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Search Results: 1 - 10 of 84426 matches for " W. Perruquetti "
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A generalized regular form for multivariable sliding mode control
W. Perruquetti,J. P. Richard,P. Borne
Mathematical Problems in Engineering , 2001, DOI: 10.1155/s1024123x01001508
Abstract: The paper shows how to compute a diffeomorphic state space transformation in order to put the initial mutivariable nonlinear model into an appropriate regular form. This form is an extension of the one proposed by Lukyanov and Utkin [9], and constitutes a guidance for a “natural” choice of the sliding surface. Then stabilization is achieved via a sliding mode strategy. In order to overcome the chattering phenomenon, a new nonlinear gain is introduced.
Lyapunov analysis of sliding motions: Application to bounded control
Perruquetti W.,Richard J. P.,Borne P.
Mathematical Problems in Engineering , 1997,
Abstract: The results concern the fundamental problem of Lyapunov analysis of sliding motions. It consist first to estimate the useful part of the sliding surface (the so-called “sliding domain”) and second to estimate the useful part of the state domain that is the domain of all initial conditions for which the corresponding solutions converge to the sliding domain. The application of such results concern the design of a realistic bounded control. Several examples are exposed in order to illustrate the obtained results.
Lyapunov analysis of sliding motions: Application to bounded control
W. Perruquetti,J. P. Richard,P. Borne
Mathematical Problems in Engineering , 1996, DOI: 10.1155/s1024123x9700046x
Abstract:
A generalized regular form for multivariable sliding mode control
Perruquetti W.,Richard J. P.,Borne P.
Mathematical Problems in Engineering , 2001,
Abstract: The paper shows how to compute a diffeomorphic state space transformation in order to put the initial mutivariable nonlinear model into an appropriate regular form . This form is an extension of the one proposed by Lukyanov and Utkin [9], and constitutes a guidance for a “natural” choice of the sliding surface. Then stabilization is achieved via a sliding mode strategy. In order to overcome the chattering phenomenon, a new nonlinear gain is introduced.
Stability and stabilization of nonlinear systems and Takagi-Sugeno's fuzzy models
Yann Blanco,Wilfrid Perruquetti,Pierre Borne
Mathematical Problems in Engineering , 2001, DOI: 10.1155/s1024123x01001624
Abstract: This paper outlines a methodology to study the stability of Takagi-Sugeno's (TS) fuzzy models. The stability analysis of the TS model is performed using a quadratic Liapunov candidate function. This paper proposes a relaxation of Tanaka's stability condition: unlike related works, the equations to be solved are not Liapunov equations for each rule matrix, but a convex combination of them. The coefficients of this sums depend on the membership functions. This method is applied to the design of continuous controllers for the TS model. Three different control structures are investigated, among which the Parallel Distributed Compensation (PDC). An application to the inverted pendulum is proposed here.
Stability and stabilization of nonlinear systems and Takagi-Sugeno's fuzzy models
Blanco Yann,Perruquetti Wilfrid,Borne Pierre
Mathematical Problems in Engineering , 2001,
Abstract: This paper outlines a methodology to study the stability of Takagi-Sugeno's (TS) fuzzy models. The stability analysis of the TS model is performed using a quadratic Liapunov candidate function. This paper proposes a relaxation of Tanaka's stability condition: unlike related works, the equations to be solved are not Liapunov equations for each rule matrix, but a convex combination of them. The coefficients of this sums depend on the membership functions. This method is applied to the design of continuous controllers for the TS model. Three different control structures are investigated, among which the Parallel Distributed Compensation (PDC). An application to the inverted pendulum is proposed here.
Non-asymptotic fractional order differentiators via an algebraic parametric method
Dayan Liu,Olivier Gibaru,Wilfrid Perruquetti
Mathematics , 2012,
Abstract: Recently, Mboup, Join and Fliess [27], [28] introduced non-asymptotic integer order differentiators by using an algebraic parametric estimation method [7], [8]. In this paper, in order to obtain non-asymptotic fractional order differentiators we apply this algebraic parametric method to truncated expansions of fractional Taylor series based on the Jumarie's modified Riemann-Liouville derivative [14]. Exact and simple formulae for these differentiators are given where a sliding integration window of a noisy signal involving Jacobi polynomials is used without complex mathematical deduction. The efficiency and the stability with respect to corrupting noises of the proposed fractional order differentiators are shown in numerical simulations.
Differentiation by integration with Jacobi polynomials
Da-Yan Liu,Olivier Gibaru,Wilfrid Perruquetti
Mathematics , 2010,
Abstract: In this paper, the numerical differentiation by integration method based on Jacobi polynomials originally introduced by Mboup, Fliess and Join is revisited in the central case where the used integration window is centered. Such method based on Jacobi polynomials was introduced through an algebraic approach and extends the numerical differentiation by integration method introduced by Lanczos. The here proposed method is used to estimate the $n^{th}$ ($n \in \mathbb{N}$) order derivative from noisy data of a smooth function belonging to at least $C^{n+1+q}$ $(q \in \mathbb{N})$. In the recent paper of Mboup, Fliess and Join, where the causal and anti-causal case were investigated, the mismodelling due to the truncation of the Taylor expansion was investigated and improved allowing a small time-delay in the derivative estimation. Here, for the central case, we show that the bias error is $O(h^{q+2})$ where $h$ is the integration window length for $f\in C^{n+q+2}$ in the noise free case and the corresponding convergence rate is $O(\delta^{\frac{q+1}{n+1+q}})$ where $\delta$ is the noise level for a well chosen integration window length. Numerical examples show that this proposed method is stable and effective.
Error analysis of a class of derivative estimators for noisy signals
Da-Yan Liu,Olivier Gibaru,Wilfrid Perruquetti
Mathematics , 2011,
Abstract: Recent algebraic parametric estimation techniques led to point-wise derivative estimates by using only the iterated integral of a noisy observation signal. In this paper, we extend such differentiation methods by providing a larger choice of parameters in these integrals: they can be reals. For this the extension is done via a truncated Jacobi orthogonal series expansion. Then, the noise error contribution of these derivative estimations is investigated: after proving the existence of such integral with a stochastic process noise, their statistical properties (mean value, variance and covariance) are analyzed. In particular, the following important results are obtained: a) the bias error term, due to the truncation, can be reduced by tuning the parameters, b) such estimators can cope with a large class of noises for which the mean and covariance are polynomials in time (with degree smaller than the order of derivative to be estimated), c) the variance of the noise error is shown to be smaller in the case of negative real parameters than it was for integer values. Consequently, these derivative estimations can be improved by tuning the parameters according to the here obtained knowledge of the parameters' influence on the error bounds.
Convergence Rate of the Causal Jacobi Derivative Estimator
Da-Yan Liu,Olivier Gibaru,Wilfrid Perruquetti
Mathematics , 2011,
Abstract: Numerical causal derivative estimators from noisy data are essential for real time applications especially for control applications or fluid simulation so as to address the new paradigms in solid modeling and video compression. By using an analytical point of view due to Lanczos \cite{C. Lanczos} to this causal case, we revisit $n^{th}$\ order derivative estimators originally introduced within an algebraic framework by Mboup, Fliess and Join in \cite{num,num0}. Thanks to a given noise level $\delta$ and a well-suitable integration length window, we show that the derivative estimator error can be $\mathcal{O}(\delta ^{\frac{q+1}{n+1+q}})$ where $q$\ is the order of truncation of the Jacobi polynomial series expansion used. This so obtained bound helps us to choose the values of our parameter estimators. We show the efficiency of our method on some examples.
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