Delay-Dependent State Estimation for Time Delay Systems

Similar documents
CHAPTER: 3 INVERSE EXPONENTIAL DISTRIBUTION: DIFFERENT METHOD OF ESTIMATIONS

Control Systems (Lecture note #6)

Almost unbiased exponential estimator for the finite population mean

Series of New Information Divergences, Properties and Corresponding Series of Metric Spaces

8. Queueing systems. Contents. Simple teletraffic model. Pure queueing system

Least squares and motion. Nuno Vasconcelos ECE Department, UCSD

Gauge Theories. Elementary Particle Physics Strong Interaction Fenomenology. Diego Bettoni Academic year

Algorithms to Solve Singularly Perturbed Volterra Integral Equations

Chap 2: Reliability and Availability Models

Almost Unbiased Exponential Estimator for the Finite Population Mean

Akpan s Algorithm to Determine State Transition Matrix and Solution to Differential Equations with Mixed Initial and Boundary Conditions

Dr. Junchao Xia Center of Biophysics and Computational Biology. Fall /21/2016 1/23

Lecture 12: Introduction to nonlinear optics II.

Improvement of the Reliability of a Series-Parallel System Subject to Modified Weibull Distribution with Fuzzy Parameters

MECE 3320 Measurements & Instrumentation. Static and Dynamic Characteristics of Signals

Variable Satellite Usage in GPS Receivers

Improved Exponential Estimator for Population Variance Using Two Auxiliary Variables

Improved Exponential Estimator for Population Variance Using Two Auxiliary Variables

A NOVEL DIFFERENCE EQUATION REPRESENTATION FOR AUTOREGRESSIVE TIME SERIES

Reliability analysis of time - dependent stress - strength system when the number of cycles follows binomial distribution

ASYMPTOTIC BEHAVIOR OF FINITE-TIME RUIN PROBABILITY IN A BY-CLAIM RISK MODEL WITH CONSTANT INTEREST RATE

Inference on Curved Poisson Distribution Using its Statistical Curvature

Asymptotic Behavior of Finite-Time Ruin Probability in a By-Claim Risk Model with Constant Interest Rate

Total Prime Graph. Abstract: We introduce a new type of labeling known as Total Prime Labeling. Graphs which admit a Total Prime labeling are

Introduction to Laplace Transforms October 25, 2017

Computational Simulations and Experiments on Vibration Control of a Flexible Two-link Manipulator Using a Piezoelectric Actuator

State Observer Design

Mathematical Statistics. Chapter VIII Sampling Distributions and the Central Limit Theorem

Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields

3.4 Properties of the Stress Tensor

Reliability of time dependent stress-strength system for various distributions

Chapter 4. Continuous Time Markov Chains. Babita Goyal

Hence, Consider the linear, time-varying system with state model. y( t) u(t) H(t, )

System-reliability-based design and topology optimization of structures under constraints on first-passage probability

Continous system: differential equations

Anouncements. Conjugate Gradients. Steepest Descent. Outline. Steepest Descent. Steepest Descent

On nonnegative integer-valued Lévy processes and applications in probabilistic number theory and inventory policies

Key words: Fractional difference equation, oscillatory solutions,

Ruin Probability in a Generalized Risk Process under Rates of Interest with Homogenous Markov Chain Claims

ISSN No. (Print) :

Existence of Nonoscillatory Solutions for a Class of N-order Neutral Differential Systems

Unbalanced Panel Data Models

On the Existence and uniqueness for solution of system Fractional Differential Equations

EMPIRICAL STUDY IN FINITE CORRELATION COEFFICIENT IN TWO PHASE ESTIMATION

On Estimation of Unknown Parameters of Exponential- Logarithmic Distribution by Censored Data

Two-Dimensional Quantum Harmonic Oscillator

Major: All Engineering Majors. Authors: Autar Kaw, Luke Snyder

Aotomorphic Functions And Fermat s Last Theorem(4)

Linear Perturbation Bounds of the Continuous-Time LMI-Based H Quadratic Stability Problem for Descriptor Systems

Quantum Theory of Open Systems Based on Stochastic Differential Equations of Generalized Langevin (non-wiener) Type

Computing OWA weights as relevance factors

Response of LTI Systems to Complex Exponentials

NHPP and S-Shaped Models for Testing the Software Failure Process

DESIGN OF OBSERVER-BASED CONTROLLER FOR LINEAR NEUTRAL SYSTEMS. M. N. Alpaslan Parlakçı

Numerical Method: Finite difference scheme

Stability Criterion for BAM Neural Networks of Neutral- Type with Interval Time-Varying Delays

Consider a system of 2 simultaneous first order linear equations

The rise of neural networks. Deep networks. Why many layers? Why many layers? Why many layers? 24/03/2017

Department of Mathematics and Statistics Indian Institute of Technology Kanpur MSO202A/MSO202 Assignment 3 Solutions Introduction To Complex Analysis

In 1991 Fermat s Last Theorem Has Been Proved

IMPUTATION USING REGRESSION ESTIMATORS FOR ESTIMATING POPULATION MEAN IN TWO-PHASE SAMPLING

1- I. M. ALGHROUZ: A New Approach To Fractional Derivatives, J. AOU, V. 10, (2007), pp

Introduction to logistic regression

k of the incident wave) will be greater t is too small to satisfy the required kinematics boundary condition, (19)

Periodic Solutions of Periodic Delay Lotka Volterra Equations and Systems

Asymptotic Behavior of Solutions of Nonlinear Delay Differential Equations With Impulse

The Linear Regression Of Weighted Segments

EE 232 Lightwave Devices. Photodiodes

COMPLEX NUMBERS AND ELEMENTARY FUNCTIONS OF COMPLEX VARIABLES

Bayesian Shrinkage Estimator for the Scale Parameter of Exponential Distribution under Improper Prior Distribution

The Variance-Covariance Matrix

LECTURE 6 TRANSFORMATION OF RANDOM VARIABLES

AIAA Robert L. Sierakowski Chief Scientist Air Force Research Laboratory AFRL/MNG 101 W. Eglin BLVD, Ste.105, Eglin AFB, Florida

innovations shocks white noise

Robust Adaptive Control of Voltage Saturated Flexible Joint Robots with Experimental Evaluations

Chapter 13 Laplace Transform Analysis

Survival Analysis for Randomized Clinical Trials II Cox Regression. Ziad Taib Biostatistics AstraZeneca February 26, 2008

QR factorization. Let P 1, P 2, P n-1, be matrices such that Pn 1Pn 2... PPA

STRUCTURAL FAULT DETECTION OF BRIDGES BASED ON LINEAR SYSTEM PARAMETER AND MTS METHOD

Stabilization of LTI Switched Systems with Input Time Delay. Engineering Letters, 14:2, EL_14_2_14 (Advance online publication: 16 May 2007) Lin Lin

The Method of Steepest Descent for Feedforward Artificial Neural Networks

Let's revisit conditional probability, where the event M is expressed in terms of the random variable. P Ax x x = =

Complex Numbers. Prepared by: Prof. Sunil Department of Mathematics NIT Hamirpur (HP)

Average Consensus in Networks of Multi-Agent with Multiple Time-Varying Delays

IS THE MINIMUM-TRACE DATUM DEFINITION THEORETICALLY CORRECT AS APPLIED IN COMPUTING 2D AND 3D DISPLACEMENTS?

Different types of Domination in Intuitionistic Fuzzy Graph

By choosing to view this document, you agree to all provisions of the copyright laws protecting it.

Group Consensus of Second-Order Multi-agent Networks with Multiple Time Delays

VARIATIONAL ITERATION METHOD FOR DELAY DIFFERENTIAL-ALGEBRAIC EQUATIONS. Hunan , China,

Extinction risk depends strongly on factors contributing to stochasticity

Estimation Theory. Chapter 4

Solution of Impulsive Differential Equations with Boundary Conditions in Terms of Integral Equations

A METHOD FOR NUMERICAL EVALUATING OF INVERSE Z-TRANSFORM UDC 519.6(045)

A Simple Representation of the Weighted Non-Central Chi-Square Distribution

On Thermal and State-of-Charge Balancing using Cascaded Multi-level Converters

Repeated Trials: We perform both experiments. Our space now is: Hence: We now can define a Cartesian Product Space.

Phase Wise Supply Chain Model of EOQ with Normal Life Time for Queued Customers: A Computational Approach

(Reference: sections in Silberberg 5 th ed.)

AML710 CAD LECTURE 12 CUBIC SPLINE CURVES. Cubic Splines Matrix formulation Normalised cubic splines Alternate end conditions Parabolic blending

An Indian Journal FULL PAPER. Trade Science Inc. A stage-structured model of a single-species with density-dependent and birth pulses ABSTRACT

Transcription:

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav Dlay-Dpd Sa Esmao for Tm Dlay Sysms MOHAMMAD ALI PAKZAD Dparm of Elcrcal Egrg Scc ad Rsarch Brach, Islamc Azad Uvrsy Thra IRAN m.pakzad@srbau.ac.r BIJAN MOAVENI Dparm of Ralway Egrg Uvrsy of Scc Tchology Thra IRAN b_moav@us.ac.r Absrac: - I hs arcl, a obsrvr wh dlay-dpd sably codos has b prsd for m dlay sysms wh ukow pus, whr h m dlay rms xs h sa ad oupu of h sysm. Th dsgg of hs obsrvr, whos prformac dx s h H orm, has b formulad as a olar opmzao problm. By usg h f characrzao of a Lyapuov fucoal quao, suffc codos hav b proposd o guara h xsc of a dsrabl H flr. Ths f characrzao ca b calculad by mas of a marx xpoal fuco. Svral umrcal xampls hav also b smulad o show h ffcvss ad smplcy of h proposd obsrvr. Ky-Words: - m dlay sysm, Lyapuov fucoal, sa dlay sysm, H flr, obsrvr, Kalma flr Iroduco A dyamc sysm whos sa varabls ar smaos of h sa varabls of aohr sysm s calld h obsrvr of ha sysm. Ths xprsso was frs roducd 963 o h hory of lar sysms by Lubrgr []. H showd ha for vry obsrvabl lar sysm, a obsrvr ca b dsgd whos smao rror (.. h dffrc bw h ral sa of h sysm ad h obsrvr sa) bcoms zro a vry cosdrd spd. I fac, a obsrvr s a dyamc sysm whos pus ar h procss pus ad oupus, ad whos oupus ar h smad sa varabls. I ca b sad ha a smaor of sa s a dspsbl mmbr of h corol sysms hory, ad has mpora applcaos fdback corol, sysm suprvso ad h faul dagoss of dyamc sysms. I h corol procss, s of assumd ha h ral sa vcors xs ad ar avalabl h masurm of h oupu; whl pracc, hs s o h cas, ad s cssary o dvs a obsrvr ordr o provd a smao of sa vcors. If h smao ad rcosruco of all h sa varabls s dd, h full-ordr obsrvrs, ad f h smao ad rcosruco of a umbr of sa varabls s dd, h rducd-ordr obsrvrs ar usd. Durg h las dcad, h hory of obsrvr dsg for m dlay sysms has b wdly complad [-8]. Th smao of sa varabls s a mpora dyamc modl, whch adds o our kowldg of dffr sysms ad hlps us aalyz ad dsg varous corollrs. Dffr approachs hav b usd for h dsgg of obsrvrs, cludg: h coorda chag approach [9], h LMI mhod [], rducg rasformao chqu [], facorzao approach [], polyomal approach [3], modal obsrvr [4], rducd-ordr obsrvr [5] ad h oupu jco basd obsrvr [6]. I [7], hrough a algbrac approach, a obsrvr wh dlay-dpd sably for sysms wh o oupu dlay has b prsd. I [8], a obsrvr has b proposd ha uss h H orm as h prformac dx. Th H flr has b cosdrd [9], [] by applyg h dlay dpd sably codos, whch h marx qualy has b usd. W also frquly cour h ssu of sa dlay corol problms ad physcal sysms. I rc yars, h sysms wh dlay sa hav aracd h ao of may rsarchrs, ad umrous E-ISSN: 4-856 Issu, Volum 8, Jauary 3

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav approachs hav b proposd for h valuao of sably hs sysms (s [] ad [, 8] ad h rfrcs cd hm). Tm-dlayd sysms play sgfca rols horcal as wll as praccal flds; ad hs fluc ca b obsrvd umrous rsarch arcls wr o varous problms ha volv hs class of sysms [3-4]. Th goal of hs arcl s o dsg a obsrvr for m dlay sysms whch h m dlay rms xs h oupu ad h sa varabls, ad also h pus ar mxd wh os ad h sysm oupu accompas masurm oss. I h dsgg of hs obsrvr w hav usd h H orm as h prformac dx. Howvr, dsp h usfulss of h H orm, fw obsrvrs hav usd as h prformac dx. I [3] ad [4] a mhod has b proposd for h calculao of h H orm of m dlay sysms by mas of h dlay Lyapuov quao. I [5], a obsrvr has b offrd for m dlay sysms by applyg h dlay-dpd sably codos. I should b mod ha dlay-dpd approachs ar grally mor cosrvav ha dlay-dpd os. I hs arcl, for h smao of sysm sas, a H obsrvr has b proposd whos dsg uss h dlay-dpd sably codos. No ha wh hr ar o m dlay rms, h opmal H orm obsrvr s a sadard Kalma flr. Thrfor, h proposd flr ca b prsd as a Kalma flr for h m dlay sysms. Th opmal H orm obsrvr wll b dsgd by mployg h f characrzao of a Lyapuov fucoal quao as a marx xpoal fuco ad applyg h ucosrad olar opmzao algorhm. Fally, h proposd obsrvr hs arcl wll b usd o sma h curr sas basd o h m dlay sysm, whr h m dlay rms xs h sa ad h oupu of h sysm. Ths arcl has b orgazd h followg mar. I sco, for h dfo of h obsrvr, h cssary mahmacs has b prsd. I sco 3, h calculao of h H orm ad h Lyapuov fucoal quao has b offrd for h sa dlay sysm. I sco 4, h mhod of flr dsg has b dscrbd. I sco 5, ordr o s h praccal usfulss of h proposd chqu, has b appld for solvg h smao problm of svral lar sysms wh m dlay. Ad fally, h summary ad cocluso of h obad rsuls hav b prsd h las sco. Iroduco of h proposd obsrvr Cosdr lar m-vara sysms dscrbd by. x () = Ax() + Ax( h) + Bω() + Bu() y() = C x() + C x( h) + C ν () () p Whr x R s h sa, ω R s h procss q r os, u R s h pu, y R s h r masurm, ad ν R s h masurm os. Th h s cosa kow m dlay h sas ad h oupus. I s assumd ha ν ad ω ar ucorrlad wh Gaussa procsss, whch sasfy E{ ω( )} =, E{ ω( ) ω( s)} = Iδ( s) E{()} ν =, E{()()} ν ν s = Iδ( s) () Th objcv of hs papr s o drv a H flr for a m dlay sysm (), whr a flr has h followg form: x ˆ() = Ax ˆ ˆ () + Ax ( h) K C x() + C x( h) y () + B u() ( ˆ ˆ ) Dfg h smao rror () as () x () x ˆ() w oba (3) G : ( ) = A ( ) A( h) + Bξ ( ) (4) Whr A A KC, A A KC ω() B [ B, KC], ξ ( ) ν () Th H orm of h rror sysm s usd as h prformac dx sma T G = J( k, h) = lm E () () d T T (5) If hr ar o m dlay rms (.., A = ad C = ), h () bcoms E-ISSN: 4-856 Issu, Volum 8, Jauary 3

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav x () = A x() + B ω() + B u() y() = C x() + C ν () ad h flr, mmzg h H orm (5) for hs o-dlayd sysm, s h sadard Kalma flr. Thus w ca call h proposd flr mmzg (5) a Kalma flr for m dlay sysms. 3 H Norm Compuauo Th H orm of G s xprssd rms of h marx fuco Ps ( ) h x horm. Thorm : If s sabl, h G = Tr( B P() B) (6) Whr P(), s s h s couously dffrabl ad sasfs P() = P () P ( s) = A P() + A P( h s), s h P () + P () + I = (7) Rmark : s rlad o h Lyapuov fucoal of sa dlay sysm (4). L V ( φ), φ C[ h,] b dfd by V ( φ) φ () P() φ() + φ () P( r) Aφ( h + r) dr h h + φ ( h + r) A P( r s) Aφ( h + r) dsdr h (8) Whr Ps () P ( s) f s <. Equao (7) s drvd from d V ( x ) = x ( ) x ( ) (9) d x ( r) x( + r), r h, Whr [ ] Rmark : If hr ar o m dlay rms, h rsul Thorm bcoms a sadard H orm compuao. S, for xampl, Thorm 3.3. [7]: h H orm of a sabl o-dlay sysm s gv by G = Tr( B PB) () Whr AP + PA + I= No ha codos (7) ar quval o hos () f h =, A = ad C =. Th proof of Thorm wll b gv usg Lmma ad. Lmma : If sysm G s sabl, h G = Tr( G ( jω) G ( jω)) dω () π Proof: Th rsul s sadard (s Chap 3.3 [7]). Lmma : If G s sabl ad P(), s s h sasfs (7), h P jω jω dω () () = ( ) ( ) π Whr j h ( jω) jωi A A ω (3) Proof: S [9]. (Proof of Thorm ) From Lmma, Tr( B P() B) = Tr B ( jω) ( jω) Bdω π = Tr{ B ( jω) ( jω) B} dω π, w hav Sc f ( jω) dω= f ( jω) dω Tr( B P() B) = Tr{ B ( jω) ( jω) B} dω π = Tr{ G ( jω) G( jω) } dω π Sc Tr( AB) = Tr( BA) whvr AB ad BA ar squar marcs, w hav Tr( B P() B) = Tr{ G ( jω) G ( jω) } dω= G π E-ISSN: 4-856 3 Issu, Volum 8, Jauary 3

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav Th las qualy s from (). If G s sabl, h G ca b compud from P () Thorm. How o chck h sably of G wll b cosdrd lar Thorm ; frs w wll cosdr how o compu P () h x lmma. Noao: For a marx M M m m m m m m m m m = gv by M dos complx cojuga raspos of M h colum srg csm s dfd by [ csm m m m m m m m m m ] Lmma 3: If G s sabl, h P () ad P( h ) sasfyg (7) ar gv by ( I A ) + ( A I) ( I A ) T + ( A I) R R csp () csi = csp ( h) Whr T : = T T T, T k R Row vcor T, k s dfd by T, k k k T : =,, j ( ) + j ( j ) + (4) Whr k R, k s a row vcor whos k-h lm s ad all ohr lms ar. Ad * [ R R ] [ ] V Marcs ad V * ar from h sgular valu dcomposo of h followg I J Hh = U V ( xp( )) * (5) Whr U ad V ar uary marcs, ad R s a dagoal marx whos dagoal lms ar ozro sgular valus of ( I J xp( Hh) ). L T j do a marx wh (, j) -ry qual o ad all ohr rs qual o zro, ad l T R b h block marx T, T j (.., h (, j) -block of T s T j ). Marcs H ad J ar dfd by ( I A ) ( I A ) T I H, J = ( I A ) T ( I A ) I Proof: S []. No ha P () ca b compud from h marx xpoal (5) ad a smpl lar quao (4). Thus f G s sabl, h w ca asly compu H orm: s (6). Now h sably of G s cosdrd Thorm, whr a sably codo for rval dlay h s provdd. Thorm : Suppos G s sabl for h =. If H has magary gvalus { jω,, jωk } ad hr corrspodg gvcors ar gv by ν, νk, ν, ν k, ν =,, νk = ν ν, k, h G s sabl for h whr h s dfd by ν h m l k jω ν, l, l+ (6) whr ν, l, s ay ozro lm of ν l. Thorm s provd usg Lmma 4 ad 5. Lmma 4 s basd o h fac ha f G s sabl for E-ISSN: 4-856 4 Issu, Volum 8, Jauary 3

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav h = ad G dos o hav ay magary pols for h, h G s sabl for h. Lmma 4: G s sabl for h f G s sabl for h = Th followg quao dos o hav ay roos for h, h : ) d( j h jωi A A ω ) = (7) Proof: S [3]. Sably of G for h = ca b asly chckd from gvalus of A + A. O h ohr had, chckg whhr (7) has ay roos for h s o asy: (7) should b chckd for all ω < ad h < h I h x lmma, s show ha a roo jω of (7) (f ay) s a gvalu of H. Lmma 5: If (7) has a rooω, h s a gvalu of H. Proof: Suppos (7) has a roo jω for h ; h hr xss x( C ) such ha j h x ( jωi A A ω ) = (8) Takg h raspos (o complx cojuga), w Oba jωh ( jωi A A ) x = L α C α α α = x α b dfd by jωh (9) whr, α, s a complx umbr. L ν b dfd by (u s h complx cojuga of u ) u v u () Whr αx α x u = C α x () Th horm s provd f w show ha hs ν ( v from h cosruco) sasfs ( jωi H) ν = : ha s, jω s a gvalu of H. From h dfo of H, w oba ( jωi H) ν jωi ( I A ) ( I A ) T = ν ( I A ) T jωi + ( I A ) ( jωi ( I A ) ) u ( I A ) Tu = ( jωi + ( I A ) ) u + ( I A ) Tu () Paro ( jωi H) ν o complx vcors ad l h -h block of ( jωi H) ν b dod by C. Th r, s gv by r r = ( jωi A ) α x A ( T α + T α + + T α ) x Nog h followg rlao ( T α + T α + + T α ) x = ( T α + T α + + T α ) α = jωh αα W oba jωh jωh ( ) jωh ( ω ) jωh jωh jωh = ( ω ) αα α α r j I A A = α jωi A A α = α j I A A x =, Th las qualy s from (8). Sc r+ = r, (s ()), w hav r =, +. Hc, ( jωi H) ν =, whr ν (sc x ). Proof of Thorm : From h proof of Lmma 5, f (7) has a roo ω for h ( k), h ω s a gvalu of H. Furhrmor, h corrspodg gvcor of H s of h form: E-ISSN: 4-856 5 Issu, Volum 8, Jauary 3

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav v = x x x x x x x x jωh jωh jωh jωh xx jωh jωh xx Thus h ca b compud as follows: T whr α s a cosa ad s chos so ha pkh (, ) JKh (, ) wh h h( k). Wh hs paly fuco, a cosrad opmzao problm (3) ca b rplacd by h followg ucosrad opmzao problm: m J ( K, h) G ( k, h) + p( K, h) (4) K P h = v l, l j v ω, l+ Whr v, l, l s ay ozro lm of v. If h mmum valu of h ( k) s h h (7) dos o hav a roo for h. From Lmma 4, hs provs h horm. Rmark 3: Oc a flr ga K s drmd, w ca chck h sably of h rror sysm (4) (Thorm ) ad compu s H orm (Thorm). No ha f h < h( k) (.., G s sabl), h J P ( K, h) = J( K, h). Also o ha f h h( k),h J P ( K, h ) s domad by h paly fuco pkh (, ). Thus h paly fuco pkh (, ) prvs usabl rgo sarchg wh h H orm s bg mmzd. A al valu of K ca b chos by mmzg J( K,): h al valu corrspods o h Kalma flr ga for a o-dlayd sysm. Mmzao problm (4) ca b solvd, for xampl, usg a ucosrad olar opmzao fuco fmuc MATLAB opmzao oolbox. 4 Flr Dsg I hs sco, h syhss algorhm of a H flr (3) s proposd, whr h algorhm s formulad as a cosrad olar opmzao problm. Wh mmzg H orm of G ovr K usg Thorm, should b guarad ha G s sabl. If h flr ga K s gv, h sably of G ca b chckd usg Thorm, whch provds a uppr sably boud h( k ) (.., G ( K, h) s sabl as log as h < h ). Thus fdg a opmal K, whch sablzs G ad mmzs G ( K, h) ca b formulad as follows: m J( K, h) G ( K, h) k subjc o h < h ( k ) (3) (3) s a cosrad olar opmzao problm whos global soluo s dffcul o fd. A subopmal approach s proposd o compu K usg paly mhods [6]. A paly fuco s dfd by f h < h ( K ) pkh (, ) α h h f h h K ( ) ( ) 5 Numrcal Exampl I hs sco, h smulaos hav b prformd by mas of h MATLAB sofwar. Exampl : Cosdr h followg frs-ordr m dlay sysm: x () = x() x( h) +.5 ω() + u() y() = x() + x( h) +.5 ν () (5) whr ω () ad v () ar h vcors of h pu os ad masurm os, rspcvly. I s assumd ha hs oss ar Gaussa procsss wh a avrag of zro ad ha ω () ad v () ar ucorrlad ad hy sasfy rlao (). I hs xampl, h =.5. Th opmzao problm (4) s solvd by mas of h Malab opmzao oolbox, ad for hs purpos, h opmzao fuco fmuc Malab s usd. By usg h =, h al valu for flr ga K s obad. Th valu of α h paly fuco has b adjusd a. Th valus calculad for h =.5 ar as follows: K =.73, h =.9, G ( K, h) =.77 Usg h compud flr ga, sa smao smulao was do, whr a u sp sgal was E-ISSN: 4-856 6 Issu, Volum 8, Jauary 3

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav appld o h corol pu u () a m s. Th smulao rsul s gv Fg. paly fuco s s o. Th compud valus ar as follows:.77,.639, (, ).4 K = h = G K h =.76 Usg h compud flr ga, sa smao smulao was do, whr a u sp sgal was appld o h corol pu u () a m s. Th smulao rsuls ar gv Fg. ad Fg.3: ca b s ha h proposd H flr smas sysm sas wll. Fg. : Smulao rsul : ru sa ad smad valu ca b s ha h proposd H flr smas sysm sas wll. To s how h m dlay affcs smao prformac, H flrs wr dsgd for dffr h valus. As s Tabl, compud H orm crass as m dlay h crass. Tabl. Tm dlay ffcs o smao prformac. h =. h =.3 h =.5 h =.8 G ( K, h ).399.543.77.95 Fg. : Smulao rsul: ru sa (h frs lm of sa x) ad smad valu Varac of acual.5.35.65.9 smao rror Exampl : I hs problm, h H flr s dsgd for h scod-ordr sysm gv h followg rlao. x () = () ( ) x + x h. + ω() u(). + (6) y() = [ ] x() + [ ] x( h) +.5 ν () whr ω () ad v () ar zro-ma, ucorrlad wh Gaussa procsss sasfyg (). Th m dlay s s o b h =.3. Opmzao problm (4) was solvd usg Malab opmzao oolbox. Th al valu of h flr ga K s compud usg h =, ad α h Fg. 3: Smulao rsul: ru sa (h scod lm of sa x) ad smad valu To s how h m dlay affcs smao prformac, H flrs wr dsgd for dffr h valus. E-ISSN: 4-856 7 Issu, Volum 8, Jauary 3

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav As s Tabl, compud H orm crass as m dlay h crass. Varac of acual smao rror, whch was compud from a smulao, also crass as m dlay h crass. Ths vrfs a commo blf ha h m dlay advrsly affcs o smao prformac. Tabl. Tm dlay ffcs o smao prformac. h =. h =.3 h =.5 h =.7 G ( K, h ).8.43.3.44 Varac of acual smao rror.88..3.5 Fg. 4: Smulao rsul: ru sa (h frs lm of sa x) ad smad valu Exampl 3: Cosdr h followg hrd-ordr sysm wh dlayd oupu ad sa: (7) 3.5 5.9 7. 7.3 x () = 3 x() 5 + x( h) 4 6. +. ω( ) + u( ). y( ) = x( ) + x( h) +.5 ν ( ) [ ] [ ] whr ω () ad v () ar h vcors of h pu os ad masurm os, rspcvly. I hs xampl h =.6. Th opmzao problm (4) s solvd by mas of h Malab opmzao oolbox, ad for hs purpos, h opmzao fuco fmsarch Malab s usd. By usg h =, h al valu for flr ga K s obad. Th valu of α h paly fuco has b adjusd a 5. Th valus calculad for h =.6 ar as follows: Fg. 5: Smulao rsul: ru sa (h scod lm of sa x) ad smad valu.5338 K =.5596, h =.64, G ( K, h) =.3949.493 Th smulao rsuls ar gv Fg.4, Fg.5 ad Fg.6: ca b s ha h proposd H flr smas sysm sas wll. Fg. 6: Smulao rsul: ru sa (h hrd lm of sa x) ad smad valu E-ISSN: 4-856 8 Issu, Volum 8, Jauary 3

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav As s Tabl 3, compud H orm crass as m dlay h crass. Tabl 3. Tm dlay ffcs o smao prformac. h =. h =.3 h =.6 h =. G ( K, h ).9765.96.3949.859 Varac acual of smao rror.55..5.7 As s obsrvd, h cras of m dlay has a oppos ffc o h smao prformac, ad wh h cras of m dlay, h smao rror varac also crass. 6 Cocluso I hs arcl, a mhod was proposd for h dsgg of H obsrvrs for lar sysms wh m dlay h oupu ad sa varabls. By usg h f characrzao of a Lyapuov fucoal quao, h xsc of suffc codos for achvg h rgh soluo ad guarag h propr covrgc ra of h smao rror was valuad. Ths obsrvr provdd sasfacory rsuls praccal applcaos. Fally, by dsgg obsrvrs for hr lar sysms wh m dlays, h ffcvss of h proposd approach was dmosrad. Rfrcs: [] D. G. Lubrgr, A Iroduco o Obsrvrs, IEEE Tras. Auoma. Cor., vol. Ac-6, No. 6, 97, pp. 596-6. [] Y. M. Fu, G. R Dua, ad S. M. Sog, Dsg of ukow pu obsrvr for lar mdlay sysms, Iraoal Joural of Corol, Auomao, Sysms, vol., o 4, 4, pp 53-535. [3] K. Subbarao, ad P. Muraldhar, A Sa Obsrvr for LTI Sysms wh Dlayd Oupus: Tm-Varyg Dlay, Procdgs of h Amrca Corol Cofrc, (Washgo, U.S.A), 8, pp. 39-333. [4] C.-M. Zhag, G.-Y. Tag, M. Ba, Sa obsrvr dsg for lar sysms wh dlayd masurms, Cofrc Procdgs - IEEE Iraoal Cofrc o Sysms, Ma ad Cybrcs, 8, pp. 3-35. [5] A. Faouh, O. Sam, ad J. M. Do, A ukow pu obsrvr dsg for lar mdlay sysms, Procdgs of h 38s IEEE Corol ad Dcso Cofrc,(Arzoa, USA) 999., pp 4-47. [6] Y. S. Suh, Kalma Flr for Oupu Dlay Sysms, Procdgs of h 4s IEEE Corol ad Dcso Cofrc,Vol. 3, (Las Vgas, U.S.A.),, pp. 333-334. [7] O. Sam, A. Faouh, ad J. M. Do, Furhr rsuls o ukow pu obsrvrs dsg m-dlay sysms, Procdgs of h 4s IEEE Corol ad Dcso Cofrc, Florda, USA,, pp4635-4636. [8] Y. S. Suh, H. J. Kag, Y. S. Ro, H Flr for Tm Dlay Sysms, Iraoal Joural of Corol, Auomao, Sysms, Vol. 4, No. 5, 6, pp. 539-544 [9] M. Hou, P. Zk, ad R. J. Pao, A obsrvr dsg for lar m-dlay sysms, IEEE Tras. o Auomac Corol, vol. 47, No.,, pp. -5. [] M. Darouch, Lar fucoal obsrvrs for sysms wh dlays sa varabls, IEEE Tras. o Auomac Corol, vol. 46, No. 3,, pp. 49-496. [] A. E. Parso ad Y. A. Fagbdz, A obsrvr for m lag sysms, IEEE Tras. o Auomac. Corol, vol. 34, No. 4, 989, pp. 775-777. [] Y. X. Yao ad Y. M. Zhag, Paramrzao of obsrvrs for m dlay sysms ad s applcao obsrvr dsg, IEE Proc. Corol Thory Appl., vol. 43, o. 3, 996, pp. 5-3. [3] O. Sam, Ukow pu robus obsrvr for m dlay sysm, Proc. of h 36h IEEE Cofrc o Dcso ad Corol, 997, pp. 69-63. [4] J. Lyva-Ramos ad A. E. Parso, A asympoc modal obsrvr for lar auoomous m lag sysms, IEEE Tras. Auoma. Cor., vol. 4, No. 7, 995, pp. 9-94. [5] M. Darouach, P. Prro, ad E. Rchard, Dsg of rducd-ordr obsrvrs whou ral dlays, IEEE Tras. Auoma. Cor., vol. 44, No. 9, 999, pp. 7-73. [6] M. Hou, P. Zk, ad R. J. Pao, A obsrvr dsg for lar m-dlay sysms, IEEE Tras. Auoma. Cor., vol. 47, No.,, pp. -5. [7] P. M. Na, R. Spah, A algbrac approach o dsg obsrvrs for dlay-dpd sably of sysms wh sgl oupu dlay, E-ISSN: 4-856 9 Issu, Volum 8, Jauary 3

WSEAS TRANSACTIONS o SYSTEMS ad CONTROL Mohammad Al Pakzad, Bja Moav Procdgs of h Amrca Corol Cofrc, (Sa Fracsco),, pp. 43-436 [8] A. Faouh, O. Sam, ad J. M. Do, H obsrvr dsg for m-dlay sysms, Proc. of h 37h Cofrc o Dcso ad Corol, (Florda, USA), 998, pp. 4545-4546. [9] E. Frdma, U. Shakd, ad L. X, Robus H flrg of lar sysms wh m-varyg dlay, IEEE Tras. Auoma. Cor., vol. 48, No., 3, pp. 59-65. [] H. Gao ad C. Wag, Dlay-dpd robus H ad L /L flrg for a class of ucra olar m-dlay sysms, IEEE Tras. Auoma. Cor., vol. 48, No. 9, 3, pp. 66-666. [] S. Pakzad, ad M. A. Pakzad, Sably codo for dscr sysms wh mulpl sa dlays, WSEAS Trasacos o Sysms ad Corol, Vol.6, No.,, pp. 47-46. [] Y. S. Suh ad S. Sh, Sably of Sa Dlay Sysms Basd o F Characrzao of a Lyapuov Fucoal, Tras. of h Socy of Isrum ad Corol Egrs, Vol.35, No.9, 999, pp. 7-75. [3] M. A. Pakzad, ad S. Pakzad, Sably map of fracoal ordr m-dlay sysms, WSEAS Trasacos o Sysms, Vol., No.8,, accpd. [4] E. Jarlbrg, J. Vabrv, ad W. Mchls., Explc xprssos for h H orm of mdlay sysms basd o h dlay Lyapuov quao, Procdgs of h 49s IEEE Corol ad Dcso Cofrc, (Alaa, U.S.A),, pp. 64-69. [5] E. Jarlbrg, J. Vabrv, ad W. Mchls., Characrzg ad compug h H orm of m-dlay sysms basd o h dlay Lyapuov quao, IEEE Tras. Auoma. Cor., vol. 56, No. 4,, pp. 84-85. [6] M. S. Mahmoud, Robus Corol ad Flrg For Tm-Dlay Sysms, Marcl Dkkr, Nw York,. [7] D. Lubrgr, Opmzao by Vcor Spac Mhods, Wly, Nw York, 969. [8] M. A. Pakzad, Kalma flr dsg for m dlay sysms, WSEAS Trasacos o Sysms, Vol., No.8,, accpd. [9] M.Gr ad D.J.N.Lmbr, Lar Robus Corol, Prc-Hall, Eglwood Clffs, NJ, 995. [3] H. Wzhag, Gralzao of Lyapuov s horm a lar dlay sysm, J. Mah. Aa. & Appl., vol. 4, No., 989, pp. 83-94. [3] J. Chasso, A mhod for compug h rval of dlay valus for whch a dffral dlay sysm s sabl, IEEE Tras. Auoma. Cor., vol. AC-33, No., 988, pp. 76-78. [3] L. Pkar, Roo locus aalyss of a rardd quaspolyomal, WSEAS Trasacos o Sysms ad Corol, Vol.6, No.3,, pp. 79-9. [33] M. Bahador ad M. Baharak, Corol Dsg for Ucra Sgularly Prurbd Sysms wh Dscr Tm Dlay, WSEAS Trasacos o Sysms ad Corol, Vol.6, No.,, pp. 456-465. [34] Z. L, ad C. Schmd, A Gralsd Mmum Varac Corollr for Tm-Varyg MIMO Lar Sysms wh Mulpl Dlays, WSEAS Trasacos o Sysms ad Corol, Vol.7, No.5,, pp. 6-6. [35] T. Hashmoo, ad T. Ammya, Sablzao of Lar Tm-varyg Ucra Dlay Sysms wh Doubl Tragular Cofgurao, WSEAS Trasacos o Sysms ad Corol, Vol.4, No.9, 9, pp. 465-475. [36] K. Zakova, O Typ of Corollr Dsg for Dlayd Doubl Igraor Sysm, WSEAS Trasacos o Sysms ad Corol, Vol.3, No., 8, pp. 6-69. [37] Y. Chag, S. Ch, Sac Oupu-Fdback Smulaous Sablzao of Irval Tm- Dlay Sysms, WSEAS Trasacos o sysms, Vol. 7, No. 3, March 8, pp. 85-94. [38] R. Brca, A. Exbarra, Idusral PC-basd ral-m corollrs appld o scod-ordr ad frs-ordr plus m dlay procsss, WSEAS Trasacos o sysms, Vol. 7, No. 9, 8, pp. 87-879. [39] Y. K, C. Mao, Sably aalyss of BAM ural works wh ral rm ad m dlay, WSEAS Trasacos o sysms, Vol., No.,, pp. 45-438. [4] E. Gyurkovcs, T. Takacs, Oupu Fdback Guarag Cos Corol by Marx Iquals for Dscr-Tm Dlay Sysms, WSEAS Trasacos o sysms, Vol. 7, No. 7, 8, pp. 645-654. E-ISSN: 4-856 Issu, Volum 8, Jauary 3