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We provide estimates for the asymptotic gains of the displacement of a vibrating string with endpoint forcing, modeled by the wave equation with Kelvin-Voigt and viscous damping and a boundary disturbance. Two asymptotic gains are studied: the gain in the L2 spatial norm and the gain in the spatial sup norm. It is shown that the asymptotic gain property holds in the L2 norm of the displacement without any assumption for the damping coefficients. The derivation of the upper bounds for the asymptotic gains is performed by either employing an eigenfunction expansion methodology or by means of a small-gain argument, whereas a novel frequency analysis methodology is employed for the derivation of the lower bounds for the asymptotic gains. The graphical illustration of the upper and lower bounds for the gains shows that that the asymptotic gain in the L2 norm is estimated much more accurately than the asymptotic gain in the sup norm., Comment: 21 pages, 11 figures, submitted to Automatica for possible publication

For parabolic PDEs, we present a new certainty equivalence-based adaptive boundary control scheme with a least-squares identifier of an event-triggering type, where the triggering is based on the size of the regulation error (as opposed to the identifier updates being triggered by the estimation error, or the control changes being triggered by the regulation error). The scheme guarantees exponential convergence of the state to zero in the L2 norm and a finite-time convergence of the parameter estimates to the true values of the unknown parameters. The scheme is developed for a specific benchmark problem with Dirichlet actuation, where the only unknown parameters are the reaction coefficient and the high-frequency gain. For this specific problem, no existing adaptive scheme can handle the unknown high-frequency gain. An illustrative example allows the comparison with other adaptive control design methodologies., Comment: 26 pages, 4 figures, submitted to Automatica for possible publication

This is a companion paper of [Mixed equilibrium solution of time-inconsistent stochastic LQ problem, arXiv:1802.03032], where general theory has been established to characterize the open-loop equilibrium control, feedback equilibrium strategy and mixed equilibrium solution for a time-inconsistent stochastic linear-quadratic problem. This note is, on the one hand to test the developed theory of that paper, and on the other hand to push the solvability of multi-period mean-variance portfolio selection. A nondegenerate assumption has been removed in this note, which is popular in existing literature about multi-period mean-variance portfolio selection; and neat conditions have been obtained to characterize the existence of equilibrium solutions., Comment: arXiv admin note: substantial text overlap with arXiv:1802.03032

This work provides stability results in the spatial sup norm for hyperbolic-parabolic loops in one spatial dimension. The results are obtained by an application of the small-gain stability analysis. Two particular cases are selected for the study because they contain challenges typical of more general systems (to which the results are easily generalizable but at the expense of less pedagogical clarity and more notational clutter): (i) the feedback interconnection of a parabolic PDE with a first-order zero-speed hyperbolic PDE with boundary disturbances, and (ii) the feedback interconnection, by means of a combination of boundary and in-domain terms, of a parabolic PDE with a first-order hyperbolic PDE. The first case arises in the study of the movement of chemicals underground and includes the wave equation with Kelvin-Voigt damping as a subcase. The second case arises when we apply backstepping to a pair of hyperbolic PDEs that is obtained by ignoring diffusion phenomena. Moreover, the second case arises in the study of parabolic PDEs with distributed delays. In the first case, we provide sufficient conditions for ISS in the spatial sup norm with respect to boundary disturbances. In the second case, we provide (delay-independent) sufficient conditions for exponential stability in the spatial sup norm., Comment: 18 pages, 1 figure, submitted to Systems and Control Letters for possible publication

In this paper, we propose a novel equilibrium solution notion for the time-inconsistent stochastic linear-quadratic optimal control problem. This notion is called the mixed equilibrium solution, which consists of two parts: a pure-feedback-strategy part and an open-loop-control part. When the pure-feedback-strategy part is zero or the open-loop-control part does not depend on the initial state, the mixed equilibrium solution reduces to the open-loop equilibrium control and the feedback equilibrium strategy, respectively. Using a maximum-principle-like methodology with forward-backward stochastic difference equations, a necessary and sufficient condition is established to characterize the existence of a mixed equilibrium solution. Then, by decoupling the forward-backward stochastic difference equations, three sets of difference equations, which together portray the existence of a mixed equilibrium solution, are obtained. Moreover, the case with a fixed time-state initial pair and the case with all the initial pairs are separately investigated. Furthermore, an example is constructed to show that the mixed equilibrium solution exists for all the initial pairs, although neither the open-loop equilibrium control nor the feedback equilibrium strategy exists for some initial pairs., Comment: 29 pages, submitted to SIAM Journal on Control and Optimization

We present a methodology for stabilization of general nonlinear systems with actuator dynamics governed by general, quasilinear, first-order hyperbolic PDEs. Since for such PDE-ODE cascades the speed of propagation depends on the PDE state itself (which implies that the prediction horizon cannot be a priori known analytically), the key design challenge is the determination of the predictor state. We resolve this challenge and introduce a PDE predictor-feedback control law that compensates the transport actuator dynamics. Due to the potential formation of shock waves in the solutions of quasilinear, first-order hyperbolic PDEs (which is related to the fundamental restriction for systems with time-varying delays that the delay rate is bounded by unity), we limit ourselves to a certain feasibility region around the origin and we show that the PDE predictor-feedback law achieves asymptotic stability of the closed-loop system, providing an estimate of its region of attraction. Our analysis combines Lyapunov-like arguments and ISS estimates. Since it may be intriguing as to what is the exact relation of the cascade to a system with input delay, we highlight the fact that the considered PDE-ODE cascade gives rise to a system with input delay, with a delay that depends on past input values (defined implicitly via a nonlinear equation)., Comment: Submitted to Automatica on July 21, 2017

We introduce a monotonicity-based method for studying input-to-state stability (ISS) of nonlinear parabolic equations with boundary inputs. We first show that a monotone control system is ISS if and only if it is ISS w.r.t. constant inputs. Then we show by means of classical maximum principles that nonlinear parabolic equations with boundary disturbances are monotone control systems. With these two facts, we establish that ISS of the original nonlinear parabolic PDE with constant \textit{boundary disturbances} is equivalent to ISS of a closely related nonlinear parabolic PDE with constant \textit{distributed disturbances} and zero boundary condition. The last problem is conceptually much simpler and can be handled by means of various recently developed techniques. As an application of our results, we show that the PDE backstepping controller which stabilizes linear reaction-diffusion equations from the boundary is robust with respect to additive actuator disturbances.

In this work decay estimates are derived for the solutions of 1-D linear parabolic PDEs with disturbances at both boundaries and distributed disturbances. The decay estimates are given in the L2 and H1 norms of the solution and discontinuous disturbances are allowed. Although an eigenfunction expansion for the solution is exploited for the proof of the decay estimates, the estimates do not require knowledge of the eigenvalues and the eigenfunctions of the corresponding Sturm-Liouville operator. Examples show that the obtained results can be applied for the stability analysis of parabolic PDEs with nonlocal terms., Comment: 35 pages, submitted for possible publication to ESAIM-COCV

This paper develops a control and estimation design for the one-phase Stefan problem. The Stefan problem represents a liquid-solid phase transition as time evolution of a temperature profile in a liquid-solid material and its moving interface. This physical process is mathematically formulated as a diffusion partial differential equation (PDE) evolving on a time-varying spatial domain described by an ordinary differential equation (ODE). The state-dependency of the moving interface makes the coupled PDE-ODE system a nonlinear and challenging problem. We propose a full-state feedback control law, an observer design, and the associated output-feedback control law via the backstepping method. The designed observer allows estimation of the temperature profile based on the available measurement of solid phase length. The associated output-feedback controller ensures the global exponential stability of the estimation errors, the H1- norm of the distributed temperature, and the moving interface to the desired setpoint under some explicitly given restrictions on the setpoint and observer gain. The exponential stability results are established considering Neumann and Dirichlet boundary actuations., Comment: 16 pages, 11 figures, submitted to IEEE Transactions on Automatic Control

The paper provides results for the application of boundary feedback control with Zero-Order-Hold (ZOH) to 1-D linear, first-order, hyperbolic systems with non-local terms on bounded domains. It is shown that the emulation design based on the recently proposed continuous-time, boundary feedback, designed by means of backstepping, guarantees closed-loop exponential stability, provided that the sampling period is sufficiently small. It is also shown that, contrary to the parabolic case, a smaller sampling period implies a faster convergence rate with no upper bound for the achieved convergence rate. The obtained results provide stability estimates for the sup-norm of the state and robustness with respect to perturbations of the sampling schedule is guaranteed., Comment: 15 pages, 3 figures, submitted to Systems and Control Letters for possible publication. arXiv admin note: text overlap with arXiv:1701.01955

For population systems modeled by age-structured hyperbolic partial differential equations (PDEs) that are bilinear in the input and evolve with a positive-valued infinite-dimensional state, global stabilization of constant yield set points was achieved in prior work. Seasonal demands in biotechnological production processes give rise to time-varying yield references. For the proposed control objective aiming at a global attractivity of desired yield trajectories, multiple non-standard features have to be considered: a non-local boundary condition, a PDE state restricted to the positive orthant of the function space and arbitrary restrictive but physically meaningful input constraints. Moreover, we provide Control Lyapunov Functionals ensuring an exponentially fast attraction of adequate reference trajectories. To achieve this goal, we make use of the relation between first-order hyperbolic PDEs and integral delay equations leading to a decoupling of the input-dependent dynamics and the infinite-dimensional internal one. Furthermore, the dynamic control structure does not necessitate exact knowledge of the model parameters or online measurements of the age-profile. With a Galerkin-based numerical simulation scheme using the key ideas of the Karhunen-Lo\`eve-decomposition, we demonstrate the controller's performance., Comment: 11 pages, 3 figures, submitted to Automatica for possible publication

The paper provides results for the application of boundary feedback control with Zero-Order-Hold (ZOH) to 1-D linear parabolic systems on bounded domains. It is shown that the continuous-time boundary feedback applied in a sample-and-hold fashion guarantees closed-loop exponential stability, provided that the sampling period is sufficiently small. Two different continuous-time feedback designs are considered: the reduced model design and the backstepping design. The obtained results provide stability estimates for weighted 2-norms of the state and robustness with respect to perturbations of the sampling schedule is guaranteed., Comment: 22 pages, submitted to Automatica for possible publication

This paper studies a stochastic extremum seeking method to steer a nonholonomic vehicle to the unknown source of a static spatially distributed filed in a plane. The key challenge lies in the lack of vehicle's position information and the distribution of the scalar field. Different from the existing stochastic strategy that keeps the forward velocity constant and controls only the angular velocity, we design a stochastic extremum seeking controller to regulate both forward and angular velocities simultaneously in this work. Thus, the vehicle decelerates near the source and stays within a small area as if it comes to a full stop, which solves the overshoot problem in the constant forward velocity case. We use the stochastic averaging theory to prove the local exponential convergence, both almost surely and in probability, to a small neighborhood near the source for elliptical level sets. Finally, simulations are included to illustrate the theoretical results., Comment: 12 pages, 8 figures