Adaptive stabilization of second-order systems with bounded time-varying coefficients

2003 ◽  
Author(s):  
A.V. Roup ◽  
D.S. Bernstein
Keyword(s):  
Second Order ◽  
Time Varying ◽  
Adaptive Stabilization ◽  
Varying Coefficients ◽  
Time Varying Coefficients ◽  
Second Order Systems

Adaptive Stabilization of Linear Second-Order Systems with Bounded Time-Varying Coefficients

2004 ◽  
Vol 10 (7) ◽  
pp. 963-978 ◽  
Author(s):  
Alexander V. Roup ◽  
Dennis S. Bernstein
Keyword(s):  
Linear Time ◽  
Adaptive Controller ◽  
Second Order ◽  
Lyapunov Methods ◽  
Time Varying ◽  
Adaptive Stabilization ◽  
Varying Coefficients ◽  
System States ◽  
Time Varying Coefficients ◽  
Second Order Systems

We consider adaptive stabilization for a class of linear time-varying second-order systems. Interpreting the system states as position and velocity, the system is assumed to have unknown, non-paranetric, bounded time-varying damping and stiffness coefficients. The coefficient bounds need not be known to implement the adaptive controller. Lyapunov methods are used to prove global convergence of the system states. For illustration, the controller is used to stabilize several example systems.

Adaptive stabilization of stochastic nonholonomic systems with uncertain parameters and time-varying coefficients

2014 ◽  
Vol 47 (3) ◽  
pp. 5734-5739
Author(s):  
Chaoli Wang ◽  
Guoliang Wei ◽  
Hengjun Zhang ◽  
Dongkai Zhang ◽  
Zijing Wang ◽  
...  
Keyword(s):  
Nonholonomic Systems ◽  
Uncertain Parameters ◽  
Time Varying ◽  
Adaptive Stabilization ◽  
Varying Coefficients ◽  
Time Varying Coefficients

scholarly journals The VIT Transform Approach to Discrete-Time Signals and Linear Time-Varying Systems

Eng ◽  
2021 ◽  
Vol 2 (1) ◽  
pp. 99-125
Author(s):  
Edward W. Kamen
Keyword(s):  
Discrete Time ◽  
Initial Conditions ◽  
Linear Time ◽  
Order Term ◽  
Initial Time ◽  
Time Varying ◽  
Varying Coefficients ◽  
Time Signals ◽  
Time Varying Systems ◽  
Time Varying Coefficients

A transform approach based on a variable initial time (VIT) formulation is developed for discrete-time signals and linear time-varying discrete-time systems or digital filters. The VIT transform is a formal power series in z−1, which converts functions given by linear time-varying difference equations into left polynomial fractions with variable coefficients, and with initial conditions incorporated into the framework. It is shown that the transform satisfies a number of properties that are analogous to those of the ordinary z-transform, and that it is possible to do scaling of z−i by time functions, which results in left-fraction forms for the transform of a large class of functions including sinusoids with general time-varying amplitudes and frequencies. Using the extended right Euclidean algorithm in a skew polynomial ring with time-varying coefficients, it is shown that a sum of left polynomial fractions can be written as a single fraction, which results in linear time-varying recursions for the inverse transform of the combined fraction. The extraction of a first-order term from a given polynomial fraction is carried out in terms of the evaluation of zi at time functions. In the application to linear time-varying systems, it is proved that the VIT transform of the system output is equal to the product of the VIT transform of the input and the VIT transform of the unit-pulse response function. For systems given by a time-varying moving average or an autoregressive model, the transform framework is used to determine the steady-state output response resulting from various signal inputs such as the step and cosine functions.

scholarly journals Estimating latent group structure in time-varying coefficient panel data models

2019 ◽  
Author(s):  
Jia Chen
Keyword(s):  
Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Time Varying ◽  
Clustering Method ◽  
Varying Coefficient ◽  
Varying Coefficients ◽  
Time Varying Coefficients ◽  
Latent Group ◽  
Group Structures

Summary This paper studies the estimation of latent group structures in heterogeneous time-varying coefficient panel data models. While allowing the coefficient functions to vary over cross-sections provides a good way to model cross-sectional heterogeneity, it reduces the degree of freedom and leads to poor estimation accuracy when the time-series length is short. On the other hand, in a lot of empirical studies, it is not uncommon to find that heterogeneous coefficients exhibit group structures where coefficients belonging to the same group are similar or identical. This paper aims to provide an easy and straightforward approach for estimating the underlying latent groups. This approach is based on the hierarchical agglomerative clustering (HAC) of kernel estimates of the heterogeneous time-varying coefficients when the number of groups is known. We establish the consistency of this clustering method and also propose a generalised information criterion for estimating the number of groups when it is unknown. Simulation studies are carried out to examine the finite-sample properties of the proposed clustering method as well as the post-clustering estimation of the group-specific time-varying coefficients. The simulation results show that our methods give comparable performance to the penalised-sieve-estimation-based classifier-LASSO approach by Su et al. (2018), but are computationally easier. An application to a panel study of economic growth is also provided.

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