This paper presents a computational approach to stability analysis of nonlinear and hybrid systems. The search for a piecewise quadratic Lyapunov function is formulated as a convex optimizationâ€¦ (More)

An extended Kalman-Yakubovich-Popov (KYP) Lemma for positive systems is derived. The main difference compared to earlier versions is that non-strict inequalities are treated. Matrix assumptions areâ€¦ (More)

The use of piecewise quadratic cost functions is extended from stability analysis of piecewise linear systems to performance analysis and optimal control. Lower bounds on the optimal control cost areâ€¦ (More)

The idea of dynamic programming is general and very simple, but the "curse of dimensionality" is often prohibitive and restricts the fields of application. This paper introduces a method to reduceâ€¦ (More)

this area it is difficult to develop some general proceduredifferent methods are described in parallel. The Bayesian approach to system identification is not mentioned at all in the book, and so itâ€¦ (More)

This paper presents a readily computable formula for the real stability radius with respect to an arbitrary stability region in the complex plane. 1. INTRODUCITON In many engineering applications itâ€¦ (More)

A stability criterion for nonlinear systems, recently derived by the third author, can be viewed as a dual to Lyapunov's second theorem. The criterion is stated in terms of a function which can beâ€¦ (More)

This paper addresses the problem of distributed Kalman filtering, with focus on limiting the required communication bandwidth. By distributed we refer to a scenario when all nodes in the networkâ€¦ (More)