A model-based characterization of the long-term asymptotic behavior of nonlinear discrete-time processes using invariance functional equations

Abstract The present research work proposes a new approach to the problem of quantitatively characterizing the long-term dynamic behavior of nonlinear discrete-time processes. It is assumed that in order to analyze the process dynamic behavior and digitally simulate it for performance monitoring purposes, the discrete-time dynamic process model considered can be obtained: (i) either through the employment of efficient and accurate discretization methods for the original continuous-time process which is mathematically described by a system of nonlinear ordinary (ODEs) or partial differential equations (PDEs) or (ii) through direct identification methods. In particular, nonlinear processes are considered whose dynamics can be viewed as driven: (i) either by an external time-varying “forcing” input/disturbance term, (ii) by a set of time-varying process parameters or (iii) by the autonomous dynamics of an upstream process. The formulation of the problem of interest can be naturally realized through a system of nonlinear functional equations (NFEs), for which a rather general set of conditions for the existence and uniqueness of a solution is derived. The solution to the aforementioned system of NFEs is then proven to represent a locally analytic invariant manifold of the nonlinear discrete-time process under consideration. The local analyticity property of the invariant manifold map enables the development of a series solution method for the above system of NFEs, which can be easily implemented with the aid of a symbolic software package such as MAPLE. Under a certain set of conditions, it is shown that the invariant manifold computed attracts all system trajectories, and therefore, the asymptotic process response and long-term dynamic behavior are determined through the restriction of the discrete-time process dynamics on the invariant manifold.

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