LTV度量反馈控制问题的最优控制器

In this paper,we consider the measurement feedback control problem for discrete linear time-varying systems within the framework of nest algebra consisting of causal and bounded linear operators.Based on the inner-outer factorization of operators,we reduce the control problem to a distance from a certain operator to a special subspace of a nest algebra and show the existence of the optimal LTV controller in two different ways：one via the characteristic of the subspace in question directly,the other via the duality theory.The latter also gives a new formula for computing the optimal cost.     

与年龄相关的半线性时变种群系统的最优捕获

本文讨论了如下的一类与年龄相关的半线性时变种群系统 : p t+ p r+μ( r,t) p +Φ( N ( t) ) p =-v( r,t) p,p( 0 ,t) =∫A0 m( r,t) p( r,t) dr,p( r,0 ) =p0 ( r) ,N ( t) =∫A0 p( r,t) dr,其中 p( r,t)为时刻 t年龄为 r的单种群年龄密度函数 ,v( r,t)为捕获策略 .主要利用泛函分析中的 Mazur定理和分离的思想 ,证明了状态方程解的存在唯一性 ,并论证了对于给定的目标泛函 ,在一定条件下最优捕获控制的存在性 .     

时变线性系统的同时稳定性

本文在算子理论框架下研究离散时变线性系统的同时稳定性.给出一个仅依赖于单边强表示的同时稳定性判据和同时镇定控制器的参数化.     

Stability Analysis of Optimal Control Systems via Liapunov Method

§１．　ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｅｓｅｃｏｎｄｍｅｔｈｏｄｏｆＬｉａｐｕｎｏｖｎｅｅｄｎｏｔｓｏｌｖｅｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｓ,ｂｕｔｉｔｃａｎｄｉｒｅｃｔｌｙｇｉｖｅｓｔａｂｉｌｉｔｙｉｍｆｏｒｍａｔｉｏｎｏｆｓｙｓｔｅｍｅｑｕｉｌｉｂｒｉｕｍｓｔａｔｅｂｙｃｏｎｓｔｉｔｕｔｉｎｇＬｉａｐｕｎｏｖｆｕｎｃｔｉｏｎ．Ｉｔｉｓｖｅｒｙｕｓｅｆｕｌｆｏｒｔｈｏｓｅｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｓｗｈｉｃｈｃａｎｎｏｔｅａｓｉｌｙｂｅｓｏｌｖｅｄ．Ｆｏｒｇｅｎｅｒａｌｓ…     

多时滞退化Lurie控制系统的绝对稳定性

本文研究退化Lurie直接控制时滞系统和退化Lurie间接控制时滞系统的绝对稳定性,基于Lyapunov稳定性理论和线性矩阵不等式得到绝对稳定的判据,即绝对稳定性仅仅依赖于时滞导数的大小.特别地,时滞可以是无界的函数,仿真示例同时说明了此方法的有效性.     

不确定线性系统的最优保性能可靠控制

针对一类不确定线性系统,采用连续增益故障模型提出了考虑执行器故障的保性能可靠控制问题.通过对具有执行器增益故障的系统分析,利用线性矩阵不等式(LMI)分别给出了保性能标准控制、最优保性能标准控制、保性能可靠控制、最优保性能可靠控制存在的充分条件.根据凸优化理论,最优保性能标准控制和最优保性能可靠控制的设计方法转化为一个线性凸优化算法.仿真数例验证了文中所提出方法的可行性.在相同形式的故障发生时,比较最优保性能标准控制与最优保性能可靠控制,进一步说明了最优保性能可靠控制的必要性.     

Optimal Control of Constrained Piecewise Affine Discrete-Time Systems

This paper makes two contributions; firstly, it provides a characterization of the solution of the optimal control problem for piecewise affine discrete-time systems with a quadratic cost function (the generally preferred option) and, secondly, provides a simple method (reverse transformation) for solving this and the previously solved &ell problem. The characterization is useful for on-line implementation.     

拟线性椭圆变分不等式的障碍最优控制问题

对拟线性椭圆变分不等式的障碍最优控制问题(即以障碍为控制变量)进行了研究．指标泛函为Lagrange型,其中含有控制变量二阶导数的p次幂,这使得最优性条件的推导颇为不易．对所考虑的问题给出了最优控制的存在性定理以及必要条件．     

Effective Information for Offline Stochastic Feedback and Optimal Control of Dynamic Systems

The impact of uncertain future events on decision making in a stochastic environment is modeled in this paper. Such modeling is presented for both feedback and optimal control problems. This research overcomes the difficulties of forecasting that arise when considering future information. In this paper, we seek to find the minimum amount of information (effective information) necessary to evaluating system performance offline or to optimally control a system. The existence of effective information is proved and a methodology for determining it is developed. It is also shown that ignoring information beyond the planning horizon leads to significant performance loss and may even lead to violating the constraints of a control problem.     

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。     

由椭圆偏微分方程所支配的混凝土坝基渗流系统的最优线态控制

本文从混凝土坝基渗流控制问题中抽象出由椭圆偏微分方程混杂问题所支配的系统的最优线态控制问题 .给出了最优线态控制的存在唯一性 ,得到了控制为最优的充分必要条件及最优性组     

On the Existence of Optimal Solutions to an Optimal Control Problem

In this paper, some results concerning the existence of optimal solutions to an optimal control problem are derived. The problem involves a quasilinear hyperbolic differential equation with boundary condition and a nonlinear integral functional of action. The assumption of convexity, under which the main theorem is proved, is not connected directly with the convexity of the functional of action. In the proof, the implicit function theorem for multimappings is used.Communicated by L. D. Berkovitz     

Optimal Control of Nonlinear Time-Delay Systems with Persistent Disturbances

This paper is concerned with the optimal control of a class of nonlinear time-delay systems affected by external persistent disturbances. A feedforward and feedback optimal control (FFOC) law, consisting of analytical linear feedforward and feedback terms and the limit of a compensation sequence, is obtained by a successive approximation approach (SAA). In order to obtain a physically realizable feedforward control, a disturbance observer is introduced in the exosystem. Simulation results demonstrate the validity of the SAA and the robustness of the FFOC. Communicated by Q. C. Zhao This work was supported by the National Natural Science Foundation of China, Grant 60574023 and the Natural Science Foundation of Qingdao City of China, Grant 05-1-JC-94.     

有限时区非线性系统的最优切换控制

This paper proposes a optimal control problem for a general nonlinear systems with finitely many admissible control settings and with costs assigned to switching of controls. With dynamic programming and viscosity solution theory we show that the switching lower-value function is a viscosity solution of the appropriate systems of quasi-variational inequalities(the appropriate generalization of the Hamilton-Jacobi equation in this context) and that the minimal such switching-storage function is equal to the continuous switching lower-value for the game. With the lower value function a optimal switching control is designed for minimizing the cost of running the systems.     

Approximate Optimal Control and Stability of Nonlinear Finite- and Infinite-Dimensional Systems

We consider first nonlinear systems of the formx=A(x)x+B(x)u together with a standard quadratic cost functional and replace the system by a sequence of time-varying approximations for which the optimal control problem can be solved explicitly. We then show that the sequence converges. Although it may not converge to a global optimal control of the nonlinear system, we also consider a similar approximation sequence for the equation given by the necessary conditions of the maximum principle and we shall see that the first method gives solutions very close to the optimal solution in many cases. We shall also extend the results to parabolic PDEs which can be written in the above form on some Hilbert space.     

Pseudospectral Chebyshev Optimal Control of Constrained Nonlinear Dynamical Systems

A pseudospectral method for generating optimal trajectories of linear and nonlinear constrained dynamic systems is proposed. The method consists of representing the solution of the optimal control problem by an mth degree interpolating polynomial, using Chebyshev nodes, and then discretizing the problem using a cell-averaging technique. The optimal control problem is thereby transformed into an algebraic nonlinear programming problem. Due to its dynamic nature, the proposed method avoids many of the numerical difficulties typically encountered in solving standard optimal control problems. Furthermore, for discontinuous optimal control problems, we develop and implement a Chebyshev smoothing procedure which extracts the piecewise smooth solution from the oscillatory solution near the points of discontinuities. Numerical examples are provided, which confirm the convergence of the proposed method. Moreover, a comparison is made with optimal solutions obtained by closed-form analysis and/or other numerical methods in the literature.     

Optimal Release Times in Single-Stage Manufacturing Systems with Blocking: Optimal Control Perspective

This paper concerns a due-date matching problem in a single-stage manufacturing system. Given a finite sequence of jobs and their service order, and given the delivery due date of each job, the problem is to choose the jobs release (arrival) times so as to match as closely as possible their completion times to their respective due dates. The system is modelled as a deterministic single-server FIFO queue with an output buffer for storing jobs whose service is completed prior to their due dates. The output buffer has a finite capacity; when it is full, the server is being blocked. Associated with each job there is a convex cost function penalizing its earliness as well as tardiness. The due-date matching problem is cast as an optimal control problem, whose objective is to minimize the sum of the above cost functions by the choice of the jobs arrival (release) times. Time-box upper-bound and lower-bound constraints are imposed on the jobs output (delivery) times. The optimal-control setting brings to bear on the development of fast and efficient algorithms having intuitive geometric appeal and potential for online implementation.Communicated by W. B. GongResearch supported in part by the National Science Foundation under Grant ECS-9979693 and by the Georgia Tech Manufacturing Research Center under Grant B01-D06.     

The Optimal Control of a Train

We consider the problem of determining an optimal driving strategy in a train control problem with a generalised equation of motion. We assume that the journey must be completed within a given time and seek a strategy that minimises fuel consumption. On the one hand we consider the case where continuous control can be used and on the other hand we consider the case where only discrete control is available. We pay particular attention to a unified development of the two cases. For the continuous control problem we use the Pontryagin principle to find necessary conditions on an optimal strategy and show that these conditions yield key equations that determine the optimal switching points. In the discrete control problem, which is the typical situation with diesel-electric locomotives, we show that for each fixed control sequence the cost of fuel can be minimised by finding the optimal switching times. The corresponding strategies are called strategies of optimal type and in this case we use the Kuhn–Tucker equations to find key equations that determine the optimal switching times. We note that the strategies of optimal type can be used to approximate as closely as we please the optimal strategy obtained using continuous control and we present two new derivations of the key equations. We illustrate our general remarks by reference to a typical train control problem.     

随机递归最优控制和混合最优控制问题

对随机递归最优控制问题即代价函数由特定倒向随机微分方程解来描述和递归混合最优控制问题即控制者还需 决定最优停止时刻, 得到了最优控制的存在性结果. 在一类等价概率测度集中,还给出了递归最优值函数的最小和最大数学期望.     

一类复杂可修退化系统解的最优控制

证明了系统非负动态解存在惟一性和渐进稳定性的基础上进一步通过以指标泛函作为衡量系统可控性的标准研究了一类复杂可修退化系统解达到预期概率分布的最优控制问题.