Discrete-time approximationsfor continuous-time Markoviancontrol systems

1984 ◽  
Vol 16 (1) ◽  
pp. 15-16
Author(s):  
A. Hordijk ◽  
F. A. Van Der Duyn Schouten
Keyword(s):  
Decision Theory ◽  
Discrete Time ◽  
Continuous Time ◽  
Time System ◽  
Time Approximation ◽  
Discrete Time Systems ◽  
Discrete Time Approximation ◽  
And Control ◽  
Time Systems ◽  
Continuous Time System

The method of discrete-time approximation is widespread in control and decision theory. However, little attention has been paid to the conditions on parameters and control under which the discrete-time systems come close to the continuous-time system.

scholarly journals On the Properties of Reachability, Observability, Controllability, and Constructibility of Discrete-Time Positive Time-Invariant Linear Systems with Aperiodic Choice of the Sampling Instants

2007 ◽  
Vol 2007 ◽  
pp. 1-23 ◽  
Author(s):  
M. De la Sen
Keyword(s):  
Discrete Time ◽  
Continuous Time ◽  
Linear Time ◽  
Time System ◽  
Linear Time Invariant ◽  
The Matrix ◽  
Metzler Matrix ◽  
Time Invariant ◽  
Time Systems ◽  
Continuous Time System

This paper investigates the properties of reachability, observability, controllability, and constructibility of positive discrete-time linear time-invariant dynamic systems when the sampling instants are chosen aperiodically. Reachability and observability hold if and only if a relevant matrix defining each of those properties is monomial for the set of chosen sampling instants provided that the continuous-time system is positive. Controllability and constructibility hold globally only asymptotically under close conditions to the above ones guaranteeing reachability/observability provided that the matrix of dynamics of the continuous-time system, required to be a Metzler matrix for the system's positivity, is furthermore a stability matrix while they hold in finite time only for regions excluding the zero vector of the first orthant of the state space or output space, respectively. Some related properties can be deduced for continuous-time systems and for piecewise constant discrete-time ones from the above general framework.

Stability of real-time hybrid simulation involving time-varying delay and direct integration algorithms

2021 ◽  
pp. 107754632110016
Author(s):  
Liang Huang ◽  
Cheng Chen ◽  
Shenjiang Huang ◽  
Jingfeng Wang
Keyword(s):  
Real Time ◽  
Discrete Time ◽  
Continuous Time ◽  
Hybrid Simulation ◽  
Time Varying ◽  
Discrete Time System ◽  
Time System ◽  
Integration Algorithms ◽  
The Stability ◽  
Continuous Time System

Stability presents a critical issue for real-time hybrid simulation. Actuator delay might destabilize the real-time test without proper compensation. Previous research often assumed real-time hybrid simulation as a continuous-time system; however, it is more appropriately treated as a discrete-time system because of application of digital devices and integration algorithms. By using the Lyapunov–Krasovskii theory, this study explores the convoluted effect of integration algorithms and actuator delay on the stability of real-time hybrid simulation. Both theoretical and numerical analysis results demonstrate that (1) the direct integration algorithm is preferably used for real-time hybrid simulation because of its computational efficiency; (2) the stability analysis of real-time hybrid simulation highly depends on actuator delay models, and the actuator model that accounts for time-varying characteristic will lead to more conservative stability; and (3) the integration step is constrained by the algorithm and structural frequencies. Moreover, when the step is small, the stability of the discrete-time system will approach that of the corresponding continuous-time system. The study establishes a bridge between continuous- and discrete-time systems for stability analysis of real-time hybrid simulation.

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