A dynamic parameter estimator to control chaos with distinct feedback schemes

A dynamic strategy is proposed to estimate parameters of chaotic systems. The dynamic estimator of parameters can be used with diverse control functions; for example, those based on: (i) Lie algebra, (ii) backstepping, or (iii) variable feedback structure (sliding-mode). The proposal has adaptive structure because of interaction between dynamic estimation of parameters and a feedback control function. Without lost of generality, a class of dynamical systems with chaotic behavior is considered as benchmark. The proposed scheme is compared with a previous low-parameterized robust adaptive feedback in terms of execution and performance. The comparison is motivated to ask: What is the suitable adaptive scheme to suppress chaos in an specific implementation? Experimental results of proposed scheme are discussed in terms of control execution and performance and are relevant in specific implementations; for example, in order to induce synchrony in complex networks.     

Nonlinear general path models for degradation data with dynamic covariates

Degradation data have been widely used to estimate product reliability. Because of technology advancement, time‐varying usage and environmental variables, which are called dynamic covariates, can be easily recorded nowadays, in addition to the traditional degradation measurements. The use of dynamic covariates is appealing because they have the potential to explain more variability in degradation paths. We propose a class of general path models to incorporate dynamic covariates for modeling of degradation paths. Physically motivated nonlinear functions are used to describe the degradation paths, and random effects are used to describe unit‐to‐unit variability. The covariate effects are modeled by shape‐restricted splines. The estimation of unknown model parameters is challenging because of the involvement of nonlinear relationships, random effects, and shaped‐restricted splines. We develop an efficient procedure for parameter estimations. The performance of the proposed method is evaluated by simulations. An outdoor coating weathering dataset is used to illustrate the proposed method. Copyright © 2015 John Wiley & Sons, Ltd.     

基于动态VaR约束与随机波动率模型的最优投资策略

研究Stein-Stein随机波动率模型下带动态VaR约束的最优投资组合选择问题. 假设投资者的目标是最大化终端财富的期望幂效用,可投资于无风险资产和一种风险资产, 风险资产的价格过程由Stein-Stein随机波动率模型刻画. 同时, 投资者期望能在投资过程中利用动态VaR约束控制所面对的风险.运用Bellman动态规划方法和Lagrange乘子法, 得到了该约束问题最优策略的解析式及特殊情形下最优值函数的解析式; 并通过理论分析和数值算例, 阐述了动态VaR约束与随机波动率对最优投资策略的影响.     

Iterative methods for the reconstruction of astronomical images with high dynamic range

In most cases astronomical images contain objects with very different intensities such as bright stars combined with faint nebulae. Since the noise is mainly due to photon counting (Poisson noise), the signal-to-noise ratio may be very different in different regions of the image. Moreover, the bright and faint objects have, in general, different angular scales. These features imply that the iterative methods which are most frequently used for the reconstruction of astronomical images, namely the Richardson–Lucy Method (RLM), also known in tomography as Expectation Maximization (EM) method, and the Iterative Space Reconstruction Algorithm (ISRA) do not work well in these cases. Also standard regularization approaches do not provide satisfactory results since a kind of adaptive regularization is required, in the sense that one needs a different regularization for bright and faint objects. In this paper we analyze a number of regularization functionals with this particular kind of adaptivity and we propose a simple modification of RLM and ISRA which takes into account these regularization terms. The preliminary results on a test object are promising.     

Necessary and sufficient conditions for parameter insensitive disturbance-rejection problems with dynamic output feedback

Email: otsuka{at}j.dendai.ac.jp Received on November 11, 2005; Accepted on December 16, 2006 In this paper, necessary and sufficient conditions for the parameterinsensitive disturbance-rejection problem with dynamic outputfeedback which was studied in Otsuka (1999) to be solvable aregiven for the structured uncertain linear systems. Further,necessary and sufficient conditions for the solvability of theproblems with static output feedback and state feedback arealso studied as special cases. The obtained results containsome extensions of the previous results to the structured uncertainlinear systems.     

Discrete time dynamic multi-leader–follower games with stage-depending leaders under feedback information

Discrete time dynamic Stackelberg games with alternating leaders are recently brought forward by and dynamic programming algorithms are extended to discrete time dynamic Stackelberg games of two players with alternating leaders under feedback information structure. In many practical problems, there are multiple leaders and multiple followers. Moreover, the positions of leaders and followers may change at some stages. We aim to extend the results of discrete time dynamic Stackelberg games with alternating leaders to multi-leader–follower games and to obtain a new type of game, dynamic multi-leader–follower game with stage-depending leaders. To simplify the problem, all players in the model are divided into two groups. At each stage, players in one group act as leaders and the players in other group are followers. In the subsequent stage, the positions may go to the contrary. Actually, whether the players in some group act as leaders or not at some stage, depends on the information at the previous stage(s). Furthermore, dynamic programming algorithms are extended to dynamic multi-leader–follower game with stage-depending leaders under feedback information structure in this paper.     

Optimal feedback control for dynamic systems with state constraints: An exact penalty approach

In this paper, we consider a class of nonlinear dynamic systems with terminal state and continuous inequality constraints. Our aim is to design an optimal feedback controller that minimizes total system cost and ensures satisfaction of all constraints. We first formulate this problem as a semi-infinite optimization problem. We then show that by using a new exact penalty approach, this semi-infinite optimization problem can be converted into a sequence of nonlinear programming problems, each of which can be solved using standard gradient-based optimization methods. We conclude the paper by discussing applications of our work to glider control.     

Tracking control of chaotic spinning disks via nonlinear dynamic output feedback with input constraints

In many control engineering applications, it is impossible or expensive to measure all the states of the dynamical system and only the system output is available for controller design. In this study, a new dynamic output feedback control algorithm is proposed to stabilize the unstable periodic orbit of chaotic spinning disks with incomplete state information. The proposed control structure is based on the T‐S fuzzy systems. This investigation also introduces a new design procedure to satisfy a constraint on the T‐S fuzzy dynamic output feedback control signal. This procedure is independent of the exact value of initial states. Finally, computer simulations are accomplished to illustrate the performance of the proposed control algorithm. © 2015 Wiley Periodicals, Inc. Complexity 21: 148–159, 2016     

Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers

Stackelberg games play an extremely important role in such fields as economics, management, politics and behavioral sciences. Stackelberg game can be modelled as a bilevel optimization problem. There exists extensive literature about static bilevel optimization problems. However, the studies on dynamic bilevel optimization problems are relatively scarce in spite of the importance in explaining and predicting some phenomena rationally. In this paper, we consider discrete time dynamic Stackelberg games with feedback information. Dynamic programming algorithms are presented for the solution of discrete time dynamic feedback Stackelberg games with multiple players both for independent followers and for dependent followers. When the followers act dependently, the game in this paper is a combination of Stackelberg game and Nash game.     

Nonlinear dynamic analysis of 2-DOF nonlinear vibration isolation floating raft systems with feedback control

In this paper, the average method is adopted to analysis dynamic characteristics of nonlinear vibration isolation floating raft system with feedback control. The analytic results show that the purposes of reducing amplitude of oscillation and complicating the motion can be achieved by adjusting properly the system parameters, exciting frequency and control gain. The conclusions can provide some available evidences for the design and improvement of both the passive and active control of the vibration isolation systems. By altering the exciting frequency and control gain, complex motion of the system can be obtained. Numerical simulations show the system exhibits period vibration, double period vibration and quasi-period motion.     

The dynamic complexity of a three-species Beddington-type food chain with impulsive control strategy

In this paper, by using theories and methods of ecology and ordinary differential equation, the dynamics complexity of a prey–predator system with Beddington-type functional response and impulsive control strategy is established. Conditions for the system to be extinct are given by using the Floquet theory of impulsive equation and small amplitude perturbation skills. Furthermore, by using the method of numerical simulation with the international software Maple, the influence of the impulsive perturbations on the inherent oscillation is investigated, which shows rich dynamics, such as quasi-periodic oscillation, narrow periodic window, wide periodic window, chaotic bands, period doubling bifurcation, symmetry-breaking pitchfork bifurcation, period-halving bifurcation and crises, etc. The numerical results indicate that computer simulation is a useful method for studying the complex dynamic systems.     

Stochastic dynamic programming approach to managing power system uncertainty with distributed storage

Computational Management Science - Wind integration in power grids is challenging because of the uncertain nature of wind speed. Forecasting errors may have costly consequences. Indeed, power might...     

基于Stein-Stein波动率和动态VaR约束下DC型养老基金的最优投资策略

研究了确定缴费型养老基金在退休前累积阶段的最优资产配置问题.假设养老基金管理者将养老基金投资于由一个无风险资产和一个价格过程满足Stein-Stein随机波动率模型的风险资产所构成的金融市场.利用随机最优控制方法,以最大化退休时刻养老基金账户相对财富的期望效用为目标,分别获得了无约束情形和受动态VaR (Value at Risk)约束情形下该养老基金的最优投资策略,并获得相应最优值函数的解析表达形式.最后通过数值算例对相关理论结果进行数值验证并考察了最优投资策略关于相关参数的敏感性.     

Quasistatic and dynamic problems in viscoplasticity theory—non‐linearities with power growth

We find a common abstract formulation of the quasistatic and dynamic problems from viscoplasticity theory. Based on this formulation we show existence and uniqueness of the solution to this abstract problem by choosing appropriate spaces and by reducing the problem to an evolution equation, which can be treated by the general theory of monotone operators in Hilbert space. Our proof is valid for non‐linearities in the constitutive equation with power law growth. Copyright © 2004 John Wiley & Sons, Ltd.     

LMI‐based criterion for the robust guaranteed cost control of uncertain switched neutral systems with time‐varying mixed delays and nonlinear perturbations by dynamic output feedback

This article reports on an investigation into robust guaranteed cost control (GCC) for uncertain switched neutral systems (USNSs) with interval time‐varying mixed delays and nonlinear perturbations via dynamic output feedback. Delay‐dependent sufficient conditions are suggested to guarantee the robust exponential stability and to obtain robust GCC for USNSs using the average dwell time approach and the piecewise Lyapunov function technique in terms of a set of linear matrix inequalities. The problem of uncertainty in the system model is solved by deploying the Yakubovich lemma. Lastly, two examples (i.e., a numerical example and the water‐quality dynamic model for the Nile River) are given to verify the efficiency of the propounded theories. © 2016 Wiley Periodicals, Inc. Complexity 21: 555–578, 2016