Analysis and Optimization of Systes: Proceedings of the 9th International Conference Antibes, June 12–15, 1990

966 Pages·1990·15.533 MB·English-French

by  Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve (auth.), A. Bensoussan, J. L. Lions (eds.)

Lecture Notes ni
Control and
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144
.A Bensoussan,
.J .L Lions (Editors)
Analysis and Optimization
of Systems
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,sebitnA enuJ ,51-21 0991
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Berlin Heidelberg New York
London Paris Tokyo Hong Kong
Series Editors
M. Thoma • A. Wyner
Advisory Board
.L D. Davisson • A. G. .J MacFarlane • H. Kwakernaak
.J .L Massey • Ya Z. Tsypkin • A. .J Viterbi
Editors
A. Bensoussan
INRIA - Universite Paris IX Dauphine
J. .L Lions
College de France - CNES, Paris
INRIA
Institut National de Recherche en Informatique et en Automatique
Domaine de Voluceau, Rocquencourt, B.P.105
78153 Le Chesnay/France
ISBN 3-540-52630-7 Springer-Verlag Berlin Heidelberg New York
ISBN 0-387-52630-7 Springer-Verlag New York Berlin Heidelberg
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FOREWORD
These Proceedings of the 9th series of the International Conference "Analysis
and Optimisation of Systems" gather more than 100 papers covering both
Theory and Applications in the field of Systems Analysis and Control 1( invited
paper - 96 contributed papers - 10 papers presented at the two Invited Sessions).
This year again, we have noticed a large international participation through 18
countries represented among the speakers.
This vitality shows the complete maturity of this discipline which, regularly,
continues to progress and allows scientists and engineers to expect the most
promising results and applications for the future.
We would like to express our thanks to the Organizations which have sponsored
this Conference : AFCET, CNRS, IEEE-CSS, IFAC, IIASA, INSERM, SEE, SIAM and
SMAI.
We also would like to extend our gratitude to :
the authors who have shown a real interest in this Conference
the many reviewers who have accepted the hard task of selecting papers
the chairpersons for having run with efficiency all the sessions of the
Conference
all the members of the Organization Committee
the Scientific Secretaries who deserve a special mention
the staff of the Public Relations Department for their excellent work in
making this Conference really happen.
Professor M. THOMA and the Editor SPRINGER VERLAG who have accepted to
publish this series in the Lecture Notes in Control and Information Sciences.
A. BENSOUSSAN J.L. LIONS
THIS CONFERENCE IS UNDER THE SPONSORSHIP OF :
AFCET Association Franqaise pour la Cybern6tique Economiquc et Technique
CNRS Centre National de la Recherche Scientifique
IEEE-CSS The Institute of Electrical and Electronics Enginecrs, Inc.
Control System Society "Participating Societies"
IFAC International Federation of Automatic Control
IIASA International Institute for Applied Systems Analysis
INSERM Institut National de la Sant6 et de la Recherche M6dicale
SEE Soci6t6 des Electriciens et Electroniciens
SIAM Society for Industrial and Applied Mathematics
SMAI Socidt6 pour les Mathdmatiques Appliqu6es et Industrielles
ORGANIZATION COMMITTEE
K.J. ASTR6M Lund Institute of Technology
A. BENSOUSSAN INRIA Universit6 Paris-Dauphine
A. BENVENISTE INRIA - IRISA - Rennes
P. BERNHARD INRIA - Sophia-Antipolis
P. FAURRE SAGEM, Paris
A. FOSSARD ENSAE, Toulouse
A. ISIDORI Universita di Roma
I.D. LANDAU I.N.P.G., Grenoble
J.L. LIONS Cotl6ge de France/CNES, Paris
M. THOMA Technische Universit~t, Hannover
R. VINTER Imperial College, London
J.C. WILLEMS GrOningen University
SCIENTIFIC SECRETARIES
L. BARATCHART INRIA Sophia-Antipolis
J.F. BONNANS INRIA - Rocqucncourt
A. SULEM INRIA - Rocquencourt
CONFERENCE SECRETARIAT
Th. BRICHETEAU INRIA-France
S. GOSSET INRIA-France
E. MANY INRIA-France
AUTHORS INDEX
ABU EL ATA S 851 GEORGES D. 600 OUSTALOUP A. 767
AKIAN M. 113 GOMES G. 912 OZVEREN C.M. 947
ANANTHARAM V. 937 GOUZE J.L. 324 PARDALOS P.M, 413.
ANTOULAS A.C. 297 GRIZZLE J.W. 401-843 PENG S. 724
AUBIN J.P. 821 GRORUD A. 704 PENG Y. 664
GUGLIELMI M. 497
BAIRD C.R. 467 PERCELL P.B. 123
BARATCHART L. 477 HAMAM Y. 600 PEREZ A. 361
BARBOT J.P. 314 HAMMOURI H. 391 PERRY R.J. 341
BARDI M. 103 HAN CHI-GEUN 413 POMET J.B. 808
BEHAEGEL E. 145 HANUS R. 664 POMMARET J.F. 271
BENSOUSSAN D. 873 HARCAUT J.P 27 POURTALLIER O. 745
BERGER W.A. 341 HEJMO W. 714 PRALY L. 808
BLANCHON G. 423 HEUBERGER P.S.C. 307 RENEKE J.A. 632
BONGERS P.M.M. 307 HOANG NGOC MINH V. 381 ROCHA P. 332
BONILLA E.M. 279 INSTALLE M. 755 RUBIO J.E. 154
BONNAN$ J.F. 423 IOFFE A. 442 RUNCHAL A.K. 145
BOSE A.K. 632
ISIDORI A. 821-861
BRDYS M.A. 674 SACHS G. 590
BROGLIATO B. 798 JACOB G. 381 SASTRY S.S. 861
BULGAKOV A. YA. 95 JODAR L. 87 SHREVE S.E. 3
BYRNES C.I. 821-861 SPIZZICHINO .F 238
KAMEN E.W. 655
CANPONT D. 37 KARATZAS i. 3 TAKEUCHI Y. 248
CARVALHO M. TEIXEIRA. M. 900 KEANE M.A. 4 7 TALAY D. 704
CHA I T.Y. 684 KINNAERT M. 880 TAPIERO C.S. 967
CHANGYOU L. 985 KIRILLOVA F.M. 570 THEPOT J. 735
CHANG SHI-CHUNG 133 KOKOTOVIC P.V. 861 TSIOTRAS G. 967
CHANTRE P. 851 KOWALEWSKI A. 174 ULANICKI B. 674
CHAVENT G. 452 KOZA J.R. 47 ULIVI G. 833
CHEN CHUN-HUNG 133 KULC"ZYCKI P. 714 URYAS'EV S.P. 432
CHERNOUSKO F.L. 580
LAKRORI M. 37
COIC A. 85 t VIARO U. 218
LALL H.S. 123
COMMAULT C. 361 VIGNERON C. 549
LAMNABHI-LAGARR1GUE F. 611
V1NTER R.B. 529
DESCUSSE J. 288 LANARI L. 833
DE KEYSER R.M.C. 77 LEBRET G. 37 1 WAGNEUR E. 977
DE LUCA A. 833 LEHOCZKY J.P. 3 WAHNON E. 487
DELFINI P. 623 LEPSCH': A. 218 WAYNE BEQUETTE B. 57
DI BENEDETrO M.D. 843 LE GLAND F. 228 WANG D. 600
DION J.M. 361 LESCH K. 590 WANG P,K.C. 145
DODU J.C. 423 LOBRY C. 623 WENBIN LIU 154
DONG CAO 755 LOISEAU J.J. 37 1 WIELONSKY F. 477
DULUC R. 549 WILLEMS J.C. 297-332
MALABRE M. 279
WILLSKY A.S. 947
EL-ANSARY M. 890 MARCHETTI C. 187
MESSAGER F. 778 XU GAN-L1N 3
FALCONE M. I 03 MIAN G.A. 218 XU HONG YAO. 467
FAYAZ M.A. 611
FELIACHI A. 208 MILHEIRO de OLIVEIRA P. 198 YANG WE1LIN 133-351-924
FEVO"I'TE G. 37 MONACO S. 788 YE YINYU 413
FLANDOLI F. 694 MORAAL P.E. 401 YONG J1ONGMIN 559
FLIESS M. 778-851 MORDUKHOVICH B.S. 539 YOU YUNCHENG 642
MYSLINSKI A. 164
FLORCHINGER P. 228 - 258 ZHANG SIY1NG 351-924
FONG I-KONG 133 NAVARRO E. 87 ZI-QIANG LANG 507
FRANKOWSKA H. 519 NIKOUKHAH R. 67
NORMAND-CYROT D. 788
GABASOV R. 570
GAUBERT S. 957 OLIVI M. 477
GAUVR1T M. 912 OTHMAN S. 391
TABLE OF CONTENTS
INVITED CONFERENCE
Optimality conditions for utility maximization in an
incomplete market
I. Karatzas , J.P. Lehoezky, S.E. Shreve, Gan-Lin Xu ........................
NUMERICAL ALGORITHMS
Nonlinear control of missiles through a geometric approach
J.P. Harcaut ................................................................................ 27
Non linear control of a batch evaporative crystallization
using an algorithm of "L/A" type
G. Fevotte, D. Canpont, M. Lakrori ................................................. 37
Genetic breeding of non-linear optimal control strategies
for broom balancing
J.R. Koza, M.A. Keane ................................................................... 47
Process control using nonlinear programming techniques
B. Wayne Bequette ....................................................................... 57
Construction of autonomous boundary-value linear systems
from acausal input-output functions
R. Nikoukhah ............................................................................... 67
PC-TACT : personal computer tool for advanced control techniques
R.M.C. De Keyser ................................ ......................................... 77
Solving singular regular systems A2X" + A1X' + AoX = F(t)
without increasing the dimension of the problem
L. Jodar, E. Navarro ..................................................................... 87
Matrix spectrum dichotomy and generalized Lyapunov matrix cquation
A. Ya. Bulgakov ........................................................................... 95
Discrete approximation of the minimal time function for systems
with regular optimal trajectories
M. Bardi, M. Faicone .................................................................... 103
Analyse de l'algorithme multigrille FMGH de rdsolution
d'6quations d'Hamilton-Jacobi-B ellman
M. Akian .................................................................................... 113
A dynamic programming based gas pipeline optimizer
H.S. Lali, P.B. Percell .................................................................. 123
Two effective approaches for hydroelectric generation scheduling
Shi-Chung Chang, Weilin Yang,
I-Kong Fong, Chun-Hung Chen ........................ . .............................. 133
VII
CONTROL OF DISTRIBUTED PARAMETER SYSTEMS
Iterative solution of a free-boundary problem arising in
microscopic particle manipulation inside a liquid layer
P.K.C. Wang, E. Behaegei, A.K. Runchal .......................................... 145
Optimality conditions for elliptic variational inequalities
Liu Wenbin, J.E. Rubio ................................................................ 154
Minimax shape optimization problem for Von Karman system
A. Myslinski .............................................................................. 164
Optimality conditions for a parabolic time delay system
A. Kowalewski ............................................................................ 174
LINEAR AND NONLINEAR FILTERING
A note about singular perturbations in the filtering
of a Markov chain
C. Marehetti ................................................................................ 187
Filtres approch6s pour un probl~me de filtrage non lindaire
discret avec petit bruit d'obscrvation
P. Milheiro De Oliveira .............................................. ; ................. 198
Decentralized filtering for interconnected systems
A. Feliachi ................................................................................. 208
Split forms of z-domain algorithms for linear prediction
and stability analysis
A. Lepschy, G.A. Mian, U. Viaro .................................................... 218
Time-discretization of the Zakai equation for diffusion
processes observed in correlated noise
P. Florchinger, F. Le Gland ........................................................... 228
Finite-dimensional stochastic filtering in discrete time :
the role of convolution semigroups
F. Spizzichino ............................................................................. 238
On the decompositions of observations with non-Gaussian
additive noise and their innovations processes
Y. Takeuchi ................................................................................. 248
Nonlinear filtering with dependent noises. The case of
unbounded coefficients
P. Florchinger ............................................................................. 258
VIII
ALGEBRAIC AND GEOMETRIC SYSTEM THEORY
Group theory and controllability of partial differential
control systems
J.F. Pommaret .............................................................................. 271
Algebraic characterization of invariant zeros at infinity
for generalized systems
E.M. Bonilla, M. Malabre ............................................................... 279
The dynamic block decoupling problem :
a minimal solution by precompensation
J. Descusse ................................................................................. 288
Minimal rational interpolation and Prony's method
A.C. Antoulas, J.C. Willems .......................................................... 297
Discrete normalized coprime factorization
P.M.M. Bongers, P.S.C. Heuberger ................................................... 307
A forward accessibility algorithm for nonlinear discrete time systems
J.P. Barbot .................................................................................. 314
Stabilisation globale de syst~mes non-lin6aires par un contr61e positif
J.L. Gouz~ ................................................................................... 324
Controllability of delay-differential systems
P. Rocha, J.C. Wiilems .................................................................. 332
Geometric approach to parametric sensitivity and gain suppression
W.A. Berger, R.J. Perry ................................................................ 341
A kind of nonlinear system and its reduction and structural control
Weilin Yang, Siying Zhang ................... . ........................................ 351
Rejet de perturbation dans les syst~mes structur6s
C. Commault, J.M. Dion, A. Perez ................................................... 361
A new canonical form for descriptor systems with outputs
J.J. Loiseau, G. Lebret .................................................................. 371
Evaluation transform and symbolic calculus for nonlinear control systems
V. Hoang Ngoc Minh, G. Jacob ........................................................ 381
Immersion in infinite dimension
H. Hammouri, S. Othman ............................................................... 391
On observers for smooth nonlinear digital systems
J.W. Grizzle, P.E. Moraal .............................................................. 401
NONLINEAR PROGRAMMING
An interior-point algorithm for large-scale quadratic problems
with box constraints
P.M. Pardalos, Yinyu Ye, Chi-Geun Han .......................................... 413
IX
Optimisation des r6seaux 61ectriques de grande taille
G. Bianchon, J.C. Dodu, J.F. Bonnans .............................................. 423
Adaptive variable metric methods for nondifferentiable
optimization problems
S.P. Uryas'ev ............................................................................... 432
Composite optimization : second order conditions,
value functions and sensitivity
A. Ioffe ...................................................................................... 442
A new sufficient condition for the well-posedness of non-linear
least square problems arising in identification and control
G. Chavent ...................................................................... ; ............ 452
SIGNAL PROCESSING
An identification technique for adaptive systems
in the case of poor excitation
Hong Yao Xu, C.R. Baird ................................................................ 467
Asymptotic properties in rational L2-approximation
L. Baratchart, M. Olivi~ F. Wielonsky ............................................. 477
A min-max testing approach to failure detection and identification
E. Wahnon ................................................................................... 487
On-line detection of minimal order for linear pieccwise
stationary systems
M. Guglielmi ............................................................................... 497
A simple method for identification of linear dynamics
with hysteresis nonlinear input
Lang Zi-Qiang ............................................................................. 507
DETERMINISTIC CONTROL
A priori estimates for operational differential inclusions
and necessary conditions for optimality
H. Frankowska ............................................................................. 519
Relaxed controls, for time delay systems
R.B. Vinter .................................................................................. 529
Maximum principle for nonconvex finite difference control systems
B.S. Mordukhovieh ....................................................................... 539
Functional viability constraints
R. Duluc, C. Vigneron ................................................................... 549
Maximum principle of optimal controls for a nonsmooth
semilinear evolution system
Jiongmin Yong ............................................................................. 559
X
New algorithms of solving extremal problems
R. Gabasov, F.M. Kirillova ............................................................. 570
Constrained controls in linear oscillating systems
F.L. Chernousko ........................................................................... 580
Fuel savings by optimal aircraft cruise with singular
and chattering control
G. Sachs, K. Lesch ........................................................................ 590
Optimal path planning of manipulators with singular configurations,
workspace and collision-free constraints
D. Wang, D. Georges, Y. Hamam ...................................................... 600
On singular output tracking in multivariable nonlinear systems
M.A. Fayaz, F. Lamnabhi-Lagarrigue .............................................. 611
CONTROLLABILITY AND STABILIZATION OF
DISTRIBUTED PARAMETER SYSTEMS
Formal controllability and physical controllability of linear systems
C. Lobry, P. Deifini ..................................................................... 623
Conditions yielding weak controllability for a class
of linear hereditary systems
J.A. Reneke, A.K. Bose ................................................................. 632
Nonlinear exponential stabilization of Boussinesq equations
Yuneheng You .............................................................................. 642
STOCHASTIC AND ADAPTIVE CONTROL
Direct adaptive control in a state-space setting
E.W. Kamen ................................................................................. 655
Pole placement via generalized predictive control
Y. Peng, R. Hanus ......................................................................... 664
Separation principle in optimizing control of state-constrained
dynamical systems under bounded uncertainty
M.A. Brdys, B. Ulanicki ................................................................ 674
Unification of some MIMO adaptive control algorithms
and global convergence analysis
T.Y. Chai ..................................................................................... 684
Boundary control of a stochastic parabolic equation with
nonsmooth final cost
F. Flandoli .................................................................................. 694