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Liapunov function determining sufficient conditions for stability of autonomous functional differential equations with finite time lag
Two areas in the theory of delay systems were studied: structural properties and their applications to feedback control, and optimal linear and nonlinear estimation. The concepts of controllability, stabilizability, observability, and detectability were investigated. The property of pointwise degeneracy of linear time-invariant delay systems is considered. Necessary and sufficient conditions for three dimensional linear systems to be made pointwise degenerate by delay feedback were obtained, while sufficient conditions for this to be possible are given for higher dimensional linear systems. These results were applied to obtain solvability conditions for the minimum time output zeroing control problem by delay feedback. A representation theorem is given for conditional moment functionals of general nonlinear stochastic delay systems, and stochastic differential equations are derived for conditional moment functionals satisfying certain smoothness properties.
A method was developed for determining the stability of a scalar neutral equation with constant coefficients and constant time delays. A neutral equation is basically a differential equation in which the highest derivative appears both with and without a time delay. Time delays may appear also in the lower derivatives or the independent variable itself. The method is easily implemented, and an illustrative example is presented.
Investigation of the feasibility of using a Kalman filter estimator for the identification of unknown parameters in nonlinear dynamic systems with a time delay. The problem considered is the application of estimation theory to determine the parameters of a family of pilot models containing delayed states. In particular, the pilot-plant dynamics are described by differential-difference equations of the retarded type. The pilot delay, included as one of the unknown parameters to be determined, is kept in pure form as opposed to the Pade approximations generally used for these systems. Problem areas associated with processing real pilot response data are included in the discussion.
Z-transform technique compensates for digital transport delay and digital-to-analog hold. Method determines best values for compensation constants in multi-step and Taylor series projections. Technique also provides hybrid-calculation error compared to continuous exact solution, plus system stability properties.
The problem of estimation of state in nonlinear dynamical systems containing time delays is studied. The plant is specified by a set of nonlinear differential-difference equations. Observations are a nonlinear function of current and/or delayed states. Both contain additive disturbances. The criterion used for the optimal estimates is the integral of the weighted squared error. Using the theory of the calculus of variations, equations are developed for the estimation. They are first expressed in the form of a split boundary value problem, which is then converted to an initial value problem for on-line estimation. The result yields a sequential estimation scheme in which filtered and smoothed estimates are computed in a sequential manner. The applicability of the procedure is demonstrated by a practical example.
This paper presents an optimal control method for a class of distributed-parameter systems governed by first order, quasilinear hyperbolic partial differential equations that arise in many physical systems. Such systems are characterized by time delays since information is transported from one state to another by wave propagation. A general closed-loop hyperbolic transport model is controlled by a boundary control embedded in a periodic boundary condition. The boundary control is subject to a nonlinear differential equation constraint that models actuator dynamics of the system. The hyperbolic equation is thus coupled with the ordinary differential equation via the boundary condition. Optimality of this coupled system is investigated using variational principles to seek an adjoint formulation of the optimal control problem. The results are then applied to implement a model predictive control design for a wind tunnel to eliminate a transport delay effect that causes a poor Mach number regulation.
Optimal feedback control obtained for linear time-varying system with time delay, developing numerical method for solving performance differential equations
Periodic solutions of differential equations with time lag containing small parameter
Periodic solutions for functional differential equations with time lag, developing bifurcation theory representing delay equation extension
We present an abstract approximation framework for estimation of parameters in nonlinear nonautonomous distributed systems. Specific examples involving linear spline approximations for retarded delay equations and cubic spline approximations for parabolic partial differential equations are discussed and shown to be included as special cases of our general framework.
Although vertex implication in parameter space does not hold for stability of general delay-differential interval systems, it is shown that in an important special case when the characteristic equation of the system is describable by certain quasi-polynomials the vertex implication for stability does hold. It is also pointed out that vertex implication for stability does not hold in general for delay-differential systems with interval delay.
The spline scheme of Banks and Kappel (1979) is used as an aproximation method for calculating optimal feedback gains for control systems governed by functional differential equations. It is shown that the adjoints of the spline-based approximation scheme for delay equations do not converge strongly.
The power spectral density (PSD) relationship between input and output of a set of linear differential-difference equations of the retarded type with real constant coefficients and delays is discussed. The form of the PSD relationship is identical with that applicable to unretarded equations. Since the PSD relationship is useful if and only if the system described by the equations is stable, the stability must be determined before applying the PSD relationship. Since it is sometimes difficult to determine the stability of retarded equations, such equations are often approximated by simpler forms. It is pointed out that some common approximations can lead to erroneous conclusions regarding the stability of a system and, therefore, to the possibility of obtaining PSD results which are not valid.
Linear and nonlinear filtering for stochastic delay systems are studied. A representation theorem for conditional moment functionals is obtained, which, in turn, is used to derive stochastic differential equations describing the optimal linear or nonlinear filter. A complete characterization of the optimal filter is given for linear systems with Gaussian noise. Stability of the optimal filter is studied in the case where there are no delays in the observations. Using the duality between linear filtering and control, asymptotic stability of the optimal filter is proved. Finally, the cascade of the optimal filter and the deterministic optimal quadratic control system is shown to be asymptotically stable as well.
Approximation schemes for parameter identification problems in which the governing state equation is a linear functional differential equation of retarded type are constructed. The basis of the schemes is the replacement of the parameter identification problem having an infinite dimensional state equation by a sequence of approximating parameter identification problems in which the states are given by finite dimensional discrete difference equations. The difference equations are constructed using linear semigroup theory and rational function approximations to the exponential. Sufficient conditions are given for the convergence of solutions to the approximating problems, which can be obtained using conventional methods, to solutions to the original parameter identification problem. Finite difference and spline based schemes using Paderational function approximations to the exponential are constructed, and shown to satisfy the sufficient conditions for convergence. A discussion and analysis of numerical results obtained through the application of the schemes to several examples is included.
A control model describing a network flow hindered by multiple pure time (or transport) delays is formulated. Feedbacks connect each desired output with a single control sector situated at the origin. The dynamic formulation invokes the use of differential difference equations. This causes the characteristic equation of the model to consist of transcendental functions instead of a common algebraic polynomial. A general graphical criterion is developed to evaluate the stability of such a problem. A digital computer simulation confirms the validity of such criterion. An optimal decision making process with multiple delays is presented.
Specification of the mathematical equations required to define the dynamic response of a linear continuous plant, subject to sampled data control, is complicated by the fact that the digital components of the control system cannot be modeled via linear ordinary differential equations. This complication can be overcome by introducing two new mathematical operations; namely, the operation of zero order hold and digial delay. It is shown that by direct utilization of these operations, a set of linear mixed operation equations can be written and used to define the dynamic response characteristics of the controlled system. It also is shown how these linear mixed operation equations lead, in an automatable manner, directly to a set of finite difference equations which are in a format compatible with follow on time and frequency domain analysis methods.