Change search
Refine search result
1 - 26 of 26
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 1. Almér, Stefan
    et al.
    Jönsson, Ulf
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Dynamic Phasor Analysis Of Pulse-Modulated Systems2012In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 50, no 3, p. 1110-1138Article in journal (Refereed)
    Abstract [en]

    This paper considers stability and harmonic analysis of a general class of pulse-modulated systems. The systems are modeled using the dynamic phasor model, which explores the cyclic nature of the modulation functions by representing the system state as a Fourier series expansion defined over a moving time window. The contribution of the paper is to show that a special type of periodic Lyapunov function can be used to analyze the system and that the analysis conditions become tractable for computation after truncation. The approach provides a trade-off between complexity and accuracy that includes standard state space averaged models as a special case. The paper also shows how the dynamic phasor model can be used to derive a frequency domain input-to-state map which is analogous to the harmonic transfer function.

  • 2.
    Aurell, Alexander
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Djehiche, Boualem
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics2018In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 56, no 1, p. 434-455Article in journal (Refereed)
    Abstract [en]

    We extend the class of pedestrian crowd models introduced by Lachapelle and Wolfram [Transp. Res. B: Methodol., 45 (2011), pp. 1572–1589] to allow for nonlocal crowd aversion and arbitrarily but finitely many interacting crowds. The new crowd aversion feature grants pedestrians a “personal space” where crowding is undesirable. We derive the model from a particle picture and treat it as a mean-field type game. Solutions to the mean-field type game are characterized via a Pontryagin-type maximum principle. The behavior of pedestrians acting under nonlocal crowd aversion is illustrated by a numerical simulation.

  • 3. Bahlali, Seid
    et al.
    Djehiche, Boualem
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Mezerdi, Brahim
    The relaxed stochastic maximum principle in singular optimal control of diffusions2007In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 46, no 2, p. 427-444Article in journal (Refereed)
    Abstract [en]

    This paper studies optimal control of systems driven by stochastic differential equations, where the control variable has two components, the first being absolutely continuous and the second singular. Our main result is a stochastic maximum principle for relaxed controls, where the first part of the control is a measure valued process. To achieve this result, we establish first order optimality necessary conditions for strict controls by using strong perturbation on the absolutely continuous component of the control and a convex perturbation on the singular one. The proof of the main result is based on the strict maximum principle, Ekeland's variational principle, and some stability properties of the trajectories and adjoint processes with respect to the control variable.

  • 4.
    Boskos, Dimitris
    et al.
    KTH, School of Electrical Engineering (EES), Automatic Control.
    Dimarogonas, Dimos V.
    KTH, School of Electrical Engineering (EES), Automatic Control.
    Robustness and invariance of connectivity maintenance control for multiagent systems2017In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 55, no 3, p. 1887-1914Article in journal (Refereed)
    Abstract [en]

    This paper is focused on a cooperative control design Which guarantees robust connectivity and invariance of a multiagent network inside a bounded domain, under the presence of additional bounded input terms in each agent's dynamics. In particular, under the assumptions that the domain is convex and has a smooth boundary, we can design a repulsion vector field near its boundary, Which ensures invariance of the agents' trajectories and does not affect the robustness properties of the control part that is exploited for connectivity maintenance.

  • 5.
    Byrnes, Christopher
    et al.
    KTH, Superseded Departments, Mathematics.
    Enqvist, Per
    KTH, Superseded Departments, Mathematics.
    Lindquist, Anders
    KTH, Superseded Departments, Mathematics.
    Identifiability and well-posedness of shaping-filter parameterizations: A global analysis approach2002In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 41, no 1, p. 23-59Article in journal (Refereed)
    Abstract [en]

    In this paper, we study the well-posedness of the problems of determining shaping filters from combinations of finite windows of cepstral coefficients, covariance lags, or Markov parameters. For example, we determine whether there exists a shaping filter with a prescribed window of Markov parameters and a prescribed window of covariance lags. We show that several such problems are well-posed in the sense of Hadamard; that is, one can prove existence, uniqueness (identifiability), and continuous dependence of the model on the measurements. Our starting point is the global analysis of linear systems, where one studies an entire class of systems or models as a whole, and where one views measurements, such as covariance lags and cepstral coefficients or Markov parameters, from data as functions on the entire class. This enables one to pose such problems in a way that tools from calculus, optimization, geometry, and modern nonlinear analysis can be used to give a rigorous answer to such problems in an algorithm-independent fashion. In this language, we prove that a window of cepstral coefficients and a window of covariance coefficients yield a bona de coordinate system on the space of shaping filters, thereby establishing existence, uniqueness, and smooth dependence of the model parameters on the measurements from data.

  • 6. Byrnes, Christopher I.
    et al.
    Lindquist, Anders
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    IMPORTANT MOMENTS IN SYSTEMS AND CONTROL2008In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 47, no 5, p. 2458-2469Article in journal (Refereed)
    Abstract [en]

    The moment problem matured from its various special forms in the late 19th and early 20th centuries to a general class of problems that continues to exert profound influence on the development of analysis and its applications to a wide variety of fields. In particular, the theory of systems and control is no exception, where the applications have historically been to circuit theory, optimal control, robust control, signal processing, spectral estimation, stochastic realization theory, and the use of the moments of a probability density. Many of these applications are also still works in progress. In this paper, we consider the generalized moment problem, expressed in terms of a basis of a finite-dimensional subspace P of the Banach space C[a, b] and a "positive" sequence c, but with a new wrinkle inspired by the applications to systems and control. We seek to parameterize solutions which are positive "rational" measures in a suitably generalized sense. Our parameterization is given in terms of smooth objects. In particular, the desired solution space arises naturally as a manifold which can be shown to be diffeomorphic to a Euclidean space and which is the domain of some canonically defined functions. The analysis of these functions, and related maps, yields interesting corollaries for the moment problem and its applications, which we compare to those in the recent literature and which play a crucial role in part of our proof.

  • 7. Cantoni, Michael
    et al.
    Jönsson, Ulf T.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Khong, Sei Zhen
    Robust Stability Analysis For Feedback Interconnections Of Time-Varying Linear Systems2013In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 51, no 1, p. 353-379Article in journal (Refereed)
    Abstract [en]

    Feedback interconnections of causal linear systems are studied in a continuous-time setting. The developments include a linear time-varying (LTV) generalization of Vinnicombe's nu-gap metric and an integral-quadratic-constraint-based robust L-2-stability theorem for uncertain feedback interconnections of potentially open-loop unstable systems. These main results are established in terms of Toeplitz-Wiener-Hopf and Hankel operators, and the Fredholm index, for a class of causal linear systems with the following attributes: (i) a system graph (i.e., subspace of L-2 input-output pairs) admits normalized strong right (i.e., image) and left (i.e., kernel) representations, and (ii) the corresponding Hankel operators are compact. These properties are first verified for stabilizable and detectable LTV state-space models to initially motivate the abstract formulation, and subsequently verified for frequency-domain multiplication by constantly proper Callier-Desoer transfer functions in analysis that confirms consistency of the developments with the time-invariant theory. To conclude, the aforementioned robust stability theorem is applied in an illustrative example concerning the feedback interconnection of distributed-parameter systems over a network with time-varying gains.

  • 8. Curtain, Ruth
    et al.
    Sasane, Amol
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    ON RICCATI EQUATIONS IN BANACH ALGEBRAS2011In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 49, no 2, p. 464-475Article in journal (Refereed)
    Abstract [en]

    Let R be a commutative complex Banach algebra with the involution .* and suppose that A is an element of R-nxn, B is an element of R-nxm, C is an element of R-pxn. The question of when the Riccati equation PBB*P - PA - A*P - C*C = 0 has a solution P is an element of R-nxn is investigated. A counterexample to a previous result in the literature on this subject is given, followed by sufficient conditions on the data guaranteeing the existence of such a P. Finally, applications to spatially distributed systems are discussed.

  • 9. Di Bernardo, Mario
    et al.
    Liuzza, Davide
    KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    Russo, Giovanni
    Contraction analysis for a class of nondifferentiable systems with applications to stability and network synchronization2014In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 52, no 5, p. 3203-3227Article in journal (Refereed)
    Abstract [en]

    In this paper we extend to a generic class of piecewise smooth dynamical systems a fundamental tool for the analysis of convergence of smooth dynamical systems: contraction theory. We focus on switched nondifferentiable systems satisfying Caratheodory conditions for the existence and uniqueness of a solution. After generalizing the classical definition of contraction to this class of dynamical systems, we give sufficient conditions for global convergence of their trajectories. The theoretical results are then applied to solve a set of representative problems such as proving global asymptotic stability of switched linear systems, giving conditions for incremental stability of piecewise smooth systems, and analyzing the convergence of networked switched systems.

  • 10.
    Djehiche, Boualem
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Hamadene, Said
    Popier, Alexandre
    A FINITE HORIZON OPTIMAL MULTIPLE SWITCHING PROBLEM2009In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 48, no 4, p. 2751-2770Article in journal (Refereed)
    Abstract [en]

    We consider the problem of optimal multiple switching in a finite horizon when the state of the system, including the switching costs, is a general adapted stochastic process. The problem is formulated as an extended impulse control problem and solved using probabilistic tools such as the Snell envelope of processes and reflected backward stochastic differential equations. Finally, when the state of the system is a Markov process, we show that the associated vector of value functions provides a viscosity solution to a system of variational inequalities with interconnected obstacles.

  • 11.
    Enqvist, Per
    KTH, Superseded Departments, Mathematics.
    A convex optimization approach to arma(n,m) model design from covariance and cepstral data2004In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 43, no 3, p. 1011-1036Article in journal (Refereed)
    Abstract [en]

    Methods for determining ARMA(n, m) filters from covariance and cepstral estimates are proposed. In [C. I. Byrnes, P. Enqvist, and A. Lindquist, SIAM J. Control Optim., 41 ( 2002), pp. 23-59], we have shown that an ARMA( n, n) model determines and is uniquely determined by a window r(0), r(1),..., r(n) of covariance lags and c(1), c(2),..., c(n) of cepstral lags. This unique model can be determined from a convex optimization problem which was shown to be the dual of a maximum entropy problem. In this paper, generalizations of this problem are analyzed. Problems with covariance lags r(0), r(1),..., r(n) and cepstral lags c(1), c(2),..., c(m) of different lengths are considered, and by considering different combinations of covariances, cepstral parameters, poles, and zeros, it is shown that only zeros and covariances give a parameterization that is consistent with generic data. However, the main contribution of this paper is a regularization of the optimization problems that is proposed in order to handle generic data. For the covariance and cepstral problem, if the data does not correspond to a system of desired order, solutions with zeros on the boundary occur and the cepstral coefficients are not interpolated exactly. In order to achieve strictly minimum phase filters for estimated covariance and cepstral data, a barrier-like term is introduced to the optimization problem. This term is chosen so that convexity is maintained and so that the unique solution will still interpolate the covariances but only approximate the cepstral lags. Furthermore, the solution will depend analytically on the covariance and cepstral data, which provides robustness, and the barrier term increases the entropy of the solution.

  • 12.
    Farokhi, Farhad
    et al.
    KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    Langbort, Cedric
    Department of Aerospace Engineering and the Coordinated Science Laboratory, University of Illinois at Urbana-Champaign, Illinois, USA..
    Johansson, Karl Henrik
    KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    Decentralized Disturbance Accommodation with Limited Plant Model Information2013In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 51, no 2, p. 1543-1573Article in journal (Refereed)
    Abstract [en]

    The design of optimal disturbance accommodation and servomechanism controllers with limited plant model information is studied in this paper. We consider discrete-time linear time-invariant systems that are fully actuated and composed of scalar subsystems, each of which is controlled separately and influenced by a scalar disturbance. Each disturbance is assumed to be generated by a system with known dynamics and unknown initial conditions. We restrict ourselves to control design methods that produce structured dynamic state feedback controllers where each subcontroller, at least, has access to the state measurements of those subsystems that can affect its corresponding subsystem. The performance of such control design methods is compared using a metric called the competitive ratio, which is the worst-case ratio of the cost of a given control design strategy to the cost of the optimal control design with full model information. We find an explicit minimizer of the competitive ratio and show that it is undominated, that is, there is no other control design strategy that performs better for all possible plants while having the same worst-case ratio. This optimal controller can be separated into a static feedback law and a dynamic disturbance observer. For step disturbances, it is shown that this structure corresponds to proportional-integral control.

  • 13.
    Feyzmahdavian, Hamid Reza
    et al.
    KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    Charalambous, Themistoklis
    KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    Johansson, Mikael
    KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    ASYMPTOTIC STABILITY AND DECAY RATES OF HOMOGENEOUS POSITIVE SYSTEMS WITH BOUNDED AND UNBOUNDED DELAYS2014In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 52, no 4, p. 2623-2650Article in journal (Refereed)
    Abstract [en]

    There are several results on the stability of nonlinear positive systems in the presence of time delays. However, most of them assume that the delays are constant. This paper considers time-varying, possibly unbounded, delays and establishes asymptotic stability and bounds the decay rate of a significant class of nonlinear positive systems which includes positive linear systems as a special case. Specifically, we present a necessary and sufficient condition for delay-independent stability of continuous-time positive systems whose vector fields are cooperative and homogeneous. We show that global asymptotic stability of such systems is independent of the magnitude and variation of the time delays. For various classes of time delays, we are able to derive explicit expressions that quantify the decay rates of positive systems. We also provide the corresponding counterparts for discrete-time positive systems whose vector fields are nondecreasing and homogeneous.

  • 14.
    Heuberger, Peter S. C.
    et al.
    TU Delft.
    De Hoog, T. J.
    Van Den Hof, Paul M. J.
    TU Delft.
    Wahlberg, Bo
    KTH, Superseded Departments, Signals, Sensors and Systems.
    Orthonormal basis functions in time and frequency domain: Hambo transform theory2004In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, ISSN 0363-0129, Vol. 42, no 4, p. 1347-1373Article in journal (Refereed)
    Abstract [en]

    The class of finite impulse response (FIR), Laguerre, and Kautz functions can be generalized to a family of rational orthonormal basis functions for the Hardy space H2 of stable linear dynamical systems. These basis functions are useful for constructing efficient parameterizations and coding of linear systems and signals, as required in, e.g., system identification, system approximation, and adaptive filtering. In this paper, the basis functions are derived from a transfer function perspective as well as in a state space setting. It is shown how this approach leads to alternative series expansions of systems and signals in time and frequency domain. The generalized basis functions induce signal and system transforms (Hambo transforms), which have proved to be useful analysis tools in various modelling problems. These transforms are analyzed in detail in this paper, and a large number of their properties are derived. Principally, it is shown how minimal state space realizations of the system transform can be obtained from minimal state space realizations of the original system and vice versa.

  • 15.
    Jönsson, Ulf T.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    A SECTOR CONDITION FOR LIMIT CYCLE ROBUSTNESS2008In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 47, no 6, p. 2745-2772Article in journal (Refereed)
    Abstract [en]

    Robustness of periodic oscillations in autonomous feedback systems is considered for systems with separable nonlinearities. Local quadratic separation of the nonlinear dynamics from the linear part of the dynamics is used to characterize a set of systems that exhibit periodic oscillation in a bounded frequency and amplitude range. The quadratic constraint is generated as a time-periodic sector condition that characterizes the nonlinearity around a nominal periodic solution. The main analysis condition is formulated as an operator inequality involving the nominal dynamics and the sector constraint. This is an infinite dimensional robustness test that must be truncated to be verified numerically. We discuss two possible ways of performing the analysis.

  • 16.
    Jönsson, Ulf T.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    A small-gain theory for limit cycles of systems on lure form2005In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 44, no 3, p. 909-938Article in journal (Refereed)
    Abstract [en]

    Local exponential stability and local robustness for limit cycle solutions of ordinary differential equations can be verified using the characteristic multipliers. These well-known results are here generalized to a class of infinite-dimensional systems. Stability and robustness are now verified using certain invertibility conditions on the linear equations that are obtained when the system is linearized along the limit cycle. The new criterion reduces to the classical condition on the characteristic multipliers when we consider a finite-dimensional system which is perturbed by a bounded but possibly infinite-dimensional operator. The computation of a robustness margin, i.e., a bound on the maximally allowed perturbation, is also considered.

  • 17.
    Lindquist, Anders
    KTH, Superseded Departments, Mathematics.
    On the duality between filtering and Nevanlinna-Pick interpolation2000In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 39, no 3, p. 757-775Article in journal (Refereed)
    Abstract [en]

    Positive real rational functions play a central role in both deterministic and stochastic linear systems theory, as well as in circuit synthesis, spectral analysis, and speech processing. For this reason, results about positive real transfer functions and their realizations typically have many applications and manifestations. In this paper, we study certain manifolds and submanifolds of positive real transfer functions, describing a fundamental geometric duality between filtering and Nevanlinna Pick interpolation. Not surprisingly, then, this duality, while interesting in its own right, has several corollaries which provide solutions and insight into some very interesting and intensely researched problems. One of these is the problem of parameterizing all rational solutions of bounded degree of the Nevanlinna-Pick interpolation problem, which plays a central role in robust control, and for which the duality theorem yields a complete solution. In this paper, we shall describe the duality theorem, which we motivate in terms of both the interpolation problem and a fast algorithm for Kalman filtering, viewed as a nonlinear dynamical system on the space of positive real transfer functions. We also outline a new proof of the recent solution to the rational Nevanlinna Pick interpolation problem, using an algebraic topological generalization of Hadamard's global inverse function theorem.

  • 18.
    Liu, Kun
    et al.
    KTH, School of Electrical Engineering (EES), Automatic Control. Beijing Institute of Technology, China.
    Fridman, Emilia
    Hetel, Laurentiu
    University Lille Nord de France.
    Networked control systems in the presence of scheduling protocols and communication delays2015In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 53, no 4, p. 1768-1788Article in journal (Refereed)
    Abstract [en]

    This paper develops the time-delay approach to networked control systems in the presence of multiple sensor nodes, communication constraints, variable transmission delays, and sampling intervals. Due to communication constraints, only one sensor node is allowed to transmit its packet at a time. The scheduling of sensor information toward the controller is ruled by a weighted try-once-discard or by round-robin protocols. A unified hybrid system model under both protocols for the closed-loop system is presented; it contains time-varying delays in the continuous dynamics and in the reset conditions. A new Lyapunov-Krasovskii method, which is based on discontinuous in time Lyapunov functionals, is introduced for the stability analysis of the delayed hybrid systems. The resulting conditions can be applied to the system with polytopic type uncertainties. The efficiency of the time-delay approach is illustrated on the examples of uncertain cart-pendulum and of batch reactor.

  • 19. Meng, Z.
    et al.
    Shi, G.
    Johansson, Karl Henrik
    KTH, School of Electrical Engineering (EES), Automatic Control.
    Multiagent systems with compaßes2015In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 53, no 5, p. 3057-3080Article in journal (Refereed)
    Abstract [en]

    This paper investigates agreement protocols over cooperative and cooperativeantagonistic multiagent networks with coupled continuous-time nonlinear dynamics. To guarantee convergence for such systems, it is common in the literature to assume that the vector field of each agent is pointing inside the convex hull formed by the states of the agent and its neighbors, given that the relative states between each agent and its neighbors are available. This convexity condition is relaxed in this paper, as we show that it is enough that the vector field belongs to a strict tangent cone based on a local supporting hyperrectangle. The new condition has the natural physical interpretation of requiring shared reference directions in addition to the available local relative states. Such shared reference directions can be further interpreted as if each agent holds a magnetic compass indicating the orientations of a global frame. It is proved that the cooperative multiagent system achieves exponential state agreement if and only if the time-varying interaction graph is uniformly jointly quasi-strongly connected. Cooperative-antagonistic multiagent systems are also considered. For these systems, the relation has a negative sign for arcs corresponding to antagonistic interactions. State agreement may not be achieved, but instead it is shown that all the agents' states asymptotically converge, and their limits agree componentwise in absolute values if and in general only if the time-varying interaction graph is uniformly jointly strongly connected.

  • 20. Rabi, Maben
    et al.
    Ramesh, Chithrupa
    Johansson, Karl H.
    KTH, School of Electrical Engineering (EES), Automatic Control.
    SEPARATED DESIGN OF ENCODER AND CONTROLLER FOR NETWORKED LINEAR QUADRATIC OPTIMAL CONTROL2016In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 54, no 2, p. 662-689Article in journal (Refereed)
    Abstract [en]

    For a networked control system, we consider the problem of encoder and controller design. We study a discrete-time linear plant with a finite horizon performance cost, comprising a quadratic function of the states and controls, and an additive communication cost. We study separation in design of the encoder and controller, along with related closed-loop properties such as the dual effect and certainty equivalence. The encoder outputs are quantized samples, but our results also apply to two other formats for encoder outputs: real-valued samples at event-triggered times, and real-valued samples over additive noise channels. If the controller and encoder are dynamic, then we show that the performance cost is minimized by a separated design: the controls are updated at each time instant as per a certainty equivalence law, and the encoder is chosen to minimize an aggregate quadratic distortion of the estimation error. This separation is shown to hold even though a dual effect is present in the closed-loop system. We also show that this separated design need not be optimal when the controller or encoder are to be chosen from within restricted classes.

  • 21.
    Ringh, Axel
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Karlsson, Johan
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Lindquist, Anders
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory. Shanghai Jiao Tong University, China.
    Multidimensional rational covariance extension with approximate covariance matching2018In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 56, no 2, p. 913-944Article in journal (Refereed)
    Abstract [en]

    In our companion paper [A. Ringh, J. Karlsson, and A. Lindquist, SIAM T. Control Opton., 54 (2016), pp. 1950-1982] we discussed the multidimensional rational covariance extension problem (RCEP), which has important applications in image processing and spectral estimation in radar, sonar, and medical imaging. This is an inverse problem where a power spectrum with a rational absolutely continuous part is reconstructed from a finite set of moments. However, in most applications these moments are determined from observed data and are therefore only approximate, and the RCEP may not have a solution. In this paper we extend the results of our companion paper to handle approximate covariance matching. We consider two problems, one with a soft constraint and the other one with a hard constraint, and show that they are connected via a homeomorphism. We also demonstrate that the problems are well-posed and illustrate the theory by examples in spectral estimation and texture generation.

  • 22.
    Shi, Guodong
    et al.
    KTH, School of Electrical Engineering (EES), Automatic Control.
    Johansson, Karl Henrik
    KTH, School of Electrical Engineering (EES), Automatic Control.
    Robust Consensus For Continuous-Time Multiagent Dynamics2013In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 51, no 5, p. 3673-3691Article in journal (Refereed)
    Abstract [en]

    This paper investigates consensus problems for continuous-time multiagent systems with time-varying communication graphs subject to input noise. Based on input-to-state stability and integral input-to-state stability, robust consensus and integral robust consensus are defined with respect to L-infinity and L-1 norms of the noise function, respectively. Sufficient and/or necessary connectivity conditions are obtained for the system to reach robust consensus or integral robust consensus under mild assumptions. The results answer the question on how much interaction is required for a multiagent network to converge despite a certain amount of input disturbance. The epsilon-convergence time is obtained for the consensus computation on directed and K-bidirectional graphs.

  • 23. Shi, Guodong
    et al.
    Proutiere, Alexandre
    KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. KTH, School of Electrical Engineering (EES), Automatic Control.
    Johansson, Karl Henrik
    NETWORK SYNCHRONIZATION WITH CONVEXITY2015In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 53, no 6, p. 3562-3583Article in journal (Refereed)
    Abstract [en]

    In this paper, we establish a few new synchronization conditions for complex networks with nonlinear and nonidentical self-dynamics with switching directed communication graphs. In light of the recent works on distributed subgradient methods, we impose integral convexity for the nonlinear node self-dynamics in the sense that the self-dynamics of a given node is the gradient of some concave function corresponding to that node. The node couplings are assumed to be linear but with switching directed communication graphs. Several sufficient and/or necessary conditions are established for exact or approximate synchronization over the considered complex networks. These results show when and how nonlinear node self-dynamics may cooperate with the linear diffusive coupling, which eventually leads to network synchronization conditions under relaxed connectivity requirements.

  • 24.
    Stavrou, Photios A.
    et al.
    KTH, School of Electrical Engineering and Computer Science (EECS), Information Science and Engineering.
    Charalambous, Themistoklis
    Aalto Univ, Dept Elect Engn & Automat, Sch Elect Engn, Espoo, Finland..
    Charalambous, Charalambos D.
    Univ Cyprus, Dept Elect & Comp Engn, Nicosia, Cyprus..
    Loyka, Sergey
    Univ Ottawa, Sch Elect Engn & Comp Sci, Ottawa, ON K1N 6N5, Canada..
    OPTIMAL ESTIMATION VIA NONANTICIPATIVE RATE DISTORTION FUNCTION AND APPLICATIONS TO TIME-VARYING GAUSS-MARKOV PROCESSES2018In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 56, no 5, p. 3731-3765Article in journal (Refereed)
    Abstract [en]

    In this paper, we develop finite-time horizon causal filters for general processes taking values in Polish spaces using the nonanticipative rate distortion function (NRDF). Subsequently, we apply the NRDF to design optimal filters for time-varying vector-valued Gauss-Markov processes, subject to a mean-squared error (MSE) distortion. Unlike the classical Kalman filter design, the developed filters based on the NRDF are characterized parametrically by a dynamic reverse-waterfilling optimization problem obtained via Karush-Kuhn-Tucker conditions. We develop algorithms that provide, in general, tight upper bounds to the optimal solution to the dynamic reverse-waterfilling optimization problem subject to a total and per-letter MSE distortion constraint. Under certain conditions, these algorithms produce the optimal solutions. Further, we establish a universal lower bound on the total and per-letter MSE of any estimator of a Gaussian random process. Our theoretical framework is demonstrated via simple examples.

  • 25. Tzortzis, Ioannis
    et al.
    Charalambous, Charalambos D.
    Charalambous, Themistoklis
    KTH, School of Electrical Engineering (EES), Automatic Control.
    Dynamic programming subject to total variation distance ambiguity2015In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 53, no 4, p. 2040-2075Article in journal (Refereed)
    Abstract [en]

    The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic control problem using minimax theory, in which the control minimizes the payoff while the conditional distribution, from the total variation distance set, maximizes it. First, we investigate the maximization of a linear functional on the space of probability measures on abstract spaces, among those probability measures which are within a total variation distance from a nominal probability measure, and then we give the maximizing probability measure in closed form. Second, we utilize the solution of the maximization to solve minimax stochastic control with deterministic control strategies, under a Markovian and a non-Markovian assumption, on the conditional distributions of the controlled process. The results of this part include (1) minimax optimization subject to total variation distance ambiguity constraint; (2) new dynamic programming recursions, which involve the oscillator seminorm of the value function, in addition to the standard terms; and (3) a new infinite horizon discounted dynamic programming equation, the associated contractive property, and a new policy iteration algorithm. Finally, we provide illustrative examples for both the finite and infinite horizon cases. For the infinite horizon case, we invoke the new policy iteration algorithm to compute the optimal strategies.

  • 26. Zhang, Jiangbo
    et al.
    Hong, Yiguang
    Hu, Xiaoming
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    MULTIAGENT OPINION DYNAMICS OF BOUNDED CONFIDENCE WITH NONLOCAL AGGREGATIVE INTERACTION2017In: SIAM Journal of Control and Optimization, ISSN 0363-0129, E-ISSN 1095-7138, Vol. 2017, no 55, p. -2573, article id 4Article in journal (Refereed)
    Abstract [en]

    In this paper, we propose nonlocal aggregative opinion interactions for a bounded-confidence opinion model to demonstrate the fluctuation mechanism, and then study this opinion fluctuation mechanism by both theoretical analyses and numerical simulations. In this proposed agent-based opinion model, there are stubborn agents and regular agents: while each stubborn agent never changes its opinion, a regular agent updates his/her opinion based on selected agents' opinion values and his/her confidence bound. At first, we show that the global fluctuation for opinions of regular agents occurs almost surely if and only if the confidence bound of regular agents is larger than a critical value. Next, we give an estimated probability bound of the local fluctuation for regular agent opinions when the confidence bound is sufficiently small. Finally, we provide upper and lower bounds on the fluctuation strength and the regular agent opinion mean in the case when the global fluctuation occurs almost surely.

1 - 26 of 26
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf