Institute for Systems Research Technical Reports

Permanent URI for this collectionhttp://hdl.handle.net/1903/4376

This archive contains a collection of reports generated by the faculty and students of the Institute for Systems Research (ISR), a permanent, interdisciplinary research unit in the A. James Clark School of Engineering at the University of Maryland. ISR-based projects are conducted through partnerships with industry and government, bringing together faculty and students from multiple academic departments and colleges across the university.

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    Robust H∞ Output Feedback Control of Bilinear Systems
    (1996) Teolis, C.A.; Yuliar, S.; James, Matthew R.; Baras, John S.; ISR
    The study of robust nonlinear control has attracted increasing interest over the last few years. Progress has been aided by the recent entension [FM91, Jam92] of the linear quadratic results [Jac73, Whi81] linking the theories of L2 gain control (nonlinear H∞ control), different games, and the stochastic risk sensitive control. Most of the previous research conducted in the area of robust nonlinear control has focused on the case where full state information is available. Thus, previously little attention has been given to the problem of robust nonlinear control via output feedback. In this paper we address the problem of robust H∞ output feedback control for the special case of bilinear systems.
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    Robust and Risk-Sensitive Output Feedback Control for Finite State Machines and Hidden Markov Models
    (1994) Baras, John S.; James, Matthew R.; ISR
    The purpose of this paper is to develop a framework for designing controllers for finite state systems which are robust with respect to uncertainties. A deterministic model for uncertainties is introduced, leading to a dynamic game formulation of the robust control problem. This problem is solved using an appropriate information state. A risk-sensitive stochastic control problem is formulated and solved for Hidden Markov Models, corresponding to situations where the model for the uncertainties is stochastic. The two problems are related using small noise limits.
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    Partially Observed Differential Games, Infinite Dimensional HJI Equations, and Nonlinear HControl
    (1994) James, Matthew R.; Baras, John S.; ISR
    This paper presents new results for partially observed nonlinear differential games, which are applied to the nonlinear output feedback Hrobust control problem. Using the concept of information state, we solve these problems in terms of an infinite dimensional partial differential equation, viz., the Hamilton-Jacobi-Isaacs equation for partial observed differential games. We give definitions of smooth and viscosity solutions, and prove that the value function is a viscosity solution of the HJI equation. We prove a verification theorem, which implies that the optimal controls are separated in that they depend on the observations through the information state. This constitutes a separation principle for partially observed differential games. We also present some new results concerning the certainty equivalence principle.
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    Robust Output Feedback Control for Discrete - Time Nonlinear Systems
    (1993) James, Matthew R.; Baras, John S.; ISR
    In this paper we present a new approach to the solution of the output feedback robust control problem. We employ the recently developed concept of information state for output feedback dynamic games, and obtain necessary and sufficient conditions for the solution to the robust control problem expressed in terms of the information state. The resulting controller is an information state feedback controller, and is intrinsically infinite dimensional. Stability results are obtained using the theory of dissipative systems, and indeed, our results are expressed in terms of dissipation inequalities.
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    Output Feedback Risk - Sensitive Control and Differential Games for Continuous - Time Nonlinear Systems
    (1993) James, Matthew R.; Baras, John S.; Elliott, Robert J.; ISR
    In this paper we carry out a formal analysis of an output feedback risk-sensitive stochastic control problem. Using large deviation limits, this problem is related to a deterministic output feedback differential game. Both problems are solved using appropriate information states. The use of an information state for the game problem is new, and is the principal contribution of our work. Our results have implications for the nonlinear robust stabilization problem.