Successive approximation procedure for steady-state optimal control of bilinear systems

The optimum regulation problem of a bilinear system with a quadratic performance criterion is obtained in terms of a sequence of algebraic Lyapunov equations. The results are based on the method of successive approximations. The proof of convergence of the proposed scheme is given and the design procedure is illustrated by two examples.     

Optimal feedback control for fractional neutral dynamical systems

In this paper, we consider feedback control systems governed by fractional neutral equations involving Riemann–Liouville derivatives. Firstly, we show the existence and uniqueness of solutions for the feedback control systems by applying Krasnoselskiis fixed point theorem. Then, we use Filippove theorem to obtain the existence of feasible pairs. Finally, an existence result of optimal control pairs for the Lagrange problem is proved.     

Global feedback stabilization of multi-input bilinear systems

This paper mainly investigates the problem of stabilization of homogeneous bilinear systems with multiple inputs. Explicit state feedback laws are given to stabilize the bilinear systems. Meanwhile, an estimate of the convergence speed is obtained under the given feedback laws. Besides, sufficient conditions, which are easy to be verified, are presented for the stabilization of the bilinear systems.     

Optimal control of continuous-time deterministic systems with incomplete discrete feedback

Sufficient conditions for optimality are obtained for controls that depend on the current time and values of known functions of the state vector at finite points of the time interval. The equations for finding the required control laws are derived. An example is given for which an exact solution of the problem can be obtained.The author is grateful to Professor R. W. Rishel for his support during the preparation of the paper.     

Stabilization of bilinear control systems in Hilbert space with nonquadratic feedback

We consider bilinear control systems of the form y′(t) = Ay(t) + u(t)By(t) where A generates a strongly continuous semigroup of contraction (e ^{t A} ) _t⩾0 on an infinite-dimensional Hilbert space Y whose scalar product is denoted by 〈.,.〉. The function u denotes the scalar control. We suppose that B is a linear bounded operator from the state Y into itself. Tacking into account the control saturation, we study the problem of stabilization by feedback of the form u(t)=−f(〈By(t), y(t)〉). Application to the heat equation is considered.      

Stochastic optimal linear feedback control systems using available measurements

The stochastic optimal control of linear systems with time-varying and partially observable parameters is synthesized under noisy measurements and a quadratic performance criterion. The structure of the regulator is given, and the optimal solution is reduced to a two-point boundary-value problem. Comments on the numerical solution by appropriate integration schemes is included.     

On the robustness of linear stabilizing feedback control for linear uncertain systems

We investigate linear time-invariant scalar-input systems with constant uncertainties that are not required to satisfy matching conditions. In a previous paper, the existence of stabilizing discontinuous controllers is established under three assumptions for such systems. The first assumption requires controllability of the system for each uncertainty. The second is a condition on an uncertain Lyapunov equation, and the third is a boundedness condition related to the controllability matrix. In this paper, using the same assumptions, we show the existence of a linear stabilizing control. Our result is related to the high-gain theorem of classical control.     

Optimal feedback control for a linear-quadratic control problem with a state inequality constraint

In this paper, we consider the linear-quadratic control problem (LQCP) for systems defined by evolution operators with an inequality constraint on the state. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closedloop structure. The synthesis of the feedback control requires one to solve two Riccati integral equations.     

Nonlinearity tests for bilinear systems

The purpose of this paper is to develop nonlinearity tests for open-loop bilinear systems. Lagrange multiplier tests of linear systems against a bilinear alternative are proposed. A simulation study is performed to check the validity of the asymptotic null distributions of the test statistics and to investigate the power characteristics of the tests. Two recent nonlinearity tests in the time-series context are adapted to linear systems and compared with Lagrange multiplier tests. Simulation results show that the proposed Lagrange multiplier tests are more powerful than the other tests.     

Optimal control of infinite-dimensional uncertain systems

In this paper, we consider a minimax problem of optimal control for a class of strongly nonlinear uncertain evolution equations on a Banach space. We prove the existence of optimal controls. A nontrivial example of a class of systems governed by a nonlinear partial differential equation with uncertain spatial parameters is presented for illustration.This work was supported in part by the National Science and Engineering Research Council of Canada under Grant No. A7109 and The Engineering Faculty Development Fund, University of Ottawa.The authors would like to thank the anonymous reviewers for their valuable comments and suggestions.     

State feedback control of condition/event systems

We consider the problem of synthesizing state feedback control policies for condition/event (C/E) systems where the control signals can be both conditions, which enable and inhibit state transitions, and events, which force state transitions. To represent the causal structure of condition and event feedback, a new feedback composition is defined. An algorithm is presented for synthesizing state feedback policies that keep the state of the C/E system out of a given set of forbidden states. The problem formulation and solution is illustrated for a process control example.     

Optimal feedback control laws using nonlinear programming

A procedure of parametrizing feedback controls when solving the optimal control problem using nonlinear programming is considered. The maximum principle is utilized to determine the forms of the parametrized feedback control. Applications are demonstrated by numerical examples.     

Approximation procedures for the optimal control of bilinear and nonlinear systems

Optimal control problems for bilinear systems are studied and solved with a view to approximating analogous problems for general nonlinear systems. For a given bilinear optimal control problem, a sequence of linear problems is constructed, and their solutions are shown to converge to the desired solution. Also, the direct solution to the Hamilton-Jacobi equation is analyzed. A power-series approach is presented which requires offline calculations as in the linear case (Riccati equation). The methods are compared and illustrated. Relations to classical linear systems theory are discussed.     

Connections among several chaos feedback control approaches and chaotic vibration control of mechanical systems

This study reveals the essential connections among several popular chaos feedback control approaches, such as delayed feedback control (DFC), stability transformation method (STM), adaptive adjustment method (AAM), parameter adjustment method, relaxed Newton method, and speed feedback control method (SFCM), etc. Meanwhile, the generality and practical applicability of these approaches are evaluated and compared. It is shown that for discrete chaotic maps, STM can be regarded as a kind of predictive feedback control, and AAM is actually a special case of STM which is merely effective for a particular dynamical system. The parameter adjustment method is only a different expression of the relaxed Newton method, and both of them represent just one search direction of STM, i.e., the gradient direction. Moreover, the intrinsic relation between the STM and SFCM for controlling the equilibrium of continuous autonomous systems is investigated, indicating that STM can be viewed as a special form of the SFCM. Finally, both the STM and SFCM are extended to control the chaotic vibrations of non-autonomous mechanical systems effectively.     

Optimal feedback control policies for stochastic,distributed-parameter systems

This paper considers optimal feedback control policies for a class of discrete stochastic distributed-parameter systems. The class under consideration has the property that the random variable in the dynamic systems depends only on the time and possesses the Markovian property with stationary transition probabilities. A necessary condition for optimality of a feedback control policy, which has form similar to the Hamiltonian form in the deterministic case, is derived via a dynamic programming approach.     

Feedback stabilization of non-homogeneous bilinear systems with a finite time delay

This paper investigates the feedback stabilization of non-homogeneous delayed bilinear systems in Hilbert state space. More precisely, under an observability-like assumption, we prove the exponential and strong stability of the solution by using bounded feedback control. Partial stabilization is discussed as well. The proofs of the main results are based on the decomposition method. The decay estimates of the stabilized solutions are obtained. Finally, some examples are presented.     

Stabilizability of a class of stochastic bilinear hybrid systems

The problem of the stabilizability of stochastic nonlinear hybrid systems with a Markovian or any switching rule is considered. Using the Lyapunov technique sufficient conditions for the asymptotic stabilizability in probability by a smooth controller in every structure are found. In particular, the asymptotic stabilizability in probability problem of stochastic bilinear hybrid systems with a Markovian or any switching rule is discussed and a closed-loop controller is found. Also the sufficient conditions for the exponential mean-square stabilizability for bilinear hybrid systems with any switching based on the Lie algebra approach are formulated and an open-loop controller is designed. The obtained results are illustrated by examples and simulations.     

Optimal control of differential-difference systems with intragroup symmetry

A decomposition method of finding the optimal control of differential-difference systems with intragroup symmetry is presented. The introduction of two forms of motions of coordinates of separate groups allows us to reduce the original optimal control problem to the solution of optimal control problems of order less than the order of the initial problem.