Two-stage suboptimal discrete-time regulators for continuous-time stiff dynamic systems

Optimal Finite-time Control of Positive Linear Discrete-time Systems

This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...

Computable CTL* for Discrete-Time and Continuous-Space Dynamic Systems

Dynamic systems are widely applied for modelling and analysis in physiology, biology, chemistry and engineering. The high-profile and safety-critical nature of such applications has resulted in a large amount of work on formal methods for dynamic systems: mathematical logics, computational methods, formal verification, and etc. In our work, we focus on the verification approach called model che...

A Robust Control Design Technique for Discrete-Time Systems

A robust state feedback design subject to placement of the closed loop eigenvalues in a prescribed region of unit circle is presented. Quantitative measures of robustness and disturbance rejection are investigated. A stochastic optimization algorithm is used to effect trade-off between the free design parameters and to accomplish all the design criteria. A numerical example is given to illustra...

Discrete-time Equivalents to Continuous-time Systems

Suboptimal Adaptive Filter for Discrete-Time Linear Stochastic Systems

This paper considers the problem of recursive filtering for linear discrete-time systems with uncertain observation. A new approximate adaptive filter with a parallel structure is herein proposed. It is based on the optimal mean square combination of arbitrary number of correlated estimates which is also derived. The equation for error covariance characterizing the mean-square accuracy of the n...