UTRC CDS Invited Lecture: Jie Chen, "Control under Stochastic Multiplicative Uncertainties"
Monday, January 23, 2017
2168 AV Williams Bldg
UTRC Control and Dynamical Systems Invited Lecture
Control under Stochastic Multiplicative Uncertainties
Department of Electronic Engineering
City University of Hong Kong
Stochastic multiplicative uncertainties have found utilities in modeling networked control systems subject to, e.g., packet drops, random delays, and fading. In this talk I shall present some of our recent results on stabilization and optimal control of feedback systems subject to stochastic multiplicative uncertainties. We advocate a mean-square small gain approach which appears particularly fitting to address stabilization and performance issues in a unified framework drawing upon theories and tools of robust control. A particular focus will be the development of fundamental conditions of mean-square stabilizability. For single-input single-output systems, a general, explicit stabilizability condition is obtained, which exhibits a fundamental limit on the uncertainty variance imposed by the system’s unstable poles, nonminimum phase zeros and time delay. For multi-input multi-output systems, we provide a complete, computationally efficient solution for minimum phase plants with possible channel delays, constructed as the solution to a generalized eigenvalue problem solvable by means of linear matrix inequality optimization. Limiting cases and nonminimum phase plants are analyzed in further depth for conceptual insights, with an emphasis on how the directions of unstable poles and nonminimum phase zeros may affect mean square stabilizability in MIMO systems.
Jie Chen is a Chair Professor in the Department of Electronic Engineering, City University of Hong Kong, Hong Kong, China. He received the B.S. degree in aerospace engineering from Northwestern Polytechnic University, Xian, China in 1982, the M.S.E. degree in electrical engineering, the M.A. degree in mathematics, and the Ph.D. degree in electrical engineering, all from The University of Michigan, Ann Arbor, Michigan, in 1985, 1987, and 1990, respectively.
Prior to joining City University, he was with School of Aerospace Engineering and School of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, Georgia from 1990 to 1993, and with University of California, Riverside, California from 1994 to 2014, where he was a Professor and served as Professor and Chair for the Department of Electrical Engineering from 2001 to 2006. His main research interests are in the areas of linear multivariable systems theory, system identification, robust control, optimization, time-delay systems, networked control, and multi-agent systems. He is the author of three books, respectively, (with G. Gu) Control-Oriented System Identification: An H-infinity Approach (Wiley-Interscience, 2000), (with K. Gu and V.L. Kharitonov) Stability of Time-Delay Systems (Birkhauser, 2003), and (with S. Fang and H. Ishii) Towards Integrating Control and Information Theories: From Information-Theoretic Measures to Control Performance Limitations (Springer, 2016).
An elected Fellow of IEEE, Fellow of AAAS, Fellow of IFAC and a Yangtze Scholar/Chair Professor of China, Dr. Chen was a recipient of 1996 US National Science Foundation CAREER Award, 2004 SICE International Award, and 2006 Natural Science Foundation of China Outstanding Overseas Young Scholar Award. He served on a number of journal editorial boards, as an Associate Editor and a Guest Editor for the IEEE Transactions on Automatic Control, a Guest Editor for IEEE Control Systems Magazine, an Associate Editor for Automatica, and the founding Editor-in-Chief for Journal of Control Science and Engineering. He is currently an IEEE Control Systems Society (CSS) Distinguished Lecturer and serves as an Associate Editor for SIAM Journal on Control and Optimization. He was a member on IEEE CSS Board of Governors in 2014 and has served as IEEE CSS Chapter Activities Chair since 2015.