Crossing the Bridge between Similar Games

Size: px
Start display at page:

Download "Crossing the Bridge between Similar Games"

Transcription

1 Crossing he Bridge beween Similar Games Jan-David Quesel, Marin Fränzle, and Werner Damm Universiy of Oldenburg, Deparmen of Compuing Science, Germany CMACS Seminar CMU, Pisburgh, PA, USA 2nd December 2011 Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

2 Ouline 1 Moivaion 2 Hybrid Sysems and Simulaion 3 Logic 4 Deermining Similariy 5 Conclusion Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

3 Ouline 1 Moivaion 2 Hybrid Sysems and Simulaion 3 Logic 4 Deermining Similariy 5 Conclusion Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

4 Hybrid Sysems Problem Hybrid Sysem Coninuous evoluions (differenial equaions) Discree jumps (conrol decisions) a v p Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

5 Velociy Conroller v = 2 15 v 30 v 20 v 15 v 15 0 x := 0 x := 0 v ẋ = v 10 v = 0.001x 0.052v 5 15 v 15 0 v 15 v x := 0 x := 0 5 v v = v Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22 10

6 Velociy Conroller v 15 x := 0 v = 2 15 v 30 ẋ = v v = 0.001x 0.052v 15 v 15 v 15 x := 0 v 15 x := 0 v = v 15 v 15 x := 0 τ 30 v < 15 := 0 a := 1.5 x := 0 v = a ṫ = 1 τ τ 15 < v 30 := 0 a := 2 x := 0 τ 15 v 15 := 0 x := x + τv a := 0.001x 0.052v Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

7 Velociy Conroller 15 v Velociy (specificaion) 15 v Velociy (implemenaion) v Velociy differences Anoine Girard, A. Agung Julius, and George J. Pappas. Approximae simulaion relaions for hybrid sysems. Discree Even Dynamic Sysems, 18(2): , Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

8 Ouline 1 Moivaion 2 Hybrid Sysems and Simulaion 3 Logic 4 Deermining Similariy 5 Conclusion Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

9 Example for he Semanics Example x Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

10 Illusraion of he Similariy Noion Example x Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

11 Illusraion of he Similariy Noion Example x δ ε Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

12 Illusraion of he Similariy Noion Example x δ ε Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

13 Velociy Conroller 15 v Velociy (specificaion) 15 v Velociy (implemenaion) v Velociy differences Anoine Girard, A. Agung Julius, and George J. Pappas. Approximae simulaion relaions for hybrid sysems. Discree Even Dynamic Sysems, 18(2): , Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

14 Velociy Conroller 15 v Velociy (specificaion) 15 v Velociy (implemenaion) v Velociy differences v Temporal differences v Velociy differences (reimed) Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

15 Reiming Definiion (ε-reiming) A lef-oal, surjecive relaion r R + R + is called ε-reiming iff (, ) r : < ε (, ) r : ( ). Example Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

16 Definiion of ε-δ-simulaion Definiion For wo sreams σ i : R + N R p wih i {1, 2}, given wo non-negaive real numbers ε, δ, we say ha σ 1 is ε-δ-simulaed by sream σ 2 (denoed by σ 1 ε,δ σ 2 ) iff here is a ε-reiming r such ha (, ) r : c(σ 1 )(), c(σ 2 )( ) < δ where for k {1, 2}: c(σ k ) is defined by c(σ k )() := lim q σ k (, q). Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

17 Definiion of ε-δ-simulaion Definiion A hybrid sysem A is ε-δ-simulaed by anoher sysem B (denoed by A ε,δ B) iff for all inpu sreams ι A and for all inpu sreams ι B ι A ε,δ ι B implies ha for all oupu sreams ω A Ξ(ι A ) of A, here is an oupu sream ω B Ξ(ι B ) of B such ha ω A ε,δ ω B holds. Jan-David Quesel, Marin Fränzle, Werner Damm Crossing he Bridge beween Similar Games FORMATS, LNCS 6919, Springer, Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

18 Ouline 1 Moivaion 2 Hybrid Sysems and Simulaion 3 Logic 4 Deermining Similariy 5 Conclusion Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

19 Logic L (Synax) Definiion (Synax of L ) The basic formulas are defined by φ ::= x I f (x 1,..., x n ) 0 φ φ 1 φ 2 φ 1 U J φ 2 where I R, J R, f is a Lipschiz coninuous funcion and he x i are variables. Example (L Formulas) (x y 5)U [0,10] (x y > 10) (x < 3 x>7 (x + y > 10)) Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

20 Logic L (Semanics) Definiion (Valuaion) We define he valuaion of a variable x a ime on a run ξ as ζ ξ (, x) := lim n ξ(, n) x, where y x denoes he projecion of he vecor y o is componen associaed wih he variable name x. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

21 Logic L (Semanics) Definiion (Semanics of L ) We define for a run ξ and some R + he semanics of a formula φ by: ξ, = x I iff ζ(, x) I ξ, = f (x 1,..., x n ) 0 iff f (ζ(, x 1 ),..., ζ(, x n )) 0 Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

22 Logic L (Semanics) Definiion (Semanics of L ) We define for a run ξ and some R + he semanics of a formula φ by: ξ, = x I iff ζ(, x) I ξ, = f (x 1,..., x n ) 0 iff f (ζ(, x 1 ),..., ζ(, x n )) 0 ξ, = φ iff no ξ, = φ ξ, = φ ψ iff ξ, = φ and ξ, = ψ Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

23 Logic L (Semanics) Definiion (Semanics of L ) We define for a run ξ and some R + he semanics of a formula φ by: ξ, = x I iff ζ(, x) I ξ, = f (x 1,..., x n ) 0 iff f (ζ(, x 1 ),..., ζ(, x n )) 0 ξ, = φ iff no ξ, = φ ξ, = φ ψ iff ξ, = φ and ξ, = ψ ξ, = φu J ψ iff J : ξ, max{ +, 0} = ψ and < + : ξ, = φ Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

24 Logic L (Semanics) Definiion (Semanics of L ) We define for a run ξ and some R + he semanics of a formula φ by: ξ, = x I iff ζ(, x) I ξ, = f (x 1,..., x n ) 0 iff f (ζ(, x 1 ),..., ζ(, x n )) 0 ξ, = φ iff no ξ, = φ ξ, = φ ψ iff ξ, = φ and ξ, = ψ ξ, = φu J ψ iff J : ξ, max{ +, 0} = ψ and < + : ξ, = φ Addiionally we define for a se of runs Ξ: Ξ, = φ iff for all runs ξ Ξ holds ξ, = φ A hybrid sysem H saisfies a formula denoed by H = φ iff Ξ H, 0 = φ. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

25 Preservaion (Informal) Example Formula: x {0, 1, 2} x Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

26 Preservaion (Informal) Example Formula: x {0, 1, 2}, δ = 1 x [ 1, 3] x Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

27 Preservaion (Informal) Example Formula: φu {1,2,3} ψ x Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

28 Preservaion (Informal) Example Formula: φu {1,2,3} ψ, ε = 1 φ U [0,4] ψ x Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

29 Preservaion (Formal) Theorem (Preservaion of logical properies) If hybrid sysems A and B saisfy A ε,δ B and B = φ hen A = φ +δ +ε where φ +δ +ε := re ε,δ(φ) and re ε,δ is defined by: re ε,δ (x I) := x I, where I = {a b I : a [b δ, b + δ]}. re ε,δ (f (x 1,..., x n ) 0) := f (x 1,..., x n ) δ M 0 where M is he Lipschiz consan for f. where I R and J R holds. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

30 Preservaion (Formal) Theorem (Preservaion of logical properies) If hybrid sysems A and B saisfy A ε,δ B and B = φ hen A = φ +δ +ε where φ +δ +ε := re ε,δ(φ) and re ε,δ is defined by: re ε,δ (x I) := x I, where I = {a b I : a [b δ, b + δ]}. re ε,δ (f (x 1,..., x n ) 0) := f (x 1,..., x n ) δ M 0 where M is he Lipschiz consan for f. re ε,δ ( φ) := ro ε,δ (φ). re ε,δ (φ ψ) := re ε,δ (φ) re ε,δ (ψ). where I R and J R holds. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

31 Preservaion (Formal) Theorem (Preservaion of logical properies) If hybrid sysems A and B saisfy A ε,δ B and B = φ hen A = φ +δ +ε where φ +δ +ε := re ε,δ(φ) and re ε,δ is defined by: re ε,δ (x I) := x I, where I = {a b I : a [b δ, b + δ]}. re ε,δ (f (x 1,..., x n ) 0) := f (x 1,..., x n ) δ M 0 where M is he Lipschiz consan for f. re ε,δ ( φ) := ro ε,δ (φ). re ε,δ (φ ψ) := re ε,δ (φ) re ε,δ (ψ). re ε,δ (φu J ψ) := re ε,δ (φ)u J re ε,δ (ψ), where J = {a b J : a [b ε, b + ε]}. where I R and J R holds. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

32 Preservaion (Informal) Example Formula: x [ 1, 3] x Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

33 Preservaion (Informal) Example Formula: x [ 1, 3], δ = 1 x [0, 2] x Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

34 Preservaion (Formal) Theorem (Preservaion of logical properies) The ransformaion funcion ro ε,δ is given by: ro ε,δ (x I) := x I, where I = {a b [a δ, a + δ] : b I}. ro ε,δ (f (x 1,..., x n ) 0) := f (x 1,..., x n ) + δ M 0 where M is he Lipschiz consan for f. where I R and J R holds. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

35 Preservaion (Formal) Theorem (Preservaion of logical properies) The ransformaion funcion ro ε,δ is given by: ro ε,δ (x I) := x I, where I = {a b [a δ, a + δ] : b I}. ro ε,δ (f (x 1,..., x n ) 0) := f (x 1,..., x n ) + δ M 0 where M is he Lipschiz consan for f. ro ε,δ ( φ) := re ε,δ (φ). ro ε,δ (φ ψ) := ro ε,δ (φ) ro ε,δ (ψ). where I R and J R holds. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

36 Preservaion (Formal) Theorem (Preservaion of logical properies) The ransformaion funcion ro ε,δ is given by: ro ε,δ (x I) := x I, where I = {a b [a δ, a + δ] : b I}. ro ε,δ (f (x 1,..., x n ) 0) := f (x 1,..., x n ) + δ M 0 where M is he Lipschiz consan for f. ro ε,δ ( φ) := re ε,δ (φ). ro ε,δ (φ ψ) := ro ε,δ (φ) ro ε,δ (ψ). ro ε,δ (φu J ψ) := ro ε,δ (φ)u J ro ε,δ (ψ), where J = {a b [a ε, a + ε] : b J }. where I R and J R holds. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

37 Ouline 1 Moivaion 2 Hybrid Sysems and Simulaion 3 Logic 4 Deermining Similariy 5 Conclusion Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

38 Classical Relaion Observaion Simulaions can be defined in erms of games. b 1 a 0 a 3 c b 0 a 1 c Observaion Conroller synhesis is a game as well, i.e. he quesion wheher he conroller can win agains an malicious environmen. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

39 Classical Relaion Observaion Conroller synhesis is a game as well, i.e. he quesion wheher he conroller can win agains an malicious environmen. Example 1 b 0 a 2 a 1 b 3 c d 2 4 Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

40 Hybrid Game Definiion (Hybrid Game) A hybrid game HG = (S, E c, U c, l) consiss of a hybrid auomaon S = (U, X, L, E, F, Inv, Ini), a se of conrollable ransiions E c E, a se of conrollable variables U c U, and a locaion l L. The environmen wins, if i can force he game o ener he locaion l or if he conroller does no have any more moves. The conroller wins, if he can asser ha he locaion l is avoided. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

41 Velociy Conroller v 15 x := 0 v = 2 15 v 30 ẋ = v v = 0.001x 0.052v 15 v 15 v 15 x := 0 v 15 x := 0 v = v 15 v 15 x := 0 τ 30 v < 15 := 0 a := 1.5 x := 0 v = a ṫ = 1 τ τ 15 < v 30 := 0 a := 2 x := 0 τ 15 v 15 := 0 x := x + τv a := 0.001x 0.052v Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

42 Velociy Conroller (Game) Conrolled Unconrolled C Commied C C U c = {s} Invarian: 0 s 2 v = 0.001x 0.052v v = s ( 0.001x 0.052v) v = a v = (2 s) a Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22 C

43 Similariy and Games Assumpion The sysems ha we compare are inpuless, i.e. U =. Theorem Given wo hybrid sysems A and B. If here is a winning sraegy for he conroller in he game (A B, E c, {s}, bad) hen A ε,δ B holds. Observaion If sysem B is deerminisic and a reiming sraegy is given, model checking can be used o show ha he winning sraegy exiss. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

44 Opimal Conrol Opimal Conrol Sraegy For x A = (x A,1,..., x A,n ) and x B = (x B,1,..., x B,n ), he square of he disance evolves as follows: d( x A, x B ) 2 d = d( ((x A,1 x B,1 ) (x A,n x B,n ) 2 ) 2 ) d = d((x A,1 x B,1 ) (x A,n x B,n ) 2 ) d = Σ n i=1(2(x A,i x B,i ) (s dx A,i d (2 s) dx B,i )) d Le s min be he s ha minimizes his erm. Now choose s in he following way: If r < ε s min > 1 or r > ε s min < 1 choose s = s min. Oherwise choose s = 1. The resuling sraegy, for conrolling s can hen be encoded ino a hybrid auomaon and included ino he original auomaon. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

45 Ouline 1 Moivaion 2 Hybrid Sysems and Simulaion 3 Logic 4 Deermining Similariy 5 Conclusion Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

46 Summary We defined a noion of similariy for hybrid sysems.... showed properies ha are preserved by his noion.... esablished he classical relaion beween simulaions and games for his noion.... esablished some preliminary resuls for solving hese games. Quesel, Fränzle, Damm Crossing he Bridge beween Similar Games 2nd December / 22

Hybrid Control and Switched Systems. Lecture #3 What can go wrong? Trajectories of hybrid systems

Hybrid Control and Switched Systems. Lecture #3 What can go wrong? Trajectories of hybrid systems Hybrid Conrol and Swiched Sysems Lecure #3 Wha can go wrong? Trajecories of hybrid sysems João P. Hespanha Universiy of California a Sana Barbara Summary 1. Trajecories of hybrid sysems: Soluion o a hybrid

More information

Chapter 1 Fundamental Concepts

Chapter 1 Fundamental Concepts Chaper 1 Fundamenal Conceps 1 Signals A signal is a paern of variaion of a physical quaniy, ofen as a funcion of ime (bu also space, disance, posiion, ec). These quaniies are usually he independen variables

More information

DEPARTMENT OF ELECTRICAL AND ELECTRONIC ENGINEERING EXAMINATIONS 2008

DEPARTMENT OF ELECTRICAL AND ELECTRONIC ENGINEERING EXAMINATIONS 2008 [E5] IMPERIAL COLLEGE LONDON DEPARTMENT OF ELECTRICAL AND ELECTRONIC ENGINEERING EXAMINATIONS 008 EEE/ISE PART II MEng BEng and ACGI SIGNALS AND LINEAR SYSTEMS Time allowed: :00 hours There are FOUR quesions

More information

Signals and Systems Profs. Byron Yu and Pulkit Grover Fall Midterm 1 Solutions

Signals and Systems Profs. Byron Yu and Pulkit Grover Fall Midterm 1 Solutions 8-90 Signals and Sysems Profs. Byron Yu and Pulki Grover Fall 07 Miderm Soluions Name: Andrew ID: Problem Score Max 0 8 4 6 5 0 6 0 7 8 9 0 6 Toal 00 Miderm Soluions. (0 poins) Deermine wheher he following

More information

MATH 5720: Gradient Methods Hung Phan, UMass Lowell October 4, 2018

MATH 5720: Gradient Methods Hung Phan, UMass Lowell October 4, 2018 MATH 5720: Gradien Mehods Hung Phan, UMass Lowell Ocober 4, 208 Descen Direcion Mehods Consider he problem min { f(x) x R n}. The general descen direcions mehod is x k+ = x k + k d k where x k is he curren

More information

h[n] is the impulse response of the discrete-time system:

h[n] is the impulse response of the discrete-time system: Definiion Examples Properies Memory Inveribiliy Causaliy Sabiliy Time Invariance Lineariy Sysems Fundamenals Overview Definiion of a Sysem x() h() y() x[n] h[n] Sysem: a process in which inpu signals are

More information

Signals and Systems Linear Time-Invariant (LTI) Systems

Signals and Systems Linear Time-Invariant (LTI) Systems Signals and Sysems Linear Time-Invarian (LTI) Sysems Chang-Su Kim Discree-Time LTI Sysems Represening Signals in Terms of Impulses Sifing propery 0 x[ n] x[ k] [ n k] k x[ 2] [ n 2] x[ 1] [ n1] x[0] [

More information

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology

More information

10. State Space Methods

10. State Space Methods . Sae Space Mehods. Inroducion Sae space modelling was briefly inroduced in chaper. Here more coverage is provided of sae space mehods before some of heir uses in conrol sysem design are covered in he

More information

Lecture 1 Overview. course mechanics. outline & topics. what is a linear dynamical system? why study linear systems? some examples

Lecture 1 Overview. course mechanics. outline & topics. what is a linear dynamical system? why study linear systems? some examples EE263 Auumn 27-8 Sephen Boyd Lecure 1 Overview course mechanics ouline & opics wha is a linear dynamical sysem? why sudy linear sysems? some examples 1 1 Course mechanics all class info, lecures, homeworks,

More information

6. Stochastic calculus with jump processes

6. Stochastic calculus with jump processes A) Trading sraegies (1/3) Marke wih d asses S = (S 1,, S d ) A rading sraegy can be modelled wih a vecor φ describing he quaniies invesed in each asse a each insan : φ = (φ 1,, φ d ) The value a of a porfolio

More information

Zürich. ETH Master Course: L Autonomous Mobile Robots Localization II

Zürich. ETH Master Course: L Autonomous Mobile Robots Localization II Roland Siegwar Margaria Chli Paul Furgale Marco Huer Marin Rufli Davide Scaramuzza ETH Maser Course: 151-0854-00L Auonomous Mobile Robos Localizaion II ACT and SEE For all do, (predicion updae / ACT),

More information

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Simulaion-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Week Descripion Reading Maerial 2 Compuer Simulaion of Dynamic Models Finie Difference, coninuous saes, discree ime Simple Mehods Euler Trapezoid

More information

On-line Adaptive Optimal Timing Control of Switched Systems

On-line Adaptive Optimal Timing Control of Switched Systems On-line Adapive Opimal Timing Conrol of Swiched Sysems X.C. Ding, Y. Wardi and M. Egersed Absrac In his paper we consider he problem of opimizing over he swiching imes for a muli-modal dynamic sysem when

More information

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions Muli-Period Sochasic Models: Opimali of (s, S) Polic for -Convex Objecive Funcions Consider a seing similar o he N-sage newsvendor problem excep ha now here is a fixed re-ordering cos (> 0) for each (re-)order.

More information

Cash Flow Valuation Mode Lin Discrete Time

Cash Flow Valuation Mode Lin Discrete Time IOSR Journal of Mahemaics (IOSR-JM) e-issn: 2278-5728,p-ISSN: 2319-765X, 6, Issue 6 (May. - Jun. 2013), PP 35-41 Cash Flow Valuaion Mode Lin Discree Time Olayiwola. M. A. and Oni, N. O. Deparmen of Mahemaics

More information

Traveling Waves. Chapter Introduction

Traveling Waves. Chapter Introduction Chaper 4 Traveling Waves 4.1 Inroducion To dae, we have considered oscillaions, i.e., periodic, ofen harmonic, variaions of a physical characerisic of a sysem. The sysem a one ime is indisinguishable from

More information

MATH 4330/5330, Fourier Analysis Section 6, Proof of Fourier s Theorem for Pointwise Convergence

MATH 4330/5330, Fourier Analysis Section 6, Proof of Fourier s Theorem for Pointwise Convergence MATH 433/533, Fourier Analysis Secion 6, Proof of Fourier s Theorem for Poinwise Convergence Firs, some commens abou inegraing periodic funcions. If g is a periodic funcion, g(x + ) g(x) for all real x,

More information

Continuous Time. Time-Domain System Analysis. Impulse Response. Impulse Response. Impulse Response. Impulse Response. ( t) + b 0.

Continuous Time. Time-Domain System Analysis. Impulse Response. Impulse Response. Impulse Response. Impulse Response. ( t) + b 0. Time-Domain Sysem Analysis Coninuous Time. J. Robers - All Righs Reserved. Edied by Dr. Rober Akl 1. J. Robers - All Righs Reserved. Edied by Dr. Rober Akl 2 Le a sysem be described by a 2 y ( ) + a 1

More information

Chapter 2. First Order Scalar Equations

Chapter 2. First Order Scalar Equations Chaper. Firs Order Scalar Equaions We sar our sudy of differenial equaions in he same way he pioneers in his field did. We show paricular echniques o solve paricular ypes of firs order differenial equaions.

More information

Lecture 20: Riccati Equations and Least Squares Feedback Control

Lecture 20: Riccati Equations and Least Squares Feedback Control 34-5 LINEAR SYSTEMS Lecure : Riccai Equaions and Leas Squares Feedback Conrol 5.6.4 Sae Feedback via Riccai Equaions A recursive approach in generaing he marix-valued funcion W ( ) equaion for i for he

More information

An Introduction to Malliavin calculus and its applications

An Introduction to Malliavin calculus and its applications An Inroducion o Malliavin calculus and is applicaions Lecure 5: Smoohness of he densiy and Hörmander s heorem David Nualar Deparmen of Mahemaics Kansas Universiy Universiy of Wyoming Summer School 214

More information

Article from. Predictive Analytics and Futurism. July 2016 Issue 13

Article from. Predictive Analytics and Futurism. July 2016 Issue 13 Aricle from Predicive Analyics and Fuurism July 6 Issue An Inroducion o Incremenal Learning By Qiang Wu and Dave Snell Machine learning provides useful ools for predicive analyics The ypical machine learning

More information

The Asymptotic Behavior of Nonoscillatory Solutions of Some Nonlinear Dynamic Equations on Time Scales

The Asymptotic Behavior of Nonoscillatory Solutions of Some Nonlinear Dynamic Equations on Time Scales Advances in Dynamical Sysems and Applicaions. ISSN 0973-5321 Volume 1 Number 1 (2006, pp. 103 112 c Research India Publicaions hp://www.ripublicaion.com/adsa.hm The Asympoic Behavior of Nonoscillaory Soluions

More information

From Particles to Rigid Bodies

From Particles to Rigid Bodies Rigid Body Dynamics From Paricles o Rigid Bodies Paricles No roaions Linear velociy v only Rigid bodies Body roaions Linear velociy v Angular velociy ω Rigid Bodies Rigid bodies have boh a posiion and

More information

SOLUTIONS TO ECE 3084

SOLUTIONS TO ECE 3084 SOLUTIONS TO ECE 384 PROBLEM 2.. For each sysem below, specify wheher or no i is: (i) memoryless; (ii) causal; (iii) inverible; (iv) linear; (v) ime invarian; Explain your reasoning. If he propery is no

More information

EMS SCM joint meeting. On stochastic partial differential equations of parabolic type

EMS SCM joint meeting. On stochastic partial differential equations of parabolic type EMS SCM join meeing Barcelona, May 28-30, 2015 On sochasic parial differenial equaions of parabolic ype Isván Gyöngy School of Mahemaics and Maxwell Insiue Edinburgh Universiy 1 I. Filering problem II.

More information

14 Autoregressive Moving Average Models

14 Autoregressive Moving Average Models 14 Auoregressive Moving Average Models In his chaper an imporan parameric family of saionary ime series is inroduced, he family of he auoregressive moving average, or ARMA, processes. For a large class

More information

5. Response of Linear Time-Invariant Systems to Random Inputs

5. Response of Linear Time-Invariant Systems to Random Inputs Sysem: 5. Response of inear ime-invarian Sysems o Random Inpus 5.. Discree-ime linear ime-invarian (IV) sysems 5... Discree-ime IV sysem IV sysem xn ( ) yn ( ) [ xn ( )] Inpu Signal Sysem S Oupu Signal

More information

Space-time Galerkin POD for optimal control of Burgers equation. April 27, 2017 Absolventen Seminar Numerische Mathematik, TU Berlin

Space-time Galerkin POD for optimal control of Burgers equation. April 27, 2017 Absolventen Seminar Numerische Mathematik, TU Berlin Space-ime Galerkin POD for opimal conrol of Burgers equaion Manuel Baumann Peer Benner Jan Heiland April 27, 207 Absolvenen Seminar Numerische Mahemaik, TU Berlin Ouline. Inroducion 2. Opimal Space Time

More information

Lecture Notes 2. The Hilbert Space Approach to Time Series

Lecture Notes 2. The Hilbert Space Approach to Time Series Time Series Seven N. Durlauf Universiy of Wisconsin. Basic ideas Lecure Noes. The Hilber Space Approach o Time Series The Hilber space framework provides a very powerful language for discussing he relaionship

More information

An Introduction to Backward Stochastic Differential Equations (BSDEs) PIMS Summer School 2016 in Mathematical Finance.

An Introduction to Backward Stochastic Differential Equations (BSDEs) PIMS Summer School 2016 in Mathematical Finance. 1 An Inroducion o Backward Sochasic Differenial Equaions (BSDEs) PIMS Summer School 2016 in Mahemaical Finance June 25, 2016 Chrisoph Frei cfrei@ualbera.ca This inroducion is based on Touzi [14], Bouchard

More information

Block Diagram of a DCS in 411

Block Diagram of a DCS in 411 Informaion source Forma A/D From oher sources Pulse modu. Muliplex Bandpass modu. X M h: channel impulse response m i g i s i Digial inpu Digial oupu iming and synchronizaion Digial baseband/ bandpass

More information

Retrieval Models. Boolean and Vector Space Retrieval Models. Common Preprocessing Steps. Boolean Model. Boolean Retrieval Model

Retrieval Models. Boolean and Vector Space Retrieval Models. Common Preprocessing Steps. Boolean Model. Boolean Retrieval Model 1 Boolean and Vecor Space Rerieval Models Many slides in his secion are adaped from Prof. Joydeep Ghosh (UT ECE) who in urn adaped hem from Prof. Dik Lee (Univ. of Science and Tech, Hong Kong) Rerieval

More information

5. Stochastic processes (1)

5. Stochastic processes (1) Lec05.pp S-38.45 - Inroducion o Teleraffic Theory Spring 2005 Conens Basic conceps Poisson process 2 Sochasic processes () Consider some quaniy in a eleraffic (or any) sysem I ypically evolves in ime randomly

More information

Hamilton- J acobi Equation: Weak S olution We continue the study of the Hamilton-Jacobi equation:

Hamilton- J acobi Equation: Weak S olution We continue the study of the Hamilton-Jacobi equation: M ah 5 7 Fall 9 L ecure O c. 4, 9 ) Hamilon- J acobi Equaion: Weak S oluion We coninue he sudy of he Hamilon-Jacobi equaion: We have shown ha u + H D u) = R n, ) ; u = g R n { = }. ). In general we canno

More information

Q1) [20 points] answer for the following questions (ON THIS SHEET):

Q1) [20 points] answer for the following questions (ON THIS SHEET): Dr. Anas Al Tarabsheh The Hashemie Universiy Elecrical and Compuer Engineering Deparmen (Makeup Exam) Signals and Sysems Firs Semeser 011/01 Final Exam Dae: 1/06/01 Exam Duraion: hours Noe: means convoluion

More information

Course Notes for EE227C (Spring 2018): Convex Optimization and Approximation

Course Notes for EE227C (Spring 2018): Convex Optimization and Approximation Course Noes for EE7C Spring 018: Convex Opimizaion and Approximaion Insrucor: Moriz Hard Email: hard+ee7c@berkeley.edu Graduae Insrucor: Max Simchowiz Email: msimchow+ee7c@berkeley.edu Ocober 15, 018 3

More information

SUFFICIENT CONDITIONS FOR EXISTENCE SOLUTION OF LINEAR TWO-POINT BOUNDARY PROBLEM IN MINIMIZATION OF QUADRATIC FUNCTIONAL

SUFFICIENT CONDITIONS FOR EXISTENCE SOLUTION OF LINEAR TWO-POINT BOUNDARY PROBLEM IN MINIMIZATION OF QUADRATIC FUNCTIONAL HE PUBLISHING HOUSE PROCEEDINGS OF HE ROMANIAN ACADEMY, Series A, OF HE ROMANIAN ACADEMY Volume, Number 4/200, pp 287 293 SUFFICIEN CONDIIONS FOR EXISENCE SOLUION OF LINEAR WO-POIN BOUNDARY PROBLEM IN

More information

Predator - Prey Model Trajectories and the nonlinear conservation law

Predator - Prey Model Trajectories and the nonlinear conservation law Predaor - Prey Model Trajecories and he nonlinear conservaion law James K. Peerson Deparmen of Biological Sciences and Deparmen of Mahemaical Sciences Clemson Universiy Ocober 28, 213 Ouline Drawing Trajecories

More information

( ) ( ) if t = t. It must satisfy the identity. So, bulkiness of the unit impulse (hyper)function is equal to 1. The defining characteristic is

( ) ( ) if t = t. It must satisfy the identity. So, bulkiness of the unit impulse (hyper)function is equal to 1. The defining characteristic is UNIT IMPULSE RESPONSE, UNIT STEP RESPONSE, STABILITY. Uni impulse funcion (Dirac dela funcion, dela funcion) rigorously defined is no sricly a funcion, bu disribuion (or measure), precise reamen requires

More information

Stability and Bifurcation in a Neural Network Model with Two Delays

Stability and Bifurcation in a Neural Network Model with Two Delays Inernaional Mahemaical Forum, Vol. 6, 11, no. 35, 175-1731 Sabiliy and Bifurcaion in a Neural Nework Model wih Two Delays GuangPing Hu and XiaoLing Li School of Mahemaics and Physics, Nanjing Universiy

More information

arxiv: v1 [physics.flu-dyn] 10 Dec 2018

arxiv: v1 [physics.flu-dyn] 10 Dec 2018 Folding of he frozen-in-fluid di-voriciy field in wo-dimensional hydrodynamic urbulence arxiv:1812.03752v1 [physics.flu-dyn] 10 Dec 2018 E.A. Kuznesov a,b,c and E.V. Sereshchenko c,d,e b P.N. Lebedev Physical

More information

di Bernardo, M. (1995). A purely adaptive controller to synchronize and control chaotic systems.

di Bernardo, M. (1995). A purely adaptive controller to synchronize and control chaotic systems. di ernardo, M. (995). A purely adapive conroller o synchronize and conrol chaoic sysems. hps://doi.org/.6/375-96(96)8-x Early version, also known as pre-prin Link o published version (if available):.6/375-96(96)8-x

More information

Some Basic Information about M-S-D Systems

Some Basic Information about M-S-D Systems Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,

More information

t dt t SCLP Bellman (1953) CLP (Dantzig, Tyndall, Grinold, Perold, Anstreicher 60's-80's) Anderson (1978) SCLP

t dt t SCLP Bellman (1953) CLP (Dantzig, Tyndall, Grinold, Perold, Anstreicher 60's-80's) Anderson (1978) SCLP Coninuous Linear Programming. Separaed Coninuous Linear Programming Bellman (1953) max c () u() d H () u () + Gsusds (,) () a () u (), < < CLP (Danzig, yndall, Grinold, Perold, Ansreicher 6's-8's) Anderson

More information

Existence and uniqueness of solution for multidimensional BSDE with local conditions on the coefficient

Existence and uniqueness of solution for multidimensional BSDE with local conditions on the coefficient 1/34 Exisence and uniqueness of soluion for mulidimensional BSDE wih local condiions on he coefficien EL HASSAN ESSAKY Cadi Ayyad Universiy Mulidisciplinary Faculy Safi, Morocco ITN Roscof, March 18-23,

More information

Hamilton- J acobi Equation: Explicit Formulas In this lecture we try to apply the method of characteristics to the Hamilton-Jacobi equation: u t

Hamilton- J acobi Equation: Explicit Formulas In this lecture we try to apply the method of characteristics to the Hamilton-Jacobi equation: u t M ah 5 2 7 Fall 2 0 0 9 L ecure 1 0 O c. 7, 2 0 0 9 Hamilon- J acobi Equaion: Explici Formulas In his lecure we ry o apply he mehod of characerisics o he Hamilon-Jacobi equaion: u + H D u, x = 0 in R n

More information

Section 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients

Section 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients Secion 3.5 Nonhomogeneous Equaions; Mehod of Undeermined Coefficiens Key Terms/Ideas: Linear Differenial operaor Nonlinear operaor Second order homogeneous DE Second order nonhomogeneous DE Soluion o homogeneous

More information

Undetermined coefficients for local fractional differential equations

Undetermined coefficients for local fractional differential equations Available online a www.isr-publicaions.com/jmcs J. Mah. Compuer Sci. 16 (2016), 140 146 Research Aricle Undeermined coefficiens for local fracional differenial equaions Roshdi Khalil a,, Mohammed Al Horani

More information

Homework 6 AERE331 Spring 2019 Due 4/24(W) Name Sec. 1 / 2

Homework 6 AERE331 Spring 2019 Due 4/24(W) Name Sec. 1 / 2 Homework 6 AERE33 Spring 9 Due 4/4(W) Name Sec / PROBLEM (5p In PROBLEM 4 of HW4 we used he frequency domain o design a yaw/rudder feedback conrol sysem for a plan wih ransfer funcion 46 Gp () s The conroller

More information

Math-Net.Ru All Russian mathematical portal

Math-Net.Ru All Russian mathematical portal Mah-Ne.Ru All Russian mahemaical poral Aleksei S. Rodin, On he srucure of singular se of a piecewise smooh minimax soluion of Hamilon-Jacobi-Bellman equaion, Ural Mah. J., 2016, Volume 2, Issue 1, 58 68

More information

On the probabilistic stability of the monomial functional equation

On the probabilistic stability of the monomial functional equation Available online a www.jnsa.com J. Nonlinear Sci. Appl. 6 (013), 51 59 Research Aricle On he probabilisic sabiliy of he monomial funcional equaion Claudia Zaharia Wes Universiy of Timişoara, Deparmen of

More information

Online Appendix to Solution Methods for Models with Rare Disasters

Online Appendix to Solution Methods for Models with Rare Disasters Online Appendix o Soluion Mehods for Models wih Rare Disasers Jesús Fernández-Villaverde and Oren Levinal In his Online Appendix, we presen he Euler condiions of he model, we develop he pricing Calvo block,

More information

5.1 - Logarithms and Their Properties

5.1 - Logarithms and Their Properties Chaper 5 Logarihmic Funcions 5.1 - Logarihms and Their Properies Suppose ha a populaion grows according o he formula P 10, where P is he colony size a ime, in hours. When will he populaion be 2500? We

More information

International Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN

International Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN Inernaional Journal of Scienific & Engineering Research, Volume 4, Issue 10, Ocober-2013 900 FUZZY MEAN RESIDUAL LIFE ORDERING OF FUZZY RANDOM VARIABLES J. EARNEST LAZARUS PIRIYAKUMAR 1, A. YAMUNA 2 1.

More information

Notes on Kalman Filtering

Notes on Kalman Filtering Noes on Kalman Filering Brian Borchers and Rick Aser November 7, Inroducion Daa Assimilaion is he problem of merging model predicions wih acual measuremens of a sysem o produce an opimal esimae of he curren

More information

THE 2-BODY PROBLEM. FIGURE 1. A pair of ellipses sharing a common focus. (c,b) c+a ROBERT J. VANDERBEI

THE 2-BODY PROBLEM. FIGURE 1. A pair of ellipses sharing a common focus. (c,b) c+a ROBERT J. VANDERBEI THE 2-BODY PROBLEM ROBERT J. VANDERBEI ABSTRACT. In his shor noe, we show ha a pair of ellipses wih a common focus is a soluion o he 2-body problem. INTRODUCTION. Solving he 2-body problem from scrach

More information

2.3 SCHRÖDINGER AND HEISENBERG REPRESENTATIONS

2.3 SCHRÖDINGER AND HEISENBERG REPRESENTATIONS Andrei Tokmakoff, MIT Deparmen of Chemisry, 2/22/2007 2-17 2.3 SCHRÖDINGER AND HEISENBERG REPRESENTATIONS The mahemaical formulaion of he dynamics of a quanum sysem is no unique. So far we have described

More information

Math 334 Fall 2011 Homework 11 Solutions

Math 334 Fall 2011 Homework 11 Solutions Dec. 2, 2 Mah 334 Fall 2 Homework Soluions Basic Problem. Transform he following iniial value problem ino an iniial value problem for a sysem: u + p()u + q() u g(), u() u, u () v. () Soluion. Le v u. Then

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Linear Response Theory: The connecion beween QFT and experimens 3.1. Basic conceps and ideas Q: How do we measure he conduciviy of a meal? A: we firs inroduce a weak elecric field E, and

More information

ME 391 Mechanical Engineering Analysis

ME 391 Mechanical Engineering Analysis Fall 04 ME 39 Mechanical Engineering Analsis Eam # Soluions Direcions: Open noes (including course web posings). No books, compuers, or phones. An calculaor is fair game. Problem Deermine he posiion of

More information

Excel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand

Excel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand Excel-Based Soluion Mehod For The Opimal Policy Of The Hadley And Whiin s Exac Model Wih Arma Demand Kal Nami School of Business and Economics Winson Salem Sae Universiy Winson Salem, NC 27110 Phone: (336)750-2338

More information

STABILITY OF RESET SWITCHING SYSTEMS

STABILITY OF RESET SWITCHING SYSTEMS STABILITY OF RESET SWITCHING SYSTEMS J.P. Paxman,G.Vinnicombe Cambridge Universiy Engineering Deparmen, UK, jpp7@cam.ac.uk Keywords: Sabiliy, swiching sysems, bumpless ransfer, conroller realizaion. Absrac

More information

Lars Nesheim. 17 January Last lecture solved the consumer choice problem.

Lars Nesheim. 17 January Last lecture solved the consumer choice problem. Lecure 4 Locaional Equilibrium Coninued Lars Nesheim 17 January 28 1 Inroducory remarks Las lecure solved he consumer choice problem. Compued condiional demand funcions: C (I x; p; r (x)) and x; p; r (x))

More information

Problemas das Aulas Práticas

Problemas das Aulas Práticas Mesrado Inegrado em Engenharia Elecroécnica e de Compuadores Conrolo em Espaço de Esados Problemas das Aulas Práicas J. Miranda Lemos Fevereiro de 3 Translaed o English by José Gaspar, 6 J. M. Lemos, IST

More information

IMPLICIT AND INVERSE FUNCTION THEOREMS PAUL SCHRIMPF 1 OCTOBER 25, 2013

IMPLICIT AND INVERSE FUNCTION THEOREMS PAUL SCHRIMPF 1 OCTOBER 25, 2013 IMPLICI AND INVERSE FUNCION HEOREMS PAUL SCHRIMPF 1 OCOBER 25, 213 UNIVERSIY OF BRIISH COLUMBIA ECONOMICS 526 We have exensively sudied how o solve sysems of linear equaions. We know how o check wheher

More information

Model Reduction for Dynamical Systems Lecture 6

Model Reduction for Dynamical Systems Lecture 6 Oo-von-Guericke Universiä Magdeburg Faculy of Mahemaics Summer erm 07 Model Reducion for Dynamical Sysems ecure 6 v eer enner and ihong Feng Max lanck Insiue for Dynamics of Complex echnical Sysems Compuaional

More information

On a Fractional Stochastic Landau-Ginzburg Equation

On a Fractional Stochastic Landau-Ginzburg Equation Applied Mahemaical Sciences, Vol. 4, 1, no. 7, 317-35 On a Fracional Sochasic Landau-Ginzburg Equaion Nguyen Tien Dung Deparmen of Mahemaics, FPT Universiy 15B Pham Hung Sree, Hanoi, Vienam dungn@fp.edu.vn

More information

Variational Iteration Method for Solving System of Fractional Order Ordinary Differential Equations

Variational Iteration Method for Solving System of Fractional Order Ordinary Differential Equations IOSR Journal of Mahemaics (IOSR-JM) e-issn: 2278-5728, p-issn: 2319-765X. Volume 1, Issue 6 Ver. II (Nov - Dec. 214), PP 48-54 Variaional Ieraion Mehod for Solving Sysem of Fracional Order Ordinary Differenial

More information

ACE 562 Fall Lecture 4: Simple Linear Regression Model: Specification and Estimation. by Professor Scott H. Irwin

ACE 562 Fall Lecture 4: Simple Linear Regression Model: Specification and Estimation. by Professor Scott H. Irwin ACE 56 Fall 005 Lecure 4: Simple Linear Regression Model: Specificaion and Esimaion by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Simple Regression: Economic and Saisical Model

More information

Orthogonal Rational Functions, Associated Rational Functions And Functions Of The Second Kind

Orthogonal Rational Functions, Associated Rational Functions And Functions Of The Second Kind Proceedings of he World Congress on Engineering 2008 Vol II Orhogonal Raional Funcions, Associaed Raional Funcions And Funcions Of The Second Kind Karl Deckers and Adhemar Bulheel Absrac Consider he sequence

More information

Announcements: Warm-up Exercise:

Announcements: Warm-up Exercise: Fri Apr 13 7.1 Sysems of differenial equaions - o model muli-componen sysems via comparmenal analysis hp//en.wikipedia.org/wiki/muli-comparmen_model Announcemens Warm-up Exercise Here's a relaively simple

More information

Essential Microeconomics : OPTIMAL CONTROL 1. Consider the following class of optimization problems

Essential Microeconomics : OPTIMAL CONTROL 1. Consider the following class of optimization problems Essenial Microeconomics -- 6.5: OPIMAL CONROL Consider he following class of opimizaion problems Max{ U( k, x) + U+ ( k+ ) k+ k F( k, x)}. { x, k+ } = In he language of conrol heory, he vecor k is he vecor

More information

Dual Representation as Stochastic Differential Games of Backward Stochastic Differential Equations and Dynamic Evaluations

Dual Representation as Stochastic Differential Games of Backward Stochastic Differential Equations and Dynamic Evaluations arxiv:mah/0602323v1 [mah.pr] 15 Feb 2006 Dual Represenaion as Sochasic Differenial Games of Backward Sochasic Differenial Equaions and Dynamic Evaluaions Shanjian Tang Absrac In his Noe, assuming ha he

More information

Institute for Mathematical Methods in Economics. University of Technology Vienna. Singapore, May Manfred Deistler

Institute for Mathematical Methods in Economics. University of Technology Vienna. Singapore, May Manfred Deistler MULTIVARIATE TIME SERIES ANALYSIS AND FORECASTING Manfred Deisler E O S Economerics and Sysems Theory Insiue for Mahemaical Mehods in Economics Universiy of Technology Vienna Singapore, May 2004 Inroducion

More information

Mixing times and hitting times: lecture notes

Mixing times and hitting times: lecture notes Miing imes and hiing imes: lecure noes Yuval Peres Perla Sousi 1 Inroducion Miing imes and hiing imes are among he mos fundamenal noions associaed wih a finie Markov chain. A variey of ools have been developed

More information

ADDITIONAL PROBLEMS (a) Find the Fourier transform of the half-cosine pulse shown in Fig. 2.40(a). Additional Problems 91

ADDITIONAL PROBLEMS (a) Find the Fourier transform of the half-cosine pulse shown in Fig. 2.40(a). Additional Problems 91 ddiional Problems 9 n inverse relaionship exiss beween he ime-domain and freuency-domain descripions of a signal. Whenever an operaion is performed on he waveform of a signal in he ime domain, a corresponding

More information

4.5 Constant Acceleration

4.5 Constant Acceleration 4.5 Consan Acceleraion v() v() = v 0 + a a() a a() = a v 0 Area = a (a) (b) Figure 4.8 Consan acceleraion: (a) velociy, (b) acceleraion When he x -componen of he velociy is a linear funcion (Figure 4.8(a)),

More information

Robotics I. April 11, The kinematics of a 3R spatial robot is specified by the Denavit-Hartenberg parameters in Tab. 1.

Robotics I. April 11, The kinematics of a 3R spatial robot is specified by the Denavit-Hartenberg parameters in Tab. 1. Roboics I April 11, 017 Exercise 1 he kinemaics of a 3R spaial robo is specified by he Denavi-Harenberg parameers in ab 1 i α i d i a i θ i 1 π/ L 1 0 1 0 0 L 3 0 0 L 3 3 able 1: able of DH parameers of

More information

Utility maximization in incomplete markets

Utility maximization in incomplete markets Uiliy maximizaion in incomplee markes Marcel Ladkau 27.1.29 Conens 1 Inroducion and general seings 2 1.1 Marke model....................................... 2 1.2 Trading sraegy.....................................

More information

Energy Storage Benchmark Problems

Energy Storage Benchmark Problems Energy Sorage Benchmark Problems Daniel F. Salas 1,3, Warren B. Powell 2,3 1 Deparmen of Chemical & Biological Engineering 2 Deparmen of Operaions Research & Financial Engineering 3 Princeon Laboraory

More information

On Necessary and Sufficient Conditions for Incremental Stability of Hybrid Systems Using the Graphical Distance Between Solutions

On Necessary and Sufficient Conditions for Incremental Stability of Hybrid Systems Using the Graphical Distance Between Solutions On Necessary and Sufficien Condiions for Incremenal Sabiliy of Hybrid Sysems Using he Graphical Disance Beween Soluions Yuchun Li and Ricardo G. Sanfelice Absrac This paper inroduces new incremenal sabiliy

More information

(1) (2) Differentiation of (1) and then substitution of (3) leads to. Therefore, we will simply consider the second-order linear system given by (4)

(1) (2) Differentiation of (1) and then substitution of (3) leads to. Therefore, we will simply consider the second-order linear system given by (4) Phase Plane Analysis of Linear Sysems Adaped from Applied Nonlinear Conrol by Sloine and Li The general form of a linear second-order sysem is a c b d From and b bc d a Differeniaion of and hen subsiuion

More information

Structural Break Detection in Time Series Models

Structural Break Detection in Time Series Models Srucural Break Deecion in Time Series Models Richard A. Davis Thomas Lee Gabriel Rodriguez-Yam Colorado Sae Universiy (hp://www.sa.colosae.edu/~rdavis/lecures) This research suppored in par by: Naional

More information

Stochastic Structural Dynamics. Lecture-6

Stochastic Structural Dynamics. Lecture-6 Sochasic Srucural Dynamics Lecure-6 Random processes- Dr C S Manohar Deparmen of Civil Engineering Professor of Srucural Engineering Indian Insiue of Science Bangalore 560 0 India manohar@civil.iisc.erne.in

More information

Modular and Multi-view Representation of Complex Hybrid Systems

Modular and Multi-view Representation of Complex Hybrid Systems Modular and Muli-view Represenaion of Complex Hybrid Sysems Luc THEVENON, Jean-Marie FLAUS Laboraoire d Auomaique de Grenoble UMR 5528 CNRS-INPG-UJF ENSIEG, BP 46, F-38402, Sain Marin d Hères Cedex FRANCE

More information

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,

More information

non -negative cone Population dynamics motivates the study of linear models whose coefficient matrices are non-negative or positive.

non -negative cone Population dynamics motivates the study of linear models whose coefficient matrices are non-negative or positive. LECTURE 3 Linear/Nonnegaive Marix Models x ( = Px ( A= m m marix, x= m vecor Linear sysems of difference equaions arise in several difference conexs: Linear approximaions (linearizaion Perurbaion analysis

More information

Probabilistic Robotics

Probabilistic Robotics Probabilisic Roboics Bayes Filer Implemenaions Gaussian filers Bayes Filer Reminder Predicion bel p u bel d Correcion bel η p z bel Gaussians : ~ π e p N p - Univariae / / : ~ μ μ μ e p Ν p d π Mulivariae

More information

arxiv: v1 [math.fa] 9 Dec 2018

arxiv: v1 [math.fa] 9 Dec 2018 AN INVERSE FUNCTION THEOREM CONVERSE arxiv:1812.03561v1 [mah.fa] 9 Dec 2018 JIMMIE LAWSON Absrac. We esablish he following converse of he well-known inverse funcion heorem. Le g : U V and f : V U be inverse

More information

Inference of Sparse Gene Regulatory Network from RNA-Seq Time Series Data

Inference of Sparse Gene Regulatory Network from RNA-Seq Time Series Data Inference of Sparse Gene Regulaory Nework from RNA-Seq Time Series Daa Alireza Karbalayghareh and Tao Hu Texas A&M Universiy December 16, 2015 Alireza Karbalayghareh GRN Inference from RNA-Seq Time Series

More information

Problem Set #1. i z. the complex propagation constant. For the characteristic impedance:

Problem Set #1. i z. the complex propagation constant. For the characteristic impedance: Problem Se # Problem : a) Using phasor noaion, calculae he volage and curren waves on a ransmission line by solving he wave equaion Assume ha R, L,, G are all non-zero and independen of frequency From

More information

III. Module 3. Empirical and Theoretical Techniques

III. Module 3. Empirical and Theoretical Techniques III. Module 3. Empirical and Theoreical Techniques Applied Saisical Techniques 3. Auocorrelaion Correcions Persisence affecs sandard errors. The radiional response is o rea he auocorrelaion as a echnical

More information

STABILITY OF PEXIDERIZED QUADRATIC FUNCTIONAL EQUATION IN NON-ARCHIMEDEAN FUZZY NORMED SPASES

STABILITY OF PEXIDERIZED QUADRATIC FUNCTIONAL EQUATION IN NON-ARCHIMEDEAN FUZZY NORMED SPASES Novi Sad J. Mah. Vol. 46, No. 1, 2016, 15-25 STABILITY OF PEXIDERIZED QUADRATIC FUNCTIONAL EQUATION IN NON-ARCHIMEDEAN FUZZY NORMED SPASES N. Eghbali 1 Absrac. We deermine some sabiliy resuls concerning

More information

Georey E. Hinton. University oftoronto. Technical Report CRG-TR February 22, Abstract

Georey E. Hinton. University oftoronto.   Technical Report CRG-TR February 22, Abstract Parameer Esimaion for Linear Dynamical Sysems Zoubin Ghahramani Georey E. Hinon Deparmen of Compuer Science Universiy oftorono 6 King's College Road Torono, Canada M5S A4 Email: zoubin@cs.orono.edu Technical

More information

Linear Control System EE 711. Design. Lecture 8 Dr. Mostafa Abdel-geliel

Linear Control System EE 711. Design. Lecture 8 Dr. Mostafa Abdel-geliel Linear Conrol Sysem EE 7 MIMO Sae Space Analysis and Design Lecure 8 Dr. Mosafa Abdel-geliel Course Conens Review Sae Space SS modeling and analysis Sae feed back design Oupu feedback design Observer design

More information

Richard A. Davis Colorado State University Bojan Basrak Eurandom Thomas Mikosch University of Groningen

Richard A. Davis Colorado State University Bojan Basrak Eurandom Thomas Mikosch University of Groningen Mulivariae Regular Variaion wih Applicaion o Financial Time Series Models Richard A. Davis Colorado Sae Universiy Bojan Basrak Eurandom Thomas Mikosch Universiy of Groningen Ouline + Characerisics of some

More information

Asymptotic instability of nonlinear differential equations

Asymptotic instability of nonlinear differential equations Elecronic Journal of Differenial Equaions, Vol. 1997(1997), No. 16, pp. 1 7. ISSN: 172-6691. URL: hp://ejde.mah.sw.edu or hp://ejde.mah.un.edu fp (login: fp) 147.26.13.11 or 129.12.3.113 Asympoic insabiliy

More information

On Boundedness of Q-Learning Iterates for Stochastic Shortest Path Problems

On Boundedness of Q-Learning Iterates for Stochastic Shortest Path Problems MATHEMATICS OF OPERATIONS RESEARCH Vol. 38, No. 2, May 2013, pp. 209 227 ISSN 0364-765X (prin) ISSN 1526-5471 (online) hp://dx.doi.org/10.1287/moor.1120.0562 2013 INFORMS On Boundedness of Q-Learning Ieraes

More information