Search results for "Discrete time and continuous time"
showing 10 items of 60 documents
Nonfragile Gain-Scheduled Control for Discrete-Time Stochastic Systems with Randomly Occurring Sensor Saturations
2013
Published version of an article in the journal: Abstract and Applied Analysis. Also available from the publisher at: http://dx.doi.org/10.1155/2013/629621 Open Access This paper is devoted to tackling the control problem for a class of discrete-time stochastic systems with randomly occurring sensor saturations. The considered sensor saturation phenomenon is assumed to occur in a random way based on the time-varying Bernoulli distribution with measurable probability in real time. The aim of the paper is to design a nonfragile gain-scheduled controller with probability-dependent gains which can be achieved by solving a convex optimization problem via semidefinite programming method. Subsequen…
Discrete-time static output-feedback semi-decentralized H<inf>&#x221E;</inf> controller design: An application to structural vibratio…
2012
In this work, we present a new and effective method to design discrete-time static output-feedback H ∞ controllers. This new method, based on a Linear Matrix Inequality (LMI) formulation, introduces a suitable transformation of the LMI variables that allows to obtain an explicit expression for the output-feedback gain matrix. Moreover, for problems involving a set of subsystems with information exchange constraints, a convenient structure on the LMI variables can be imposed in order to design semi-decentralized controllers, where the corresponding output-feedback gain matrix has a prescribed zero-nonzero structure. To illustrate the proposed methodology, discrete-time static velocity-feedba…
Induced &#x2113;<inf>2</inf> control of discrete-time Takagi-Sugeno fuzzy systems with time-varying delays via dynamic output feedback
2012
This paper is concerned with analyzing a novel model transformation of discrete-time Takagi-Sugeno (T-S) fuzzy systems with time-varying delays and applying it to dynamic output feedback (DOF) controller design. A new auxiliary model is proposed by employing a new approximation for time-varying delay state, and then delay partitioning method is used to analyze the scaled small gain of this auxiliary model. A sufficient condition on discrete-time T-S fuzzy systems with time-varying delays, which guarantees the corresponding closed-loop system to be asymptotically stable and has an induced l 2 disturbance attenuation performance, is derived by employing the scaled small gain theorem. Then the…
Discrete Time Portfolio Selection with Lévy Processes
2007
This paper analyzes discrete time portfolio selection models with Lévy processes. We first implement portfolio models under the hypotheses the vector of log-returns follow or a multivariate Variance Gamma model or a Multivariate Normal Inverse Gaussian model or a Brownian Motion. In particular, we propose an ex-ante and an ex-post empirical comparisons by the point of view of different investors. Thus, we compare portfolio strategies considering different term structure scenarios and different distributional assumptions when unlimited short sales are allowed.
Observer-based finite-time fuzzy H∞ control for discrete-time systems with stochastic jumps and time-delays
2014
This paper is concerned with the problem of observer-based finite-time H ∞ control for a family of discrete-time Markovian jump nonlinear systems with time-delays represented by Takagi-Sugeno (T-S) model. The main contribution of this paper is to design an observer-based finite-time H ∞ controller such that the resulting closed-loop system is stochastic finite-time bounded and satisfies a prescribed H ∞ disturbance attenuation level over the given finite-time interval. Sufficient criteria on stochastic finite-time H ∞ stabilization via observer-based fuzzy state feedback are presented for the solvability of the problem, which can be tackled by a feasibility problem in terms of linear matrix…
Fuzzy filter design for discrete-time delayed systems with distributed probabilistic sensor faults
2013
In this paper, the problem of distributed fuzzy filter design has been solved for T-S fuzzy systems with time-varying delays and multiple probabilistic packet losses. Our attention is paid to designing the distributed fuzzy filters to guarantee the filtering error dynamic system to be mean-square asymptotically stable with an average ℋ∞ performance. Sufficient conditions for the obtained filtering error dynamic system are proposed by applying a comparison model and the scaled small gain theorem. Based on the measurements and estimates of the system states for each sensor and its neighbors, the solution of the parameters of the distributed fuzzy filters is characterized in terms of the feasi…
Existence of competitive equilibrium in a non-optimal one-sector economy without conditions on the distorted marginal product of capital
2012
Abstract This paper develops a method for proving the existence of competitive equilibrium in a distorted/non-optimal one-sector economy–a discrete time variant of the Romer model–without conditions on the equilibrium value of the marginal product of capital. Existence is obtained under weaker conditions than in Le Van et al. (2002) . Moreover, we provide an existence result for an economy with a regressive tax studied in Santos (2002) . The proofs rely on ideas of Becker and Boyd (1997) .
Periodic Discrete and Discrete-Time Splines
2018
Periodic discrete splines with different periods and spans are introduced in Sect. 3.4 of Volume I (Averbuch, Neittaanmaki and Zheludev, Spline and Spline Wavelet Methods with Applications to Signal and Image Processing, Springer, Berlin, 2014) [2]. In this chapter, we regard periodic discrete splines as a base for the design of periodic discrete-time wavelets, wavelet packets and wavelet frames. Therefore, only the discrete splines whose spans are 2 are outlined. These discrete splines are linear combinations of the discrete B-splines. So also, the so-called discrete-time splines are discussed in the chapter that are linear combinations of the discrete-time B-splines. The discrete-time B-s…
Discrete-Time Periodic Wavelet Packets
2014
Direct and inverse wavelet and wavelet packet transforms of a spline are implemented by filtering the spline’s coordinates by two-channel critically sampled p-filter banks. In this chapter, those p-filter banks are utilized for processing discrete-time signals. The p-filter banks generate discrete-time wavelets and wavelet packets in the spaces of 1D and 2D periodic signals.
D-stability for discrete-time t-s fuzzy descriptor systems with multiple delays
2014
In this work, the D-stability problem is considered for a class of discrete-time Takagi-Sugeno (T-S) fuzzy descriptor systems with multiple state delays. In terms of linear matrix inequality, sufficient conditions are proposed to ensure that all poles of the descriptor T-S fuzzy system are located within a disk contained in the unit circle. Moreover, a sufficient condition is presented such that the singular system is regular, causal and D-stable in spite of multiple state delays. Finally, an example is given to show the effectiveness and advantages of the proposed techniques Refereed/Peer-reviewed