用负的状态反馈量控制和同步Lorenz系统

本文研究了Lorenz系统的控制与同步问题.利用负状态反馈的方法和Lyapunov稳定性理论,得到了能保证系统渐近稳定和同步的有关反馈增益的一些充分条件.最后,数值实验证实了理论分析的结果.     

具有年龄结构的单种群模型的脉冲控制及其捕获策略

给出单种群阶段结构模型,利用脉冲微分方程的比较原理,通过状态反馈和输出反馈对模型变换后的系统进行了脉冲控制.对成年、幼年种群同时捕获,通过状态反馈,得到了单种群阶段结构模型在正平衡点渐近稳定的充分条件;通过输出反馈得到了相应的结论;并给出了脉冲控制时间间隔的上界估计值.分别对其幼年种群和成年种群捕获问题,给出以最大捕获可持续均衡收获(MSY)为目标的最优捕获策略.     

阶段结构单种群捕获的优化策略

给出单种群阶段结构模型,利用脉冲微分方程的比较原理,通过状态反馈和输出反馈对模型变换后的系统进行了脉冲控制.对成年、幼年种群同时捕获,通过状态反馈,得到了单种群阶段结构模型在正平衡点渐近稳定的充分条件;通过输出反馈得到了相应的结论;并给出了脉冲控制时间间隔的上界估计值.分别对其幼年种群和成年种群捕获问题,给出以最大捕获可持续均衡收获(MSY)为目标的最优捕获策略.同时,对经济学中的Gordon理论进行分析.     

跳扩散最优控制的随机最大值原理及在金融中的应用

讨论了由金融市场中投资组合和消费选择问题引出的一类最优控制问题,投资者的期望效用是常数相对风险厌恶(CRRA)情形.在跳扩散框架下,利用古典变分法得到了一个局部随机最大值原理.结果应用到最优投资组合和消费选择策略问题,得到了状态反馈形式的显式最优解.     

由发展算子确定的具有控制不等式约束的LQCP的最优反馈控制

研究由发展算子定义的具有控制函数积分不等式约束的线性二次控制问题（LQCP）,借助无约束线性二次控制系统推导出了最优控制的反馈形式。     

关于非线性控制系统的线性化问题

本文首先研究了一般形式的非线性控制系统,得到了可以用状态反馈线性化时应具有的形式,即系统方程与控制规律一般条件下都应是对控制变量是线性的。然后研究了用状态变换进行线性化的问题,得到了变换应满足的条件。最后讨论了同时用状态变换与反馈变换对非线性控制系统进行线性化以及综合问题。     

Sine-Gordon方程的动态边界反馈镇定

考虑一端固定,控制输入在另一端的Sine-Gordon方程的动态边界反馈镇定问题.我们给出闭环系统的适定性,并利用乘子方法得到在动态边界反馈控制下闭环系统的多项式衰减率.     

一类不确定非线性时滞系统的模糊自适应控制

针对一类不确定上界未知的非线性时滞系统,基于松散稳定性条件,讨论了系统的模糊自适应控制问题 .通过在Lyapunov泛函中引入参数,得到带调节因子的时滞相关稳定性条件.设计出基于观测器的自适应模糊控制器,观测增益矩阵和反馈增益矩阵可以通过求解线性矩阵不等式得到 .当调节因子取不同值时,观测增益矩阵和反馈增益矩阵也是不同的,因此,闭环系统的动态性能可以通过选取合适的调节因子来优化.最后通过一个实例验证了所给结论的有效性.     

输出反馈二次型最优的可解性问题

本文研究了用输出反馈实现二次型最优控制的问题,指出任何最优输出反馈都是对应最优状态反馈的衍生解和在一般情况下最优输出反馈所满足的线性矩阵方程是不可解的.并讨论了输出矩阵含有待定参数的情形,给出了最优输出反馈存在的必要条件,对于单输入系统证明了该条件几乎是充分的.     

基于输出反馈的一类非线性不确定互联大系统的分散H∞控制

本文研究基于输出反馈的一类大型互联非线性不确定系统的分散H∞控制问题,通过构造每个子系统收敛的状态观测器,得到分散输出反馈控制器.当反馈控制律作用于该系统时,无扰动输入的闭环系统是全局渐近稳定的,而对允许的不确定性,干扰抑制的大小可以任意小,且控制器的设计也无需解任何的Hamilton-Jacobi方程或不等式.     

Feedback control in LQCP with a terminal inequality constraint

This paper considers the linear-quadratic control problem (LQCP) for systems defined by evolution operators with a terminal state inequality constraint. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closed-loop structure. The synthesis of the feedback control requires one to solve the integral Riccati equation for the unconstrainted LQCP and a linear integral equation whose solution depends on a real parameter satisfying an additional condition.This work was completed while the author was visiting the Control Theory Centre, University of Warwick, Coventry, England.     

Optimal insurance under the insurer’s risk constraint

In this paper, we impose the insurer’s risk constraint on Arrow’s optimal insurance model. The insured aims to maximize his/her expected utility of terminal wealth, under the constraint that the insurer wishes to control the expected loss of his/her terminal wealth below some prespecified level. We solve the problem, and it is shown that when the insurer’s risk constraint is binding, the solution to the problem is not linear, but piecewise linear deductible. Moreover, it can be shown that the insured’s optimal expected utility will increase if the insurer increases his/her risk tolerance.     

Feedback approximation of the minimum energy control for linear infinite-dimensional systems with zero terminal state

The paper studies the minimum energy control problem for linear infinite-dimensional systems with an unbounded input operator and zero terminal state. This problem is approximated by the minimum energy control problem with a small terminal state for which the solution is derived in feedback form. The operators which comprise the feedback are described in terms of differential relations which, depending on circumstances, involve Liapunov or Riccati differential equations. A detailed example illustrates how the general results apply to the wave equation with control in Dirichlet boundary condition.This work was supported by the Polish Ministry of National Education under Grant DNS-T/02/097/90-2.     

Direct training method for a continuous-time nonlinear optimal feedback controller

The solutions of most nonlinear optimal control problems are given in the form of open-loop optimal control which is computed from a given fixed initial condition. Optimal feedback control can in principle be obtained by solving the corresponding Hamilton-Jacobi-Bellman dynamic programming equation, though in general this is a difficult task. We propose a practical and effective alternative for constructing an approximate optimal feedback controller in the form of a feedforward neural network, and we justify this choice by several reasons. The controller is capable of approximately minimizing an arbitrary performance index for a nonlinear dynamical system for initial conditions arising from a nontrivial bounded subset of the state space. A direct training algorithm is proposed and several illustrative examples are given.This research was carried out with the support of a grant from the Australian Research Council.We thank the anonymous reviewers for their helpful comments.     

Linear quadratic control problem with a terminal convex constraint for discrete-time distributed systems

The present work deals with the linear quadratic control problemfor a discrete distributed system with terminal convex constraint.Using techniques of perturbation by feedback, it is shown thatthe resolution of the considered problem is equivalent to thatof a controllability, one so-called Extended Exact Controllabilitywith time-varying operators. The Hilbert uniqueness method approachis then extended to this case to provide an explicit form forthe optimal control. In the same framework, the inequality constraintcase is examined for which a practical numerical resolutionis given. Finally, the results obtained are used to treat aminimum-time reachability problem.     

Closed-form solutions for a class of optimal quadratic tracking problems

Closed-from solutions are derived for a class of tracking problems including a linear optimal regulator and a prefilter for a time-invariant plant. The solutions for the prefilter equation and state trajectory, coupled by the Riccati equation, are exponentially related to the stability matrix of the plant. A computational procedure is presented in recursive form when the desired output state dynamics is assumed linear and time-invariant. Several examples are given for illustration.     

具有强结构阻尼的非线性梁方程的整体动力学和控制

在本文中，我们考虑了高维具有强结构阻尼和全指数Ｂａｌａｋｒｉｓｈｎａｎ－Ｔａｙｌｏｒ阻尼的非线性固定边界可伸展的弹性梁方程，得到它的吸收集和平坦惯性流形的存在性．基于无控制方程的惯性流形的存在性，得到了相应的溢出问题的有限维反馈镇定控制．进而，此结果关于结构参数的不确定性是鲁棒的．     

Feedback exact null controllability for unbounded control problems in Hilbert space

Terminal constraint optimal control problems with unbounded control operators are considered. It is shown that the optimal solutions can be represented in a feedback form via a solution of an appropriate Riccati equation. In particular, it is proved that, for systems described by partial differential equations with infinite speed of propagation, boundary exact null controllability can be realized in feedback form.This work was partially supported by the National Science Foundation, Grant No. DMS-89-02811, and by the Air Force Office of Scientific Research, Grant No. AFOSR-89-0511 DEF.     

Approximation design of optimal controllers for nonlinear systems with sinusoidal disturbances

This paper considers an infinite-time optimal damping control problem for a class of nonlinear systems with sinusoidal disturbances. A successive approximation approach (SAA) is applied to design feedforward and feedback optimal controllers. By using the SAA, the original optimal control problem is transformed into a sequence of nonhomogeneous linear two-point boundary value (TPBV) problems. The existence and uniqueness of the optimal control law are proved. The optimal control law is derived from a Riccati equation, matrix equations and an adjoint vector sequence, which consists of accurate linear feedforward and feedback terms and a nonlinear compensation term. And the nonlinear compensation term is the limit of the adjoint vector sequence. By using a finite term of the adjoint vector sequence, we can get an approximate optimal control law. A numerical example shows that the algorithm is effective and robust with respect to sinusoidal disturbances.