New Stability Criteria for Discrete Linear Systems Based on Orthogonal Polynomials

A new criterion for Schur stability is derived by using basic results of the theory of orthogonal polynomials. In particular, we use the relation between orthogonal polynomials on the real line and on the unit circle known as the Szegő transformation. Some examples are presented.

On the asymptotic output sensitivity problem for a discrete linear systems with an uncertain initial state

This paper studies a finite-dimensional discrete linear system whose initial state $x_0$ is unknown. We assume that the system is augmented by two output equations, the first one $z_i$ being representing measurements made on the unknown state of the system and the other $y_i$ being representing the corresponding output. The purpose of our work is to introduce two control laws, both in closed-loop of measurements $z_i$ and whose goal is to reduce asymptotically the effects of the unknown part of the initial state $x_0$. The approach that we present consists of both theoretical and algorithmic characterization of the set of such controls. To illustrate our theoretical results, we give a number of examples and numerical simulations.

Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises

The optimal linear estimation problems are investigated in this paper for a class of discrete linear systems with fading measurements and correlated noises. Firstly, the fading measurements occur in a random way where the fading probabilities are regulated by probability mass functions in a given interval. Furthermore, time-delay exists in the system state and observation simultaneously. Additionally, the multiplicative noises are considered to describe the uncertainty of the state. Based on the projection theory, the linear minimum variance optimal linear estimators, including filter, predictor, and smoother are presented in the paper. Compared with conventional state augmentation, the new algorithm is finite-dimensionally computable and does not increase computational and storage load when the delay is large. A numerical example is provided to illustrate the effectiveness of the proposed algorithms.