Search results for "State-transition matrix"
showing 5 items of 5 documents
Inversion of matrix pencils for generalized systems
1993
Abstract This paper clarifies the nature of the Leverrier-Faddeev algorithm for generalized and state-space systems. It presents useful diagrams for recursive computation of the coefficients of the characteristic polynomial and the coefficient matrices of the adjoint matrix for various matrix pencils. A simplified case covers recursive equations and diagrams for inversion of the second-order matrix pencil (Es2 + A1s + A0) where E may be singular. The appendix provides two examples of mechanical and heat exchange systems which can be described by the generalized models.
Unary Probabilistic and Quantum Automata on Promise Problems
2015
We continue the systematic investigation of probabilistic and quantum finite automata (PFAs and QFAs) on promise problems by focusing on unary languages. We show that bounded-error QFAs are more powerful than PFAs. But, in contrary to the binary problems, the computational powers of Las-Vegas QFAs and bounded-error PFAs are equivalent to deterministic finite automata (DFAs). Lastly, we present a new family of unary promise problems with two parameters such that when fixing one parameter QFAs can be exponentially more succinct than PFAs and when fixing the other parameter PFAs can be exponentially more succinct than DFAs.
Observer-based control design for a class of nonlinear systems subject to unknown inputs: LMI approach
2015
This paper deals with the problem of observer-based controller design for a class of nonlinear systems subject to unknown inputs. A novel method is presented to design a controller using estimated state variables which guarantees all the state variables of the closed-loop system converge to the vicinity of the origin and stay there forever. This is done via satisfying several sufficient conditions in terms of nonlinear matrix inequalities. In light of linear algebra, particularly matrix decompositions, the achieved conditions will be converted to a Linear Matrix Inequality (LMI) problem to facilitate the procedure of computing the observer and controller gains. Finally, the effectiveness of…
Magnus and Fer expansions for matrix differential equations: the convergence problem
1998
Approximate solutions of matrix linear differential equations by matrix exponentials are considered. In particular, the convergence issue of Magnus and Fer expansions is treated. Upper bounds for the convergence radius in terms of the norm of the defining matrix of the system are obtained. The very few previously published bounds are improved. Bounds to the error of approximate solutions are also reported. All results are based just on algebraic manipulations of the recursive relation of the expansion generators.
Joint Graph Learning and Signal Recovery via Kalman Filter for Multivariate Auto-Regressive Processes
2018
In this paper, an adaptive Kalman filter algorithm is proposed for simultaneous graph topology learning and graph signal recovery from noisy time series. Each time series corresponds to one node of the graph and underlying graph edges express the causality among nodes. We assume that graph signals are generated via a multivariate auto-regressive processes (MAR), generated by an innovation noise and graph weight matrices. Then we relate the state transition matrix of Kalman filter to the graph weight matrices since both of them can play the role of signal propagation and transition. Our proposed Kalman filter for MAR processes, called KF-MAR, runs three main steps; prediction, update, and le…