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New Sufficient Condition (new + sufficient_condition)

Distribution by Scientific Domains
Engineering83%

Selected Abstracts

Optimal guaranteed cost for singular linear systems with random abrupt changes

OPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 4 2010
El-Kébir Boukas
Abstract This paper considers the class of continuous-time singular linear Markovian jump systems with totally and partially known transition jump rates. The guaranteed cost control problem of this class of systems is tackled. New sufficient conditions for optimal guaranteed cost are developed. A design procedure for the guaranteed cost controller, which guarantees that the closed-loop dynamics will be piecewise regular, impulse-free and stochastically stable is proposed. It is shown that the addressed problem can be solved if the corresponding developed linear matrix inequalities (LMIs) with some constraints are feasible. A numerical example is employed to show the usefulness of the proposed results. Copyright © 2009 John Wiley & Sons, Ltd. [source]

Improved exponential estimates for neutral systems

ASIAN JOURNAL OF CONTROL, Issue 3 2009
Zhan Shu
Abstract Improved exponential estimates and a new sufficient condition for the exponential stability of neutral type time-delay systems are established in terms of linear matrix inequalities (LMIs). A new Lyapunov-Krasovskii functional candidate with appropriately constructed exponential terms is introduced to prove the exponential stability and to reduce the conservatism. For the uncertain case, a corresponding condition for the robust exponential stability is also given. It is shown by numerical examples that the proposed conditions are less conservative than existing results. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society [source]

H, fuzzy static output feedback control of T-S fuzzy systems based on fuzzy Lyapunov approach

ASIAN JOURNAL OF CONTROL, Issue 1 2009
Xiao-Heng Chang
Abstract This paper is concerned with the problem of H, fuzzy static output feedback control for discrete-time Takagi-Sugeno (T-S) fuzzy systems, and new design methods are presented. By defining a fuzzy Lyapunov function, a new sufficient condition guaranteeing the H, performance of the T-S fuzzy systems is derived, and the condition is expressed by a set of linear matrix inequalities. In comparison with the existing literature, the proposed approach may provide more relaxed condition while ensuring better H, performance. The simulation results illustrate the effectiveness of the proposed approach. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society [source]

ABSOLUTE STABILITY AND APPLICATION TO DESIGN OF OBSERVER-BASED CONTROLLER FOR NONLINEAR TIME-DELAY SYSTEMS

ASIAN JOURNAL OF CONTROL, Issue 3 2007
Bassem Ben Hamed
ABSTRACT In this paper we present a new sufficient condition for absolute stability of delay Lure system. This condition improves the one given in [1]. We use this new criterion to construct an observer-based control for a class of nonlinear time-delay systems. Some examples are given to illustrate the results of this paper. [source]

,, control of discrete-time Markov jump systems with bounded transition probabilities

OPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 5 2009
E. K. Boukas
Abstract This paper deals with the class of discrete-time linear systems with random abrupt changes and unknown transition probabilities but varying between known bounds for each mode. The ,, control problem of this class of systems is revisited and new sufficient conditions are developed in the linear matrix inequality (LMI) setting to design the state-feedback controller that stochastically stabilizes the system under consideration and at the same time guarantees the disturbance rejection with a desired level , . Sufficient conditions for existence of the state-feedback controller are developed. It is shown that the addressed problem can be solved if the corresponding developed LMIs are feasible. Numerical examples are employed to show the usefulness of the proposed results. Copyright © 2008 John Wiley & Sons, Ltd. [source]

A Generalization of the Brennan,Rubinstein Approach for the Pricing of Derivatives

THE JOURNAL OF FINANCE, Issue 2 2003
António Câmara
This paper derives preference-free option pricing equations in a discrete time economy where asset returns have continuous distributions. There is a representative agent who has risk preferences with an exponential representation. Aggregate wealth and the underlying asset price have transformed normal distributions which may or may not belong to the same family of distributions. Those pricing results are particularly valuable (a) to show new sufficient conditions for existing risk-neutral option pricing equations (e.g., the Black,Scholes model), and (b) to obtain new analytical solutions for the price of European-style contingent claims when the underlying asset has a transformed normal distribution (e.g., a negatively skew lognormal distribution). [source]