markov Jump Linear Systems Subject to Polytopic Uncertainties

When discrete-time Markov jump linear systems are prone to the damaging effects of polytopic uncertainties, it is necessary to address all the vertices of each Markov mode in order to properly design robust controllers. To this end, we propose a robust recursive linear–quadratic regulator for this class of systems. We define a quadratic min–max optimization problem by combining least-squares and penalty functions in a unified framework. We design a one-step cost function to encompass the entire set of vertices of each mode altogether, while maintaining its quadratic structure and the convexity of the problem. The solution is then obtained recursively and does not require numerical optimization packages. We establish conditions for convergence and stability by extending the matrix structure of the recursive solution. In addition, we provide numerical and real-world application examples to validate our method and to emphasize recursiveness and diminished computational effort.

Exact Detectability of Discrete-Time and Continuous-Time Linear Stochastic Systems: A Unified Approach

This article is devoted to the problem of detectability of a large class of linear stochastic systems with time varying coefficients simultaneously affected by state multiplicative white noise perturbations and Markovian switching. The main contribution of this article is to propose a Popov–Belevich–Hautus-type test, which is equivalent to the detectability of the considered stochastic systems in the sense that all unstable modes produce some nonzero output. The proposed setting unifies in some sense the discrete-time and continuous-time ones, dissimilarly to the vast majority of existing works that study discrete and continuous time separately.

System Monotonicity and Subspace Tracking: A Geometric Perspective of the Frisch–Shapiro Scheme

The Shapiro scheme, together with the closely related Frisch–Kalman scheme, has been an important approach to system identification and statistical analysis. A longstanding result on this scheme, known as the Shapiro theorem, is both informative and significant. This article imparts a geometric understanding to the Shapiro theorem and generalizes it to the asymmetric setting using the notion of cone-invariance. In particular, we establish the equivalence between two important properties of a real-valued square matrix—irreducible orthant-invariance and simplicity of its dominant eigenvalue under arbitrary diagonal perturbations. The result can be regarded as a converse Perron–Frobenius theorem. Furthermore, we investigate two applications of the proposed result in systems and control, namely, characterization of irreducibly orthant-monotone nonlinear systems and subspace tracking via decentralized control. We also extend the established result to accommodating polyhedral cones and obtain several insights.

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

We study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call “exponential decay of sensitivity” (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

On Observability of Hybrid Systems

Observability of a hybrid system is defined as the ability to determine the continuous state of the system. Whether a hybrid system is observable or not depends on which events can be disabled, which events can be forced, and the connectivity of the discrete states, as well as its continuous dynamics. We model a hybrid system using a hybrid machine that takes into consideration both continuous variables and discrete events. We classify hybrid systems into four classes based on their discrete-event parts. For each class, conditions are derived to check observability. If a hybrid system is not observable, then we check if a weaker version of observability, called $B$-observability, is satisfied. $B$-observability requires that a hybrid system become observable after some finite occurrences of events. Conditions are derived to check $B$-observability. These conditions involve both the discrete-event and continuous-variable parts of hybrid systems. If the continuous-variable part of a system has a constant-$A$ matrix, then the conditions for the continuous-variable part can be simplified. We illustrate the results by an example of a battery management system of an electric vehicle.

Topology Learning of Linear Dynamical Systems With Latent Nodes Using Matrix Decomposition

In this article, we present a novel approach to reconstruct the topology of networked linear dynamical systems with latent nodes. The network is allowed to have directed loops and bi-directed edges. The main approach relies on the unique decomposition of the inverse of power spectral density matrix (IPSDM) obtained from observed nodes as a sum of sparse and low-rank matrices. We provide conditions and methods for decomposing the IPSDM into sparse and low-rank components. The sparse component yields moral graph (MG) associated with the observed nodes, and the low-rank component retrieves parents, children and spouses (the Markov Blanket) of the hidden nodes. The article provides necessary and sufficient conditions for the unique decomposition of a given skew symmetric matrix into sum of a sparse skew symmetric and a low-rank skew symmetric matrices. For a large class of systems, the unique decomposition of imaginary part of the IPSDM of observed nodes, a skew symmetric matrix, into the sparse and the low-rank components is sufficient to identify the MG of the observed nodes as well as the Markov Blanket of latent nodes. For a large class of systems, all spurious links in the MG formed by the observed nodes can be identified. Assuming conditions on hidden nodes required for identifiability, links between hidden and observed nodes can be reconstructed, thus retrieving the exact topology of the network from the IPSDM. Moreover, for finite data, we provide bounds on entry-wise distance between the true and the estimated IPSDMs.

Consensusability Margin Optimization for Second-Order Multiagent Systems With Communication Uncertainties

In this article, the $mathcal {H}_{infty }$ optimization approach is used to study the consensusability margin optimization problems for distributed second-order sampled-data multiagent systems with communication uncertainties. The considered uncertainties are frequency-dependent and bounded in $mathcal {H}_{infty }$ norms. Specifically, for both the state-based protocols with relative damping and absolute damping, this article attempts to answer two questions: 1) how to characterize the control parameters for achieving robust consensus; and 2) what is the maximal consensusability margin and how to find, if one exists, the parameter to achieve this optimal performance. It is shown that the consensusability margin optimization problems are constraint optimization problems, which are to be specified by specific problem parameters and can be discussed by designing the network complementary sensitivity function matrices of the closed-loop multiagent systems. Moreover, it is shown that the infimums of the $mathcal {H}_{infty }$ norms of the network complementary sensitivity function matrices under both protocols are independent of network topologies.