Chapter 7 Robust Stabilization and Disturbance Attenuation of Switched Linear Parameter-Varying Systems in Discrete Time

Size: px
Start display at page:

Download "Chapter 7 Robust Stabilization and Disturbance Attenuation of Switched Linear Parameter-Varying Systems in Discrete Time"

Transcription

1 Chapter 7 Robust Stabilization and Disturbance Attenuation of Switched Linear Parameter-Varying Systems in Discrete Time Ji-Woong Lee and Geir E. Dullerud Abstract Nonconservative analysis of discrete-time switched linear parametervarying systems is achieved via switching path-dependent Lyapunov and Kalman Yakubovich Popov inequalities. Exact convex conditions for the synthesis of a class of state-feedback controllers are then expressed in terms of nested unions of linear matrix inequalities. The resulting controllers are robust in the sense that their coefficients depend solely on a finite number of the most recent past modes and parameters, but not on the current mode or parameter. 7.1 Introduction A linear parameter-varying (LPV system is defined by a parameterized collection of linear state-space models and a set of admissible parameter trajectories [1,2,13]. An LPV system typically arises from the abstraction of a nonlinear model, where the precise nonlinear dependence on trajectories is replaced by a covering abstraction given in terms of varying parameters. The attraction with such abstracted models is that they can be significantly simpler to analyze, while at the same time because they admit more behaviors than the original nonlinear system can be used to infer guaranteed properties about the original system. Counterbalancing this potential ease of analysis is that, if the abstraction is too coarse or conservative, it may not be J.-W. Lee ( Department of Electrical Engineering, The Pennsylvania State University, University Park, PA 16802, USA jiwoong@psu.edu G.E. Dullerud Department of Mechanical Science and Engineering, The University of Illinois at Urbana-Champaign, Urbana, IL 61801, USA dullerud@illinois.edu J. Mohammadpour and C.W. Scherer (eds., Control of Linear Parameter Varying Systems with Applications, DOI / , Springer Science+Business Media, LLC

2 158 J.-W. Lee and G.E. Dullerud possible to prove anything about the abstracted model even though the nonlinear system on which it is based has all the properties sought. In particular, such conservatism can occur in the situation where the underlying nonlinear dynamics are operating about several different equilibrium points. Although frequently possible to use a pure LPV model to abstract the nonlinear dynamics in this scenario, there is potentially much to gain in terms of reducing conservatism of the abstraction by explicitly modeling the logical switches between equilibrium points. This motivates the class of switched LPV systems considered in this chapter. Further motivating the switched LPV class, even when simply operating around a single equilibrium point, is the situation where a nonlinear system to be analyzed exhibits multiple modes of operation due to jumps in the dynamics; in this case, it is natural to abstract the system by multiple LPV models and a switching logic between them, so that a switch from one LPV model to another corresponds to a jump from one nonlinear dynamical equation to another. Whenever such a switched LPV abstraction of a nonlinear system satisfies certain stability and performance specifications over all admissible parameter trajectories and mode switching sequences, the original nonlinear system is expected to satisfy the same stability and performance requirements. For these reasons, switched LPV approaches have found applications to a variety of nonlinear analysis and control problems such as gain-scheduled missile autopilot [10], active magnetic bearing system design [11], high-performance aircraft control [12], and multi-objective control of a wind turbine [9]. In this chapter, we focus on discrete-time switched LPV systems, where each LPV model is associated with a parameter polytope. Such systems have already been considered in the literature in the context of stabilization, H -type disturbance attenuation, and model reduction [14, 15]. However, these results are based on a conservative analysis of stability and disturbance attenuation properties. Thus, our first objective is to present a nonconservative, convex analysis of these properties by extending the existing nonconservative analysis results for LPV systems [6] and switched linear systems [7, 8] to switched LPV systems. The resulting analysis conditions are expressed in terms of an increasing union of Lyapunov inequalities (for stability and Kalman Yakubovich Popov inequalities (for disturbance attenuation performance indexed by the number of most recent past system modes and parameters that the associated quadratic Lyapunov function depends on. Our next objective is to use these analysis conditions to obtain nonconservative, convex synthesis conditions for a certain type of robust state-feedback controllers that guarantee stability and disturbance attenuation bounds. These controllers are robust in the sense that they do not depend on the current system mode or parameter value. However, we assume that the system mode and parameter become available to the controller with a unit delay, and that the state-feedback gain matrix is parameterized by a finite number of past modes and parameters. Our synthesis conditions thus complement existing results, which are limited to controllers that do not recall past modes or parameters. The organization of the chapter is as follows. In Sects. 7.2 and 7.3, wepresent stability analysis and robust stabilization results. Then these results are generalized

3 7 Switched LPV Systems in Discrete Time 159 to disturbance attenuation problems in Sects. 7.4 and 7.5. The analysis and synthesis results are illustrated and compared with existing results via numerical examples in Sect Then a concluding remark is made in Sect Notation Denoted by R, N, andn 0 are the spaces of real numbers, positive integers, and nonnegative integers, respectively. For x R n, denoted by x is the Euclidean norm of x defined by x = ( x T x 1/2.ForX R n n, we write X > 0 (resp. X < 0 to indicate that X is symmetric and positive definite (resp. negative definite. The identity matrix (resp. zero matrix is denoted by I (resp. 0 with its dimension understood. 7.2 Stability Let N, M 1,...,M N N be given. Let Θ {1,...,N} be a nonempty set of infinite sequences in {1,...,N}. For each i {1,...,N} let Λ i be the set of all probability distributions on {1,...,M i }; namely, Λ i = { ( λ = λ (1,...,λ (M i R M i : λ (1,...,λ (Mi 0and Then, for each θ =(θ(0,θ(1,... Θ,define M i j=1 } λ ( j = 1. Λ θ = Λ θ(0 Λ θ(1 = { (σ(0,σ(1,...: σ(t Λ θ(t for all t N 0 }, so that Λ θ is the space of all infinite sequences (σ(0,σ(1,..., whereσ(t is a probability distribution on {1,...,M θ(t } for each t N 0. Let n N and A ij R n n be given for i = 1,..., N and j = 1,...,M i. Write A iλ = M i j=1 ( for i {1,...,N} and λ = λ (1,...,λ (M i polyhedron defined by λ ( j A ij A i = {A iλ : λ Λ i } R n n Λ i. Then the polytope (i.e., bounded

4 160 J.-W. Lee and G.E. Dullerud is the convex hull of matrices A i1,..., A imi for each i = 1,..., N. With A = {A 1,...,A N }, the pair (A,Θ defines the discrete-time switched polytopic linear parametervarying (or switched LPV system, whose state-space description takes the form x(t + 1=A θ(tσ(t x(t, t N 0, (7.1 for mode sequences θ =(θ(0,θ(1,... Θ and parameter sequences σ = (σ(0,σ(1,... Λ θ. In the special case of N = 1 (i.e., single mode, the switched LPV system reduces to an LPV system A 1, where the time-varying parameter σ(t determines the state matrix A 1σ(t for (7.1 from a polytope of matrices (i.e., the convex hull of A 11,...,A 1M1. On the other hand, in the spacial case of M 1 = = M N = 1, the switched LPV system (A,Θ reverts to the switched linear system ({A 11,...,A N1 },Θ, where the time-varying mode θ(t determines the state matrix A θ(t1 for (7.1 from a finite set of matrices. Our stability requirement for the switched LPV system is that the state x(t of the state-space model (7.1 converges to the origin with a single exponential decay rate uniformly in time and also uniformly over mode sequences and parameter sequences. Definition 7.1. The switched LPV system (A,Θ is said to be uniformly exponentially stable if there exist c 1andλ (0, 1 such that the state-space model (7.1 satisfies x(t cλ t t 0 x(t 0 (7.2 for all t, t 0 N 0 with t t 0,forallx(t 0 R n,forallθ Θ, andforallσ Λ θ. The stability of the switched LPV system (A,Θ is closely related to that of an associated switched linear system. Let  = {A 11,...,A 1M1,...,A N1,...,A NMN }. An infinite sequence of (pairs of indices (i 0 j 0,i 1 j 1,... is a switching sequence for A if it {1,...,N} and j t {1,...,M it } for all t N 0.Let Θ be the set of all switching sequences for A restricted to the mode sequences in Θ;thatis, Θ = { } (i 0 j 0,i 1 j 1,...: (i 0,i 1,... Θ, j t = 1,...,M it, t N 0. Then the pair (Â, Θ defines the discrete-time switched linear system whose state-space description is given by (7.1 for switching sequences (θ,σ = (θ(0σ(0,θ(1σ(1,... Θ. The stability requirement for this switched linear system is consistent with that for the linear LPV system.

5 7 Switched LPV Systems in Discrete Time 161 Definition 7.2. The switched linear system A, Θ is said to be uniformly exponentially stable if there exist c 1andλ (0,1 such that the state-space model (7.1 satisfies (7.2forallt, t 0 N 0 with t t 0,forallx(t 0 R n,andforall (θ,σ Θ. To simplify notation, set θ(t =0andσ(t ( =1(i.e.,Λ ( 0 = {1} fort < 0 whenever θ Θ and σ Λ θ.definel M (Θ resp. L M Θ as the set of all switching ( paths of length M N 0 that appear in at least one of the mode sequences in Θ resp. switching sequences in Θ : L M (Θ= { } (θ(t M,...,θ(t: θ Θ, t N 0, (7.3a { ( L M Θ = ˆθ(t M,..., ˆθ(t : ˆθ Θ, } t N 0. (7.3b Then let N M (Θ be the largest subset of L M (Θ satisfying the following: For each (i 0,...,i M N M (Θ, thereexistk N with K > M and (i M+1,...,i K such that (i K M,...,i K =(i ( 0,...,i M and (i k,...,i k+m N( M (Θ for 0 k K M. Similarly, let N M Θ be the largest subset of L M Θ satisfying the following: For each (i 0 j 0,...,i M j M N M Θ,thereexistK N with K > M and (i M+1 j M+1,...,i K j K such that (i K M j K M,...,i K j K =(i 0 j 0,...,i M j M and (i k j k,...,i k+m j k+m N M Θ for 0 k K M. We will use the convention that (i k,...,i l =0(resp. (i k j k,...,i l j l =01 if k > l; otherwise, (i k,...,i l (resp. (i k j k,...,i l j l is a switching path of length l k. The following theorem gives an exact convex condition for the stability of switched LPV systems in terms of linear matrix inequalities. Theorem 7.1. The following are equivalent: (a The switched LPV system (A(,Θ is uniformly exponentially stable. (b The switched linear system A, Θ is uniformly exponentially stable. (c There exist a path length M N 0 and an indexed (finite family of matrices Y (i1 j 1,...,i M j M R n n such that Y (i0 j 0,...,i M 1 j M 1 > 0, (7.4a A im j M Y (i0 j 0,...,i M 1 j M 1 A T i M j M Y (i1 j 1,...,i M j M < 0 (7.4b for all (i 0 j 0,...,i M j M N M Θ. (d There exist a path length M N 0, real numbers α, β > 0, and an indexed (uncountably infinite family of matrices Y (i1 λ 1,...,i M λ M R n n such that αi Y (i0 λ 0,...,i M 1 λ M 1 β I, A im λ M Y (i0 λ 0,...,i M 1 λ M 1 A T i M λ M Y (i1 λ 1,...,i M λ M αi for all (i 0,...,i M N M (Θ and for all (λ 0,...,λ M Λ i0 Λ im. (7.5a (7.5b

6 162 J.-W. Lee and G.E. Dullerud Moreover, if (c holds with M N, then (d is satisfied with Y (i0 λ 0,...,i M 1 λ M 1 = Y (i1 λ 1,...,i M λ M = M i0 j 0 =1 M i1 j 1 =1 M im 1 j M 1 =1 M im j M =1 λ ( j 0 0 λ ( j M 1 M 1 Y (i0 j 0,...,i M 1 j M 1, (7.6a λ ( j 1 1 λ ( j M M Y (i 1 j 1,...,i M j M (7.6b ( for (λ 0,...,λ M Λ i0 Λ im,whereλ k = λ (1 k,...,λ (M i k k,k= 0,...,M. If (c holds with M = 0, then (d is satisfied with Y (i0 λ 0,...,i M 1 λ M 1 = Y (i1 λ 1,...,i M λ M = Y 01. Proof. The proof extends that of [6, Theorem 1]. We will show that (a (b (c (a; the equivalence (c (d will follow as a by-product. It is clear that (a implies (b. Due to [7, Corollary 3.4], condition (b implies the existence of an M N 0 and matrices X (i1 j 1,...,i M j M > 0 such that A T i M j M X (i1 j 1,...,i M j M A im j M X (i0 j 0,...,i M 1 j M 1 < 0 for all (i 0 j 0,...,i M j M N M Θ. The Schur complement formula, along with Y (i1 j 1,...,i M j M = X 1 (i 1 j 1,...,i M j M, then yields (c. Suppose (c holds true, so that (7.4 is satisfied for all (i 0 j 0,...,i M j M N M Θ. Similarly to the proof of [7, Corollary 3.4], run the following algorithm to enlarge the set N M Θ to L M Θ : Step 0. Set L = N M Θ. Step 1. If L = L M Θ, then stop; otherwise, choose a switching path (i 0 j 0,..., i M j M L M Θ L such that (i 1 j 1,...,i M+1 j M+1 L for some i M+1 {1,...,N} and j M+1 {1,...,M im+1 }. Step 2. If i 0 j 0,...,i } M 1 j M 1, ˆk M ˆl M / L for any ˆk M {1,..., M} and ˆl M {1,...,, then choose a Y > 0 such that MˆkM A im j M YA T i M j M Y (i1 j 1,...,i M j M < 0, put Y (i0 j 0,...,i M 1 j M 1 = Y, and go to Step 4.

7 7 Switched LPV Systems in Discrete Time 163 Step 3. Choose an ε > 0suchthat εa im j M Y (i0 j 0,...,i M 1 j M 1 A T i M j M Y (i1 j 1,...,i M j M < 0 and substitute Y (i0 j 0,...,i M 1 j M 1 with εy (i0 j 0,...,i M 1 j M 1. Whenever there exist K N and (i K j K,...,i 1 j 1 such that (i k K j k K,..., i k K+M j k K+M L for all k = 0,..., K, then scale Y (ik K j k K,..., i k K+M j k K+M with the same scaling factor ε for all k = 0,..., K as well. Step 4. Substitute L with L {(i 0 j 0,...,i M j M } andgotostep 1. By the definition of N M Θ, each step of this algorithm (including Step 3 is well defined. Moreover, the algorithm produces an extended set of matrices Y (i1 j 1,...,i M j M such that (7.4 holds for all (i 0 j 0,...,i M j M L M Θ. Assume M N without loss of generality. Since L M Θ is a finite set, there exist α, β > 0 such that αi Y (i0 j 0,...,i M 1 j M 1 β I (7.7a and A im j M Y (i0 j 0,...,i M 1 j M 1 A T i M j M Y (i1 j 1,...,i M j M < αi for all (i 0 j 0,...,i M j M L M Θ. Applying the Schur compliment formula to the last inequality yields [ ] αi Y (i1 j 1,...,i M j M A im j M Y (i0 j 0,...,i M 1 j M 1 < 0. (7.7b Y (i0 j 0,...,i M 1 j M 1 Given ( (i 0,...,i M L M (Θ, choose (λ 0,...,λ M Λ i0 Λ im with λ k = λ (1 k,...,λ (M it k for k = 0,...,M, whereλ 0 = {1}. DefineY (i0 λ 0,...,i M 1 λ M 1 and Y (i1 λ 1,...,i M λ M as in (7.6. Taking the weighted sum of (7.7 with weights given by (λ 0,...,λ M then yields (7.5a and [ ] αi Y (i1 λ 1,...,i M λ M A im λ M Y (i0 λ 0,...,i M 1 λ M 1 < 0. Y (i0 λ 0,...,i M 1 λ M 1 Taking the Schur complement of Y (i0 λ 0,...,i M 1 λ M 1 from this inequality, we obtain (7.5b. This shows that, if (c holds, then (7.5 is satisfied for all (i 0,...,i M L M (Θ and (λ 0,...,λ M Λ i0 Λ im. Because this implies (d and because (c is a special case of (d, it is immediate that (c and (d are equivalent. To complete the proof, we will show (a holds true given that (7.5 is satisfied for all (i 0,...,i M L M (Θ and (λ 0,...,λ M Λ i0 Λ im. Choose a mode sequence θ Θ and a parameter sequence σ Λ θ.put A(t=A θ(tσ(t, Y(t=Y (θ(t Mσ(t M,...,θ(t 1σ(t 1

8 164 J.-W. Lee and G.E. Dullerud for all t N 0,sothat αi Y(t β I, A(tY(tA(t T Y(t + 1 αi for all t N 0. If we put X(t=Y(t 1, then there exists an η > 0, independent of θ and σ, such that β 1 I X(t α 1 I, A(t T X(t + 1A(t X(t ηi for all t N 0. Thus, by specializing [5, Corollary 12] to pure stability analysis, we deduce that there exist c 1andλ (0,1 such that the linear time-varying system (7.1 satisfies (7.2forallt, t 0 N 0 with t t 0.Sinceθ Θ and σ Λ θ are arbitrary, and since the constants c and λ can be determined solely from α 1, β 1, and η (see, e.g., [8, Lemma 4], we conclude that (a holds true. According to Theorem 7.1, only the mode switching paths in N M (Θ are relevant to stability. This is because the switching paths outside N M (Θ cannot appear more than once in any mode sequence in Θ, and because the number of such switching paths is finite for each path length M. Although there is no upper bound on the path length M that is required for our stability test, it is usually the case in practice that one only needs to try the first few path lengths M. This agrees with the fact that the common Lyapunov function approach (i.e., the case of M = 0 and the multiple Lyapunov function approaches (i.e., versions of the case of M = 1 have been very useful in practice. What Theorem 7.1 gives us is the option to go beyond M = 0andM = 1ifweare willing and able to pay additional computational cost in return for potentially better stability analysis. 7.3 Stabilization Let m, n N, A ij R n n,andb ij R n m be given for i = 1,..., N and j = 1,..., M i. Write A iλ = M i j=1 whenever i {1,...,N} and λ = λ ( j A ij and B iλ = M i j=1 λ ( j B ij ( λ (1,...,λ (M i Λ i. The polytopes defined by A i = {A iλ : λ Λ i } R n n, B i = {B iλ : λ Λ i } R n m

9 7 Switched LPV Systems in Discrete Time 165 are the convex hulls of A i1,..., A imi and B i1,..., B imi, respectively, for each i = 1,..., N. As in the previous section, let Θ {1,...,N} be a nonempty set of mode sequences. Then, with G = {(A 1,B 1,...,(A N,B N }, the pair (G,Θ defines the controlled version of the discrete-time switched LPV system described by x(t + 1=A θ(tσ(t x(t+b θ(tσ(t u(t, t N 0, (7.8 for mode sequences θ Θ, parameter sequences σ Λ θ, and control sequences u =(u(0,u(1,... We will consider all linear state-feedback controllers that generate the control input u(t at each time t N 0 based on a finite number L N 0 of past mode sequences θ(t L,..., θ(t 1 and parameter sequences σ(t L,..., σ(t 1 as well as the perfectly observed current state x(t. As in the previous section, let θ(t=0andσ(t=1fort < 0 whenever θ Θ and σ Λ θ. Also, write (θσ L (t=(θ(t Lσ(t L,...,θ(tσ(t, (θσ L (t =(θ(t Lσ(t L,...,θ(t 1σ(t 1, (θσ L (t + =(θ(t L + 1σ(t L + 1,...,θ(tσ(t for L, t N 0, θ Θ, andσ Λ θ. For a fixed path length L N 0,letΛ 0 = {1} and K = {K (i1 λ 1,...,i L λ L : λ k Λ ik,i k = 0,1,...,N, k = 1,...,L} R m n if L > 0, and let K = {K 01 } R m n be a singleton if L = 0. Then K defines a robust L-path-dependent state-feedback controller described by u(t=k (θσl (t x(t, t N 0, (7.9 if L > 0, and u(t=k 01 x(t, t N 0,ifL = 0. For example, if L = 2, then and u(0=k (01,01 x(0, u(1=k (01,θ(0σ(0 x(1, u(t=k (θ(t 2σ(t 2,θ(t 1σ(t 1 x(t for t 2. Clearly, the case of L = 0 corresponds to the robust state-feedback controller in the usual sense; if L > 0, on the other hand, the controller perfectly observes the mode and parameter sequences with a unit delay (or less and performs gain scheduling based on the most recent past L modes and parameters.

10 166 J.-W. Lee and G.E. Dullerud The feedback interconnection of the controlled system (G,Θ, described by (7.8, and a robust path-dependent controller K, described by (7.9, gives rise to a closed-loop system whose state evolves according to x(t + 1= ( A θ(tσ(t + B θ(tσ(t K (θσl (t x(t, t N0. (7.10 We now present an exact convex condition for the existence of a stabilizing robust path-dependent controller, and a synthesis procedure guaranteed to yield such a controller, if it exists. Definition 7.3. The switched LPV system (G,Θ is said to be uniformly exponentially stabilizable if there exist c 1, λ (0,1, L N 0, and a robust L-path-dependent state-feedback controller such that the closed-loop state-space model (7.10 satisfies (7.2 forallt, t 0 N 0 with t t 0,forallx(t 0 R n,forall θ Θ,andforallσ Λ θ. Theorem 7.2. The switched LPV system (G,Θ is uniformlyexponentiallystabilizable if and only if there exist a path length M N 0 and indexed (finite families of matrices W (i1 j 1,...,i M j M R m n and Y (i1 j 1,...,i M j M R n n such that [ ] Y (i1 j 1,...,i M j M A im j M Y (i0 j 0,...,i M 1 j M 1 + B im j M W (i0 j 0,...,i M 1 j M 1 < 0 Y (i0 j 0,...,i M 1 j M 1 (7.11 for all (i 0 j 0,...,i M j M N M Θ. Moreover, if (7.11 holds with M N, thena robust M-path-dependent state-feedback controller K that uniformly exponentially stabilizes the system (G,Θ is given by K (i0 λ 0,...,i M 1 λ M 1 = W (i0 λ 0,...,i M 1 λ M 1 Y 1 (i 0 λ 0,...,i M 1 λ M 1 (7.12a for all (i 0,...,i M N M (Θ and for all (λ 0,...,λ M Λ i0 Λ im,where Y (i0 λ 0,...,i M 1 λ M 1 = W (i0 λ 0,...,i M 1 λ M 1 = M i0 j 0 =1 M i0 j 0 =1 M im 1 j M 1 =1 M im 1 j M 1 =1 λ ( j 0 0 λ ( j M 1 M 1 Y (i0 j 0,...,i M 1 j M 1, (7.12b λ ( j 0 0 λ ( j M 1 M 1 W (i0 j 0,...,i M 1 j M 1 (7.12c ( for (λ 0,...,λ M 1 Λ i0 Λ im 1 with λ k = λ (1 k,...,λ (M i k k,k= 0,...,M 1. If (7.11 holds with M = 0, then a robust uniformly exponentially stabilizing statefeedback controller K is given by K 01 = W 01 Y 1 01.

11 7 Switched LPV Systems in Discrete Time 167 Proof. The proof is an extension of [6, Theorem 2]. Suppose that the closed-loop system with a robust L-path-dependent controller K is uniformly exponentially stable. Then there exist c 1andλ (0,1 such that (7.2 holds for all t, t 0 N 0 with t t 0,forallx(t 0 R n,forallθ Θ,andforallσ Λ θ. Following the proof of [8, Lemma 4(a], it is readily seen that there exists an M L, constants α, β > 0 (which depend solely on c and λ, and matrices Y (i1 j 1,...,i M j M > 0 such that αi Y (θσm (t β I,  (θσl (ty (θσm (t  T (θσ L (t Y (θσ M (t + < αi for all t N 0, θ Θ, andσ Λ θ,where  (θσl (t = A θ(tσ(t + B θ(tσ(t K (θσl (t are the closed-loop state matrices. In particular, this holds whenever θ M (t N L (Θ and σ M (t Λ θ(t M Λ θ(t,andso αi Y (i0 λ 0,...,i M 1 λ M 1 β I (7.13a and  (im L λ M L,...,i M λ M Y (i0 λ 0,...,i M 1 λ M 1 ÂT (i M L λ M L,...,i M λ M Y (i1 λ 1,...,i M λ M < αi for all (i 0,...,i M N M (Θ and (λ 0,...,λ M Λ i0 Λ im.asm L, the L-path-dependent controller K can be taken to be M-path-dependent, so we can assume L = M > 0 without loss of generality. Now, applying the Schur complement formula to the last inequality gives [ ] αi Y (i1 λ 1,...,i M λ M AiM λ M + B im λ M K (i0 λ 0,...,i M 1 λ M 1 Y(i0 λ 0,...,i M 1 λ M 1 < 0 Y (i0 λ 0,...,i M 1 λ M 1 (7.13b for all (i 0,...,i M N M (Θ and (λ 0,...,λ M Λ i0 Λ im. Specializing (7.13 to the associated switched linear system over all switching( sequences in Θ, and using (7.12a, we obtain (7.11forall(i 0 j 0,...,i M j M N M Θ. This establishes necessity. To show sufficiency, suppose (7.11 holds for all (i 0 j 0,...,i M j M N M Θ. Since (7.11 defines a finite number of inequalities over a finite number of matrix variables, there exist α, β > 0 such that, along with (7.12, we have (7.13 for

12 168 J.-W. Lee and G.E. Dullerud all (i 0,...,i M N M (Θ and (λ 0,...,λ M Λ i0 Λ im. Taking the Schur complement of Y (i0 λ 0,...,i M 1 λ M 1 in (7.13b gives αi Y (i0 λ 0,...,i M 1 λ M 1 β I,  (i0 λ 0,...,i M λ M Y (i0 λ 0,...,i M 1 λ M 1 ÂT (i 0 λ 0,...,i M λ M Y (i 1 λ 1,...,i M λ M αi for all (i 0,...,i M N M (Θ and (λ 0,...,λ M Λ i0 Λ im,where  (i0 λ 0,...,i M λ M = A im λ M + B im λ M K (i0 λ 0,...,i M 1 λ M 1 are the closed-loop state matrices. Now, the equivalence of (a and (d in Theorem 7.1 implies that the closed-loop system is uniformly exponentially stable. According to Theorem 7.2, only the feedback gain matrices K (θσm (t over θ M (t N M (Θ, t N 0,andθ Θ are relevant to the stability of the closed-loop system. The remaining feedback gain matrices can be chosen arbitrarily. Note that Theorem 7.2 gives an exact synthesis condition, but that it is limited to the cases where the mode and parameter are observed with a unit delay. If either the current mode or the current parameter is available for measurement, then one can use the results in [15]. 7.4 Performance Analysis In this section, we will address the problem of evaluating the worst-case l 2 -induced norm (i.e., the disturbance attenuation property of a switched LPV system. Given l, m, n N, and given A ij R n n, B ij R n m, C ij R l n,andd ij R l m for i = 1,...,N and for j = 1,...,M i, consider the state-space model x(t + 1 =A θ(tσ(t x(t+b θ(tσ(t w(t, t N 0 ; z(t =C θ(tσ(t x(t+d θ(tσ(t w(t, t N 0, (7.14 over mode sequences θ Θ, parameter sequences σ Λ θ, and disturbance sequences w =(w(0,w(1,...; the error output sequence is given by z = (z(0,z(1,... Writing A i = {A iλ : λ Λ i } R n n, B i = {B iλ : λ Λ i } R n m, C i = {C iλ : λ Λ i } R l n, D i = {D iλ : λ Λ i } R l m

13 7 Switched LPV Systems in Discrete Time 169 for i {1,...,N},let S = {(A 1,B 1,C 1,D 1,...,(A N,B N,C N,D N }. If Θ is a nonempty subset of {1,...,N}, then the pair (S,Θ defines the discretetime switched LPV system whose l 2 -induced norm under given θ Θ and σ Λ θ is defined by the supremum of the square root of t=0 z(t 2 / t=0 w(t 2 over all w with t=0 w(t 2 <. We are concerned with evaluating the worst-case l 2 - induced norm over all θ and σ. The system (S,Θ shall be said to be uniformly exponentially stable if (A,Θ is uniformly exponentially stable. Definition 7.4. A uniformly exponentially stable switched LPV system (S,Θ is said to satisfy uniform disturbance attenuation level γ > 0 if there exists γ (0,γ such that t=0 z(t 2 γ 2 w(t 2 (7.15 t=0 for all θ Θ,forallσ Λ θ,andforallw with t=0 w(t 2 <. As in the case of pure stability, the disturbance attenuation property of the switched LPV system (S,Θ is closely related to that of the switched linear system (Ŝ, Θ,where Ŝ = {(A ij,b ij,c ij,d ij : i = 1,...,N, j = 1,...,M i }, Θ = { } (i 0 j 0,i 1 j 1,...: (i 0,i 1,... Θ, j t = 1,...,M it, t N 0. The state-space description of the switched linear system (Ŝ, Θ is given by (7.14, and hence the same as that of the switched LPV system (S,Θ, except that it is restricted to switching sequences (θ,σ=(θ(0σ(0,θ(1σ(1,... Θ. The system (Ŝ Θ (, is said to be uniformly exponentially stable if A, Θ is uniformly exponentially stable. The performance requirement for (Ŝ, Θ is consistent with that for (S,Θ. Definition 7.5. A uniformly exponentially stable switched linear system (Ŝ, Θ is said to satisfy uniform disturbance attenuation level γ > 0 if there exists γ (0,γ such that (7.15 holds for all (θ,σ Θ and for all w with t=0 w(t 2 <. We will continue to use the convention that θ(t=0andσ(t=1(i.e.,λ 0 = {1} for t < 0 whenever θ Θ and σ Λ θ.letl M (Θ and L M Θ be as in (7.3for path lengths M N 0. The following theorem gives an exact convex condition for the stability and performance of switched LPV systems in terms of linear matrix inequalities.

14 170 J.-W. Lee and G.E. Dullerud Theorem 7.3. Let γ > 0. The following are equivalent: (a The switched LPV system (S,Θ is uniformly exponentially stable and satisfies uniform disturbance attenuation level γ. (b The switched linear system (Ŝ, Θ is uniformly exponentially stable and satisfies uniform disturbance attenuation level γ. (c There exist a path length M N 0 and an indexed (finite family of matrices Y (i1 j 1,...,i M j M R n n such that Y (i0 j 0,...,i M 1 j M 1 > 0, (7.16a [ ][ ][ ] T AiM j M B im j Y(i0 M j 0,...,i M 1 j M 1 0 AiM j M B im j M C im j M D im j M 0 I C im j M D im j M [ ] Y(i1 j 1,...,i M j M 0 0 γ 2 < 0 (7.16b I for all (i 0 j 0,...,i M j M L M Θ. (d There exist a path length M N 0, real numbers α, β > 0, and an indexed (uncountably infinite family of matrices Y (i1 λ 1,...,i M λ M R n n such that αi Y (i0 λ 0,...,i M 1 λ M 1 β I, (7.17a [ AiM λ M B im λ M ][ ][ Y(i0 λ 0,...,i M 1 λ M 1 0 AiM λ M B im λ M ] T C im λ M D im λ M 0 I [ ] Y(i1 λ 1,...,i M λ M 0 0 γ 2 αi I C im λ M D im λ M (7.17b for all (i 0,...,i M L M (Θ and for all (λ 0,...,λ M Λ i0 Λ im. Moreover, if (c holds with M ( N, then (d is satisfied with (7.6 for (λ 0,...,λ M Λ i0 Λ im,whereλ k = λ (1 k,...,λ (M i k k,k= 0,...,M. If (c holds with M = 0, then (d is satisfied with Y (i0 λ 0,...,i M 1 λ M 1 = Y (i1 λ 1,...,i M λ M = Y 01. Proof. We will show (a (b (c (d (a. Clearly (a implies (b. Suppose (b holds. Then, due to the proof of the necessity part of [7, Theorem 3.3] and a simple scaling argument to take into account γ 1, there exist X (i0 j 0,...,i M 1 j M 1 > 0 satisfying [ ] T [ ][ ] AiM j M B im j M X(i1 j 1,...,i M j M 0 AiM j M B im j M C im j M D im j M 0 I [ ] X(i0 j 0,...,i M 1 j M γ 2 < 0 I C im j M D im j M

15 7 Switched LPV Systems in Discrete Time 171 for all (i 0 j 0,...,i M j M L M Θ. Then the Schur complement formula, along with Y (i0 j 0,...,i M 1 j M 1 = γ 2 X 1 (i 0 j 0,...,i M 1 j M 1, gives ((c. Suppose (c holds, and assume M N without loss of generality. Since L M Θ is a finite set, there exist α, β > 0suchthat αi Y (i0 j 0,...,i M 1 j M 1 β I (7.18a and [ ][ ][ AiM j M B im j Y(i0 M j 0,...,i M 1 j M 1 0 AiM j M B im j M C im j M D im j M 0 I C im j M D im j M [ ] [ ] Y(i1 j 1,...,i M j M 0 αi 0 0 γ 2 < I 0 αi for all (i 0 j 0,...,i M j M L M Θ. Applying the Schur compliment formula to the last inequality yields αi Y (i1 j 1,...,i M j M 0 A im j M Y (i0 j 0,...,i M 1 j M 1 B im j M αi γ 2 IC im j M Y (i0 j 0,...,i M 1 j M 1 D im j M Y (i0 j 0,...,i M 1 j M 1 0 < 0. (7.18b I Given ( (i 0,...,i M L M (Θ, choose (λ 0,...,λ M Λ i0 Λ im with λ k = λ (1 k,...,λ (M it k for k = 0,...,M, whereλ 0 = {1}. DefineY (i0 λ 0,...,i M 1 λ M 1 and Y (i1 λ 1,...,i M λ M as in (7.6. Taking the weighted sum of (7.18 with weights given by (λ 0,...,λ M then yields (7.17a and αi Y (i1 λ 1,...,i M λ M 0 A im λ M Y (i0 λ 0,...,i M 1 λ M 1 B im λ M αi γ 2 IC im λ M Y (i0 λ 0,...,i M 1 λ M 1 D im λ M Y (i0 λ 0,...,i M 1 λ M 1 0 < 0. I Using the Schur complement formula once more, we obtain (7.17b. Thus, (d holds true. It remains to show (d implies (a. Suppose (d holds, so that (7.17 is satisfied for all (i 0,...,i M L M (Θ and (λ 0,...,λ M Λ i0 Λ im. Assume M N without loss of generality, and fix a θ Θ and a σ Λ θ.put A(t=A θ(tσ(t, B(t=B θ(tσ(t, C(t=C θ(tσ(t, D(t=D θ(tσ(t, ] T

16 172 J.-W. Lee and G.E. Dullerud and for t N 0,sothat Y(t=Y (θ(t Mσ(t M,...,θ(t 1σ(t 1 [ A(t B(t C(t D(t ][ Y(t 0 0 I αi Y(t β I, ][ ] T A(t B(t C(t D(t [ ] Y(t γ 2 αi I for all t N 0. If we put X(t=γ 2 Y(t 1, then there exists an η > 0, independent of θ and σ, such that [ A(t B(t C(t D(t γ 2 β 1 I X(t γ 2 α 1 I, ] T [ ][ ] X(t A(t B(t 0 I C(t D(t [ ] X(t 0 0 γ 2 ηi I for all t N 0. Thus, by [5, Corollary 12] with an appropriate scaling argument, the linear time-varying system (7.14 is uniformly exponentially stable and satisfies uniform disturbance attenuation level γ.sinceθ Θ and σ Λ θ are arbitrary, and since α 1, β 1,andη can be chosen independently of (θ,σ, we conclude that (a holds true. Note that, in Theorem 7.3, the Kalman Yakubovich Popov (KYP inequality (7.16 is required to be satisfied over all switching paths in L M Θ, including the transient paths that contain the dummy mode-parameter pair 01. Compare this with Theorem 7.1, where the ( Lyapunov inequality (7.4 isrequiredoverasmaller set of switching paths N M Θ. If the mode sequence and parameter sequence are fixed, then this agrees with the intuition that, while only the switching paths that occur infinitely many times in the mode sequence is relevant to uniform exponential stability, every switching path including those that never occur more than once in the mode sequence counts as far as disturbance attenuation performance is concerned. Theorems 7.1 and 7.3 make this intuition precise for the case where the mode and parameter sequences are nondeterministic. 7.5 Performance Optimization Given l, m 1, m 2, n N, and given A ij R n n, B 1,ij R n m 1, B 2,ij R n m 2, C ij R l n, D 1,ij R l m 1,andD 2,ij R l m for i = 1,...,N and for j = 1,...,M i, consider the controlled state-space model x(t + 1 =A θ(tσ(t x(t+b 1,θ(tσ(t w(t+b 2,θ(tσ(t u(t, t N 0 ; z(t =C θ(tσ(t x(t+d 1,θ(tσ(t w(t+d 2,θ(tσ(t u(t, t N 0. (7.19

17 7 Switched LPV Systems in Discrete Time 173 Our objective in this section is to extend the result of the previous section to the problem of designing a state-feedback controller that optimizes the disturbance attenuation performance of the closed-loop system. Defining matrix polytopes A i = {A iλ : λ Λ i } R n n, B 1,i = {B 1,iλ : λ Λ i } R n m 1, B 2,i = {B 2,iλ : λ Λ i } R n m 2, C i = {C iλ : λ Λ i } R l n, D 1,i = {D 1,iλ : λ Λ i } R l m 1, D 2,i = {D 2,iλ : λ Λ i } R l m 2 for i = 1,...,N, let T = {(A 1,B 1,1,B 2,1,C 1,D 1,1,D 2,1,...,(A N,B 1,N,B 2,N,C N,D 1,N,D 2,N }. If Θ is a nonempty subset of {1,...,N}, then the pair (T,Θ defines the controlled version of the discrete-time switched LPV system (S,Θ considered in the previous section. The system (T,Θ is said to be uniformly exponentially stable if (A,Θ is uniformly exponentially stable. We will consider all linear state-feedback controllers that recall L most recent past modes and parameters for some L N 0.Let K = {K (i1 λ 1,...,i L λ L : λ k Λ ik,i k = 0,1,...,N, k = 1,...,L} R m 2 n if L > 0, and let K = {K 01 } R m 2 n be a singleton if L = 0. Then K defines such a controller, which we call a robust L-path-dependent state-feedback controller. The feedback interconnection of the controlled system (T,Θ and a robust pathdependent controller K gives rise to a closed-loop system of the form x(t + 1 = ( A θ(tσ(t + B 2,θ(tσ(t K (θσl (t x(t+b1,θ(tσ(t w(t, t N 0 ; z(t = C θ(tσ(t + D 2,θ(tσ(t K (θσl (t x(t+d1,θ(tσ(t w(t, t N 0. (7.20 Definition 7.6. Let γ > 0andL N 0.ArobustL-path-dependent state-feedback controller K is said to achieve uniform disturbance attenuation level γ for the switched LPV system (T,Θ if there exists γ (0,1 such that the closed-loop state-space model (7.20 is uniformly exponentially stable and satisfies (7.15 for all θ Θ,forallσ Λ θ,andforallw with t=0 w(t 2 <. Theorem 7.4. Let γ > 0. There existsarobust finite-path-dependentstate-feedback controller that stabilizes and achieves uniform disturbance attenuation level γ for the switched LPV system (T,Θ if and only if there exist a path length M N 0 and indexed (finite families of matrices W (i1 j 1,...,i M j M R m 2 n and Y (i1 j 1,...,i M j M

18 174 J.-W. Lee and G.E. Dullerud R n n such that Y (i1 j 1,...,i M j M 0 F (i0 j 0,...,i M j M B 1,iM j M γ 2 I G (i0 j 0,...,i M j M D 1,iM j M Y (i0 j 0,...,i M 1 j M 1 0 < 0, I (7.21a with F (i0 j 0,...,i M j M = A im j M Y (i0 j 0,...,i M 1 j M 1 + B 2,iM j M W (i0 j 0,...,i M 1 j M 1, (7.21b G (i0 j 0,...,i M j M = C im j M Y (i0 j 0,...,i M 1 j M 1 + D 2,iM j M W (i0 j 0,...,i M 1 j M 1 (7.21c for all (i 0 j 0,...,i M j M L M Θ. Moreover, if (7.21 holds with M N, then a robust M-path-dependent state-feedback controller K that achieves uniform disturbance attenuation level γ for the system (T,Θ is given by (7.12 for all (i 0,...,i M L M (Θ and for all (λ 0,...,λ M Λ i0 Λ im.if (7.21 holds with M = 0, then a robust uniformly exponentially stabilizing state-feedback controller K is given by K 01 = W 01 Y Proof. The proof is based on Theorem 7.3 but otherwise parallels that of Theorem 7.2, so it is omitted. Theorem 7.4 gives an exact, convex condition for the existence of suboptimal robust finite-path-dependent state-feedback controllers. If an optimal (stabilizing controller exists, then one can run the sequence of semidefinite programs that minimize γ 2 subject to linear matrix inequalities (7.21 for path lengths M = 0,1,... As in the case of pure stabilization, the minimal value of γ 2 saturates fast as one goes down this sequence of semidefinite programs, and thus trying only the first few path lengths M often suffices in practice. Theorem 7.4 is a direct extension of Theorem 7.2 to performance optimization, and, hence, it is limited to the synthesis of robust state-feedback controllers that observe the mode and parameter with a unit delay. Again, if the current mode or parameter is available for measurement, then the results in [15] can be used instead. 7.6 Illustrative Examples Example 1 In this example, we will apply Theorem 7.1 to analyze the stability of a simple switched LPV system (A,Θ. LetN = 2, M 1 = M 2 = 2, and Θ = {1,2} (i.e., the mode sequence is unconstrained. Let A have

19 7 Switched LPV Systems in Discrete Time 175 A 11 = [ ] , A 12 = [ ] α 0, A 21 = A 11, and A 22 = A 12, 1 α where α > 0. Since A 11 = A 21 and A 12 = A 22, it is easily seen that the switched LPV system (A,Θ is equivalent to the LPV system {A 1λ : λ Λ 1 } considered in [6, Example 1], which in turn is equivalent to the switched linear system ({A 11,A 12 },Θ. For each path length M N 0,letα M denote the largest value of α such that the system of Lyapunov inequalities (7.4 is feasible for all (i 0 j 0,...,i M j M N M Θ,where N 0 Θ = {11,12,21,22}, N 1 Θ = {(11,11,(11,12,(11,21,(11,22,(12,11,..., (21,22,(22,11,(22,12,(22,21,(22,22}, and so on. Then, we obtain α 0 = 0.301, α 1 = 0.478, and α 2 = α 3 = = Thus, we conclude that α = is the largest value of α for which the switched LPV system is uniformly exponentially stable. This result agrees with that of [6, Example 1]. Restricting our attention to parameter-dependent Lyapunov functions as in [4] and[3] would yield suboptimal stability bounds α = and α = 0.478, respectively. Example 2 We will borrowan examplefrom [14] anduse Theorem7.4to illustrate how optimal disturbance attenuation is achieved for switched LPV systems. Let N = 6, M 1 = = M 6 = 2, and Θ = {θ} be a singleton, where is of period 10. Let T have θ =(1,2,3,4,5,6,5,4,3,2, 1,2,3,4,5,6,5,4,3,2,... [ ] [ ] A i1 = + ρ i, B 1,i1 = C i1 = [ ] + ρ i [ ], B 2,i1 = B 1,i1, D 1,i1 = D 2,i1 = 0, [ ] [ ] ρ i,

20 176 J.-W. Lee and G.E. Dullerud and A i2 = [ ] [ ] ρ i, B 1,i2 = C i2 = [ ] + ρ i [ ], B 2,i2 = B 1,i2, D 1,i2 = D 2,i2 = 0, [ ] [ ] ρ i, where ρ i = cos((i 1π/5 for i = 1,...,6. Our objective is to achieve optimal disturbance attenuation performance for the switched LPV system (T,Θ via robust finite-path-dependent state feedback. We have L 0 (Θ ={1,2,3,4,5,6}, L 1 (Θ ={(0,1,(1,2,(2,3,(3,4,(4,5,(5,6,(6,5,...,(2,1}, L 2 (Θ ={(0,0,1,(0,1,2,(1,2,3,(2,3,4,(3,4,5,(4,5,6, (5,6,5,(6,5,4,(5,4,3,(4,3,2,(3,2,1,(2,1,2}, and so on. It is readily seen that, for this particular Θ, no path length M > 2 needs to be considered because all path lengths M 2 result in the same system of linear matrix inequalities. It is straightforward to obtain L 2 ( Θ ={(01,01,11,(01,01,12,(01,11,21,(01,11,22,(01,12,21,..., (21,12,22,(22,11,21,(22,11,22,(22,12,21,(22,12,22}. This set contains 86 switching paths. If B 2,i1 and B 2,i2 were zero for i = 1,...,6, then minimizing γ 2 subject to the system of KYP inequalities (7.16, with B ij = B 1,ij and D ij = D 1,ij, over all (i 0 j 0,i 1 j 1,i 2 j 2 L 2 Θ would yield γ = This is the minimum disturbance attenuation level of the uncontrolled system. However, minimizing γ 2 subject( to the system of linear matrix inequalities (7.21 over all (i 0 j 0,i 1 j 1,i 2 j 2 L 2 Θ gives γ = 1.55, which is the minimum performance bound achievable by a robust finite-path-dependent state-feedback controller. An optimal solution to (7.21 is given by 43 pairs of W (i0 j 0,i 1 j 1 and Y (i0 j 0,i 1 j 1.The resulting optimal controller takes the form K (01,01 x(0 if t = 0; u(t= K (01,θ(0σ(0 x(1 if t = 1; K (θ(t 2σ(t 2,θ(t 1σ(t 1 x(t, if t 2, where, whenever ( θ(t 2=i 0, σ(t 2=λ 0 = ( θ(t 1=i 1, σ(t 1=λ 1 = λ (1 0 λ (1 1 (2,λ 0,,,λ (2 1

21 7 Switched LPV Systems in Discrete Time 177 we have K (01,θ(0σ(0 = W (01,i0 λ 0 Y 1 (01,i 0 λ 0, K (θ(t 2σ(t 2,θ(t 1σ(t 1 = W (i0 λ 0,i 1 λ 1 Y 1 (i 0 λ 0,i 1 λ 1 with Y (01,i0 λ 0 = λ (1 0 Y (01,i0 1 + λ (2 0 Y (01,i 0 2, W (01,i0 λ 0 = λ (1 0 W (01,i λ (2 0 W (01,i 0 2, Y (i0 λ 0,i 1 λ 1 = λ (1 0 λ (1 1 Y (i 0 1,i λ (2 0 λ (2 1 Y (i 0 2,i 1 2, W (i0 λ 0,i 1 λ 1 = λ (1 0 λ (1 1 W (i 0 1,i λ (2 0 λ (2 1 W (i0 2,i 1 2. Example 3 We will now consider the example studied in [15,Sect.5].LetN = 2, M 1 = M 2 = 2, and Θ = {1,2}.LetT have A 11 = 0 0 1, B 1,11 = 0.1, B 2,11 = 0.1, A 12 = A 21 = A 22 = C 11 = [ ], D 1,11 = D 2,11 = 0, 0.3, B 1,12 = 0.1, B 2,12 = C 12 = [ ], D 1,12 = D 2,12 = 0, 0.3, B 1,21 = 0.1, B 2,21 = C 21 = [ ], D 1,21 = D 2,21 = 0, 0.3, B 1,22 = 0.1, B 2,22 = 0.8 C 22 = [ ], D 1,22 = D 2,22 = 0., ,,

22 178 J.-W. Lee and G.E. Dullerud The objective is to obtain a robust finite-path-dependent state-feedback controller that achieves a desired disturbance attenuation performance for the switched LPV system (T,Θ. We have L 0 (Θ={1,2}, L 1 (Θ={(0,1,(0,2,(1,1,(1,2,(2,1,(2,2}, L 2 (Θ={(0,0,1,(0,0,2,(0,1,1,(0,1,2,(0,2,1,(0,2,2,(1,1,1, (1,1,2,(1,2,1,(1,2,2,(2,1,1,(2,1,2,(2,2,1,(2,2,2}, and so on. With path length M = 0, minimizing γ 2 subject to (7.21 for all modeparameter pairs in L 0 Θ gives γ = 4.38, and a robust state-feedback controller u(t=k 01 x(t, t N 0, that achieves this performance level is given by K 01 = W 01 Y 1 01 = [ ] = [ ]. This result coincides with that in [15, Sect. 5]. However, if past modes and parameters are available to the controller, then a better-performing controller can be obtained by considering a path length M > 0. Indeed, if γ M denotes the minimum achievable disturbance attenuation level by a robust M-path-dependent statefeedback controller, then we have γ 0 = 4.38,γ 1 = 4.28,γ 2 = 4.14,γ 3 = 4.14,... Moreover, if either the current mode or the current parameter is available to the controller, then one can lower the performance level further by using modedependent and parameter-dependent controllers as in [15] Conclusion We extended existing nonconservative analysis and synthesis results for switched linear systems and polytopic LPV systems to switched LPV systems. These extensions are again nonconservative, and provide convex analysis and synthesis conditions in terms of linear matrix inequalities. In particular, the stability and performance analysis conditions cover existing but conservative results in the literature, and allow us to pay additional computational cost in return for a better analysis. On the other hand, the controller synthesis conditions are useful for the case where neither the system mode nor the system parameter is observed without delay, and thus complements existing results. We envision that the results of this work could play an important role in automated analysis and synthesis for control of nonlinear systems.

23 7 Switched LPV Systems in Discrete Time 179 References 1. Apkarian P, Gahinet P (1995 A convex characterization of gain-scheduled H controllers. IEEE Trans Automat Contr 40(5: Blanchini F, Miani S (2003 Stabilization of LPV systems: state feedback, state estimation, and duality. SIAM J Contr Optim 42(1: Daafouz J, Bernussou J (2001 Parameter dependent Lyapunov functions for discrete time systems with time varying parametric uncertainties. Syst Contr Lett 43(5: de Oliveira MC, Bernussou J, Geromel JC (1999 A new discrete-time robust stability condition. Syst Contr Lett 37(4: Dullerud GE, Lall S (1999 A new approach for analysis and synthesis of time-varying systems. IEEE Trans Automat Contr 44(8: Lee J-W (2006 On uniform stabilization of discrete-time linear parameter-varying control systems. IEEE Trans Automat Contr 51(10: Lee J-W, Dullerud GE (2006 Optimal disturbance attenuation for discrete-time switched and Markovian jump linear systems. SIAM J Contr Optim 45(4: Lee J-W, Dullerud GE (2006 Uniform stabilization of discrete-time switched and Markovian jump linear systems. Automatica 42(2: Lescher F, Zhao JY, Borne P (2006 Switching LPV controllers for a variable speed pitch regulated wind turbine. Int J Comp Commun Contr 1(4: Lim S, How JP (2003 Modeling and H control for switched linear parameter-varying missile autopilot. IEEE Trans Contr Syst Technol 11(6: Lu B, Wu F (2004 Switching LPV control designs using multiple parameter-dependent Lyapunov functions. Automatica 40(11: Lu B, Wu F, Kim SW (2006 Switching LPV control of an F-16 aircraft via controller state reset. IEEE Trans Contr Syst Technol 14(2: Shamma JS, Athans M (1991 Guaranteed properties of gain scheduled control for linear parameter-varying plants. Automatica 27(3: Zhang L, Shi P (2008 l 2 l model reduction for switched LPV systems with average-dwell time. IEEE Trans Automat Contr 53(10: Zhang L, Shi P, Boukas EK, Wang C (2006 H control of switched linear discrete-time systems with polytopic uncertainties. Optim Contr Applicat Meth 27(5:

Lecture 7: Finding Lyapunov Functions 1

Lecture 7: Finding Lyapunov Functions 1 Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science 6.243j (Fall 2003): DYNAMICS OF NONLINEAR SYSTEMS by A. Megretski Lecture 7: Finding Lyapunov Functions 1

More information

Lecture 13 Linear quadratic Lyapunov theory

Lecture 13 Linear quadratic Lyapunov theory EE363 Winter 28-9 Lecture 13 Linear quadratic Lyapunov theory the Lyapunov equation Lyapunov stability conditions the Lyapunov operator and integral evaluating quadratic integrals analysis of ARE discrete-time

More information

INDISTINGUISHABILITY OF ABSOLUTELY CONTINUOUS AND SINGULAR DISTRIBUTIONS

INDISTINGUISHABILITY OF ABSOLUTELY CONTINUOUS AND SINGULAR DISTRIBUTIONS INDISTINGUISHABILITY OF ABSOLUTELY CONTINUOUS AND SINGULAR DISTRIBUTIONS STEVEN P. LALLEY AND ANDREW NOBEL Abstract. It is shown that there are no consistent decision rules for the hypothesis testing problem

More information

1 Norms and Vector Spaces

1 Norms and Vector Spaces 008.10.07.01 1 Norms and Vector Spaces Suppose we have a complex vector space V. A norm is a function f : V R which satisfies (i) f(x) 0 for all x V (ii) f(x + y) f(x) + f(y) for all x,y V (iii) f(λx)

More information

t := maxγ ν subject to ν {0,1,2,...} and f(x c +γ ν d) f(x c )+cγ ν f (x c ;d).

t := maxγ ν subject to ν {0,1,2,...} and f(x c +γ ν d) f(x c )+cγ ν f (x c ;d). 1. Line Search Methods Let f : R n R be given and suppose that x c is our current best estimate of a solution to P min x R nf(x). A standard method for improving the estimate x c is to choose a direction

More information

Fuzzy Differential Systems and the New Concept of Stability

Fuzzy Differential Systems and the New Concept of Stability Nonlinear Dynamics and Systems Theory, 1(2) (2001) 111 119 Fuzzy Differential Systems and the New Concept of Stability V. Lakshmikantham 1 and S. Leela 2 1 Department of Mathematical Sciences, Florida

More information

Continued Fractions and the Euclidean Algorithm

Continued Fractions and the Euclidean Algorithm Continued Fractions and the Euclidean Algorithm Lecture notes prepared for MATH 326, Spring 997 Department of Mathematics and Statistics University at Albany William F Hammond Table of Contents Introduction

More information

Stability. Chapter 4. Topics : 1. Basic Concepts. 2. Algebraic Criteria for Linear Systems. 3. Lyapunov Theory with Applications to Linear Systems

Stability. Chapter 4. Topics : 1. Basic Concepts. 2. Algebraic Criteria for Linear Systems. 3. Lyapunov Theory with Applications to Linear Systems Chapter 4 Stability Topics : 1. Basic Concepts 2. Algebraic Criteria for Linear Systems 3. Lyapunov Theory with Applications to Linear Systems 4. Stability and Control Copyright c Claudiu C. Remsing, 2006.

More information

Persuasion by Cheap Talk - Online Appendix

Persuasion by Cheap Talk - Online Appendix Persuasion by Cheap Talk - Online Appendix By ARCHISHMAN CHAKRABORTY AND RICK HARBAUGH Online appendix to Persuasion by Cheap Talk, American Economic Review Our results in the main text concern the case

More information

A characterization of trace zero symmetric nonnegative 5x5 matrices

A characterization of trace zero symmetric nonnegative 5x5 matrices A characterization of trace zero symmetric nonnegative 5x5 matrices Oren Spector June 1, 009 Abstract The problem of determining necessary and sufficient conditions for a set of real numbers to be the

More information

What is Linear Programming?

What is Linear Programming? Chapter 1 What is Linear Programming? An optimization problem usually has three essential ingredients: a variable vector x consisting of a set of unknowns to be determined, an objective function of x to

More information

Modern Optimization Methods for Big Data Problems MATH11146 The University of Edinburgh

Modern Optimization Methods for Big Data Problems MATH11146 The University of Edinburgh Modern Optimization Methods for Big Data Problems MATH11146 The University of Edinburgh Peter Richtárik Week 3 Randomized Coordinate Descent With Arbitrary Sampling January 27, 2016 1 / 30 The Problem

More information

Example 4.1 (nonlinear pendulum dynamics with friction) Figure 4.1: Pendulum. asin. k, a, and b. We study stability of the origin x

Example 4.1 (nonlinear pendulum dynamics with friction) Figure 4.1: Pendulum. asin. k, a, and b. We study stability of the origin x Lecture 4. LaSalle s Invariance Principle We begin with a motivating eample. Eample 4.1 (nonlinear pendulum dynamics with friction) Figure 4.1: Pendulum Dynamics of a pendulum with friction can be written

More information

Predictive Control Algorithms: Stability despite Shortened Optimization Horizons

Predictive Control Algorithms: Stability despite Shortened Optimization Horizons Predictive Control Algorithms: Stability despite Shortened Optimization Horizons Philipp Braun Jürgen Pannek Karl Worthmann University of Bayreuth, 9544 Bayreuth, Germany University of the Federal Armed

More information

Inner Product Spaces

Inner Product Spaces Math 571 Inner Product Spaces 1. Preliminaries An inner product space is a vector space V along with a function, called an inner product which associates each pair of vectors u, v with a scalar u, v, and

More information

On the D-Stability of Linear and Nonlinear Positive Switched Systems

On the D-Stability of Linear and Nonlinear Positive Switched Systems On the D-Stability of Linear and Nonlinear Positive Switched Systems V. S. Bokharaie, O. Mason and F. Wirth Abstract We present a number of results on D-stability of positive switched systems. Different

More information

LOOP TRANSFER RECOVERY FOR SAMPLED-DATA SYSTEMS 1

LOOP TRANSFER RECOVERY FOR SAMPLED-DATA SYSTEMS 1 LOOP TRANSFER RECOVERY FOR SAMPLED-DATA SYSTEMS 1 Henrik Niemann Jakob Stoustrup Mike Lind Rank Bahram Shafai Dept. of Automation, Technical University of Denmark, Building 326, DK-2800 Lyngby, Denmark

More information

Reliability Guarantees in Automata Based Scheduling for Embedded Control Software

Reliability Guarantees in Automata Based Scheduling for Embedded Control Software 1 Reliability Guarantees in Automata Based Scheduling for Embedded Control Software Santhosh Prabhu, Aritra Hazra, Pallab Dasgupta Department of CSE, IIT Kharagpur West Bengal, India - 721302. Email: {santhosh.prabhu,

More information

Continuity of the Perron Root

Continuity of the Perron Root Linear and Multilinear Algebra http://dx.doi.org/10.1080/03081087.2014.934233 ArXiv: 1407.7564 (http://arxiv.org/abs/1407.7564) Continuity of the Perron Root Carl D. Meyer Department of Mathematics, North

More information

2.3 Convex Constrained Optimization Problems

2.3 Convex Constrained Optimization Problems 42 CHAPTER 2. FUNDAMENTAL CONCEPTS IN CONVEX OPTIMIZATION Theorem 15 Let f : R n R and h : R R. Consider g(x) = h(f(x)) for all x R n. The function g is convex if either of the following two conditions

More information

Research Article Stability Analysis for Higher-Order Adjacent Derivative in Parametrized Vector Optimization

Research Article Stability Analysis for Higher-Order Adjacent Derivative in Parametrized Vector Optimization Hindawi Publishing Corporation Journal of Inequalities and Applications Volume 2010, Article ID 510838, 15 pages doi:10.1155/2010/510838 Research Article Stability Analysis for Higher-Order Adjacent Derivative

More information

Section 6.1 - Inner Products and Norms

Section 6.1 - Inner Products and Norms Section 6.1 - Inner Products and Norms Definition. Let V be a vector space over F {R, C}. An inner product on V is a function that assigns, to every ordered pair of vectors x and y in V, a scalar in F,

More information

CHAPTER 9. Integer Programming

CHAPTER 9. Integer Programming CHAPTER 9 Integer Programming An integer linear program (ILP) is, by definition, a linear program with the additional constraint that all variables take integer values: (9.1) max c T x s t Ax b and x integral

More information

Mathematics Course 111: Algebra I Part IV: Vector Spaces

Mathematics Course 111: Algebra I Part IV: Vector Spaces Mathematics Course 111: Algebra I Part IV: Vector Spaces D. R. Wilkins Academic Year 1996-7 9 Vector Spaces A vector space over some field K is an algebraic structure consisting of a set V on which are

More information

FACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z

FACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z FACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z DANIEL BIRMAJER, JUAN B GIL, AND MICHAEL WEINER Abstract We consider polynomials with integer coefficients and discuss their factorization

More information

Some stability results of parameter identification in a jump diffusion model

Some stability results of parameter identification in a jump diffusion model Some stability results of parameter identification in a jump diffusion model D. Düvelmeyer Technische Universität Chemnitz, Fakultät für Mathematik, 09107 Chemnitz, Germany Abstract In this paper we discuss

More information

BANACH AND HILBERT SPACE REVIEW

BANACH AND HILBERT SPACE REVIEW BANACH AND HILBET SPACE EVIEW CHISTOPHE HEIL These notes will briefly review some basic concepts related to the theory of Banach and Hilbert spaces. We are not trying to give a complete development, but

More information

Separation Properties for Locally Convex Cones

Separation Properties for Locally Convex Cones Journal of Convex Analysis Volume 9 (2002), No. 1, 301 307 Separation Properties for Locally Convex Cones Walter Roth Department of Mathematics, Universiti Brunei Darussalam, Gadong BE1410, Brunei Darussalam

More information

CONTROLLABILITY. Chapter 2. 2.1 Reachable Set and Controllability. Suppose we have a linear system described by the state equation

CONTROLLABILITY. Chapter 2. 2.1 Reachable Set and Controllability. Suppose we have a linear system described by the state equation Chapter 2 CONTROLLABILITY 2 Reachable Set and Controllability Suppose we have a linear system described by the state equation ẋ Ax + Bu (2) x() x Consider the following problem For a given vector x in

More information

STABILITY GUARANTEED ACTIVE FAULT TOLERANT CONTROL OF NETWORKED CONTROL SYSTEMS. Shanbin Li, Dominique Sauter, Christophe Aubrun, Joseph Yamé

STABILITY GUARANTEED ACTIVE FAULT TOLERANT CONTROL OF NETWORKED CONTROL SYSTEMS. Shanbin Li, Dominique Sauter, Christophe Aubrun, Joseph Yamé SABILIY GUARANEED ACIVE FAUL OLERAN CONROL OF NEWORKED CONROL SYSEMS Shanbin Li, Dominique Sauter, Christophe Aubrun, Joseph Yamé Centre de Recherche en Automatique de Nancy Université Henri Poincaré,

More information

THE NUMBER OF GRAPHS AND A RANDOM GRAPH WITH A GIVEN DEGREE SEQUENCE. Alexander Barvinok

THE NUMBER OF GRAPHS AND A RANDOM GRAPH WITH A GIVEN DEGREE SEQUENCE. Alexander Barvinok THE NUMBER OF GRAPHS AND A RANDOM GRAPH WITH A GIVEN DEGREE SEQUENCE Alexer Barvinok Papers are available at http://www.math.lsa.umich.edu/ barvinok/papers.html This is a joint work with J.A. Hartigan

More information

The Heat Equation. Lectures INF2320 p. 1/88

The Heat Equation. Lectures INF2320 p. 1/88 The Heat Equation Lectures INF232 p. 1/88 Lectures INF232 p. 2/88 The Heat Equation We study the heat equation: u t = u xx for x (,1), t >, (1) u(,t) = u(1,t) = for t >, (2) u(x,) = f(x) for x (,1), (3)

More information

Nonlinear Systems and Control Lecture # 15 Positive Real Transfer Functions & Connection with Lyapunov Stability. p. 1/?

Nonlinear Systems and Control Lecture # 15 Positive Real Transfer Functions & Connection with Lyapunov Stability. p. 1/? Nonlinear Systems and Control Lecture # 15 Positive Real Transfer Functions & Connection with Lyapunov Stability p. 1/? p. 2/? Definition: A p p proper rational transfer function matrix G(s) is positive

More information

CHAPTER II THE LIMIT OF A SEQUENCE OF NUMBERS DEFINITION OF THE NUMBER e.

CHAPTER II THE LIMIT OF A SEQUENCE OF NUMBERS DEFINITION OF THE NUMBER e. CHAPTER II THE LIMIT OF A SEQUENCE OF NUMBERS DEFINITION OF THE NUMBER e. This chapter contains the beginnings of the most important, and probably the most subtle, notion in mathematical analysis, i.e.,

More information

Largest Fixed-Aspect, Axis-Aligned Rectangle

Largest Fixed-Aspect, Axis-Aligned Rectangle Largest Fixed-Aspect, Axis-Aligned Rectangle David Eberly Geometric Tools, LLC http://www.geometrictools.com/ Copyright c 1998-2016. All Rights Reserved. Created: February 21, 2004 Last Modified: February

More information

GenOpt (R) Generic Optimization Program User Manual Version 3.0.0β1

GenOpt (R) Generic Optimization Program User Manual Version 3.0.0β1 (R) User Manual Environmental Energy Technologies Division Berkeley, CA 94720 http://simulationresearch.lbl.gov Michael Wetter MWetter@lbl.gov February 20, 2009 Notice: This work was supported by the U.S.

More information

Some Problems of Second-Order Rational Difference Equations with Quadratic Terms

Some Problems of Second-Order Rational Difference Equations with Quadratic Terms International Journal of Difference Equations ISSN 0973-6069, Volume 9, Number 1, pp. 11 21 (2014) http://campus.mst.edu/ijde Some Problems of Second-Order Rational Difference Equations with Quadratic

More information

ALMOST COMMON PRIORS 1. INTRODUCTION

ALMOST COMMON PRIORS 1. INTRODUCTION ALMOST COMMON PRIORS ZIV HELLMAN ABSTRACT. What happens when priors are not common? We introduce a measure for how far a type space is from having a common prior, which we term prior distance. If a type

More information

Mathematical finance and linear programming (optimization)

Mathematical finance and linear programming (optimization) Mathematical finance and linear programming (optimization) Geir Dahl September 15, 2009 1 Introduction The purpose of this short note is to explain how linear programming (LP) (=linear optimization) may

More information

NOTES ON LINEAR TRANSFORMATIONS

NOTES ON LINEAR TRANSFORMATIONS NOTES ON LINEAR TRANSFORMATIONS Definition 1. Let V and W be vector spaces. A function T : V W is a linear transformation from V to W if the following two properties hold. i T v + v = T v + T v for all

More information

Notes on Determinant

Notes on Determinant ENGG2012B Advanced Engineering Mathematics Notes on Determinant Lecturer: Kenneth Shum Lecture 9-18/02/2013 The determinant of a system of linear equations determines whether the solution is unique, without

More information

INPUT-TO-STATE STABILITY FOR DISCRETE-TIME NONLINEAR SYSTEMS

INPUT-TO-STATE STABILITY FOR DISCRETE-TIME NONLINEAR SYSTEMS INPUT-TO-STATE STABILITY FOR DISCRETE-TIME NONLINEAR SYSTEMS Zhong-Ping Jiang Eduardo Sontag,1 Yuan Wang,2 Department of Electrical Engineering, Polytechnic University, Six Metrotech Center, Brooklyn,

More information

Brief Paper. of discrete-time linear systems. www.ietdl.org

Brief Paper. of discrete-time linear systems. www.ietdl.org Published in IET Control Theory and Applications Received on 28th August 2012 Accepted on 26th October 2012 Brief Paper ISSN 1751-8644 Temporal and one-step stabilisability and detectability of discrete-time

More information

1 VECTOR SPACES AND SUBSPACES

1 VECTOR SPACES AND SUBSPACES 1 VECTOR SPACES AND SUBSPACES What is a vector? Many are familiar with the concept of a vector as: Something which has magnitude and direction. an ordered pair or triple. a description for quantities such

More information

Key words. Mixed-integer programming, mixing sets, convex hull descriptions, lot-sizing.

Key words. Mixed-integer programming, mixing sets, convex hull descriptions, lot-sizing. MIXING SETS LINKED BY BI-DIRECTED PATHS MARCO DI SUMMA AND LAURENCE A. WOLSEY Abstract. Recently there has been considerable research on simple mixed-integer sets, called mixing sets, and closely related

More information

Nonparametric adaptive age replacement with a one-cycle criterion

Nonparametric adaptive age replacement with a one-cycle criterion Nonparametric adaptive age replacement with a one-cycle criterion P. Coolen-Schrijner, F.P.A. Coolen Department of Mathematical Sciences University of Durham, Durham, DH1 3LE, UK e-mail: Pauline.Schrijner@durham.ac.uk

More information

An improved on-line algorithm for scheduling on two unrestrictive parallel batch processing machines

An improved on-line algorithm for scheduling on two unrestrictive parallel batch processing machines This is the Pre-Published Version. An improved on-line algorithm for scheduling on two unrestrictive parallel batch processing machines Q.Q. Nong, T.C.E. Cheng, C.T. Ng Department of Mathematics, Ocean

More information

ECON20310 LECTURE SYNOPSIS REAL BUSINESS CYCLE

ECON20310 LECTURE SYNOPSIS REAL BUSINESS CYCLE ECON20310 LECTURE SYNOPSIS REAL BUSINESS CYCLE YUAN TIAN This synopsis is designed merely for keep a record of the materials covered in lectures. Please refer to your own lecture notes for all proofs.

More information

Active Queue Management of TCP Flows with Self-scheduled Linear Parameter Varying Controllers

Active Queue Management of TCP Flows with Self-scheduled Linear Parameter Varying Controllers IT J OMPUT OMMU, ISS 1841-9836 8(6):838-844, December, 213. Active Queue Management of TP Flows with Self-scheduled Linear Parameter Varying ontrollers. Kasnakoglu osku Kasnakoglu TOBB University of Economics

More information

19 LINEAR QUADRATIC REGULATOR

19 LINEAR QUADRATIC REGULATOR 19 LINEAR QUADRATIC REGULATOR 19.1 Introduction The simple form of loopshaping in scalar systems does not extend directly to multivariable (MIMO) plants, which are characterized by transfer matrices instead

More information

Chapter 2: Binomial Methods and the Black-Scholes Formula

Chapter 2: Binomial Methods and the Black-Scholes Formula Chapter 2: Binomial Methods and the Black-Scholes Formula 2.1 Binomial Trees We consider a financial market consisting of a bond B t = B(t), a stock S t = S(t), and a call-option C t = C(t), where the

More information

a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2.

a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2. Chapter 1 LINEAR EQUATIONS 1.1 Introduction to linear equations A linear equation in n unknowns x 1, x,, x n is an equation of the form a 1 x 1 + a x + + a n x n = b, where a 1, a,..., a n, b are given

More information

Minimally Infeasible Set Partitioning Problems with Balanced Constraints

Minimally Infeasible Set Partitioning Problems with Balanced Constraints Minimally Infeasible Set Partitioning Problems with alanced Constraints Michele Conforti, Marco Di Summa, Giacomo Zambelli January, 2005 Revised February, 2006 Abstract We study properties of systems of

More information

n k=1 k=0 1/k! = e. Example 6.4. The series 1/k 2 converges in R. Indeed, if s n = n then k=1 1/k, then s 2n s n = 1 n + 1 +...

n k=1 k=0 1/k! = e. Example 6.4. The series 1/k 2 converges in R. Indeed, if s n = n then k=1 1/k, then s 2n s n = 1 n + 1 +... 6 Series We call a normed space (X, ) a Banach space provided that every Cauchy sequence (x n ) in X converges. For example, R with the norm = is an example of Banach space. Now let (x n ) be a sequence

More information

MixedÀ¾ нOptimization Problem via Lagrange Multiplier Theory

MixedÀ¾ нOptimization Problem via Lagrange Multiplier Theory MixedÀ¾ нOptimization Problem via Lagrange Multiplier Theory Jun WuÝ, Sheng ChenÞand Jian ChuÝ ÝNational Laboratory of Industrial Control Technology Institute of Advanced Process Control Zhejiang University,

More information

STABILITY OF LU-KUMAR NETWORKS UNDER LONGEST-QUEUE AND LONGEST-DOMINATING-QUEUE SCHEDULING

STABILITY OF LU-KUMAR NETWORKS UNDER LONGEST-QUEUE AND LONGEST-DOMINATING-QUEUE SCHEDULING Applied Probability Trust (28 December 2012) STABILITY OF LU-KUMAR NETWORKS UNDER LONGEST-QUEUE AND LONGEST-DOMINATING-QUEUE SCHEDULING RAMTIN PEDARSANI and JEAN WALRAND, University of California, Berkeley

More information

Linear-Quadratic Optimal Controller 10.3 Optimal Linear Control Systems

Linear-Quadratic Optimal Controller 10.3 Optimal Linear Control Systems Linear-Quadratic Optimal Controller 10.3 Optimal Linear Control Systems In Chapters 8 and 9 of this book we have designed dynamic controllers such that the closed-loop systems display the desired transient

More information

OPTIMAl PREMIUM CONTROl IN A NON-liFE INSURANCE BUSINESS

OPTIMAl PREMIUM CONTROl IN A NON-liFE INSURANCE BUSINESS ONDERZOEKSRAPPORT NR 8904 OPTIMAl PREMIUM CONTROl IN A NON-liFE INSURANCE BUSINESS BY M. VANDEBROEK & J. DHAENE D/1989/2376/5 1 IN A OPTIMAl PREMIUM CONTROl NON-liFE INSURANCE BUSINESS By Martina Vandebroek

More information

1. (First passage/hitting times/gambler s ruin problem:) Suppose that X has a discrete state space and let i be a fixed state. Let

1. (First passage/hitting times/gambler s ruin problem:) Suppose that X has a discrete state space and let i be a fixed state. Let Copyright c 2009 by Karl Sigman 1 Stopping Times 1.1 Stopping Times: Definition Given a stochastic process X = {X n : n 0}, a random time τ is a discrete random variable on the same probability space as

More information

Section 4.4 Inner Product Spaces

Section 4.4 Inner Product Spaces Section 4.4 Inner Product Spaces In our discussion of vector spaces the specific nature of F as a field, other than the fact that it is a field, has played virtually no role. In this section we no longer

More information

Duality of linear conic problems

Duality of linear conic problems Duality of linear conic problems Alexander Shapiro and Arkadi Nemirovski Abstract It is well known that the optimal values of a linear programming problem and its dual are equal to each other if at least

More information

Lecture 3: Finding integer solutions to systems of linear equations

Lecture 3: Finding integer solutions to systems of linear equations Lecture 3: Finding integer solutions to systems of linear equations Algorithmic Number Theory (Fall 2014) Rutgers University Swastik Kopparty Scribe: Abhishek Bhrushundi 1 Overview The goal of this lecture

More information

MATH 425, PRACTICE FINAL EXAM SOLUTIONS.

MATH 425, PRACTICE FINAL EXAM SOLUTIONS. MATH 45, PRACTICE FINAL EXAM SOLUTIONS. Exercise. a Is the operator L defined on smooth functions of x, y by L u := u xx + cosu linear? b Does the answer change if we replace the operator L by the operator

More information

No: 10 04. Bilkent University. Monotonic Extension. Farhad Husseinov. Discussion Papers. Department of Economics

No: 10 04. Bilkent University. Monotonic Extension. Farhad Husseinov. Discussion Papers. Department of Economics No: 10 04 Bilkent University Monotonic Extension Farhad Husseinov Discussion Papers Department of Economics The Discussion Papers of the Department of Economics are intended to make the initial results

More information

SOLUTIONS TO EXERCISES FOR. MATHEMATICS 205A Part 3. Spaces with special properties

SOLUTIONS TO EXERCISES FOR. MATHEMATICS 205A Part 3. Spaces with special properties SOLUTIONS TO EXERCISES FOR MATHEMATICS 205A Part 3 Fall 2008 III. Spaces with special properties III.1 : Compact spaces I Problems from Munkres, 26, pp. 170 172 3. Show that a finite union of compact subspaces

More information

Lecture 5 Principal Minors and the Hessian

Lecture 5 Principal Minors and the Hessian Lecture 5 Principal Minors and the Hessian Eivind Eriksen BI Norwegian School of Management Department of Economics October 01, 2010 Eivind Eriksen (BI Dept of Economics) Lecture 5 Principal Minors and

More information

Undergraduate Notes in Mathematics. Arkansas Tech University Department of Mathematics

Undergraduate Notes in Mathematics. Arkansas Tech University Department of Mathematics Undergraduate Notes in Mathematics Arkansas Tech University Department of Mathematics An Introductory Single Variable Real Analysis: A Learning Approach through Problem Solving Marcel B. Finan c All Rights

More information

Some Polynomial Theorems. John Kennedy Mathematics Department Santa Monica College 1900 Pico Blvd. Santa Monica, CA 90405 rkennedy@ix.netcom.

Some Polynomial Theorems. John Kennedy Mathematics Department Santa Monica College 1900 Pico Blvd. Santa Monica, CA 90405 rkennedy@ix.netcom. Some Polynomial Theorems by John Kennedy Mathematics Department Santa Monica College 1900 Pico Blvd. Santa Monica, CA 90405 rkennedy@ix.netcom.com This paper contains a collection of 31 theorems, lemmas,

More information

A REMARK ON ALMOST MOORE DIGRAPHS OF DEGREE THREE. 1. Introduction and Preliminaries

A REMARK ON ALMOST MOORE DIGRAPHS OF DEGREE THREE. 1. Introduction and Preliminaries Acta Math. Univ. Comenianae Vol. LXVI, 2(1997), pp. 285 291 285 A REMARK ON ALMOST MOORE DIGRAPHS OF DEGREE THREE E. T. BASKORO, M. MILLER and J. ŠIRÁŇ Abstract. It is well known that Moore digraphs do

More information

4 Lyapunov Stability Theory

4 Lyapunov Stability Theory 4 Lyapunov Stability Theory In this section we review the tools of Lyapunov stability theory. These tools will be used in the next section to analyze the stability properties of a robot controller. We

More information

Chapter 3 Nonlinear Model Predictive Control

Chapter 3 Nonlinear Model Predictive Control Chapter 3 Nonlinear Model Predictive Control In this chapter, we introduce the nonlinear model predictive control algorithm in a rigorous way. We start by defining a basic NMPC algorithm for constant reference

More information

The Goldberg Rao Algorithm for the Maximum Flow Problem

The Goldberg Rao Algorithm for the Maximum Flow Problem The Goldberg Rao Algorithm for the Maximum Flow Problem COS 528 class notes October 18, 2006 Scribe: Dávid Papp Main idea: use of the blocking flow paradigm to achieve essentially O(min{m 2/3, n 1/2 }

More information

Lectures 5-6: Taylor Series

Lectures 5-6: Taylor Series Math 1d Instructor: Padraic Bartlett Lectures 5-: Taylor Series Weeks 5- Caltech 213 1 Taylor Polynomials and Series As we saw in week 4, power series are remarkably nice objects to work with. In particular,

More information

U.C. Berkeley CS276: Cryptography Handout 0.1 Luca Trevisan January, 2009. Notes on Algebra

U.C. Berkeley CS276: Cryptography Handout 0.1 Luca Trevisan January, 2009. Notes on Algebra U.C. Berkeley CS276: Cryptography Handout 0.1 Luca Trevisan January, 2009 Notes on Algebra These notes contain as little theory as possible, and most results are stated without proof. Any introductory

More information

Similarity and Diagonalization. Similar Matrices

Similarity and Diagonalization. Similar Matrices MATH022 Linear Algebra Brief lecture notes 48 Similarity and Diagonalization Similar Matrices Let A and B be n n matrices. We say that A is similar to B if there is an invertible n n matrix P such that

More information

A simple criterion on degree sequences of graphs

A simple criterion on degree sequences of graphs Discrete Applied Mathematics 156 (2008) 3513 3517 Contents lists available at ScienceDirect Discrete Applied Mathematics journal homepage: www.elsevier.com/locate/dam Note A simple criterion on degree

More information

1 Portfolio mean and variance

1 Portfolio mean and variance Copyright c 2005 by Karl Sigman Portfolio mean and variance Here we study the performance of a one-period investment X 0 > 0 (dollars) shared among several different assets. Our criterion for measuring

More information

Statistical Machine Learning

Statistical Machine Learning Statistical Machine Learning UoC Stats 37700, Winter quarter Lecture 4: classical linear and quadratic discriminants. 1 / 25 Linear separation For two classes in R d : simple idea: separate the classes

More information

The Advantages and Disadvantages of Online Linear Optimization

The Advantages and Disadvantages of Online Linear Optimization LINEAR PROGRAMMING WITH ONLINE LEARNING TATSIANA LEVINA, YURI LEVIN, JEFF MCGILL, AND MIKHAIL NEDIAK SCHOOL OF BUSINESS, QUEEN S UNIVERSITY, 143 UNION ST., KINGSTON, ON, K7L 3N6, CANADA E-MAIL:{TLEVIN,YLEVIN,JMCGILL,MNEDIAK}@BUSINESS.QUEENSU.CA

More information

Fixed Point Theorems

Fixed Point Theorems Fixed Point Theorems Definition: Let X be a set and let T : X X be a function that maps X into itself. (Such a function is often called an operator, a transformation, or a transform on X, and the notation

More information

Duality in General Programs. Ryan Tibshirani Convex Optimization 10-725/36-725

Duality in General Programs. Ryan Tibshirani Convex Optimization 10-725/36-725 Duality in General Programs Ryan Tibshirani Convex Optimization 10-725/36-725 1 Last time: duality in linear programs Given c R n, A R m n, b R m, G R r n, h R r : min x R n c T x max u R m, v R r b T

More information

GLOBAL OPTIMIZATION METHOD FOR SOLVING MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS. 1. Introduction

GLOBAL OPTIMIZATION METHOD FOR SOLVING MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS. 1. Introduction GLOBAL OPTIMIZATION METHOD FOR SOLVING MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS N.V. THOAI, Y. YAMAMOTO, AND A. YOSHISE Abstract. We propose a method for finding a global optimal solution

More information

7 Gaussian Elimination and LU Factorization

7 Gaussian Elimination and LU Factorization 7 Gaussian Elimination and LU Factorization In this final section on matrix factorization methods for solving Ax = b we want to take a closer look at Gaussian elimination (probably the best known method

More information

CONTINUED FRACTIONS AND PELL S EQUATION. Contents 1. Continued Fractions 1 2. Solution to Pell s Equation 9 References 12

CONTINUED FRACTIONS AND PELL S EQUATION. Contents 1. Continued Fractions 1 2. Solution to Pell s Equation 9 References 12 CONTINUED FRACTIONS AND PELL S EQUATION SEUNG HYUN YANG Abstract. In this REU paper, I will use some important characteristics of continued fractions to give the complete set of solutions to Pell s equation.

More information

Introduction to Scheduling Theory

Introduction to Scheduling Theory Introduction to Scheduling Theory Arnaud Legrand Laboratoire Informatique et Distribution IMAG CNRS, France arnaud.legrand@imag.fr November 8, 2004 1/ 26 Outline 1 Task graphs from outer space 2 Scheduling

More information

I. GROUPS: BASIC DEFINITIONS AND EXAMPLES

I. GROUPS: BASIC DEFINITIONS AND EXAMPLES I GROUPS: BASIC DEFINITIONS AND EXAMPLES Definition 1: An operation on a set G is a function : G G G Definition 2: A group is a set G which is equipped with an operation and a special element e G, called

More information

Solution of Linear Systems

Solution of Linear Systems Chapter 3 Solution of Linear Systems In this chapter we study algorithms for possibly the most commonly occurring problem in scientific computing, the solution of linear systems of equations. We start

More information

LS.6 Solution Matrices

LS.6 Solution Matrices LS.6 Solution Matrices In the literature, solutions to linear systems often are expressed using square matrices rather than vectors. You need to get used to the terminology. As before, we state the definitions

More information

3. Linear Programming and Polyhedral Combinatorics

3. Linear Programming and Polyhedral Combinatorics Massachusetts Institute of Technology Handout 6 18.433: Combinatorial Optimization February 20th, 2009 Michel X. Goemans 3. Linear Programming and Polyhedral Combinatorics Summary of what was seen in the

More information

The Exponential Distribution

The Exponential Distribution 21 The Exponential Distribution From Discrete-Time to Continuous-Time: In Chapter 6 of the text we will be considering Markov processes in continuous time. In a sense, we already have a very good understanding

More information

Split Nonthreshold Laplacian Integral Graphs

Split Nonthreshold Laplacian Integral Graphs Split Nonthreshold Laplacian Integral Graphs Stephen Kirkland University of Regina, Canada kirkland@math.uregina.ca Maria Aguieiras Alvarez de Freitas Federal University of Rio de Janeiro, Brazil maguieiras@im.ufrj.br

More information

Fourth-Order Compact Schemes of a Heat Conduction Problem with Neumann Boundary Conditions

Fourth-Order Compact Schemes of a Heat Conduction Problem with Neumann Boundary Conditions Fourth-Order Compact Schemes of a Heat Conduction Problem with Neumann Boundary Conditions Jennifer Zhao, 1 Weizhong Dai, Tianchan Niu 1 Department of Mathematics and Statistics, University of Michigan-Dearborn,

More information

State Feedback Stabilization with Guaranteed Transient Bounds

State Feedback Stabilization with Guaranteed Transient Bounds State Feedback Stabilization with Guaranteed Transient Bounds D. Hinrichsen, E. Plischke, F. Wirth Zentrum für Technomathematik Universität Bremen 28334 Bremen, Germany Abstract We analyze under which

More information

24. The Branch and Bound Method

24. The Branch and Bound Method 24. The Branch and Bound Method It has serious practical consequences if it is known that a combinatorial problem is NP-complete. Then one can conclude according to the present state of science that no

More information

THREE DIMENSIONAL GEOMETRY

THREE DIMENSIONAL GEOMETRY Chapter 8 THREE DIMENSIONAL GEOMETRY 8.1 Introduction In this chapter we present a vector algebra approach to three dimensional geometry. The aim is to present standard properties of lines and planes,

More information

1. Prove that the empty set is a subset of every set.

1. Prove that the empty set is a subset of every set. 1. Prove that the empty set is a subset of every set. Basic Topology Written by Men-Gen Tsai email: b89902089@ntu.edu.tw Proof: For any element x of the empty set, x is also an element of every set since

More information

Stationary random graphs on Z with prescribed iid degrees and finite mean connections

Stationary random graphs on Z with prescribed iid degrees and finite mean connections Stationary random graphs on Z with prescribed iid degrees and finite mean connections Maria Deijfen Johan Jonasson February 2006 Abstract Let F be a probability distribution with support on the non-negative

More information

x a x 2 (1 + x 2 ) n.

x a x 2 (1 + x 2 ) n. Limits and continuity Suppose that we have a function f : R R. Let a R. We say that f(x) tends to the limit l as x tends to a; lim f(x) = l ; x a if, given any real number ɛ > 0, there exists a real number

More information

Discrete Optimization

Discrete Optimization Discrete Optimization [Chen, Batson, Dang: Applied integer Programming] Chapter 3 and 4.1-4.3 by Johan Högdahl and Victoria Svedberg Seminar 2, 2015-03-31 Todays presentation Chapter 3 Transforms using

More information