随机混合动态系统的状态反馈控制

针对一类以有限齐次马氏链δ(k)作为切换信号的随机混合系统,首先,通过构造随机混合Lyapunov函数,得到整个随机混合系统渐近稳定的充分条件.然后,引入可调转移概率等相关概念,通过对有限齐次马氏链δ(k)及各子系统加入控制,以实现状态反馈控制.进一步,得到随机混合闭环系统渐近稳定的充分条件.     

Adaptive Stabilization of Nonlinear Stochastic Systems

The purpose of this paper is to study the problem of asymptotic stabilization in probability of nonlinear stochastic differential systems with unknown parameters. With this aim, we introduce the concept of an adaptive control Lyapunov function for stochastic systems and we use the stochastic version of Artstein's theorem to design an adaptive stabilizer. In this framework the problem of adaptive stabilization of a nonlinear stochastic system is reduced to the problem of asymptotic stabilization in probability of a modified system. The design of an adaptive control Lyapunov function is illustrated by the example of adaptively quadratically stabilizable in probability stochastic differential systems. Accepted 9 December 1996     

A universal design of Freeman's formula for the stabilization of stochastic systems

The purpose of this article is to extend Freeman’s formula for the stabilization of nonlinear deterministic systems affine in the control to nonlinear stochasticdifferential systems when both the drift and diffusion terms areaffine in the control. We prove that the knowledge of a smooth α–control Lyapunov function implies the existence of a state feedback law continuous at the origin and smooth everywhere else which can be designed explicitly andrenders the system asymptotically stable in probability.     

无限时滞的非线性随机泛函微分方程

本文考虑了无限时滞的非线性随机泛函微分方程,作者在局部利普希茨条件和非线性增长条件下证明了全局解的存在唯一性,矩指数稳定性和渐近稳定性.     

随机泛函微分系统的渐近性分析

针对已有的随机泛函微分系统的渐近稳定性的结果,要求系统的系数满足线性增长条件,本文主要目的是去掉这一限制条件,给出了非线性随机泛函微分系统的渐近稳定性的新结果.新的稳定性判据不仅可以涵盖更多的非线性随机泛函微分系统,而且证明方法更加简单.     

基于线性状态反馈的非线性混合系统的实用稳定化

研究非线性混合系统的实用稳定化问题,其中该系统具有时变子系统和时变跳转函数.首先,通过状态跳转函数,确定系统一条严格递增的切换时间序列.然后在该序列中的每一段时间区间内,明确地构造出相应的线性状态反馈控制律,由此实现闭环系统的实用稳定.最后,给出一个数值例子说明文中方法的有效性.     

Domain Decomposition,Optimal Control of Systems Governed by Partial Differential Equations,and Synthesis of Feedback Laws

We present an iterative domain decomposition method for the optimal control of systems governed by linear partial differential equations. The equations can be of elliptic, parabolic, or hyperbolic type. The space region supporting the partial differential equations is decomposed and the original global optimal control problem is reduced to a sequence of similar local optimal control problems set on the subdomains. The local problems communicate through transmission conditions, which take the form of carefully chosen boundary conditions on the interfaces between the subdomains. This domain decomposition method can be combined with any suitable numerical procedure to solve the local optimal control problems. We remark that it offers a good potential for using feedback laws (synthesis) in the case of time-dependent partial differential equations. A test problem for the wave equation is solved using this combination of synthesis and domain decomposition methods. Numerical results are presented and discussed. Details on discretization and implementation can be found in Ref. 1.     

一类脉冲微分系统的有界变差解

在比文[6]更弱的条件下讨论了固定时刻脉冲微分系统与Kurzweil广义常微分方程的关系,并建立了这类脉冲微分系统有界变差解的局部存在性和唯一性定理．     

正倒向随机微分方程理论及应用

正倒向随机微分方程源于随机控制和金融等问题的研究,反之,方程理论的研究成果在控制、金融等领域也有着重要的应用。基于正向和倒向随机微分方程的理论成果,正倒向随机微分方程的研究在短时间内取得了长足进步。本文将从方程可解性这一角度出发,对正倒向随机微分方程目前取得的成果进行系统的总结与探讨。     

分数阶微分中立型系统的有限时间镇定性及有界性

讨论了一类分数阶微分中立型系统的有限时间状态反馈镇定性及有界性问题.利用Gronwall 不等式, 获得了使得系统有限时间状态反馈镇定及有限时间有界的充分性条件.     

常微分系统的脉冲镇定

本文考察了较一般形式的常微分系统的脉冲镇定问题,借助Lyapunov方法得到了该系统可脉冲指数镇定的充分判据,并给出了脉冲控制函数的具体算法．全文突出了脉冲在方程稳定性方面的控制效果,所得结果推广、改进了已有的相关结论．     

不确定中立型线性随机时滞系统的鲁棒稳定性

建立了中立型随机微分时滞方程的LaSalle不变原理,然后应用LaSalle不变原理讨论了不确定中立型随机时滞系统的随机渐近稳定和几乎必然指数稳定的代数判据, 同时给出示例说明结果的有效性．     

Two-Step Scheme for Backward Stochastic Differential Equations

In this paper, a stochastic linear two-step scheme has been presented to approximate backward stochastic differential equations (BSDEs). A necessary and sufficient condition is given to judge the $\mathbb{L}_2$-stability of our numerical schemes. This stochastic linear two-step method possesses a family of $3$-order convergence schemes in the sense of strong stability. The coefficients in the numerical methods are inferred based on the constraints of strong stability and $n$-order accuracy ($n\in\mathbb{N}^+$). Numerical experiments illustrate that the scheme is an efficient probabilistic numerical method.     

非线性脉冲微分系统的双测度稳定性

该文研究了非线性脉冲微分系统的双测度稳定性问题,借助类似于Ｌｙａｐｕｎｏｖ函数的一类函数,建立了有关双测度稳定性的几个定理,这些定理均不要求类似的Ｌｙａｐｕｎｏｖ函数其广义导数在讨论的整个区域不变号,而只须在一些特殊取值处的导数具有固定的符号,推广和改进了已有的结果．最后阐述了这些定理的应用．     

Stochastic Output Feedback of Uncertain Time-Delay Systems with Saturating Actuators

This paper deals with the class of uncertain continuous-time linear systems with Markovian jumps, time delay, and saturating actuators. Under norm-bounded uncertainties and based on the Lyapunov method, sufficient conditions on stochastic stability and stochastic stabilizability are developed. A design algorithm for a stabilizing observer-based robust output feedback controller is proposed in terms of the solutions of linear matrix inequalities.     

非线性奇异摄动系统的反馈控制

本文对一类多输入多输出非线性奇异摄动系统 ,构造了具有良好性态的状态反馈控制律 ,从而保证了闭环系统的稳定和良好的输入输出特性 .     

Approximate Controllability of Neutral Stochastic Functional Differential Systems with Infinite Delay

In this article, we consider a class of control systems governed by the neutral stochastic functional differential equations with unbounded delay and study the approximate controllability of the system. An example is given to illustrate the result.     

On Infinite Systems of Linear Autonomous and Nonautonomous Stochastic Equations

The solvability of autonomous and nonautonomous stochastic linear differential equations in is studied. The existence of strong continuous (L^p-continuous) solutions of autonomous linear stochastic differential equations in with continuous (L^p-continuous) right-hand sides is proved. Uniqueness conditions are obtained. We give examples showing that both deterministic and stochastic linear nonautonomous differential equations with the same operator in may fail to have a solution. We also establish existence and uniqueness conditions for nonautonomous equations.     

一个正反馈时滞微分方程的Hopf分支

Under some minor technical hypotheses, for each T larger than a certain rS > 0, Krisztin, Walther and Wu showed the existence of a periodic orbit for the positive feedback delay differential equation x(t) = -rμx(t) + rf(x(t-1)), where r and μ are positive constants and f : R → R satisfies f(0) = 0 and f' > 0. Combining this with a unique result of Krisztin and Walther, we know that this periodic orbit is the one branched out from 0 through Hopf bifurcation. Using the normal form theory for delay differential equations, we show the same result under the condition that f ∈ C3(R,R) is such that f'(0) = 0 and f'(0) < 0, which is weaker than those of Krisztin and Walther.