Matemáticahttps://ri.itba.edu.ar/handle/123456789/472023-10-04T00:06:14Z2023-10-04T00:06:14Z281(Integral-)ISS of switched and time-varying impulsive systems based on global state weak linearizationMancilla-Aguilar, J. L.Haimovich, Hernánhttps://ri.itba.edu.ar/handle/123456789/38822022-12-07T16:06:37Z2021-01-01T00:00:00Zdc.title: (Integral-)ISS of switched and time-varying impulsive systems based on global state weak linearization
dc.contributor.author: Mancilla-Aguilar, J. L.; Haimovich, Hernán
dc.description.abstract: "It is shown that impulsive systems of nonlinear, time-varying and/or switched form that allow a stable global state weak linearization are jointly input-to-state stable (ISS) under small inputs and integral ISS (iISS). The system is said to allow a global state weak linearization if its flow and jump equations can be written as a (time-varying, switched) linear part plus a (nonlinear) pertubation satisfying a bound of affine form on the state. This bound reduces to a linear form under zero input but does not force the system to be linear under zero input. The given results generalize and extend previously existing ones in many directions: (a) no (dwell-time or other) constraints are placed on the impulse-time sequence, (b) the system need not be linear under zero input, (c) existence of a (common) Lyapunov function is not required, (d) the perturbation bound need not be linear on the input."
2021-01-01T00:00:00ZA characterization of Integral ISS for switched and time-varying systemsHaimovich, HernánMancilla-Aguilar, J. L.https://ri.itba.edu.ar/handle/123456789/16202022-12-07T16:07:00Z2018-02-01T00:00:00Zdc.title: A characterization of Integral ISS for switched and time-varying systems
dc.contributor.author: Haimovich, Hernán; Mancilla-Aguilar, J. L.
dc.description.abstract: "Most of the existing characterizations of the integral input-to-state stability (iISS) property are not valid for time-varying or switched systems in cases where converse Lyapunov theorems for stability are not available. This paper provides a characterization that is valid for switched and time-varying systems, and shows that natural extensions of some of the existing characterizations result in only sufficient but not necessary conditions. The results provided also pinpoint suitable iISS gains and relate these to supply functions and bounds on the function defining the system dynamics."
2018-02-01T00:00:00ZA state estimation strategy for a nonlinear switched system with unknown switching signalsBenítez, OscarGarcía Galiñanes, Rafaelhttps://ri.itba.edu.ar/handle/123456789/34192022-12-07T16:06:57Z2021-01-01T00:00:00Zdc.title: A state estimation strategy for a nonlinear switched system with unknown switching signals
dc.contributor.author: Benítez, Oscar; García Galiñanes, Rafael
dc.description.abstract: "A strategy is presented to estimate the state of a nonlinear autonomous switched system, with no knowledge of the switching signal, except its dwell time. To do so, algorithms to estimate the switching times and the current mode of the system are developed. The estimation of the switching times is based on approximating the second ( generalised) derivative of the output of the system via a convolution of this signal with a suitable function and on detecting the corresponding spikes. To estimate the modes, a scheme based on the use of a bank of observers (one for each mode) and of a bank of subsystems (for each step of the estimation process a suitable subset of the subsystems of the switched system) is developed. The algorithms run regardless of the state observer model, as long as its output error norm decays exponentially with a controlled decay rate."
2021-01-01T00:00:00ZA truncated version of the birnbaum-saunders distribution with an application in financial riskAhmed, Syed EjazCastro-Kuriss, ClaudiaFlores, EstebanLeiva, VíctorSanhueza, Antoniohttps://ri.itba.edu.ar/handle/123456789/38412022-12-07T16:05:40Z2010-01-01T00:00:00Zdc.title: A truncated version of the birnbaum-saunders distribution with an application in financial risk
dc.contributor.author: Ahmed, Syed Ejaz; Castro-Kuriss, Claudia; Flores, Esteban; Leiva, Víctor; Sanhueza, Antonio
dc.description.abstract: "In many Solvency and Basel loss data, there are thresholds or deductibles that affect the analysis capability. On the other hand, the Birnbaum-Saunders model has received great attention during the last two decades and it can be used as a loss distribution. In this paper, we propose a solution to the problem of deductibles using a truncated version of the Birnbaum-Saunders distribution. The probability density function, cumulative distribution function, and moments of this distribution are obtained. In addition, properties regularly used in insurance industry, such as multiplication by a constant (inflation effect) and reciprocal transformation, are discussed. Furthermore, a study of the behavior of the risk rate and of risk measures is carried out. Moreover, estimation aspects are also considered in this work. Finally, an application based on real loss data from a commercial bank is conducted."
2010-01-01T00:00:00ZAn extension of LaSalle’s invariance principle for switched systemsMancilla-Aguilar, J. L.García Galiñanes, Rafaelhttps://ri.itba.edu.ar/handle/123456789/13502022-12-07T16:06:25Z2006-01-01T00:00:00Zdc.title: An extension of LaSalle’s invariance principle for switched systems
dc.contributor.author: Mancilla-Aguilar, J. L.; García Galiñanes, Rafael
dc.description.abstract: "This paper addresses invariance principles for a certain class of switched nonlinear systems. We provide an extension of LaSalle’s Invariance Principle for these systems and state asymptotic stability criteria. We also present some related results that deal with the compactness of the trajectories of these switched systems and that are interesting by their own."
2006-01-01T00:00:00ZCausality study and numerical response of the magnetic permeability as a function of the frequency of ferrites using Kramers–Kronig relationsFano, Walter GustavoBoggi, SilvinaRazzitte, Adrián C.https://ri.itba.edu.ar/handle/123456789/14312022-12-07T16:06:19Z2008-01-01T00:00:00Zdc.title: Causality study and numerical response of the magnetic permeability as a function of the frequency of ferrites using Kramers–Kronig relations
dc.contributor.author: Fano, Walter Gustavo; Boggi, Silvina; Razzitte, Adrián C.
dc.description.abstract: "In this paper, the numerical treatment of magnetic loss of NiZn, MnZn, Ni2Y, and NiZnCu ferrite and their composites, by using Krameres–Kronig relations, is investigated. The complex magnetic permeability spectra for ferromagnetic materials have been studied.
Due to the principle of causality and time independence in the relation between magnetic induction B and magnetic field H, the real and the imaginary part of the complex magnetic permeability are mutually dependent, and the correlation is given by the Krameres–Kronig equations. Through them, it is possible to measure the real component of the complex magnetic permeability, assuming the real component is given, and by the Hilbert transform, the imaginary part of the magnetic permeability can be calculated. Magnetic circuit model has been studied theoretically, focusing on the model’s poles in the complex plane to verify the principle of causality and the temporary independence."
2008-01-01T00:00:00ZCharacterization of integral input-to-state stability for nonlinear time-varyng systems of infinite dimensionMancilla Aguilar, Jose LuisRojas Ruiz, JoseHaimovich, Hernanhttps://ri.itba.edu.ar/handle/123456789/41932023-06-24T06:01:10Z2022-01-01T00:00:00Zdc.title: Characterization of integral input-to-state stability for nonlinear time-varyng systems of infinite dimension
dc.contributor.author: Mancilla Aguilar, Jose Luis; Rojas Ruiz, Jose; Haimovich, Hernan
dc.description.abstract: For large classes of infinite-dimensional time-varying control systems, the equivalence between integral input-to-state stability (iISS) and the combination of global uniform asymptotic stability under zero input (0-GUAS) and uniformly bounded-energy input/bounded state (UBEBS) is established under a reasonable assumption of continuity of the trajectories with respect to the input, at the zero input. By particularizing to specific instances of infinite-dimensional systems, such as time-delay, or semilinear over Banach spaces, sufficient conditions are given in terms of the functions defining the dynamics. In addition, it is also shown that for semilinear systems whose nonlinear term satisfies an affine-in-the-state norm bound, it holds that iISS becomes equivalent to just 0-GUAS, a fact known to hold for bilinear systems. An additional important aspect is that the iISS notion considered is more general than the standard one.
2022-01-01T00:00:00ZConverging-input convergent-state and related properties of time-varying impulsive systemsMancilla-Aguilar, J. L.Haimovich, Hernánhttps://ri.itba.edu.ar/handle/123456789/32742022-12-07T16:06:43Z2020-07-03T00:00:00Zdc.title: Converging-input convergent-state and related properties of time-varying impulsive systems
dc.contributor.author: Mancilla-Aguilar, J. L.; Haimovich, Hernán
dc.description.abstract: "Very recently, it has been shown that the standard notion of stability for impulsive systems, whereby the state is ensured to approach the equilibrium only as continuous time elapses, is too weak to allow for any meaningful type of robustness in a time-varying impulsive system setting. By strengthening the notion of stability so that convergence to the equilibrium occurs not only as time elapses but also as the number of jumps increases, some facts that are well-established for time-invariant nonimpulsive systems can be recovered for impulsive systems. In this context, our contribution is to provide novel results consisting in rather mild conditions under which stability under zero input implies stability under inputs that converge to zero in some appropriate sense."
2020-07-03T00:00:00ZCrude oil market and geopolitical events: an analysis based on information-theory-based quantifiersFernández Bariviera, AurelioZunino, LucianoRosso, Osvaldo A.https://ri.itba.edu.ar/handle/123456789/38732022-12-07T16:06:14Z2016-01-01T00:00:00Zdc.title: Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers
dc.contributor.author: Fernández Bariviera, Aurelio; Zunino, Luciano; Rosso, Osvaldo A.
dc.description.abstract: "This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important events. The series under study is the daily prices of West Texas Intermediate (WTI) in USD/BBL, commonly used as a benchmark in oil pricing. The analysis is performed using information-theory-derived quantifiers, namely permutation entropy and permutation statistical complexity. These metrics allow capturing the hidden structure in the market dynamics, and allow discriminating different degrees of informational efficiency. We find that some geopolitical events impact on the underlying dynamical structure of the market."
2016-01-01T00:00:00ZDiseño de observadores en modos cuasi-deslizantes vía LMIsFraguío, Alberto JavierMancilla-Aguilar, J. L.Zanini, Aníbalhttps://ri.itba.edu.ar/handle/123456789/14332022-12-07T16:06:33Z2008-07-01T00:00:00Zdc.title: Diseño de observadores en modos cuasi-deslizantes vía LMIs
dc.contributor.author: Fraguío, Alberto Javier; Mancilla-Aguilar, J. L.; Zanini, Aníbal
dc.description.abstract: "En este trabajo se presenta un observador robusto por modos cuasi-deslizantes para plantas con modelo nominal lineal e incertidumbres/pertubaciones de cierta clase particular. Las señales utilizadas para la estimación del vector de estados se suponen contaminadas con ruido del que sólo se conocen cotas. El diseño del observador se plantea como un problema de factibilidad LMI (Linear Matrix Inequalities) y se encuentran cotas para el error de estimación que pueden ser calculadas a priori. Posteriormente el diseño del observador se reformula como un problema de optimización GEVP (Generalized Eigen Value Problem) con el objeto de minimizar las cotas del error de estimación. El trabajo incluye un ejemplo numérico y simulaciones de un brazo robótico con un eje manejado por un motor de corriente continua."
2008-07-01T00:00:00Z