Home About us Contact
|
Home About us Contact | ||
|
|
||
Time-varying Uncertainties (time-varying + uncertainty)
Selected AbstractsTIME-VARYING UNCERTAINTY AND THE CREDIT CHANNELBULLETIN OF ECONOMIC RESEARCH, Issue 4 2008Victor Dorofeenko E4; E5; E2 ABSTRACT We extend the Carlstrom and Fuerst (American Economic Review, 1997, 87, pp. 893,910) agency cost model of business cycles by including time-varying uncertainty in the technology shocks that affect capital production. We first demonstrate that standard linearization methods can be used to solve the model yet second moments enter the economy's equilibrium policy functions. We then demonstrate that an increase in uncertainty causes, ceteris paribus, a fall in investment supply. We also show that persistence of uncertainty affects both quantitatively and qualitatively the behaviour of the economy. [source] LMI optimization approach to robust H, observer design and static output feedback stabilization for discrete-time nonlinear uncertain systemsINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 3 2009Masoud Abbaszadeh Abstract A new approach for the design of robust H, observers for a class of Lipschitz nonlinear systems with time-varying uncertainties is proposed based on linear matrix inequalities (LMIs). The admissible Lipschitz constant of the system and the disturbance attenuation level are maximized simultaneously through convex multiobjective optimization. The resulting H, observer guarantees asymptotic stability of the estimation error dynamics and is robust against nonlinear additive uncertainty and time-varying parametric uncertainties. Explicit norm-wise and element-wise bounds on the tolerable nonlinear uncertainty are derived. Also, a new method for the robust output feedback stabilization with H, performance for a class of uncertain nonlinear systems is proposed. Our solution is based on a noniterative LMI optimization and is less restrictive than the existing solutions. The bounds on the nonlinear uncertainty and multiobjective optimization obtained for the observer are also applicable to the proposed static output feedback stabilizing controller. Copyright © 2008 John Wiley & Sons, Ltd. [source] ROBUST H, CONTROL AND QUADRATIC STABILIZATION OF DISCRETE-TIME SWITCHED SYSTEMS WITH NORM-BOUNDED TIME-VARYING UNCERTAINTIESASIAN JOURNAL OF CONTROL, Issue 3 2007Zhijian Ji ABSTRACT We focus on robust H, control analysis and synthesis for discretetime switched systems with norm-bounded time-varying uncertainties. Sufficient conditions are derived to guarantee quadratic stability along with a prescribed H, -norm bound. Each of them can be dealt with as a linear matrix inequality (LMI) which can be tested with efficient algorithms. All the switching rules are constructively designed, and do not rely on any uncertainties. [source] A test for stability robustness of linear time-varying systems utilizing the linear time-invariant ,-gap metricINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 9 2009Wynita M. Griggs Abstract A stability robustness test is developed for internally stable, nominal, linear time-invariant (LTI) feedback systems subject to structured, linear time-varying uncertainty. There exists (in the literature) a necessary and sufficient structured small gain condition that determines robust stability in such cases. In this paper, the structured small gain theorem is utilized to formulate a (sufficient) stability robustness condition in a scaled LTI ,-gap metric framework. The scaled LTI ,-gap metric stability condition is shown to be computable via linear matrix inequality techniques, similar to the structured small gain condition. Apart from a comparison with a generalized robust stability margin as the final part of the stability test, however, the solution algorithm implemented to test the scaled LTI ,-gap metric stability robustness condition is shown to be independent of knowledge about the controller transfer function (as opposed to the LMI feasibility problem associated with the scaled small gain condition which is dependent on knowledge about the controller). Thus, given a nominal plant and a structured uncertainty set, the stability robustness condition presented in this paper provides a single constraint on a controller (in terms of a large enough generalized robust stability margin) that (sufficiently) guarantees to stabilize all plants in the uncertainty set. Copyright © 2008 John Wiley & Sons, Ltd. [source] TIME-VARYING UNCERTAINTY AND THE CREDIT CHANNELBULLETIN OF ECONOMIC RESEARCH, Issue 4 2008Victor Dorofeenko E4; E5; E2 ABSTRACT We extend the Carlstrom and Fuerst (American Economic Review, 1997, 87, pp. 893,910) agency cost model of business cycles by including time-varying uncertainty in the technology shocks that affect capital production. We first demonstrate that standard linearization methods can be used to solve the model yet second moments enter the economy's equilibrium policy functions. We then demonstrate that an increase in uncertainty causes, ceteris paribus, a fall in investment supply. We also show that persistence of uncertainty affects both quantitatively and qualitatively the behaviour of the economy. [source] | ||||||||||