Daniel Liberzon's publications and preprints

Daniel Liberzon's publications and preprints

BOOK | PAPERS | OTHER

Book

Switching in Systems and Control, Birkhauser, Boston, MA, Jun 2003. Volume in series Systems and Control: Foundations and Applications. ISBN 0-8176-4297-8.

Brief description:
This book presents theoretical developments in the field of stability analysis and control synthesis of systems that combine continuous dynamics with switching events. The theory of such switched systems is related to the study of hybrid systems, which has recently attracted considerable attention among control theorists, computer scientists, and practicing engineers. This book is written with the purpose of bridging the gap between the classical mathematical control theory and the interdisciplinary field of hybrid systems. It is aimed primarily at the readers with background in systems and control theory.
The first part introduces the classes of systems studied in the book. The second part develops stability theory for switched systems. Analysis methods based on single and multiple Lyapunov functions are used to obtain stability results for systems with suitable commutation relations, systems with constrained switching, and systems with special structure. The third part of the book is devoted to switching control design for continuous-time systems. Logic-based switching control algorithms are described for systems which cannot be stabilized by continuous feedback, systems with sensor or actuator constraints, and systems with large modeling uncertainty. The results are typically derived for linear systems and then extended to nonlinear systems.
The book can be used as a text for a second-level graduate course on switched systems and switching control. It can also serve as an introduction to this active area of current research for control theorists and mathematicians, as well as a comprehensive reference source for experts in the field.

More info about this book on books.google.com

Read reviews of this book in IEEE Control Systems Magazine, IEEE Transactions on Automatic Control, AMS Math Reviews, Zentralblatt Math, and on Amazon.com.

Papers by topic

The most recent submissions are marked with

Click on a topic to see its expanded (and more accurate) name. Papers within each topic are arranged by category: journal articles, then book chapters (if any), then conference articles. Within each category, the papers are listed in reverse chronological order.

Nonlinear systems | Switched systems | Quantized control | Supervisory control | Stochastic systems

Nonlinear systems and control:

Journals:

Lyapunov conditions for input-to-state stability for impulsive systems (with J. P. Hespanha and A. R. Teel), Automatica, to appear.
Abstract: This paper introduces appropriate concepts of input-to-state stability (ISS) and integral-ISS for impulsive systems, i.e., dynamical systems that evolve according to ordinary differential equations most of the time, but occasionally exhibit discontinuities (or impulses). We provide a set of Lyapunov-based sufficient conditions for establishing these ISS properties. When the continuous dynamics are ISS but the discrete dynamics that govern the impulses are not, the impulses should not occur too frequently, which is formalized in terms of an average dwell-time (ADT) condition. Conversely, when the impulse dynamics are ISS but the continuous dynamics are not, there must not be overly long intervals between impulses, which is formalized in terms of a novel reverse ADT condition. We also investigate the cases where (i) both the continuous and discrete dynamics are ISS and (ii) one of these is ISS and the other only marginally stable for the zero input, while sharing a common Lyapunov function. In the former case we obtain a stronger notion of ISS, for which a necessary and sufficient Lyapunov characterization is available. The use of the tools developed herein is illustrated through examples from a Micro- Electro-Mechanical System (MEMS) oscillator and a problem of remote estimation over a communication network.

Nonlinear norm-observability notions and stability of switched systems (with J. P. Hespanha, D. Angeli, and E. D. Sontag), IEEE Transactions on Automatic Control, vol. 50, no. 2, pp. 154-168, Feb 2005.
Abstract: This paper proposes several definitions of observability for nonlinear systems and explores relationships among them. These observability properties involve the existence of a bound on the norm of the state in terms of the norms of the output and the input on some time interval. A Lyapunov-like sufficient condition for observability is also obtained. As an application, we prove several variants of LaSalle's stability theorem for switched nonlinear systems. These results are demonstrated to be useful for control design in the presence of switching as well as for developing stability results of Popov type for switched feedback systems.

Output-input stability implies feedback stabilization, Systems and Control Letters, vol. 53, no. 3/4, pp. 237-248, Nov 2004.
Abstract: We study the recently introduced notion of output-input stability, which is a robust variant of the minimum-phase property for general smooth nonlinear control systems. This paper develops the theory of output-input stability in the multi-input, multi-output setting. We show that output-input stability is a combination of two system properties, one related to detectability and the other to left-invertibility. For systems affine in controls, we derive a necessary and sufficient condition for output-input stability, which relies on a global version of the nonlinear structure algorithm. This condition leads naturally to a globally asymptotically stabilizing state feedback strategy for affine output-input stable systems.

Universal construction of feedback laws achieving ISS and integral-ISS disturbance attenuation (with E. D. Sontag and Y. Wang), Systems and Control Letters, vol. 4, no. 2, pp. 111-127, Jun 2002.
Abstract: We study nonlinear systems with both control and disturbance inputs. The main problem addressed in the paper is design of state feedback control laws that render the closed-loop system integral-input-to-state stable (iISS) with respect to the disturbances. We introduce an appropriate concept of control Lyapunov function (iISS-CLF), whose existence leads to an explicit construction of such a control law. The same method applies to the problem of input-to-state stabilization. Converse results and techniques for generating iISS-CLFs are also discussed.
Erratum

Output-input stability and minimum-phase nonlinear systems (with A. S. Morse and E. D. Sontag), IEEE Transactions on Automatic Control, vol. 47, no. 3, pp. 422-436, Mar 2002.
Abstract: This paper introduces and studies the notion of output-input stability, which represents a variant of the minimum-phase property for general smooth nonlinear control systems. The definition of output-input stability does not rely on a particular choice of coordinates in which the system takes a normal form or on the computation of zero dynamics. In the spirit of the ``input-to-state stability'' philosophy, it requires the state and the input of the system to be bounded by a suitable function of the output and derivatives of the output, modulo a decaying term depending on initial conditions. The class of output-input stable systems thus defined includes all affine systems in global normal form whose internal dynamics are input-to-state stable and also all left-invertible linear systems whose transmission zeros have negative real parts. As an application, we explain how the new concept enables one to develop a natural extension to nonlinear systems of a basic result from linear adaptive control.

Conferences:

On input-to-state stability of impulsive systems (with J. P. Hespanha and A. R. Teel), in Proceedings of the 44th IEEE Conference on Decision and Control, Seville, Spain, Dec 2005, pp. 3992-3997.
Abstract: This paper introduces appropriate concepts of input-to-state stability (ISS) and integral-ISS for systems with impulsive effects. We provide a set of Lyapunov-based sufficient conditions to establish these properties. When the continuous dynamics are stabilizing but the impulsive effects are destabilizing, the impulses should not occur too frequently, which can be formalized in terms of an average dwell-time condition. Conversely, when the impulses are stabilizing and the continuous dynamics is destabilizing, there must not be overly long intervals between impulses, which is formalized in terms of a reverse average dwell-time condition. We also investigate limiting cases of systems that remain stable for arbitrarily small/large average dwell-times.
See also a more complete version.

Output-input stability and feedback stabilization of multivariable nonlinear control systems, in Proceedings of the 42nd IEEE Conference on Decision and Control, Maui, HI, Dec 2003, pp. 1550-1555.
Abstract: We study the recently introduced notion of output-input stability, which is a robust variant of the minimum-phase property for general smooth nonlinear control systems. This paper develops the theory of output-input stability in the multi-input, multi-output setting. We show that output-input stability is a combination of two system properties, one related to detectability and the other to left-invertibility. For systems affine in controls, we derive a necessary and sufficient condition for output-input stability, which relies on a global version of the nonlinear structure algorithm. This condition leads naturally to a globally asymptotically stabilizing state feedback strategy for affine output-input stable systems.
See also the slides of the talk.

Nonlinear observability and an invariance principle for switched systems (with J. P. Hespanha and E. D. Sontag), in Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, NV, Dec 2002, pp. 4300-4305.
Abstract: This paper proposes several definitions of observability for nonlinear systems and explores relationships between them. These observability properties involve the existence of a bound on the norm of the state in terms of the norm of the output on some time interval. As an application, we prove a LaSalle-like stability theorem for switched nonlinear systems.
See also the slides of the talk.

Output-input stability of nonlinear systems and input/output operators, in Proceedings of the 15th International Symposium on Mathematical Theory of Networks and Systems (MTNS '02), South Bend, IN, Aug 2002.
Abstract: The notion of output-input stability, recently proposed in [2], represents a variant of the minimum-phase property for general smooth nonlinear control systems. In the spirit of the input-to-state stability (ISS) philosophy, the definition of output-input stability requires the state and the input of the system to be bounded by a suitable function of the output and derivatives of the output, modulo a decaying term depending on initial conditions. The present work extends this concept to the setting of input/output operators. We show that output-input stability of a system implies output-input stability of the associated input/output operator, and that under suitable reachability and observability assumptions, a converse result also holds.
See also the slides of the talk.

Output-input stability: a new variant of the minimum-phase property for nonlinear systems (with A. S. Morse and E. D. Sontag), in Proceedings of the 5th IFAC Symposium on Nonlinear Control Systems (NOLCOS 2001), St. Petersburg, Russia, Jul 2001, pp. 743-748.
Abstract: This paper studies the notion of output-input stability, which is a variant of the minimum-phase property for general smooth nonlinear control systems. In the spirit of the ``input-to-state stability'' philosophy, the definition of the new concept requires the state and the input of the system to be bounded by a suitable function of the output and derivatives of the output, modulo a decaying term depending on initial conditions. The class of output-input stable systems includes all affine systems in global normal form whose internal dynamics are input-to-state stable and also all left-invertible linear systems whose transmission zeros have negative real parts. A characterization of output-input stability for SISO systems is given in terms of suitable relative degree and detectability concepts.
See also the slides of the talk.

A new definition of the minimum-phase property for nonlinear systems, with an application to adaptive control (with A. S. Morse and E. D. Sontag), in Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, Australia, Dec 2000, pp. 2106-2111.
Abstract: We introduce a new definition of the minimum-phase property for general smooth nonlinear control systems. The definition does not rely on a particular choice of coordinates in which the system takes a normal form or on the computation of zero dynamics. It requires the state and the input of the system to be bounded by a suitable function of the output and derivatives of the output, modulo a decaying term depending on initial conditions. The class of minimum-phase systems thus defined includes all affine systems in global normal form whose internal dynamics are input-to-state stable and also all left-invertible linear systems whose transmission zeros have negative real parts. We explain how the new concept enables one to develop a natural extension to nonlinear systems of a basic result from linear adaptive control.
See also the slides of the talk

ISS and integral-ISS disturbance attenuation with bounded controls, in Proceedings of the 38th IEEE Conference on Decision and Control, Phoenix, AZ, Dec 1999, pp. 2501-2506.
Abstract: We consider the problem of achieving disturbance attenuation in the ISS and integral-ISS sense for nonlinear systems with bounded controls. For the ISS case we derive a "universal" formula which extends an earlier result of Lin and Sontag to systems with disturbances. For the integral-ISS case we give two constructions, one resulting in a smooth control law and the other in a switching control law. We also briefly discuss some issues related to input-to-state stability of switched and hybrid systems.
See also the slides of the talk.

On integral-input-to-state stabilization (with E. D. Sontag and Y. Wang), in Proceedings of the 1999 American Control Conference, San Diego, CA, Jun 1999, pp. 1598-1602.
Abstract: This paper continues the investigation of the recently introduced integral version of input-to-state stability (iISS). We study the problem of designing control laws that achieve iISS disturbance attenuation. The main contribution is a concept of control Lyapunov function (iISS-CLF) whose existence leads to an explicit construction of such a control law. The results are compared with the ones available for the ISS case.
See also the slides of the talk.

Switched and hybrid systems:

Journals:

Stabilizing randomly switched systems (with D. Chatterjee), submitted.
Abstract: This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the system state; it selects, at each instant of time, the active subsystem from a family of systems. Sufficient conditions for stochastic stability (almost sure, in the mean, and in probability) of the switched system are established when the subsystems do not possess control inputs, and not every subsystem is required to be stable. These conditions are employed to design stabilizing feedback controllers when the subsystems are affine in control. The analysis is carried out with the aid of multiple Lyapunov-like functions, and the analysis results together with universal formulae for feedback stabilization of nonlinear systems constitute our primary tools for control design.

Verifying average dwell time of hybrid systems (with S. Mitra and N. Lynch), ACM Transactions in Embedded Computing Systems, to appear.
Abstract: The switched system model abstracts away the discrete mechanisms of a hybrid system in terms of an exogenous switching signal. Dwell Time and Average Dwell Time (ADT) criteria, introduced by Morse and Hespanha, define restricted classes of switching signals that guarantee stability of the whole system, provided the individual modes of the switched system are stable. In this paper, we present a set of techniques for establishing stability through verification of ADT properties. We introduce a new type of simulation relation for hybrid automata---switching simulation---that allows us to show that the ADT of one automaton is no less than that of another. We show that the question of whether a given hybrid automaton has ADT can be answered by checking a carefully designed invariant or by solving an optimization problem. The invariant-based method is applicable to any hybrid automaton. For suitable classes of automata the invariant in question can be checked automatically. The optimization-based method is applicable to a restricted class of initialized hybrid automata. For this class, a solution of the optimization problem either gives a counterexample execution that violates the ADT property, or it confirms that the automaton indeed satisfies the property. The optimization-based approach is automatic and complements the invariant-based method in the sense that they can be used in combination to find the unknown ADT of a given hybrid automaton.

Invertibility of switched linear systems (with L. Vu), Automatica, vol. 44, no. 4, pp. 949-958, Apr 2008.
Abstract: We address the invertibility problem for switched systems, which is the problem of recovering the switching signal and the input uniquely given an output and an initial state. In the context of hybrid systems, this corresponds to recovering the discrete state and the input from partial measurements of the continuous state. In solving the invertibility problem, we introduce the concept of singular pairs for two systems. We give a necessary and sufficient condition for a switched system to be invertible, which says that the individual subsystems should be invertible and there should be no singular pairs. When the individual subsystems are invertible, we present an algorithm for finding switching signals and inputs that generate a given output in a finite interval when there is a finite number of such switching signals and inputs. Detailed examples are included.

On stability of randomly switched nonlinear systems (with D. Chatterjee), IEEE Transactions on Automatic Control, vol. 52, no. 12, pp. 2390-2394, Dec 2007.
Abstract: This article is concerned with stability analysis and stabilization of randomly switched systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switchings are triggered by a stochastic process which is independent of the state of the system, and between two consecutive switching instants the dynamics are deterministic. Our results provide sufficient conditions for almost sure stability and stability in the mean using Lyapunov-based methods, when individual subsystems are stable and a certain "slow switching" cndition holds. This slow switching condition takes the form of an asymptotic upper bound on the probability mass function of the number of switches that occur between the initial and current time instants. This condition is shown to hold for switching signals coming from the states of finite-dimensional continuous-time Markov chains; our results therefore hold for Markovian jump systems in particular. For systems with control inputs we provide explicit control schemes for feedback stabilization using the universal formula for stabilization of nonlinear systems.

Input-to-state stability of switched systems and switching adaptive control (with L. Vu and D. Chatterjee), Automatica, vol. 43, no. 4, pp. 639-646, Apr 2007.
Abstract: In this paper we prove that a switched nonlinear system has several useful ISS-type properties under average dwell-time switching signals if each constituent dynamical system is ISS. This extends available results for switched linear systems. We apply our result to stabilization of uncertain nonlinear systems via switching supervisory control, and show that the plant states can be kept bounded in the presence of bounded disturbances when the candidate controllers provide ISS properties with respect to the estimation errors. Detailed illustrative examples are included.

Stability analysis of deterministic and stochastic switched systems via a comparison principle and multiple Lyapunov functions (with D. Chatterjee), SIAM Journal on Control and Optimization, vol. 45, no. 1, pp. 174-206, 2006.
Abstract: This paper presents a general framework for analyzing stability of nonlinear switched systems, by combining the method of multiple Lyapunov functions with a suitably adapted comparison principle in the context of stability in terms of two measures. For deterministic switched systems, this leads to a unification of representative existing results and an improvement upon the current scope of the method of multiple Lyapunov functions. For switched systems perturbed by white noise, we develop new results which may be viewed as natural stochastic counterparts of the deterministic ones. In particular, we study stability of deterministic and stochastic switched systems under average dwell-time switching.

Lie-algebraic stability conditions for nonlinear switched systems and differential inclusions (with M. Margaliot), Systems and Control Letters, vol. 55, no. 1, pp. 8-16, Jan 2006.
Abstract: We present a stability criterion for switched nonlinear systems which involves Lie brackets of the individual vector fields but does not require that these vector fields commute. A special case of the main result says that a switched system generated by a pair of globally asymptotically stable nonlinear vector fields whose third-order Lie brackets vanish is globally uniformly asymptotically stable under arbitrary switching. This generalizes a known fact for switched linear systems and provides a partial solution to the open problem posed in [D. Liberzon, Lie algebras and stability of switched nonlinear systems, Unsolved Problems in Mathematical Systems Theory and Control, 2004]. To prove the result, we consider an optimal control problem which consists in finding the ``most unstable" trajectory for an associated control system, and show that there exists an optimal solution which is bang-bang with a bound on the total number of switches. This property is obtained as a special case of a reachability result by bang-bang controls which is of independent interest. By construction, our criterion also automatically applies to the corresponding relaxed differential inclusion.

Common Lyapunov functions for families of commuting nonlinear systems (with L. Vu), Systems and Control Letters, vol. 54, no. 5, pp. 405-416, May 2005.
Abstract: We present constructions of a local and global common Lyapunov function for a finite family of pairwise commuting globally asymptotically stable nonlinear systems. The constructions are based on an iterative procedure, which at each step invokes a converse Lyapunov theorem for one of the individual systems. Our results extend a previously available one which relies on exponential stability of the vector fields.

Nonlinear norm-observability notions and stability of switched systems (with J. P. Hespanha, D. Angeli, and E. D. Sontag), IEEE Transactions on Automatic Control, vol. 50, no. 2, pp. 154-168, Feb 2005.
Abstract: This paper proposes several definitions of observability for nonlinear systems and explores relationships among them. These observability properties involve the existence of a bound on the norm of the state in terms of the norms of the output and the input on some time interval. A Lyapunov-like sufficient condition for observability is also obtained. As an application, we prove several variants of LaSalle's stability theorem for switched nonlinear systems. These results are demonstrated to be useful for control design in the presence of switching as well as for developing stability results of Popov type for switched feedback systems.

Common Lyapunov functions and gradient algorithms (with R. Tempo), IEEE Transactions on Automatic Control, vol. 49, no. 6, pp. 990-994, Jun 2004.
Abstract: This paper is concerned with the problem of finding a quadratic common Lyapunov function for a large family of stable linear systems. We present gradient iteration algorithms which give deterministic convergence for finite system families and probabilistic convergence for infinite families.

Lie-algebraic stability criteria for switched systems (with A. A. Agrachev), SIAM Journal on Control and Optimization, vol. 40, no. 1, pp. 253-269, Jun 2001.
Abstract: It was recently shown that a family of exponentially stable linear systems whose matrices generate a solvable Lie algebra possesses a quadratic common Lyapunov function, which implies that the corresponding switched linear system is exponentially stable for arbitrary switching. In this paper we prove that the same properties hold under the weaker condition that the Lie algebra generated by given matrices can be decomposed into a sum of a solvable ideal and a subalgebra with a compact Lie group. The corresponding local stability result for nonlinear switched systems is also established. Moreover, we demonstrate that if a Lie algebra fails to satisfy the above condition, then it can be generated by a family of stable matrices such that the corresponding switched linear system is not stable. Relevant facts from the theory of Lie algebras are collected at the end of the paper for easy reference.

Basic problems in stability and design of switched systems (with A. S. Morse), IEEE Control Systems Magazine, vol. 19, no. 5, pp. 59-70, Oct. 1999.
Abstract: By a switched system, we mean a hybrid dynamical system consisting of a family of continuous-time subsystems and a rule that orchestrates the switching between them. This article surveys recent developments in three basic problems regarding stability and design of switched systems. These problems are: stability for arbitrary switching sequences, stability for certain useful classes of switching sequences, and construction of stabilizing switching sequences. We also provide motivation for studying these problems by discussing how they arise in connection with various questions of interest in control theory and applications.

Stability of switched systems: a Lie-algebraic condition (with J. P. Hespanha and A. S. Morse), Systems and Control Letters, vol. 37, no. 3, pp. 117-122, Jul 1999.
Abstract: We present a sufficient condition for asymptotic stability of a switched linear system in terms of the Lie algebra generated by the individual matrices. Namely, if this Lie algebra is solvable, then the switched system is exponentially stable for arbitrary switching. In fact, we show that any family of linear systems satisfying this condition possesses a quadratic common Lyapunov function. We also discuss the implications of this result for switched nonlinear systems.
See also the slides of the talk given at the Brockettfest, Cambridge, MA, Oct 1998.

Book chapters:

Stability analysis of hybrid systems via small-gain theorems (with D. Nesic), in Proceedings of the Ninth International Workshop on Hybrid Systems: Computation and Control, Santa Barbara, CA, Mar 2006, Lecture Notes in Computer Science, vol. 3927 (J. Hespanha and A. Tiwari, Eds.), Springer, Berlin, pp. 421-435.
Abstract: We present a general approach to analyzing stability of hybrid systems, based on input-to-state stability (ISS) and small-gain theorems. We demonstrate that the ISS small-gain analysis framework is very naturally applicable in the context of hybrid systems. Novel Lyapunov-based and LaSalle-based small-gain theorems for hybrid systems are presented. The reader does not need to be familiar with ISS or small-gain theorems to be able to follow the paper.

Verifying average dwell time by solving optimization problems (with S. Mitra and N. Lynch), in Proceedings of the Ninth International Workshop on Hybrid Systems: Computation and Control, Santa Barbara, CA, Mar 2006, Lecture Notes in Computer Science, vol. 3927 (J. Hespanha and A. Tiwari, Eds.), Springer, Berlin, pp. 476-490.
Abstract: In the switched system model, discrete mechanisms of a hybrid system are abstracted away in terms of an exogenous switching signal which brings about the mode switches. The Average Dwell time (ADT) property defines restricted classes of switching signals which provide sufficient conditions for proving stability of switched systems. In this paper, we use a specialization of the Hybrid I/O Automaton model to capture both the discrete and the continuous mechanisms of hybrid systems. Based on this model, we develop methods for automatically verifying ADT properties and present simulation relations for establishing equivalence of hybrid systems with respect to ADT. Given a candidate ADT for a hybrid system, we formulate an optimization problem; a solution of this problem either establishes the ADT property or gives an execution fragment of the system that violates it. For two special classes of hybrid systems, we show that the corresponding optimization problems can be solved using standard mathematical programming techniques.We formally define equivalence of two hybrid systems with respect to ADT and present a simulation relation-based method for proving this equivalence. The proposed methods are applied to verify ADT properties of a linear hysteresis switch and a nondeterministic thermostat.
See also a more complete version.

Switched systems, Handbook of Networked and Embedded Control Systems (D. Hristu-Varsakelis and W. S. Levine, Eds.), Birkhauser, Boston, 2005, pp. 559-574.

Lie algebras and stability of switched nonlinear systems, Unsolved Problems in Mathematical Systems Theory and Control (V. D. Blondel and A. Megretski, Eds.), Princeton University Press, 2004, pp. 203-207. See also Open Problems Book of the 15th International Symposium on Mathematical Theory of Networks and Systems (MTNS '02), South Bend, IN, Aug 2002, pp. 90-92. See also a partial solution.

Conferences:

Invertibility of nonlinear switched systems (with A. Tanwani), in Proceedings of the 47th IEEE Conference on Decision and Control, Cancun, Mexico, Dec 2008, to appear.
Abstract: This article addresses the invertibility problem for switched nonlinear systems affine in controls. The problem is concerned with finding the input and switching signal uniquely from given output and initial state. We extend the concept of switch-singular pairs, introduced in [1], to nonlinear systems and develop a formula for checking if given state and output form a switch-singular pair. We give a necessary and sufficient condition for a switched system to be invertible, which says that the subsystems should be invertible and there should be no switch-singular pairs. When all the subsystems are invertible, we present an algorithm for finding switching signals and inputs that generate a given output in a finite interval when there is a finite number of such switching signals and inputs. Detailed examples are included to illustrate these newly developed concepts.
See also a more complete version.

Towards ISS disturbance attenuation for randomly switched systems (with D. Chatterjee), in Proceedings of the 46th IEEE Conference on Decision and Control, New Orleans, LA, Dec 2007, pp. 5612-5617.
Abstract: We are concerned with input-to-state stability (ISS) of randomly switched systems. We provide preliminary results dealing with sufficient conditions for stochastic versions of ISS for randomly switched systems without control inputs, and with the aid of universal formulae we design controllers for ISS-disturbance attenuation when control inputs are present. Two types of switching signals are considered: the first is characterized by a statistically slow-switching condition, and the second by a class of semi-Markov processes.

Stability of interconnected switched systems and adaptive control of time-varying plants (with L. Vu), in Proceedings of the 46th IEEE Conference on Decision and Control, New Orleans, LA, Dec 2007, pp. 4021-4026.
Abstract: We discuss stability of a loop consisting of two asynchronous switched systems, in which the first switched system influences the input and the switching signal of the second switched system and the second switched system affects the first switched system's jump map. We show that when the first switched system has a small dwell-time and is switching slowly in the spirit of average dwell-time switching, all the states of the closed loop are bounded. We show how this result relates to supervisory adaptive control of time-varying plants. When the uncertain plant takes the form of a switched system with an unknown switching signal, we show that all the states of the closed-loop control system are guaranteed to be bounded provided that the plant's switching signal varies slowly enough.

On invertibility of switched linear systems (with L. Vu), in Proceedings of the 45th IEEE Conference on Decision and Control, San Diego, CA, Dec 2006, pp. 4081-4086.
Abstract: We address a new problem - the invertibility problem for continuous-time switched linear systems, which is the problem of recovering the switching signal and the input uniquely given an output and an initial state. In the context of hybrid systems, this corresponds to recovering the discrete state and the input from partial measurements of the continuous state. In solving the invertibility problem, we introduce the concept of singular pairs for two systems. We give a necessary and sufficient condition for a switched system to be invertible, which says that the subsystems should be invertible and there should be no singular pairs. When all the subsystems are invertible, we present an algorithm for finding switching signals and inputs that generate a given output in a finite interval when there is a finite number of such switching signals and inputs.

Stability and stabilization of randomly switched systems (with D. Chatterjee), in Proceedings of the 45th IEEE Conference on Decision and Control, San Diego, CA, Dec 2006, pp. 2643-2648.
Abstract: This article is concerned with stability analysis and stabilization of randomly switched systems with control inputs. The switching signal is modeled as a jump stochastic process independent of the system state; it selects, at each instant of time, the active subsystem from a family of deterministic systems. Three different types of switching signals are considered: the first is a jump stochastic process that satisfies a statistically slow switching condition; the second and the third are jump stochastic processes with independent identically distributed values at jump times together with exponential and uniform holding times, respectively. For each of the three cases we first establish sufficient conditions for stochastic stability of the switched system when the subsystems do not possess control inputs; not every subsystem is required to be stable in the latter two cases. Thereafter we design feedback controllers when the subsystems are affine in control and are not all zeroinput stable, with the control space being general subsets of $R^m$. Our analysis results and universal formulae for feedback stabilization of nonlinear systems for the corresponding control spaces constitute the primary tools for control design.
See also a more complete version.

ISS of switched systems and applications to switching adaptive control (with L. Vu and D. Chatterjee), in Proceedings of the 44th IEEE Conference on Decision and Control, Seville, Spain, Dec 2005, pp. 120-125.
Abstract: In this paper we prove that a switched nonlinear system has several useful ISS-type properties under average dwell-time switching signals if each constituent dynamical system is ISS. This extends available results for switched linear systems. We apply our result to stabilization of uncertain nonlinear systems via switching supervisory control, and show that the plant states can be kept bounded in the presence of bounded disturbances when the candidate controllers provide ISS properties with respect to the estimation errors. Detailed illustrative examples are included.
See also the slides of the talk.

A small-gain approach to stability analysis of hybrid systems (with D. Nesic), in Proceedings of the 44th IEEE Conference on Decision and Control, Seville, Spain, Dec 2005, pp. 5409-5414.
Abstract: We propose to use ISS small-gain theorems to analyze stability of hybrid systems. We demonstrate that the small-gain analysis framework is very naturally and generally applicable in the context of hybrid systems, and thus has a potential to be useful in many applications. The main idea is illustrated on specific problems in the context of control with limited information, where it is shown to provide novel interpretations, powerful extensions, and a more unified treatment of several previously available results. The reader does not need to be familiar with ISS or small-gain theorems to be able to follow the paper.
See also the slides of the talk.

A Lie-algebraic condition for stability of switched nonlinear systems (with M. Margaliot), in Proceedings of the 43rd IEEE Conference on Decision and Control, Paradise Island, Bahamas, Dec 2004, pp. 4619-4624.
Abstract: We present a stability criterion for switched nonlinear systems which involves Lie brackets of the individual vector fields but does not require that these vector fields commute. A special case of the main result says that a switched system generated by a pair of globally asymptotically stable nonlinear vector fields whose third-order Lie brackets vanish is globally uniformly asymptotically stable under arbitrary switching. This generalizes a known fact for switched linear systems and provides a partial solution to the open problem posed in [D. Liberzon, Lie algebras and stability of switched nonlinear systems, Unsolved Problems in Mathematical Systems Theory and Control, 2004]. To prove the result, we consider an optimal control problem which consists in finding the ``most unstable" trajectory for an associated control system, and show that there exists an optimal solution which is bang-bang with a bound on the total number of switches. By construction, our criterion also automatically applies to the corresponding relaxed differential inclusion.
See also the slides of the talk.

On stability of stochastic switched systems (with D. Chatterjee), in Proceedings of the 43rd IEEE Conference on Decision and Control, Paradise Island, Bahamas, Dec 2004, pp. 4125-4127.
Abstract: In this paper we propose a method for stability analysis of switched systems perturbed by a Wiener process. It utilizes multiple Lyapunov-like functions and is analogous to an existing result for deterministic switched systems.
See also the slides of the talk.

Stability of hybrid automata with average dwell time: an invariant approach (with S. Mitra), in Proceedings of the 43rd IEEE Conference on Decision and Control, Paradise Island, Bahamas, Dec 2004, pp. 1394-1399.
Abstract: A formal method based technique is presented for proving the average dwell time property of a hybrid system, which is useful for establishing stability under slow switching. The Hybrid Input/Output Automaton (HIOA) is used as the model for hybrid systems, and it is shown that some known stability theorems from system theory can be adapted to be applied in this framework. The average dwell time property of a given automaton, is formalized as an invariant of a corresponding transformed automaton, such that the former has average dwell time if and only if the latter satisfies the invariant. Formal verification techniques can be used to check this invariance property. In particular, the HIOA framework facilitates inductive invariant proofs by systematically breaking them down into cases for the discrete actions and continuous trajectories of the automaton. The invariant approach to proving the average dwell time property is illustrated by analyzing the hysteresis switching logic unit of a supervisory control system.
See also the slides of the talk.

Gradient algorithms for finding common Lyapunov functions (with R. Tempo), in Proceedings of the 42nd IEEE Conference on Decision and Control, Maui, HI, Dec 2003, pp. 4782-4787.
Abstract: This paper is concerned with the problem of finding a quadratic common Lyapunov function for a large family of stable linear systems. We present gradient iteration algorithms which give deterministic convergence for finite system families and probabilistic convergence for infinite families.
See also the slides of the talk.

Nonlinear observability and an invariance principle for switched systems (with J. P. Hespanha and E. D. Sontag), in Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, NV, Dec 2002, pp. 4300-4305.
Abstract: This paper proposes several definitions of observability for nonlinear systems and explores relationships between them. These observability properties involve the existence of a bound on the norm of the state in terms of the norm of the output on some time interval. As an application, we prove a LaSalle-like stability theorem for switched nonlinear systems.
See also the slides of the talk.

A note on uniform global asymptotic stability of nonlinear switched systems in triangular form (with D. Angeli), in Proceedings of the 14th International Symposium on Mathematical Theory of Networks and Systems (MTNS), Perpignan, France, June 2000.
Abstract: This note examines stability properties of systems that result from switching between globally asymptotically stable nonlinear systems in triangular form. We show by means of a counterexample that, unlike in the linear case, such a switched system might not be uniformly globally asymptotically stable for arbitrary switching signals. We then proceed to formulate conditions that guarantee uniform global asymptotic stability.

Lie-algebraic conditions for exponential stability of switched systems (with A. A. Agrachev), in Proceedings of the 38th IEEE Conference on Decision and Control, Phoenix, AZ, Dec 1999, pp. 2679-2684.
Abstract: It has recently been shown that a family of exponentially stable linear systems whose matrices generate a solvable Lie algebra possesses a quadratic common Lyapunov function, which implies that the corresponding switched linear system is exponentially stable for arbitrary switching. In this paper we prove that the same properties hold under the weaker condition that the Lie algebra generated by given matrices can be decomposed into a sum of a solvable ideal and a subalgebra with a compact Lie group. The corresponding local stability result for nonlinear switched systems is also established. Moreover, we demonstrate that if a Lie algebra fails to satisfy the above condition, then it can be generated by a family of stable matrices such that the corresponding switched linear system is not stable. Relevant facts from the theory of Lie algebras are collected at the end of the paper for easy reference.
See also the slides of the talk.

ISS and integral-ISS disturbance attenuation with bounded controls, in Proceedings of the 38th IEEE Conference on Decision and Control, Phoenix, AZ, Dec 1999, pp. 2501-2506.
Abstract: We consider the problem of achieving disturbance attenuation in the ISS and integral-ISS sense for nonlinear systems with bounded controls. For the ISS case we derive a "universal" formula which extends an earlier result of Lin and Sontag to systems with disturbances. For the integral-ISS case we give two constructions, one resulting in a smooth control law and the other in a switching control law. We also briefly discuss some issues related to input-to-state stability of switched and hybrid systems.
See also the slides of the talk.

Stabilizing a linear system with finite-state hybrid output feedback, in Proceedings of the 7th IEEE Mediterranean Conference on Control and Automation, Haifa, Israel, Jun 1999, pp. 176-183.
Abstract: The purpose of this short note is to establish and explore a link between the problem of stabilizing a linear system using finite-state hybrid output feedback and the problem of finding a stabilizing switching sequence for a switched linear system with unstable individual matrices, each of which separately has recently received attention in the literature.
See also the slides of the talk.

Control under communication constraints:

Journals:

Nonlinear control with limited information, submitted to Communications in Information Systems, Roger Brockett Legacy special issue, Jun 2008.
Abstract: This paper discusses several recent results by the author and collaborators, which are united by the common goal of making nonlinear control theory more robust to imperfect information. These results are also united by common technical tools, centering around input-to-state stability (ISS), small-gain theorems, Lyapunov functions, and hybrid systems. The goal of this paper is to present an overview of these results which highlights their unifying features and which is more accessible to a general audience than the original technical articles.

A unified framework for design and analysis of networked and quantized control systems (with D. Nesic), IEEE Transactions on Automatic Control, to appear.
Abstract: We generalize and unify a range of recent results in quantized control systems (QCS) and networked control systems (NCS) literature and provide a unified framework for controller design for control systems with quantization and time scheduling via an emulation-like approach. A crucial step in our proofs is finding an appropriate Lyapunov function for the quantization/time-scheduling protocol which verifies its uniform global exponential stability (UGES). We construct Lyapunov functions for several representative protocols that are commonly found in the literature, as well as some new protocols not considered previously. Our approach is flexible and amenable to further extensions which are briefly discussed.

Input-to-state stabilization of linear systems with quantized state measurements (with D. Nesic), IEEE Transactions on Automatic Control, vol. 52, no. 5, pp. 767-781, May 2007.
Abstract: We consider the problem of achieving input-to-state stability (ISS) with respect to external disturbances for control systems with linear dynamics and quantized state measurements. Quantizers considered in this paper take finitely many values and have an adjustable ``zoom" parameter. Building on an approach applied previously to systems with no disturbances, we develop a control methodology that counteracts an unknown disturbance by switching repeatedly between ``zooming out" and ``zooming in". Two specific control strategies that yield ISS are presented. The first one is implemented in continuous time and analyzed with the help of a Lyapunov function, similarly to earlier work. The second strategy incorporates time sampling, and its analysis is novel in that it is completely trajectory-based and utilizes a cascade structure of the closed-loop hybrid system. We discover that in the presence of disturbances, time-sampling implementation requires an additional modification which has not been considered in previous work.

Quantization, time delays, and nonlinear stabilization, IEEE Transactions on Automatic Control, vol. 51, no. 7, pp. 1190-1195, Jul 2006.
Abstract: The purpose of this note is to demonstrate that a unified study of quantization and delay effects in nonlinear control systems is possible by merging the quantized feedback control methodology recently developed by the author and the small-gain approach to the analysis of functional differential equations with disturbances proposed earlier by Teel. We prove that under the action of a robustly stabilizing feedback controller in the presence of quantization and time delays satisfying suitable conditions, solutions of the closed-loop system starting in a given region remain bounded and eventually enter a smaller region. We present several versions of this result and show how it enables global asymptotic stabilization via a dynamic quantization strategy.

Quantized control via locational optimization (with F. Bullo), IEEE Transactions on Automatic Control, vol. 51, no. 1, pp. 2-13, Jan 2006.
Abstract: This paper studies state quantization schemes for feedback stabilization of control systems with limited information. The focus is on designing the least destabilizing quantizer subject to a given information constraint. We explore several ways of measuring the destabilizing effect of a quantizer on the closed-loop system, including (but not limited to) the worst-case quantization error. In each case, we show how quantizer design can be naturally reduced to a version of the so-called multicenter problem from locational optimization. Algorithms for obtaining solutions to such problems, all in terms of suitable Voronoi quantizers, are discussed. In particular, an iterative solver is developed for a novel weighted multicenter problem which most accurately represents the least destabilizing quantizer design. A simulation study is also presented.

Stabilization of nonlinear systems with limited information feedback (with J. P. Hespanha), IEEE Transactions on Automatic Control, vol. 50, no. 6, pp. 910-915, Jun 2005.
Abstract: This paper is concerned with the problem of stabilizing a nonlinear continuous-time system by using sampled encoded measurements of the state. We demonstrate that global asymptotic stabilization is possible if a suitable relationship holds between the number of values taken by the encoder, the sampling period, and a system parameter, provided that a feedback law achieving input-to-state stability with respect to measurement errors can be found. The issue of relaxing the latter condition is also discussed.

On stabilization of linear systems with limited information, IEEE Transactions on Automatic Control, vol. 48, no. 2, pp. 304-307, Feb 2003.
Abstract: We consider the problem of stabilizing a linear time-invariant system using sampled encoded measurements of its state or output. We derive a relationship between the number of values taken by the encoder and the norm of the transition matrix of the open-loop system over one sampling period, which guarantees that global asymptotic stabilization can be achieved. A coding scheme and a stabilizing control strategy are described explicitly.

Hybrid feedback stabilization of systems with quantized signals, Automatica, vol. 39, no. 9, pp. 1543-1554, Sep 2003.
Abstract: This paper is concerned with global asymptotic stabilization of continuous-time systems subject to quantization. A hybrid control strategy originating in earlier work (R. W. Brockett and D. Liberzon, Quantized feedback stabilization of linear systems, IEEE Trans. Automat. Control, 45:1279-1289, 2000) relies on the possibility of making discrete on-line adjustments of quantizer parameters. We explore this method here for general nonlinear systems with general types of quantizers affecting the state of the system, the measured output, or the control input. The analysis involves merging tools from Lyapunov stability, hybrid systems, and input-to-state stability.

Quantized feedback stabilization of linear systems (with R. W. Brockett), IEEE Transactions on Automatic Control, vol. 45, no. 7, pp. 1279-1289, Jul 2000.
Abstract: This paper addresses feedback stabilization problems for linear time-invariant control systems with saturating quantized measurements. We propose a new control design methodology, which relies on the possibility of changing the sensitivity of the quantizer while the system evolves. The equation that describes the evolution of the sensitivity with time (discrete rather than continuous in most cases) is interconnected with the given system (either continuous or discrete). When applied to systems that are stabilizable by linear time-invariant feedback, this approach yields global asymptotic stability.
See also the slides of the talk given at the 4th SIAM Conference on Control and its Applications, Jacksonville, FL, May 1998.

Book chapters:

Input-to-state stabilization with quantized output feedback (with Y. Sharon), in Proceedings of the 11th International Workshop on Hybrid Systems: Computation and Control, St. Louis, MO, Apr 2008, Lecture Notes in Computer Science, vol. 4981 (M. Egerstedt and B. Mishra, Eds.), Springer, Berlin, pp. 500-513.
Abstract: We study control systems where the output subspace is covered by a finite set of quantization regions, and the only information available to a controller is which of the quantization regions currently contains the system's output. We assume the dimension of the output subspace is strictly less than the dimension of the state space. The number of quantization regions can be as small as 3 per dimension of the output subspace. We show how to design a controller that stabilizes such a system, and makes the system robust to an external unknown disturbance in the sense that the closed-loop system has the Input-to-State Stability property. No information about the disturbance is required to design the controller. Achieving the ISS property for continuous- time systems with quantized measurements requires a hybrid approach, and indeed our controller consists of a dynamic, discrete-time observer, a continuous-time state-feedback stabilizer, and a switching logic that switches between several modes of operation. Except for some properties that the observer and the stabilizer must possess, our approach is general and not restricted to a specic observer or stabilizer. Examples of specic observers that possess these properties are included.

Stability analysis of hybrid systems via small-gain theorems (with D. Nesic), in Proceedings of the Ninth International Workshop on Hybrid Systems: Computation and Control, Santa Barbara, CA, Mar 2006, Lecture Notes in Computer Science, vol. 3927 (J. Hespanha and A. Tiwari, Eds.), Springer, Berlin, pp. 421-435.
Abstract: We present a general approach to analyzing stability of hybrid systems, based on input-to-state stability (ISS) and small-gain theorems. We demonstrate that the ISS small-gain analysis framework is very naturally applicable in the context of hybrid systems. Novel Lyapunov-based and LaSalle-based small-gain theorems for hybrid systems are presented. The reader does not need to be familiar with ISS or small-gain theorems to be able to follow the paper.

On quantization and delay effects in nonlinear control systems, in Proceedings of the Workshop on Networked Embedded Sensing and Control, University of Notre Dame, South Bend, IN, Oct 2005, Lecture Notes in Control and Information Sciences, vol. 331 (P. J. Antsaklis and P. Tabuada, Eds.), Springer, Berlin, pp. 219-229.
Abstract: The purpose of this paper is to demonstrate that a unified study of quantization and delay effects in nonlinear control systems is possible by merging the quantized feedback control methodology recently developed by the author and the small-gain approach to the analysis of functional differential equations with disturbances proposed earlier by Teel. We prove that under the action of a robustly stabilizing feedback controller in the presence of quantization and sufficiently small delays, solutions of the closed-loop system starting in a given region remain bounded and eventually enter a smaller region. We present several versions of this result and show how it enables global asymptotic stabilization via a dynamic quantization strategy.
See also the slides of the talk.

Nonlinear stabilization by hybrid quantized feedback, in Proceedings of the Third International Workshop on Hybrid Systems: Computation and Control, Pittsburgh, PA, Mar 2000, Lecture Notes in Computer Science, vol. 1790 (N. Lynch and B. H. Krogh, Eds.), Springer, Berlin, pp. 243-257.
Abstract: This paper is concerned with asymptotic stabilization of continuous-time control systems by means of quantized feedback. For linear systems, a hybrid control strategy for dealing with this problem was recently proposed by Roger Brockett and the author. The solution is based on making discrete on-line adjustments to the sensitivity of the quantizer. In the present paper we extend this method to a class of nonlinear systems.
See also the slides of the talk.

Conferences:

Rendezvous without coordinates (with J. Yu and S. LaValle), in Proceedings of the 47th IEEE Conference on Decision and Control, Cancun, Mexico, Dec 2008, to appear.
Abstract: We study minimalism in sensing and control by considering a multi-agent system in which each agent moves like a Dubins car and has a limited sensor that reports only the presence of another agent within some sector of its windshield. Using a very simple quantized control law with three values, each agent tracks another agent assigned to it by maintaining that agent within this windshield sector. We use Lyapunov analysis to show that by acting autonomously in this way, the agents will achieve rendezvous if the initial assignment graph is connected. A distinguishing feature of our approach is that it does not involve any estimation procedure aimed at reconstructing coordinate information. Our scenario thus appears to be the first example in which an interesting task is performed with extremely coarse sensing and control, and without state estimation. The system was implemented in computer simulation, accessible through the Web, of which the results are presented in the paper.
See also a more complete version.

Stabilizing uncertain systems with dynamic quantization (with L. Vu), in Proceedings of the 47th IEEE Conference on Decision and Control, Cancun, Mexico, Dec 2008, to appear.
Abstract: We consider the problem of stabilizing uncertain linear systems with quantization. The plant uncertainty is dealt with by the supervisory adaptive control framework, which employs switching among a finite family of candidate controllers. For a static quantizer, we quantify a relationship between the quantization range and the quantization error bound that guarantees closed loop stability. Using a dynamic quantizer which can vary the quantization parameters in real time, we show that the closed loop is asymptotically stabilized provided a certain condition on the quantization range and the quantization error bound is satisfied. Our results extend previous results on stabilization of known systems with quantization to the case of uncertain systems.
See also a more complete version.

Observer-based quantized output feedback control of nonlinear systems, in Proceedings of the 17th IFAC World Congress, Seoul, Korea, Jul 2008, pp. 8039-8043.
Abstract: This paper addresses the problem of stabilizing a nonlinear system by means of quantized output feedback. A conceptual framework is presented in which the control input is generated by an observer-based feedback controller acting on quantized output measurements. A stabilization result is established under the assumption that this observer-based controller possesses robustness with respect to output measurement errors in an input-to-state stability (ISS) sense. Designing such observers and controllers is a largely open problem, some partial results on which are discussed. The main goal of the paper is to encourage further work on this important topic.
See also the slides of the talk.

Input-to-state stabilization with minimum number of quantization regions (with Y. Sharon), in Proceedings of the 46th IEEE Conference on Decision and Control, New Orleans, LA, Dec 2007, pp. 20-25.
Abstract: We study control systems where the state measurements are quantized and time-sampled, and an unknown disturbance is being applied. We present a dynamic quantization scheme that switches between three modes of operation. We show that by using this scheme with a continuous static feedback controller we achieve a closed-loop system which has the Input-to-State Stability property (ISS). Our design does not use any characterization of the disturbance; as long as the disturbance is bounded the system will remain stable. We show that three quantization regions per dimension is sufficient to achieve the ISS property, and furthermore we show that the ISS property is achievable using a data rate that is arbitrarily close to the minimum required data rate when no disturbance is applied.

A unified approach to controller design for systems with quantization and time scheduling (with D. Nesic), in Proceedings of the 46th IEEE Conference on Decision and Control, New Orleans, LA, Dec 2007, pp. 3939-3944.
Abstract: We generalize and unify a range of recent results in quantized control systems (QCS) and networked control systems (NCS) literature and provide a unified framework for controller design for control systems with quantization and time scheduling via an emulation-like approach. A crucial step in our approach is finding an appropriate Lyapunov function for the quantization/time-scheduling protocol which verifies its uniform global exponential stability (UGES). We construct Lyapunov functions for several representative protocols that are commonly found in the literature, as well as some new protocols not considered previously.

Observer-based quantized output feedback control of nonlinear systems, in Proceedings of the 15th Mediterranean Conference on Control and Automation, Athens, Greece, Jun 2007.
Abstract: This paper addresses the problem of stabilizing a nonlinear system by means of quantized output feedback. A framework is presented in which the control input is generated by an observer-based feedback controller acting on quantized output measurements. A stabilization result is established under the assumption that this observer-based controller possesses robustness with respect to output measurement errors in an input-to-state stability (ISS) sense. Designing such observers and controllers is a largely open problem, some partial results on which are discussed. The main goal of the paper is to encourage further work on this important topic.
See also the slides of the talk.

Input-to-state stabilization of linear systems with quantized feedback (with D. Nesic), in Proceedings of the 44th IEEE Conference on Decision and Control, Seville, Spain, Dec 2005, pp. 8197-8202.
Abstract: We consider the problem of achieving input-to-state stability (ISS) with respect to external disturbances for control systems with linear dynamics and quantized state measurements. Quantizers considered in this paper take finitely many values and have an adjustable ``zoom" parameter. Extending an approach developed previously for systems with no disturbances, we present a control methodology that counteracts an unknown disturbance by switching repeatedly between ``zooming in" and ``zooming out". Two specific control strategies that yield ISS are described. The first one is implemented in continuous time and analyzed with the help of a Lyapunov function, similarly to earlier work. The second strategy incorporates time sampling, and its analysis is novel in that it is completely trajectory-based and utilizes a cascade structure of the closed-loop hybrid system. We discover that in the presence of disturbances, time-sampling implementation requires an additional modification which has not been considered in previous work.
See also a more complete version.

A small-gain approach to stability analysis of hybrid systems (with D. Nesic), in Proceedings of the 44th IEEE Conference on Decision and Control, Seville, Spain, Dec 2005, pp. 5409-5414.
Abstract: We propose to use ISS small-gain theorems to analyze stability of hybrid systems. We demonstrate that the small-gain analysis framework is very naturally and generally applicable in the context of hybrid systems, and thus has a potential to be useful in many applications. The main idea is illustrated on specific problems in the context of control with limited information, where it is shown to provide novel interpretations, powerful extensions, and a more unified treatment of several previously available results. The reader does not need to be familiar with ISS or small-gain theorems to be able to follow the paper.
See also the slides of the talk.

Stabilizing a nonlinear system with limited information feedback, in Proceedings of the 42nd IEEE Conference on Decision and Control, Maui, HI, Dec 2003, pp. 182-186.
Abstract: This paper is concerned with the problem of stabilizing a nonlinear continuous-time system by using sampled encoded measurements of the state. We demonstrate that global asymptotic stabilization is possible if a suitable relationship holds between the number of values taken by the encoder, the sampling period, and a system parameter, provided that a feedback law achieving input-to-state stability with respect to measurement errors can be found.
Also presented at the 1st International Symposium on Control, Communications and Signal Processing, Hammamet, Tunisia, Mar 2004 (click here for extended abstract).
See also the slides of the talk.

On quantized control and geometric optimization (with F. Bullo), in Proceedings of the 42nd IEEE Conference on Decision and Control, Maui, HI, Dec 2003, pp. 2567-2572.
Abstract: This paper studies state quantization schemes for feedback stabilization of linear control systems with limited information. The focus is on designing the least destabilizing quantizer subject to a given information constraint. We explore several ways of measuring the destabilizing effect of a quantizer on the closed-loop system, including (but not limited to) the worst-case quantization error. In each case, we show how quantizer design can be naturally reduced to a version of the so-called multicenter problem from locational optimization. Algorithms for obtaining solutions to such problems, all in terms of suitable Voronoi quantizers, are discussed. In particular, an iterative solver is developed for a novel weighted multicenter problem which most accurately represents the least destabilizing quantizer design.
See also the slides of the talk.

A note on stabilization of linear systems using coding and limited communication, in Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, NV, Dec 2002, pp. 836-841.
Abstract: We consider the problem of stabilizing a linear time-invariant system using sampled encoded measurements of its state or output. We derive a relationship between the number of values taken by the encoder and the norm of the transition matrix of the open-loop system over one sampling period, which guarantees that global asymptotic stabilization can be achieved. A coding scheme and a stabilizing control strategy are described explicitly.
See also the slides of the talk.

Stabilization by quantized state or output feedback: a hybrid control approach, in Proceedings of the 15th IFAC World Congress, Barcelona, Spain, Jul 2002 (IFAC Young Author Prize paper).
Abstract: This paper deals with global asymptotic stabilization of continuous-time systems with quantized signals. A hybrid control strategy originating in earlier work relies on the possibility of making discrete on-line adjustments of quantizer parameters. We explore this method here for general nonlinear systems with general types of quantizers affecting the state of the system or the measured output.
See also the slides of the talk.

A hybrid control framework for systems with quantization, in Proceedings of the 40th IEEE Conference on Decision and Control, Orlando, FL, Dec 2001, pp. 1217-1222.
Abstract: This paper is concerned with global asymptotic stabilization of systems subject to quantization. A hybrid control strategy originating in earlier work relies on the possibility of making discrete on-line adjustments of quantizer parameters. We explore this method here for general nonlinear systems with general types of quantizers affecting the state of the system or the control input. The analysis involves merging tools from Lyapunov stability, hybrid systems, and input-to-state stability.
See also the slides of the talk.

Supervisory control of uncertain systems:

Journals:

Switching adaptive control of time-varying plants (with L. Vu), submitted to IEEE Transactions on Automatic Control, Nov 2007.
Abstract: We study the problem of adaptively stabilizing time-varying plants using supervisory control, which employs multiple controllers and a supervisory unit that orchestrates switching among the controllers. We show that for bounded disturbances and noise, all the closed-loop signals remain bounded provided that the plant varies slowly enough and the unmodeled dynamics are small enough. Slow variation is quantified by a new class of switching signals which are characterized by dwell-time as well as average dwell-time. In proving stability of the closed loop, we also derive a new result on stability of interconnected switched systems in which the states and the switching signals of two switched systems are mutually constrained.

Input-to-state stability of switched systems and switching adaptive control (with L. Vu and D. Chatterjee), Automatica, vol. 43, no. 4, pp. 639-646, Apr 2007.
Abstract: In this paper we prove that a switched nonlinear system has several useful ISS-type properties under average dwell-time switching signals if each constituent dynamical system is ISS. This extends available results for switched linear systems. We apply our result to stabilization of uncertain nonlinear systems via switching supervisory control, and show that the plant states can be kept bounded in the presence of bounded disturbances when the candidate controllers provide ISS properties with respect to the estimation errors. Detailed illustrative examples are included.

Overcoming the limitations of adaptive control by means of logic-based switching (with J. P. Hespanha and A. S. Morse), Systems and Control Letters, vol. 49, no. 1, pp. 49-65, May 2003.
Abstract: In this paper we describe a framework for adaptive control which involves logic-based switching among a family of candidate controllers. We compare it with more conventional adaptive control techniques that rely on continuous tuning, emphasizing how switching and logic can be used to overcome some of the limitations of traditional adaptive control. The issues are discussed in a tutorial, non-technical manner and illustrated with specific examples.

Hysteresis-based switching algorithms for supervisory control of uncertain systems (with J. P. Hespanha and A. S. Morse), Automatica, vol. 39, no. 2, pp. 263-272, Feb 2003.
Abstract: In this paper we study the scale-independent hysteresis switching logic introduced in earlier work, as well as its new variant called ``hierarchical hysteresis switching''. We derive bounds on the number of switchings produced by these logics on an arbitrary finite interval. The motivating problem is that of controlling a linear system with large modeling uncertainty. We consider a control algorithm consisting of a finite family of linear controllers supervised by the hierarchical hysteresis switching logic. In this context, the bound on the number of switchings enables us to prove stability of the closed-loop system in the presence of arbitrary bounded disturbances and noise and sufficiently small unmodeled dynamics. The main advance over previous work is that we are able to deal with parametric uncertainty ranging over a continuum, without relying on a fixed interval between switching times.

Supervision of integral-input-to-state stabilizing controllers (with J. P. Hespanha and A. S. Morse), Automatica, vol. 38, no. 8, pp. 1327-1335, Aug 2002.
Abstract: The subject of this paper is hybrid control of nonlinear systems with large-scale uncertainty. We describe a high-level controller, called a ``supervisor'', which orchestrates logic-based switching among a family of candidate controllers. We show that in this framework, the problem of controller design at the lower level can be reduced to finding an integral-input-to-state stabilizing control law for an appropriate system with disturbance inputs. Employing the recently introduced ``scale-independent hysteresis'' switching logic, we prove that in the case of purely parametric uncertainty with unknown parameters taking values in a finite set the switching terminates in finite time and state regulation is achieved.

Multiple model adaptive control with safe switching (with B. D. O. Anderson, T. S. Brinsmead, and A. S. Morse), International Journal of Adaptive Control and Signal Processing (invited paper), vol. 15, pp. 445-470, 2001.
Abstract: The purpose of this paper is to marry the two concepts of Multiple Model Adaptive Control and Safe Adaptive Control. In its simplest form, Multiple Model Adaptive Control involves a supervisor switching among one of a finite number of controllers as more is learnt about the plant, until one of the controllers is finally selected and remains unchanged. Safe Adaptive Control is concerned with ensuring that when the controller is changed in an adaptive control algorithm, the frozen plant-controller combination is never (closed loop) unstable. This is a nontrivial task since by definition of an adaptive control problem, the plant is not fully known. The proposed solution method involves a frequency-dependent performance measure and employs the Vinnicombe metric. The resulting safe switching guarantees depend on the extent to which a closed-loop transfer function can be accurately identified.

Multiple model adaptive control, part 2: Switching (with B. D. O. Anderson, T. S. Brinsmead, F. De Bruyne, J. P. Hespanha, and A. S. Morse), International Journal on Robust and Nonlinear Control (invited paper), vol. 11, pp. 479-496, 2001.
Abstract: This paper addresses the problem of controlling a continuous-time linear system with large modeling errors. We employ an adaptive control algorithm consisting of a family of linear candidate controllers supervised by a high-level switching logic. Methods for constructing such controller families have been discussed in the recent paper by the authors. The present paper concentrates on the switching task in a multiple model context. We describe and compare two different switching logics, and in each case study the behavior of the resulting closed-loop hybrid system.

Multiple model adaptive control, part 1: Finite controller coverings (with B. D. O. Anderson, T. S. Brinsmead, F. De Bruyne, J. P. Hespanha, and A. S. Morse), International Journal on Robust and Nonlinear Control (invited paper), vol. 10, pp. 909-929, 2000.
Abstract: We consider the problem of determining an appropriate model set on which to design a set of controllers for a multiple model switching adaptive control scheme. We show that, given mild assumptions on the uncertainty set of linear time-invariant plant models, it is possible to determine a finite set of controllers such that for each plant in the uncertainty set, satisfactory performance will be obtained for some controller in the finite set. We also demonstrate how such a controller set may be found. The analysis exploits the Vinnicombe metric and the fact that the set of approximately band- and time-limited transfer functions is approximately finite-dimensional.

Logic-based switching control of a nonholonomic system with parametric modeling uncertainty (with J. P. Hespanha and A. S. Morse), Systems and Control Letters (special issue on hybrid systems), vol. 38, no. 3, pp. 167-177, Nov 1999.
Abstract: This paper is concerned with control of nonholonomic systems in the presence of parametric modeling uncertainty. The specific problem considered is that of parking a wheeled mobile robot of unicycle type with unknown parameters, whose kinematics can be described by Brockett's nonholonomic integrator after an appropriate state and control coordinate transformation. We employ the techniques of supervisory control to design a hybrid feedback control law that solves this problem.
See also a parking movie.

Output-input stability and minimum-phase nonlinear systems (with A. S. Morse and E. D. Sontag), IEEE Transactions on Automatic Control, vol. 47, no. 3, pp. 422-436, Mar 2002.
Abstract: This paper introduces and studies the notion of output-input stability, which represents a variant of the minimum-phase property for general smooth nonlinear control systems. The definition of output-input stability does not rely on a particular choice of coordinates in which the system takes a normal form or on the computation of zero dynamics. In the spirit of the ``input-to-state stability'' philosophy, it requires the state and the input of the system to be bounded by a suitable function of the output and derivatives of the output, modulo a decaying term depending on initial conditions. The class of output-input stable systems thus defined includes all affine systems in global normal form whose internal dynamics are input-to-state stable and also all left-invertible linear systems whose transmission zeros have negative real parts. As an application, we explain how the new concept enables one to develop a natural extension to nonlinear systems of a basic result from linear adaptive control.

Conferences:

Stabilizing uncertain systems with dynamic quantization (with L. Vu), in Proceedings of the 47th IEEE Conference on Decision and Control, Cancun, Mexico, Dec 2008, to appear.
Abstract: We consider the problem of stabilizing uncertain linear systems with quantization. The plant uncertainty is dealt with by the supervisory adaptive control framework, which employs switching among a finite family of candidate controllers. For a static quantizer, we quantify a relationship between the quantization range and the quantization error bound that guarantees closed loop stability. Using a dynamic quantizer which can vary the quantization parameters in real time, we show that the closed loop is asymptotically stabilized provided a certain condition on the quantization range and the quantization error bound is satisfied. The results in this work extend previous results on stabilization of known systems with quantization to the case of uncertain systems.
See also a more complete version.

Stability of interconnected switched systems and adaptive control of time-varying plants (with L. Vu), in Proceedings of the 46th IEEE Conference on Decision and Control, New Orleans, LA, Dec 2007, pp. 4021-4026.
Abstract: We discuss stability of a loop consisting of two asynchronous switched systems, in which the first switched system influences the input and the switching signal of the second switched system and the second switched system affects the first switched system's jump map. We show that when the first switched system has a small dwell-time and is switching slowly in the spirit of average dwell-time switching, all the states of the closed loop are bounded. We show how this result relates to supervisory adaptive control of time-varying plants. When the uncertain plant takes the form of a switched system with an unknown switching signal, we show that all the states of the closed-loop control system are guaranteed to be bounded provided that the plant's switching signal varies slowly enough.

ISS of switched systems and applications to switching adaptive control (with L. Vu and D. Chatterjee), in Proceedings of the 44th IEEE Conference on Decision and Control, Seville, Spain, Dec 2005, pp. 120-125.
Abstract: In this paper we prove that a switched nonlinear system has several useful ISS-type properties under average dwell-time switching signals if each constituent dynamical system is ISS. This extends available results for switched linear systems. We apply our result to stabilization of uncertain nonlinear systems via switching supervisory control, and show that the plant states can be kept bounded in the presence of bounded disturbances when the candidate controllers provide ISS properties with respect to the estimation errors. Detailed illustrative examples are included.
See also the slides of the talk.

Hierarchical hysteresis switching (with J. P. Hespanha and A. S. Morse), in Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, Australia, Dec 2000, pp. 484-489.
Abstract: We describe a new switching logic, called ``hierarchical hysteresis switching'', and establish a bound on the number of switchings produced by this logic on a given interval. The motivating application is the problem of controlling a linear system with large modeling uncertainty. We consider a control algorithm consisting of a finite family of linear controllers supervised by the hierarchical hysteresis switching logic. In this context, the bound on the number of switchings enables us to prove stability of the closed-loop system in the presence of noise, disturbances, and unmodeled dynamics.
See also the slides of the talk.

Bounds on the number of switchings with scale-independent hysteresis: applications to supervisory control (with J. P. Hespanha and A. S. Morse), in Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, Australia, Dec 2000, pp. 3622-3627.
Abstract: In this paper we analyze the Scale-Independent Hysteresis Switching Logic introduced in recent work. We show that, under suitable "open-loop" assumptions, one can establish an upper bound on the number of switchings produced by the logic on any given interval. This bound comes as a function of the variation of the inputs to the logic on that interval. In this paper it is also shown that, in a supervisory control context, this leads to switching that is slow-on-the-average, allowing us to study the stability of hysteresis-based adaptive control systems in the presence of measurement noise.

A new definition of the minimum-phase property for nonlinear systems, with an application to adaptive control (with A. S. Morse and E. D. Sontag), in Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, Australia, Dec 2000, pp. 2106-2111.
Abstract: We introduce a new definition of the minimum-phase property for general smooth nonlinear control systems. The definition does not rely on a particular choice of coordinates in which the system takes a normal form or on the computation of zero dynamics. It requires the state and the input of the system to be bounded by a suitable function of the output and derivatives of the output, modulo a decaying term depending on initial conditions. The class of minimum-phase systems thus defined includes all affine systems in global normal form whose internal dynamics are input-to-state stable and also all left-invertible linear systems whose transmission zeros have negative real parts. We explain how the new concept enables one to develop a natural extension to nonlinear systems of a basic result from linear adaptive control.
See also the slides of the talk

Towards the supervisory control of uncertain nonholonomic systems (with J. P. Hespanha and A. S. Morse), in Proceedings of the 1999 American Control Conference, San Diego, CA, Jun 1999, pp. 3520-3524.
Abstract: This paper is concerned with control of nonholonomic systems in the presence of parametric modeling uncertainties. The specific problem considered is that of parking a wheeled mobile robot of unicycle type with unknown parameters, whose kinematics can be described by the nonholonomic integrator after an appropriate state and control coordinate transformation. We employ the techniques of supervisory control to design a hybrid feedback control law that solves this problem.
See also the slides of the talk.

Stochastic systems:

Journals:

Stabilizing randomly switched systems (with D. Chatterjee), submitted.
Abstract: This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the system state; it selects, at each instant of time, the active subsystem from a family of systems. Sufficient conditions for stochastic stability (almost sure, in the mean, and in probability) of the switched system are established when the subsystems do not possess control inputs, and not every subsystem is required to be stable. These conditions are employed to design stabilizing feedback controllers when the subsystems are affine in control. The analysis is carried out with the aid of multiple Lyapunov-like functions, and the analysis results together with universal formulae for feedback stabilization of nonlinear systems constitute our primary tools for control design.

On stability of randomly switched nonlinear systems (with D. Chatterjee), IEEE Transactions on Automatic Control, vol. 52, no. 12, pp. 2390-2394, Dec 2007.
Abstract: This article is concerned with stability analysis and stabilization of randomly switched systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switchings are triggered by a stochastic process which is independent of the state of the system, and between two consecutive switching instants the dynamics are deterministic. Our results provide sufficient conditions for almost sure stability and stability in the mean using Lyapunov-based methods, when individual subsystems are stable and a certain "slow switching" condition holds. This slow switching condition takes the form of an asymptotic upper bound on the probability mass function of the number of switches that occur between the initial and current time instants. This condition is shown to hold for switching signals coming from the states of finite-dimensional continuous-time Markov chains; our results therefore hold for Markovian jump systems in particular. For systems with control inputs we provide explicit control schemes for feedback stabilization using the universal formula for stabilization of nonlinear systems.

Stability analysis of deterministic and stochastic switched systems via a comparison principle and multiple Lyapunov functions (with D. Chatterjee), SIAM Journal on Control and Optimization, vol. 45, no. 1, pp. 174-206, 2006.
Abstract: This paper presents a general framework for analyzing stability of nonlinear switched systems, by combining the method of multiple Lyapunov functions with a suitably adapted comparison principle in the context of stability in terms of two measures. For deterministic switched systems, this leads to a unification of representative existing results and an improvement upon the current scope of the method of multiple Lyapunov functions. For switched systems perturbed by white noise, we develop new results which may be viewed as natural stochastic counterparts of the deterministic ones. In particular, we study stability of deterministic and stochastic switched systems under average dwell-time switching.

Nonlinear feedback systems perturbed by noise: steady-state probability distributions and optimal control (with R. W. Brockett), IEEE Transactions on Automatic Control, vol. 45, no. 6, pp. 1116-1130, Jun 2000.
Abstract: We describe a class of nonlinear feedback systems perturbed by white noise for which explicit formulas for steady-state probability densities can be found. We show that this class includes what has been called monotemperaturic systems in earlier work, and establish relationships with Lyapunov functions for the corresponding deterministic systems. We also treat a number of stochastic optimal control problems in the case of quantized feedback, with performance criteria formulated in terms of the steady-state probability density.

Spectral analysis of Fokker-Planck and related operators arising from linear stochastic differential equations (with R. W. Brockett), SIAM Journal on Control and Optimization, vol. 38, no. 5, pp. 1453-1467, May 2000.
Abstract: We study spectral properties of certain families of linear second-order differential operators arising from linear stochastic differential equations. We construct a basis in the Hilbert space of square-integrable functions using modified Hermite polynomials, and obtain a representation for these operators from which their eigenvalues and eigenfunctions can be computed. In particular, we completely describe the spectrum of the Fokker-Planck operator on an appropriate invariant subspace of rapidly decaying functions. The eigenvalues of the Fokker-Planck operator provide information about the speed of convergence of the underlying stochastic process to steady state, which is important for stochastic estimation and control applications. We show that the operator families under consideration can be realized as solutions of differential equations in the double bracket form on an operator Lie algebra, which leads to a simple expression for the flow of their eigenfunctions.

Conferences:

Towards ISS disturbance attenuation for randomly switched systems (with D. Chatterjee), in Proceedings of the 46th IEEE Conference on Decision and Control, New Orleans, LA, Dec 2007, pp. 5612-5617.
Abstract: We are concerned with input-to-state stability (ISS) of randomly switched systems. We provide preliminary results dealing with sufficient conditions for stochastic versions of ISS for randomly switched systems without control inputs, and with the aid of universal formulae we design controllers for ISS-disturbance attenuation when control inputs are present. Two types of switching signals are considered: the first is characterized by a statistically slow-switching condition, and the second by a class of semi-Markov processes.

Stability and stabilization of randomly switched systems (with D. Chatterjee), in Proceedings of the 45th IEEE Conference on Decision and Control, San Diego, CA, Dec 2006, pp. 2643-2648.
Abstract: This article is concerned with stability analysis and stabilization of randomly switched systems with control inputs. The switching signal is modeled as a jump stochastic process independent of the system state; it selects, at each instant of time, the active subsystem from a family of deterministic systems. Three different types of switching signals are considered: the first is a jump stochastic process that satisfies a statistically slow switching condition; the second and the third are jump stochastic processes with independent identically distributed values at jump times together with exponential and uniform holding times, respectively. For each of the three cases we first establish sufficient conditions for stochastic stability of the switched system when the subsystems do not possess control inputs; not every subsystem is required to be stable in the latter two cases. Thereafter we design feedback controllers when the subsystems are affine in control and are not all zeroinput stable, with the control space being general subsets of $R^m$. Our analysis results and universal formulae for feedback stabilization of nonlinear systems for the corresponding control spaces constitute the primary tools for control design.
See also a more complete version.

On stability of stochastic switched systems (with D. Chatterjee), in Proceedings of the 43rd IEEE Conference on Decision and Control, Paradise Island, Bahamas, Dec 2004, pp. 4125-4127.
Abstract: In this paper we propose a method for stability analysis of switched systems perturbed by a Wiener process. It utilizes multiple Lyapunov-like functions and is analogous to an existing result for deterministic switched systems.
See also the slides of the talk.

Quantized feedback systems perturbed by white noise (with R. W. Brockett), in Proceedings of the 37th IEEE Conference on Decision and Control, Tampa, FL, Dec 1998, pp. 1327-1328.
Abstract: This paper treats a class of nonlinear feedback systems perturbed by white noise, the nonlinearity being given by a piecewise constant function of a certain type. We obtain explicit formulae for steady-state probability densities associated with such systems. This result is used to address a stochastic optimal control problem that can be interpreted as minimization of the cost of implementing a feedback control law.
See also the slides of the talk.

On explicit steady-state solutions of Fokker-Planck equations for a class of nonlinear feedback systems (with R. W. Brockett), in Proceedings of the 1998 American Control Conference, Philadelphia, PA, Jun 1998, pp. 264-268.
Abstract: We study the question of existence of steady-state probability distributions for systems perturbed by white noise. We describe a class of nonlinear feedback systems for which an explicit formula for the steady-state probability density can be found. These systems include what has been called monotemperaturic systems in earlier work. We also establish relationships between the steady-state probability densities and Liapunov functions for the corresponding deterministic systems.
See also the slides of the talk.

Other publications

Interview: People in Control, IEEE Control Systems Magazine, vol. 27, no. 6, pp. 40-42, Dec 2007.

Book review: Liapunov Functions and Stability in Control Theory, 2nd edition by A. Bacciotti and L. Rosier, Automatica, vol. 41, no. 12, pp. 2183-2184, Dec 2005.

Book review: Hybrid Dynamical Systems: Controller and Sensor Switching Problems by A. V. Savkin and R. J. Evans, International Journal of Hybrid Systems, vol. 4, pp. 161-164, Mar/Jun 2004.

Book review: Qualitative Theory of Hybrid Dynamical Systems by A. S. Matveev and A. V. Savkin, Automatica, vol. 39, no. 2, pp. 368-369, Feb 2003.

Editorial: Switching and Logic in Adaptive Control, special issue of the International Journal of Adaptive Control and Signal Processing (edited by J. P. Hespanha and D. Liberzon), vol. 15, no. 3, 2001. Editorial.

Thesis: Asymptotic Properties of Nonlinear Feedback Control Systems, Ph.D. Thesis, Department of Mathematics, Brandeis University, Waltham, MA, Feb 1998.
Abstract: We study asymptotic behaviour of nonlinear feedback control systems, both deterministic and stochastic. Of particular interest is the case of quantized feedback, i.e., when the nonlinearity takes the form of a specific piecewise constant function. In the context of deterministic linear control systems with quantized measurements, we show how quantized feedback can be used to asymptotically stabilize the system (Chapter II).
For systems perturbed by white noise, we address the question of existence of steady-state probability distributions. In the linear case, the solution to the Fokker-Planck equation which describes the evolution of the probability density is well known. In particular, one has an expression for the steady-state probability density, which is an eigenfunction of the Fokker-Planck operator with eigenvalue zero. We show that other eigenvalues and eigenfunctions of the Fokker-Planck operator associated with a linear system can also be directly computed (Chapter III). In the nonlinear case, the situation is more complicated. We describe a class of nonlinear feedback systems for which explicit formulae for the steady-state probability densities can be found, and give two interpretations of this result, one related to certain concepts from statistical thermodynamics, and the other related to Lur'e problem of absolute stability (Chapter IV). We demonstrate how the solutions obtained here can be used to treat a number of stochastic optimal control problems (Chapter V).


Disclaimer:
The above material is presented to ensure ease of reference and timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by original copyright holders.

Back to the homepage of Daniel Liberzon