Preface 1. Introduction Overview A Brief History of LMIs in Control Theory Notes on the Style of the Book Origin of the Book 2. Some Standard Problems Involving LMIs. Linear Matrix Inequalities Some Standard Problems Ellipsoid Algorithm Interior-Point Methods Strict and Nonstrict LMIs Miscellaneous Results on Matrix Inequalities Some LMI Problems with Analytic Solutions 3. Some Matrix Problems. Minimizing Condition Number by Scaling Minimizing Condition Number of a Positive-Definite Matrix Minimizing Norm by Scaling Rescaling a Matrix Positive-Definite Matrix Completion Problems Quadratic Approximation of a Polytopic Norm Ellipsoidal Approximation 4. Linear Differential Inclusions. Differential Inclusions Some Specific LDIs Nonlinear System Analysis via LDIs 5. Analysis of LDIs: State Properties. Quadratic Stability Invariant Ellipsoids 6. Analysis of LDIs: Input/Output Properties. Input-to-State Properties State-to-Output Properties Input-to-Output Properties 7. State-Feedback Synthesis for LDIs. Static State-Feedback Controllers State Properties Input-to-State Properties State-to-Output Properties Input-to-Output Properties Observer-Based Controllers for Nonlinear Systems 8. Lure and Multiplier Methods. Analysis of Lure Systems Integral Quadratic Constraints Multipliers for Systems with Unknown Parameters 9. Systems with Multiplicative Noise. Analysis of Systems with Multiplicative Noise State-Feedback Synthesis 10. Miscellaneous Problems. Optimization over an Affine Family of Linear Systems Analysis of Systems with LTI Perturbations Positive Orthant Stabilizability Linear Systems with Delays Interpolation Problems The Inverse Problem of Optimal Control System Realization Problems Multi-Criterion LQG Nonconvex Multi-Criterion Quadratic Problems Notation List of Acronyms Bibliography Index.

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Linear Matrix Inequalities in System and Control Theory

Starts with a brief review of the history and the application areas considered in the literature. The author then proceeds with introductory modeling examples, behavioral and structural properties, three methods of analysis, subclasses of Petri nets and their analysis. In particular, one section is devoted to marked graphs, the concurrent system model most amenable to analysis. Introductory discussions on stochastic nets with their application to performance modeling, and on high-level nets with their application to logic programming, are provided. Also included are recent results on reachability criteria. Suggestions are provided for further reading on many subject areas of Petri nets. >

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Petri nets: Properties, analysis and applications

The paper considers an application of blind identification to beamforming. The key point is to use estimates of directional vectors rather than resort to their hypothesised value. By using estimates of the directional vectors obtained via blind identification, i.e. without knowing the array manifold, beamforming is made robust with respect to array deformations, distortion of the wave front, pointing errors etc., so that neither array calibration nor physical modelling is necessary. Rather suprisingly, ‘blind beamformers’ may outperform ‘informed beamformers’ in a plausible range of parameters, even when the array is perfectly known to the informed beamformer. The key assumption on which blind identification relies is the statistical independence of the sources, which is exploited using fourth-order cumulants. A computationally efficient technique is presented for the blind estimation of directional vectors, based on joint diagonalisation of fourth-order cumulant matrices; its implementation is described, and its performance is investigated by numerical experiments.

Blind beamforming for non-gaussian signals

Separation of sources consists of recovering a set of signals of which only instantaneous linear mixtures are observed. In many situations, no a priori information on the mixing matrix is available: The linear mixture should be "blindly" processed. This typically occurs in narrowband array processing applications when the array manifold is unknown or distorted. This paper introduces a new source separation technique exploiting the time coherence of the source signals. In contrast with other previously reported techniques, the proposed approach relies only on stationary second-order statistics that are based on a joint diagonalization of a set of covariance matrices. Asymptotic performance analysis of this method is carried out; some numerical simulations are provided to illustrate the effectiveness of the proposed method.

A blind source separation technique using second-order statistics

Artificial Neural Networks (ANNs) are being used increasingly to predict and forecast water resources variables. In this paper, the steps that should be followed in the development of such models are outlined. These include the choice of performance criteria, the division and pre-processing of the available data, the determination of appropriate model inputs and network architecture, optimisation of the connection weights (training) and model validation. The options available to modellers at each of these steps are discussed and the issues that should be considered are highlighted. A review of 43 papers dealing with the use of neural network models for the prediction and forecasting of water resources variables is undertaken in terms of the modelling process adopted. In all but two of the papers reviewed, feedforward networks are used. The vast majority of these networks are trained using the backpropagation algorithm. Issues in relation to the optimal division of the available data, data pre-processing and the choice of appropriate model inputs are seldom considered. In addition, the process of choosing appropriate stopping criteria and optimising network geometry and internal network parameters is generally described poorly or carried out inadequately. All of the above factors can result in non-optimal model performance and an inability to draw meaningful comparisons between different models. Future research efforts should be directed towards the development of guidelines which assist with the development of ANN models and the choice of when ANNs should be used in preference to alternative approaches, the assessment of methods for extracting the knowledge that is contained in the connection weights of trained ANNs and the incorporation of uncertainty into ANN models.

Neural networks for the prediction and forecasting of water resources variables: a review of modelling issues and applications

On the value of information in system identification-Bounded noise case

Blind identification of source signals is studied from both theoretical and algorithmic aspects. A mathematical structure is formulated from which the acceptable indeterminacy is represented by an equivalence relation. The concept of identifiability is then defined. Two identifiable cases are shown along with blind identification algorithms. The performance of FOBI (fourth-order blind identification), EFOBI (extended FOBI), and AMUSE algorithms is evaluated by some heuristic arguments and simulation results. It is shown that EFOBI outperforms the FOBI algorithm, and the AMUSE algorithm performs better than EFOBI in the case of nonwhite source signals. AMUSE is applied to a speech extraction problem and shown to have promising results. >

Indeterminacy and identifiability of blind identification

This article provides a survey on state estimation (SE) in electric power grids and examines the impact on SE of the technological changes being proposed as a part of the smart grid development. Although SE at the transmission level has a long history, further research and development of innovative SE schemes, including those for distribution systems, are needed to meet the new challenges presented by the requirements of the future grid. This article also presents some example topics that signal processing (SP) research can contribute to help meet those challenges.

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State Estimation in Electric Power Grids: Meeting New Challenges Presented by the Requirements of the Future Grid

Set-membership identification (SMI) theory is extended to the more general problem of linear-in-parameters filtering by defining a set-membership specification, as opposed to a bounded noise assumption. This sets the framework for several important filtering problems that are not modeled by a "true" unknown system with bounded noise, such as adaptive equalization, to exploit the unique advantages of SMI algorithms. A recursive solution for set membership filtering is derived that resembles a variable step size normalized least mean squares (NLMS) algorithm. Interesting properties of the algorithm, such as asymptotic cessation of updates and monotonically non-increasing parameter error, are established. Simulations show significant performance improvement in varied environments with a greatly reduced number of updates.

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Set-membership filtering and a set-membership normalized LMS algorithm with an adaptive step size

Absrract-This paper investigates some fundamental issues concerning the capability of multilayer perceptrons with one hidden layer. The studies are focused on realizations of functions which map from a finite subset of E” into E“. Both real-valued and binary-valued functions are considered. In particular, a least upper bound is derived for the number of hidden neurons needed to realize an arbitrary function which maps from a finite subset of E“ into E“. A nontrivial lower bound is also obtained for realizations of injective functions. This result will be useful in studying pattern recognition and database retrieval. In addition, an upper hound is given for realizing binary-valued functions that are related to pattern classification problems.

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Yih-Fang Huang

Papers

On the value of information in system identification-Bounded noise case

Indeterminacy and identifiability of blind identification

State Estimation in Electric Power Grids: Meeting New Challenges Presented by the Requirements of the Future Grid

Set-membership filtering and a set-membership normalized LMS algorithm with an adaptive step size

Bounds on the Number of Hidden Neurons in