广义时变系统的鲁棒容错控制

针对广义时变系统的鲁棒容错控制问题,基于矩阵不等式及建立Lyapunov方程的方法,首先,在系统出现执行器故障的情况下,分别给出了两种广义时变系统模型鲁棒镇定的充要条件.接着,在系统出现外部干扰的情况下,给出了相应模型鲁棒镇定的充分条件,同时给出了相应的容错控制器的设计方法.     

基于变结构协整理论的保费预测模型

提出了一种基于变结构协整理论的保费预测建模新方法,所建模型反映了保费和GDP之间的长期静态和短期动态波动的均衡关系.通过确定时间序列突变点,并利用突变点信息提高模型的预测精度,避免了传统的保费预测中经常存在的虚假回归问题.采用该方法对中国年度保费进行了预测分析,结果表明了该方法的有效性.     

时变线性中立型系统的鲁棒H∞性能

考虑了时变线性中立型系统的H∞性能，利用线性矩阵不等式给出了系统扰动衰减具有H∞范数约束的鲁棒稳定性条件．系统在H∞范数有界约束下，给出了时变中立型系统Lyapunov稳定意义下的等价时滞系统，说明了伪二次稳定意义下的不确定性中立型系统等价于一个在Lyapunov稳定意义下的标准线性时滞系统．     

Robust Stability Criteria for Uncertain Neutral Systems with Interval Time-Varying Delay

In this paper, we consider the problem of robust stability of a class of linear uncertain neutral systems with interval time-varying delay under (i) nonlinear perturbations in state, and (ii) time-varying parametric uncertainties using Lyapunov-Krasovskii approach. By constructing a candidate Lyapunov-Krasovskii (LK) functional, that takes into account the delay-range information appropriately, less conservative robust stability criteria are proposed in terms of linear matrix inequalities (LMI) to compute the maximum allowable bound for the delay-range within which the uncertain neutral system under consideration remains asymptotically stable. The reduction in conservatism of the proposed stability criterion over recently reported results is attributed to the fact that time-derivative of the LK functional is bounded tightly without neglecting any useful terms using a minimal number of slack matrix variables. The analysis, subsequently, yields a stability condition in convex LMI framework, that can be solved non-conservatively at boundary conditions using standard LMI solvers. The effectiveness of the proposed stability criterion is demonstrated through standard numerical examples.     

Robust Stabilization for Dynamic Systems with Multiple Time-Varying Delays and Nonlinear Uncertainties

In this paper, the problem of the robust stabilization for a class of uncertain linear systems with multiple time-varying delays is investigated. The uncertainty is nonlinear time-varying and does not require a matching condition. A memoryless state-feedback controller for the robust stabilization of the system is proposed. Based on the Lyapunov method and the linear matrix inequality (LMI) approach, two sufficient conditions for the stability are derived. Two numerical examples are given to illustrate the proposed method.     

Generalized Time-Varying Riccati Theory: A Popov Operator Based Approach

We derive in this paper necessary and sufficient conditions for the existence of the stabilizing solution to the differential Riccati equation, with indefinite sign quadratic term. The key object of the present approach is the Popov operator, associated with a controlled exponentially dichotomic evolution and a quadratic cost. Special attention is paid to the classical positivity theory and a time-varying version of the celebrated Kalman-Yakubovich- Popov Lemma is given under relaxed assumptions.     

Robust Stabilization for a Class of Uncertain Nonlinear Systems with Time-Varying Delay: Razumikhin-Type Approach

In this paper, using a Razumikhin-type approach, the stabilization of a class of uncertain nonlinear systems with time-varying delay is considered. The proposed controller is based on a specific optimal control problem. Global asymptotic stability is guaranteed for the proposed control if some algebraic condition is met. An example illustrates the use of the main result.     

Robust Parametric Identification Procedure for Stochastic Nonlinear Continuous-Discrete Systems

Journal of Applied and Industrial Mathematics - Basing on the weighted maximum likelihood method and the correntropy cubature Kalman filter, we develop some software for solving the problem of...     

基于SLQ控制器的时滞微分系统的鲁棒镇定

该文基于随机线性二次控制问题, 讨论了多时滞、且具有马尔可夫跳变参数的微分系统的最优控制的鲁棒性及可镇定问题.应用了Lyapunov-Krasovskii型的泛函、伊藤(Ito)公式、及Schur补等工具, 分析了该随机多时滞、具有马尔可夫过程的微分系统的均方指数稳定性.得到了时滞相关与时滞无关的充分性的代数判据.     

基于信息压缩矩阵特征值映射的时变系统UD分解辨识算法

在系统辨识领域遗忘因子UD分解算法(一种通过对系统数据矩阵进行UD分解的在线辨识算法)具有对时变系统阶次和参数同步估计的优异性能,但传统的遗忘策略不能从根本上解决信息压缩矩阵数据过饱和问题,为了拓展现有UD分解算法在时变系统的适用范围,同时针对数据空间分布不均匀性,提出一种基于信息压缩矩阵特征值映射的UD分解辨识算法....     

模糊Delta算子系统的鲁棒镇定

研究一类基于Delta算子描述的T-S模糊模型状态反馈镇定设计问题。首先将全局模糊模型按隶属函数划分成若干子空间,并被表示成不确定系统的形式;采用分段Lyapunov函数法,得到鲁棒稳定化控制律存在的充分条件．该条件被进一步等价表示成一组线性矩阵不等式的可解性问题。克服了以往设计法中需要求解一公共正定矩阵P的不足,也无需求解繁琐的Riccati方程。所得结果可将连续和离散模糊系统的有关结论统一到Delta算子框架内。     

Sampling Consensus of 2nd-Order Multi-Agent Systems Based on Time-Varying Topology北大核心CSCD

基于速度一致位移差保持不变的一致性概念,研究了二阶多智能体系统在时变拓扑下的采样一致性问题。首先,引入虚拟领导者,将具有时变拓扑结构的多智能体系统的采样一致性问题转换为误差系统的采样控制稳定性问题。其次,通过预估采样误差,研究采样误差对系统达到一致性的影响。最后,应用Lyapunov稳定性理论,分析所构造的误差系统的稳定性,并给出该误差系统最终稳定的充分条件。数值仿真结果验证了理论分析的有效性和正确性。     

基于动态神经网络的非线性系统鲁棒故障检测

针对一类具有不确定性扰动的非线性系统,将设计的系统线性观测器产生的误差信号作为残差,采用一种具有高斯型激励函数的动态神经网络(DNN)对残差信号进行分析处理,得到了系统的鲁棒故障检测方法.文中分析了该方法的稳定性和故障检测的鲁棒性,并通过算例验证了该方法的有效性.     

基于事件触发控制带有多时变时滞的主从系统同步

研究了基于事件触发机制下带有多个时变时滞的主从系统同步问题.事件触发机制的提出,使得在实现主从系统同步的过程中,可以有效降低数据传输量,减轻网络带宽的压力.通过Lyapunov稳定理论和线性矩阵不等式的方法,得到了带有多时变时滞的主从系统同步的充分条件.最后,通过MATLAB仿真,验证了所提出同步准则的有效性.     

基于变结构Copula模型的相依关系分析

本文首次从Spearman的rho出发,提出了一种检验Copula模型是否存在变结构特征的方法,并通过蒙特卡洛模拟验证了这种方法的有效性。在此基础上,利用分阶段建模技术和Spearman的rho对沪深股市的相依关系是否存在变结构进行了分析。结果证实,利用Spearman的rho能捕捉序列之间相依关系是否存在变结构的信息,具有一定的优越性。     

区间动力系统的鲁棒稳定性分析

本文研究区间系统的鲁棒稳定性问题 ,把连续区间系统的鲁棒Hurwtiz稳定和离散区间系统的鲁棒Schur稳定的问题等价转换于一参数扰动矩阵集的鲁棒非奇异问题 ,然后给出鲁棒Hurwtiz稳定和鲁棒Schur稳定的基于 μ 分析的充分必要条件 .     

基于LMI方法的MIMO系统鲁棒D-稳定的频域判定

研究了具有结构不确定性的多输入多输出(MIMO)系统的鲁棒D-稳定性判定问题．首先提出了系统的3种数学模型,包括凸多面体型多项式矩阵模型、多线性型多项式矩阵模型和反馈型多项式矩阵模型．然后分析了各模型在参数空间中的凸性,从而将系统的稳定性检验问题转化为线性矩阵不等式(LMI)的可行性问题,并由此给出了D-稳定性的判定方法．     

Robust Adaptive Fuzzy Identification of Time-Varying Processes with Uncertain Data. Handling Uncertainties in the Physical Fitness Fuzzy Approximation with Real World Medical Data: An Application

This study considers the problem of Robust Fuzzy approximation of a time-varying nonlinear process in the presence of uncertainties in the identification data using a Sugeno Fuzzy System while maintaining the interpretability of the fuzzy model during identification. A recursive procedure for the estimation of fuzzy parameters is proposed based on solving local optimization problem that attempt to minimize the worst-case effect of data uncertainties on approximation performance. To illustrate the approach, several simulation studies on numerical examples are provided. The developed scheme was applied to handle the vagueness, ambiguity and uncertainty inherently present in the general notion of a Medical Expert about Physical Fitness based on a set of various Physiological parameters measurements.     

A New Technique for Ill-Conditioned Linear Systems

The technique we propose for solving ill-conditioned linear systems consists of two steps. First we compute the regularized solution on some values of the regularization parameter . Then we use these solutions either to extrapolate at =0 or to estimate the regularized solution with determined by the generalized cross validation or by the L-curve method.     

广义线性系统基于PI观测器鲁棒极点配置分离原理

对广义线性系统提出了基于全维比例-积分观测器的控制系统设计的鲁棒极点配置分离原理.基于矩阵灵敏度理论证明了如下事实：与状态反馈系统相同的闭环系统极点具有和状态反馈系统极点相同的极点灵敏度,与观测器系统相同的闭环系统.极点具有和观测器系统极点相同的极点灵敏度.于是基于全维PI观测器的状态反馈控制器的具有最小灵敏度的鲁棒极点配置可以通过求解两个分开的鲁棒状态反馈极点配置问题实现.