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Andrew Lamperski

Publications and source records attributed to Andrew Lamperski.

39 records · Page 3Linked to original sources

Automata Theory Meets Barrier Certificates: Temporal Logic Verification of Nonlinear Systems

We consider temporal logic verification of (possibly nonlinear) dynamical systems evolving over continuous state spaces. Our approach combines automata-based verification and the use of so-called barrier certificates. Automata-based verification allows the decomposition the verification task into a finite collection of simpler constraints over the continuous state space. The satisfaction of these constraints in turn can be (potentially conservatively) proved by appropriately constructed barrier certificates. As a result, our approach, together with optimization-based search for barrier certificates, allows computational verification of dynamical systems against temporal logic properties while avoiding explicit abstractions of the dynamics as commonly done in literature.

cs.FL↗

Optimal Control with Noisy Time

This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing Lévy process. We provide dynamic programming results for continuous-time finite-horizon control and specialize these results to solve a noisy-time variant of the linear quadratic regulator problem and a portfolio optimization problem with random trade activity rates. For the linear quadratic case, the optimal controller is linear and can be computed from a generalization of the classical Riccati differential equation.

math.OC↗

Output Feedback H_2 Model Matching for Decentralized Systems with Delays

This paper gives a new solution to the output feedback H_2 model matching problem for a large class of delayed information sharing patterns. Existing methods for such problems typically reduce the decentralized problem to a centralized problem of higher state dimension. In contrast, the controller given in this paper is constructed from the solutions to the centralized control and estimation Riccati equations for the original system. The problem is solved by decomposing the controller into two components. One is centralized, but delayed, while the other is decentralized with finite impulse response (FIR). It is then shown that the optimal controller can be constructed through a combination of centralized spectral factorization and quadratic programming.

eess.SY↗