Reachable Sets Of Dynamic Systems

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State Estimation for Dynamic Systems

State Estimation for Dynamic Systems presents the state of the art in this field and discusses a new method of state estimation. The method makes it possible to obtain optimal two-sided ellipsoidal bounds for reachable sets of linear and nonlinear control systems with discrete and continuous time. The practical stability of dynamic systems subjected to disturbances can be analyzed, and two-sided estimates in optimal control and differential games can be obtained. The method described in the book also permits guaranteed state estimation (filtering) for dynamic systems in the presence of external disturbances and observation errors. Numerical algorithms for state estimation and optimal control, as well as a number of applications and examples, are presented. The book will be an excellent reference for researchers and engineers working in applied mathematics, control theory, and system analysis. It will also appeal to pure and applied mathematicians, control engineers, and computer programmers.
Control of Stochastic Hybrid Systems based on Probabilistic Reachable Set Computation

Author: Leonhard Asselborn
language: en
Publisher: kassel university press GmbH
Release Date: 2018-09-17
This thesis proposes an algorithmic controller synthesis based on the computation of probabilistic reachable sets for stochastic hybrid systems. Hybrid systems consist in general of a composition of discrete and continuous valued dynamics, and are able to capture a wide range of physical phenomena. The stochasticity is considered in form of normally distributed initial continuous states and normally distributed disturbances, resulting in stochastic hybrid systems. The reachable sets describe all states, which are reachable by a system for a given initialization of the system state, inputs, disturbances, and time horizon. For stochastic hybrid systems, these sets are probabilistic, since the system state and disturbance are random variables. This thesis introduces probabilistic reachable sets with a predefined confidence, which are used in an optimization based procedure for the determination of stabilizing control inputs. Besides the stabilizing property, the controlled dynamics also observes input constraints, as well as, so-called chance constraints for the continuous state. The main contribution of this thesis is the formulation of an algorithmic control procedure for each considerd type of stochastic hybrid systems, where different discrete dynamics are considered. First, a control procedure for a deterministic system with bounded disturbances is introduced, and thereafter a probabilistic distribution of the system state and the disturbance is assumed. The formulation of probabilistic reachable sets with a predefined confidence is subsequently used in a control procedure for a stochastic hybrid system, in which the switch of the continuous dynamics is externally induced. Finally, the control procedure based on reachable set computation is extended to a type of stochastic hybrid systems with autonomously switching of the continuous dynamics.
Advances in Control, Communication Networks, and Transportation Systems

Author: Eyad H. Abed
language: en
Publisher: Springer Science & Business Media
Release Date: 2006-09-10
This unified volume is a collection of invited articles on topics presented at the Symposium on Systems, Control, and Networks, held in Berkeley June 5–7, 2005, in honor of Pravin Varaiya on his 65th birthday. Varaiya is an eminent faculty member of the University of California at Berkeley, widely known for his seminal contributions in areas as diverse as stochastic systems, nonlinear and hybrid systems, distributed systems, communication networks, transportation systems, power networks, economics, optimization, and systems education. The book will serve as an excellent resource for practicing and research engineers, applied mathematicians, and graduate students working in such areas as communication networks, sensor networks, transportation systems, control theory, hybrid systems, and applications.