Journal ArticleDOI
Active mode observation of switching systems based on set‐valued estimation of the continuous state
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In this article, mode observability is addressed for a class of discrete-time linear systems that may switch in an unknown and unpredictable way among different modes taken from a finite set.Abstract:
SUMMARY Mode observability is addressed for a class of discrete-time linear systems that may switch in an unknown and unpredictable way among different modes taken from a finite set The possible ap rioriknowledge on the continuous state of the system and the presence of unknown but bounded noises affecting both the system and the measurement equations are explicitly taken into account The mode observation is performed ‘actively’: control sequences (discerning control sequences) are searched, which allow to identify the switching sequence on the basis of the observations Conditions that characterize discerning controls in a finite-horizon setting are obtained Moreover, a procedure is proposed in order to derive ‘persistently discerning’ control sequences (over an infinite horizon) A numerical example is reported to clarify the approach Copyright q 2008 John Wiley & Sons, Ltdread more
Citations
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Journal ArticleDOI
On the observer design problem for continuous-time switched linear systems with unknown switchings
TL;DR: The observer design problem for Switched Linear Systems subject to an unknown switching signal is addressed and an appropriate SLS observer is proposed and its convergence is analysed showing that the corresponding estimates converge in finite-time to the SLS state.
Proceedings ArticleDOI
On the distinguishability of discrete linear time-invariant dynamic systems
Paulo Rosa,Carlos Silvestre +1 more
TL;DR: The main results presented herein show that, in most practical cases, a persistence of excitation type of condition and a minimum number of iterations are required to properly distinguish two dynamic systems.
Journal ArticleDOI
A Set-Valued Approach to FDI and FTC of Wind Turbines
TL;DR: This paper takes advantage of the recent advances in model falsification using set-valued observers that led to the development of FDI methods for uncertain linear time-varying systems, with promising results in terms of the time required to diagnose faults.
Journal ArticleDOI
On stabilization of switching linear systems
TL;DR: This paper addresses the problem of controlling a continuous-time linear system that may switch among different modes taken from a finite set by proposing a minimum-distance mode estimator which orchestrates controller switching according to a dwell-time switching logic.
Journal ArticleDOI
Set-Membership-Based Fault Detection and Isolation for Robotic Assembly of Electrical Connectors
TL;DR: The proposed set-membership-based fault detection and isolation (FDI) methodology satisfies both the timing and fault-isolation requirements for this kind of robotic assembly task.
References
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Journal ArticleDOI
Survey Constrained model predictive control: Stability and optimality
TL;DR: This review focuses on model predictive control of constrained systems, both linear and nonlinear, and distill from an extensive literature essential principles that ensure stability to present a concise characterization of most of the model predictive controllers that have been proposed in the literature.
Book
Set-theoretic methods in control
Franco Blanchini,Stefano Miani +1 more
TL;DR: This self-contained monograph describes basic set-theoretic methods for control and provides a discussion of their links to fundamental problems in Lyapunov stability analysis and stabilization, optimal control, control under constraints, persistent disturbance rejection, and uncertain systems analysis and synthesis.
Book
Jump linear systems in automatic control
Abstract: This book is a monograph on hybrid parameter processes that are characterized by the presence of a discrete parameter and continuous variables. The author considers stochastic models in which the future control trajectories and the present solution do not determine completely the future of the system. The special stochastic processes and systems treated by the author are characterized by random transitions between different regimes, and this randomness primarily occurs through its discrete parameters. The book consists of eight chapters and two appendices. The appendices present brief summaries of basic probability, random processes, optima1 filtering, stochastic stability, stochastic maximum principles, matrix maximum principles, and stochastic dynamic programming. Readers might find it useful to consult references on applied probability and Markov processes before reading the eight chapters of this book. The first chapter introduces the reader to hybrid dynamic models by means of examples from target tracking, manufacturing processes, solar thermal receivers, and fault-tolerant control systems. Chapter 2 examines the global controllability and relative and stochastic stability of hybrid parameter systems. Also included in Chapter 2 are the concepts of Liapunov function and Liapunov exponents, observability, and detectability. Chapter 3 considers control optimization, jump linear quadratic regulators derived from maximum principles and dynamic programming, asymptotic behavior of quadratic regulators, suboptima1 solutions, optima1 switching output feedback, and algorithms for the optimization and evaluation of regulators for jump quadratic systems. The robustness, costs and their distribution, bound costs, and minimax solutions of jump linear systems are treated in Chapter 4, while the jump linear quadratic Gaussian problem is analyzed in some detail with Karman filtering and Poisson impulsive disturbances in Chapter 5. Optimal filtering, Wiener-driven oscillations, filter performance, and point-process observations are considered in Chapter 6. Chapter 7 deals with control under regime uncertainty, stability, control optimization, and regime estimation filters. The final chapter, Chapter 8, considers extensions of hybrid systems, non-Markovian processes, wide-band hybrid models, and extensions of the jump linear systems presented in the previous seven chapters. The book contains many theorems and proofs, is well illustrated with examples, and covers the material in depth. It is relatively free of typographical errors except that pages 206 and 207 have been interchanged.
Book
Ellipsoidal Calculus for Estimation and Control
Alexander B. Kurzhanski,I. Vályi +1 more
TL;DR: In this article, the authors give an account of an ellipsoidal calculus and ellipssoidal techniques that allow presentation of the set-valued solutions to these problems in terms of approximating ellipsseidal-valued functions.
Journal ArticleDOI
Analysis and synthesis of switched linear control systems
Zhendong Sun,Shuzhi Sam Ge +1 more
TL;DR: This paper provides a concise and timely survey on analysis and synthesis of switchedlinear control systems, and presents the basic concepts and main properties of switched linear systems in a systematic manner.