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1.
In this paper, we consider the static output feedback (SOF) H∞-synthesis problem posed as a nonlinear semi-definite programming (NSDP) problem. Two numerical algorithms are developed to tackle the NSDP problem by solving the corresponding Karush- Kuhn-Tucker first-order necessary optimality conditions iteratively. Numerical results for various benchmark problems illustrating the performance of the proposed methods are given.  相似文献   

2.
In this paper, we use the solutions of forward-backward stochastic differential equations to get the optimal control for backward stochastic linear quadratic optimal control problem. And we also give the linear feedback regulator for the optimal control problem by using the solutions of a group of Riccati equations.  相似文献   

3.
In this paper, the nonlinear singular stabilization, H∞control problem of systems with ordinary homogeneous properties is considered. At first, we discuss the stabilization problems of nonlinear systems with homogeneous. Secondly, by vitue of Hamilton-Jacobi-Isaacs equations or inequalities, we solve regular H∞, of nonlinear systems with homogeneous properties. To overcome the H∞, problem of singular nonlinear system, we try to transform inputs of the singular nonlinear system into two parts: regular part input and singular part input. Following the previous results, we solve the singular nonlinear system H∞control, we give the Lyapunov function and the state feedback controller of the singular nonlinear systems with homogeneous properties.  相似文献   

4.
This paper is concerned with the mixed H2/H∞ control for stochastic systems with random coefcients,which is actually a control combining the H2 optimization with the H∞robust performance as the name of H2/H∞ reveals.Based on the classical theory of linear-quadratic(LQ,for short)optimal control,the sufcient and necessary conditions for the existence and uniqueness of the solution to the indefinite backward stochastic Riccati equation(BSRE,for short)associated with H∞ robustness are derived.Then the sufcient and necessary conditions for the existence of the H2/H∞ control are given utilizing a pair of coupled stochastic Riccati equations.  相似文献   

5.
This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem of finding the closed-loop optimal control can be decomposed into three problems: the deterministic optimal feedback, cautious optimal and probing optimal control problems.  相似文献   

6.
李宏飞  罗学波 《数学季刊》2006,21(3):416-422
The stabilization of a class of neutral systems with multiple time-delays is considered. To stabilize the neutral system with nonlinear uncertainty, a state feedback control law via compound memory and memoryless feedback is derived. by constructed Lyapunov functional, delay-independent stability criteria are proposed that are sufficient to ensure a uniform asymptotic stability property. Finally, two concise examples are provided to illustrate the feasibility of our results.  相似文献   

7.
<正>The state equations of stochastic control problems,which are controlled stochastic differential equations,are proposed to be discretized by the weak midpoint rule and predictor-corrector methods for the Markov chain approximation approach. Local consistency of the methods are proved.Numerical tests on a simplified Merton's portfolio model show better simulation to feedback control rules by these two methods, as compared with the weak Euler-Maruyama discretisation used by Krawczyk.This suggests a new approach of improving accuracy of approximating Markov chains for stochastic control problems.  相似文献   

8.
With the help of a continuation theorem based on Gaines and Mawhin's coincidence degree, several verifiable criteria are established for the global existence of positive periodic solutions of a class of non-autonomous single species population model with delays (both state-dependent delays and continuous delays) and feedback control. After that, by constructing a suitable Lyapunov functional, sufficient conditions which guarantee the existence of a unique globally asymptotic stable positive periodic solution of a kind of nonlinear feedback control ecosystem are obtained. Our results extend and improve the existing results, and have further applications in population dynamics.  相似文献   

9.
This paper is concerned with stochastic H_2/H_∞ control problem for Poisson jump-diffusion systems with(x, u, v)-dependent noise, which are driven by Brownian motion and Poisson random jumps. A stochastic bounded real lemma(SBRL for short) for Poisson jump-diffusion systems is firstly established, which stands out on its own as a very interesting theoretical problem. Further, sufficient and necessary conditions for the existence of a state feedback H_2/H_∞ control are given based on four coupled matrix Riccati equations. Finally, a discrete approximation algorithm and an example are presented.  相似文献   

10.
A necessary maximum principle is given for nonzero-sum stochastic differential games with random jumps.The result is applied to solve the H_2/H_∞ control problem of stochastic systems with random jumps.A necessary and sufficient condition for the existence of a unique solution to the H_2/H_∞ control problem is derived.The resulting solution is given by the solution of an uncontrolled forward backward stochastic differential equation with random jumps.  相似文献   

11.
This study concerns with the robust H synchronization problem for a class of nonlinear feedback control systems, which are subject to a vector-valued periodic nonlinearity in the feedback path. Under such synchronization configuration, the master system is assumed to be subject to an energy bounded input disturbance, and the slave one is under control. Sufficient conditions for controller design are proposed in terms of linear matrix inequalities by respectively utilizing the output feedback control and the dynamic output control strategies, such that the master system robustly synchronizes the slave one with a guaranteed H performance. The derived methods can be applied to the robust H synchronization of many practical systems, and effectiveness of the obtained results are demonstrated through a concrete example of phase-locked loops (PLL).  相似文献   

12.
The standard way to compute H feedback controllers uses algebraic Riccati equations and is therefore of limited applicability. Here we present a new approach to the H output feedback control design problem, which is based on nonlinear and nonsmooth mathematical programming techniques. Our approach avoids the use of Lyapunov variables, and is therefore flexible in many practical situations.  相似文献   

13.
14.
In this paper, we investigate the problem of robust H control for singular systems with polytopic time-varying parameter uncertainties. By introducing the notion of generalized quadratic H performance, the relationship between the existence of a robust H dynamic state feedback controller and that of a robust H static state feedback controller is given. By using matrix inequalities, the existence conditions of robust H static state feedback and dynamic output feedback controllers are derived. Moreover, the design methods for such controllers are provided in terms of the solutions of matrix inequalities. An example is also presented to demonstrate the validity of the proposed methods. __________ Translated from Journal of Northeastern University (Natural Science), 2004, 25(2): 110–113  相似文献   

15.
This paper considers the problems of delay-dependent robust stabilization and H control for nonlinear stochastic systems with Markovian jump parameters and interval time-varying delays. Based on the Lyapunov method and introducing some appropriate free-weighting matrices, sufficient conditions for the solvability of above problems have been investigated in terms of linear matrix inequalities (LMIs). Furthermore, the desired state feedback controller has also been designed by solving these LMIs. Finally, a numerical example is provided to demonstrate the potential of the proposed techniques.  相似文献   

16.
This paper addresses the design of H state feedback controllers for a class of nonlinear time-varying delay systems. The interesting features here are that the system in consideration is nonautonomous with fast-varying delays, the delay is also involved in the observation output, and the controllers to be designed satisfy some exponential stability constraints on the closed-loop poles. By using the proposed Lyapunov functional approach, neither a controllability assumption nor a bound restriction on nonlinear perturbations is required to obtain new sufficient conditions for the H control. The conditions are derived in terms of a solution to the standard Riccati differential equations, which allows for simultaneous computation of the two bounds that characterize the stability rate of the solution. This work was supported by the National Foundation for Science and Technology Development, Vietnam and the Center of Excellence for Autonnomous Systems funded by the Australian Research Council, Australia.  相似文献   

17.
This paper considers the problem of the robust H filtering for a class of nonlinear discrete-time Markovian jump systems with real time-varying norm-bounded parameter uncertainty. For each mode, the nonlinearity is assumed to satisfy the global Lipschitz conditions and appears in both the state and measured output equations. The problem that we address is the design of a nonlinear filter which ensures robust stochastic stability and a prescribed H performance level of the filtering error system for all admissible uncertainties. A sufficient condition for the solvability of this problem is obtained in terms of a set of linear matrix inequalities; an explicit expression of a desired nonlinear H filter is also given. Finally, an example is provided to demonstrate the effectiveness of the proposed approach.  相似文献   

18.
This paper deals with the problem of designing multirate-output contrlleers for sampled-dataH -optimal control of linear continuous-time systems. Two formulations of the problem are studied. In the first, the intersample behavior of the disturbance and the controlled output signals is not considered, whereas in the second the continuous-time nature of these signals is taken into account. It is shown that, in both cases and unter appropriate conditions, it is plausible to reduce the repective initial problem to an associated discrete-timeH -optimization problem for which a fictitious static state feedback controller is to be designed. This fact has a beneficial influence on the theoretical and numerical complexity of the problem, since only one algebraic Riccati equation is to be solved here, as compared to two algebraic Riccati equations needed in known techniques concerning theH -optimization problem with dynamic measurement feedback.The work described in this paper has been partially funded by the General Secretariat for Research and Technology of the Greek Ministry of Industry, Research, and Technology and by the Heracles General Cement Company of Greece.  相似文献   

19.
This article deals with the problem of nonfragile H output tracking control for a kind of singular Markovian jump systems with time‐varying delays, parameter uncertainties, network‐induced signal transmission delays, and data packet dropouts. The main objective is to design mode‐dependent state‐feedback controller under controller gain perturbations and bounded modes transition rates such that the output of the closed‐loop networked control system tracks the output of a given reference system with the required H output tracking performance. By constructing a more multiple stochastic Lyapunov–Krasovskii functional, the novel mode‐dependent and delay‐dependent conditions are obtained to guarantee the augmented output tracking closed‐loop system is not only stochastically admissible but also satisfies a prescribed H‐norm level for all signal transmission delays, data packet dropouts, and admissible uncertainties. Then, the desired state‐feedback controller parameters are determined by solving a set of strict linear matrix inequalities. A simple production system example and two numerical examples are used to verify the effectiveness and usefulness of the proposed methods. © 2015 Wiley Periodicals, Inc. Complexity 21: 396–411, 2016  相似文献   

20.
In this paper, the robust H control problem of output dynamic observer-based control for a class of uncertain neutral systems is considered. The linear matrix inequality optimization approach is used to design the new H output dynamic controls. Three classes of H observer-based controls are proposed. The minimal H -norm bound and the maximal perturbed bound are given. Based on the result of this paper, the constraint of matrix equality is not necessary for designing the H observer-based controls. A numerical example is given to stress the usefulness of the proposed results. Communicated by C. T. Leondes The research reported here was supported by the National Science Council of Taiwan, ROC under Grant NSC 94-2213-E-507-002.  相似文献   

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