利用干扰信号二阶差分进行最优预见伺服系统设计

本文研究从偏差系统出发，利用干扰信号的二阶差分进行最优预见伺服系统设计的方法．这种设计方法适用于有输入时间滞后的线性控制系统．     

一般频率依存数字最优预见伺服系统

本文研究了一般类型的频率依存数字最优预见伺服系统，给出了这类系统的设计方法．按照所给的方法，无论目标值信号与输出信号间的误差向量前附加一个什么样的有理分式形频率依存荷重，都可以针对它设计最优预见伺服系统．本文还通过数值仿真，把所得结论应用于直线电机，证明了方法的有效性．     

一般型数字最优预见伺服系统的设计

在最优预见伺服系统设计中通常只考虑阶跃型目标值函数．本文研究当自标值信号及干扰信号为多项式或为线性齐次系统的输出时最优预见伺服系统的设计问题，得到了如下三方面的结果：（一）扩大系统的能控性及能观测性条件；（二）最优预见控制器的设计方法；（三）控制规则的简便算法．     

一类新的线性二次随机最优控制器的设计

给出一类正倒向随机微分方程解的存在唯一性结果,应用这个结果研究了一类新的推广的随机线性二次最优控制器的设计问题,得到了由正倒向随机微分方程解所表示的唯一最优控制器的显式结构;在推广的Riccati方程系统基础上,得到最优控制器精确的线性反馈形式.最后,给出了随机线性二次最优控制器的设计算法.     

时变参数不确定广义系统的有限时间预见控制器设计

基于具有参数依赖的Lyapunov函数方法及LMI技巧,本文研究一类具有时变参数不确定广义离散时间系统的有限时间预见控制问题.首先,采用预见控制理论中误差系统的方法,引入两个辅助变量和离散提升技术,构造出包含未来目标值信号的信息的扩大误差系统,将有限时间预见跟踪问题转化为扩大误差系统的有限时间稳定性问题;然后,针对所推导的扩大误差系统,考虑输出反馈时,改造输出方程,使其包含可预见信号的信息,通过LMI技巧给出闭环系统有限时间稳定的条件及预见控制器的设计方法.通过求解LMI,即可确定预见控制器增益矩阵.数值仿真表明本文结果的有效性.     

多入口多出口串行生产线的最优节奏控制

本文用极大代数方法讨论了多入口多出口情况下带存储器有阻塞串行生产线的最优节奏控制问题,给出了串行生产线的状态方程,批量生产的生产周期公式及其函数形式,最后应用陈文德(1997)提出的算法对生产线实现了最优节奏控制。     

动态价格和需求下两级生产系统的最优策略研究

本文研究了动态价格和需求下两级生产系统的最优管理策略问题.文章根据最优控制理论分析了最优生产库存策略的必要和充分条件,得到了特定情形下的最优生产策略,并且把结果推广到包含N个库存的情形。     

多目标规划下的平板折叠桌设计

对于参数确定的创意平板折叠桌,桌腿边缘旋转过程满足相关的曲线方程,利用多目标规划在部分参数未知的情况下,以产品稳固性为目标函数、以加工方便、用材最少为紧约束条件,利用枚举法可寻得木板长宽、钢筋位置、木槽长度以及桌腿数目的最优解.最后在一般模型的基础上,给出数值例子进行实践证明.     

多尺度优势模糊目标决策系统的粗糙集、最优尺度选择及约简

多尺度决策系统的知识获取是当今的研究热点之一。然而,在处理实际数据时,多尺度决策系统中的条件属性值之间可能存在优劣关系,决策属性取值可能为模糊数。针对这一类多尺度决策系统的知识获取问题,本文构建了多尺度优势模糊目标粗糙集模型,给出了该模型的最优尺度选择算法,并讨论了获取所有最优尺度约简的分辨矩阵法和获取一个最优尺度约简的简便算法。最后将本文提出的多尺度优势模糊粗糙集模型、最优尺度选择和规则获取算法应用于计算机审计风险评估,得到较为合理的评估规则。     

一类（h，Ψ）─—意义下的半无限多目标规划有效解的充分条件

本文利用Ｂｅｎ－Ｔａｌ广义代数运算对一类可微及不可微半无限多目标规划进行了讨论。在目标及约束为（ｈ，）─—凸的情况下得出了有效解的几个充分条件。     

Design of adaptive LQ regulators for MIMO systems based on multirate sampling of the plant output

In this paper, the certainty equivalence principle is used to combine a discrete-time adaptive law with a control structure derived from the linear-quadratic regulation problem. The proposed control structure is mainly based on multirate sampling of the output of the continuous-time plant under control and allows us to regulate the sampled closed-loop system, subject to a quadratic performance criterion, without making assumptions on the plant other than controllability and observability and the knowledge of two sets of structural indices. Using the proposed algorithm, the adaptive regulation problem is reduced to the determination of a fictitious static state feedback controller. Known techniques usually resort to the computation of fullorder adaptive state observers, thus introducing high-order exogenous dynamics in the control loop. Moreover, persistence of excitation and parameter convergence of the plant are provided without making any additional assumption on the system, as compared to known adaptive linear-quadratic regulation schemes.     

Stochastic independent modal-space control of distributed-parameter systems

A method is presented for solving time-varying independent modal-space Kalman filter equations in terms of 2×2 transition matrices, rather than in terms of the more commonly used 4×4 transition matrix solution technique. The basic method consists of replacing the well-known product form solution for the differential matrix Riccati equation with an alternate solution form which consists of a steady-state plus transient term.     

Finite-dimensional controller design for semilinear parabolic systems

This paper considers the stabilization of steady-state solutions of a semilinear parabolic system using finite-dimensional feedback controllers with support in an arbitrary open subset and which are active in one equation only. It is shown that such a controller, with dimension given by the largest algebraic multiplicity of the unstable eigenvalues of the linearized system, exponentially stabilizes the steady-state solution. An optimal design methodology for these types of controllers, which is based on the finite element approximation of the semilinear parabolic system, is introduced and illustrated by numerical simulation examples.     

Quadratic optimal control of stable well-posed linear systems

We consider the infinite horizon quadratic cost minimization problem for a stable time-invariant well-posed linear system in the sense of Salamon and Weiss, and show that it can be reduced to a spectral factorization problem in the control space. More precisely, we show that the optimal solution of the quadratic cost minimization problem is of static state feedback type if and only if a certain spectral factorization problem has a solution. If both the system and the spectral factor are regular, then the feedback operator can be expressed in terms of the Riccati operator, and the Riccati operator is a positive self-adjoint solution of an algebraic Riccati equation. This Riccati equation is similar to the usual algebraic Riccati equation, but one of its coefficients varies depending on the subspace in which the equation is posed. Similar results are true for unstable systems, as we have proved elsewhere.

     

Discrete model reference adaptive control of continuous-time linear multi-input multi-output systems via multirate sampled-data controllers

The use of multirate sampled-data controllers for linear multivariable time-invariant systems with unknown parameters is investigated. Such controllers contain periodically time-varying elements and a multirate sampling mechanism with different sampling periods at each system input. Their application to unknown continuous-time linear multi-input, multi-output systems results in a sampled closedloop system for which an arbitrary discrete-time transfer function matrix can be assigned, as is shown in the present paper. The contribution of the present paper is twofold: the use of multirate sampled-data controllers in the area of model reference adaptive control; and the application, for the first time, of periodically varying controllers for model reference adaptive control of multi-input, multi-output systems.The work described in this paper has been partialy 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.     

Existence and uniqueness of optimal solutions for multirate partial differential algebraic equations

The numerical simulation of electric circuits including multirate signals can be done by a model based on partial differential algebraic equations. In the case of frequency modulated signals, a local frequency function appears as a degree of freedom in the model. Thus the determination of a solution with a minimum amount of variation is feasible, which allows for resolving on relatively coarse grids. We prove the existence and uniqueness of the optimal solutions in the case of initial-boundary value problems as well as biperiodic boundary value problems. The minimisation problems are also investigated and interpreted in the context of optimal control. Furthermore, we construct a method of characteristics for the computation of optimal solutions in biperiodic problems. Numerical simulations of test examples are presented.     

Robust inverse optimal control for flexible structures

An inverse optimal control problem is formulated to develop robust control laws for purely oscillatory systems. The optimal control solution requires output feedback with specified constraints, leading to robustness with respect to unmodeled modes and a large class of parameter variations. The robustness properties are proved directly from known properties of control laws resulting from quadratic performance indices. The control laws are useful for poorly damped flexible structures.This research was supported by the Office of Naval Research, Contract No. N00014-77-C-0247.     

Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces

Email: vio{at}utgjiu.ro Received on September 12, 2007; Accepted on December 26, 2008 In this article, we discuss a quadratic control problem forlinear discrete-time systems with Markov perturbations in Hilbertspaces, which is linked to a discrete-time Riccati equationdefined on certain infinite-dimensional ordered Banach space.We prove that under stabilizability and stochastic uniform observabilityconditions, the Riccati equation has a unique, uniformly positive,bounded on N and stabilizing solution. Based on this result,we solve the proposed optimal control problem. An example illustratesthe theory.