基于开关控制的线性奇异系统的二次状态反馈镇定问题

主要讨论基于开关控制的线性奇异系统的二次状态反馈镇定问题.利用二次反馈镇定的概念,给出了线性奇异系统基于异步开关控制的二次状态反馈镇定问题可解的两个充分条件.进一步,对于带有范数有界的不确定项的奇异线性系统,给出了其可以基于异步开关控制的二次状态反馈鲁棒镇定的可解性条件.     

线性-非二次最优控制问题的Near-Optimal控制

对所谓的线性-非二次最优控制问题给出了一种求其near-optimal控制的方法.     

具有终端不等式约束的线性二次控制问题

本文研究具有终端不等式约束的线性二次控制问题,得到了最优控制的反馈形式.所得到的反馈形式与相应的无约束问题的Riccati微分方程和一个函数矩阵的线性方程的解有关.     

随机线性系统保成本控制的线性矩阵不等式方法

考虑具有二次成本函数的随机线性系统,研究了状态反馈控制的保证成本控制问题.依据线性矩阵不等式得到了保证成本控制器存在的充分条件,最后得到了随机线性闭环系统保证成本最小的最优保证成本控制律的表达式.     

Lur'e主从系统的二次反馈型脉冲同步控制

本文研究Lur’e主从系统的脉冲同步控制问题.考虑脉冲控制器带有二次反馈的情况,利用多面体凸组合、线性矩阵不等式(LMI)和Lyapunov稳定性理论,设计两种在二次输出反馈型脉冲控制下主从系统同步的新策略.最后,通过数值模拟验证了所得结果的可行性与有效性.     

随机参数和随机资金流环境下基于二次效用函数的投资组合优化

研究完全市场下基于二次效用最大化的带有随机资金流的动态投资组合选择问题,其中假设无风险利率、股票收益率和波动率矩阵都是一致有界随机过程.通过应用线性二次控制方法和向后随机微分方程理论得到了最优投资组合的解析表达式.     

基于二次效用函数的投资组合问题研究

设无风险利率、股票收益率和波动率都是一致有界随机过程,在股票价格服从跳跃一扩散过程时,同时考虑具有随机资金流的介入,研究了二次效用的动态投资组合选择优化问题,通过随机线性二次控制和倒向随机微分方程得到了最优投资组合策略的解析表达式.     

非脆弱离散重复控制的二维模型方法

针对一类线性离散系统,提出一种基于二维模型的非脆弱离散重复控制设计方法.通过独立地考虑重复控制系统的控制与学习行为,建立离散重复控制系统的二维模型. 在此基础上,针对重复控制器和反馈控制器具有不确定性的离散重复控制系统,给出了基于线性矩阵不等式的系统稳定性条件和重复控制律. 最后,数值仿真实例验证了所提方法的有效性.     

伊藤-泊松型随机微分方程的线性二次控制

本文研究伊藤-泊松型随机微分方程的线性二次控制问题,利用动态规划方法、伊藤公式等技巧,通过解HJB方程,我们得到了随机Riccati方程及另外两个微分方程,求出控制变量,解决了线性二次最优控制最优问题.     

带有结构性不确定的线性时变系统的二次镇定及H~∞控制

本文讨论了带有结构性不确定的线性时变系统的二次镇定问题.建立了H∞指标γ和RDE及RDI之间的等价关系,并给出了带有结构性不确定线性时变系统二次稳定的充分条件;在此基础上将带有结构性不确定线性时变系统的鲁棒动态补偿器设计转化成求解一个相应的确定性辅助线性时变系统的标准H~∞控制问题.     

Revisit of Linear-Quadratic Optimal Control

The classical finite-dimensional linear-quadratic optimal control problem is revisited. A new linear-quadratic control problem with linear state penalty terms but without quadratic state penalty terms, is introduced. An optimal control exists and the closed-form optimal solution is given. It is remarkable that feedback action plays no role and state information does not feature in the optimal control. The optimal cost function, rather than being quadratic, is linear in the initial state.     

The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control

In this article, we consider a filtering problem for forward-backward stochastic systems that are driven by Brownian motions and Poisson processes. This kind of filtering problem arises from the study of partially observable stochastic linear-quadratic control problems. Combining forward-backward stochastic differential equation theory with certain classical filtering techniques, the desired filtering equation is established. To illustrate the filtering theory, the theoretical result is applied to solve a partially observable linear-quadratic control problem, where an explicit observable optimal control is determined by the optimal filtering estimation.     

Control of linear stochastic time delayed systems

The linear-quadratic control problem of stochastic time-delayed systems has been solved using function space method. The solution demonstrates directly that the “separation theorem” holds for such systems.     

Numerical Solution for Linear-Quadratic Control Problems of Markov Jump Linear Systems and Weak Detectability Concept

A method for solving the linear-quadratic problem of Markov jump linear systems is developed in this paper, relying on the assumption of weak detectability. The concept of weak detectability generalizes previous concepts relevant to this class of systems, and most importantly, it allows us to revisit the quadratic control problem. In the main result of the paper, we show that, for weakly detectable systems, the solution obtained with the new method converges to the solution of the coupled algebraic Riccati equation that arises in the control problem if and only if the system is mean-square stabilizable. The paper shows how the concepts and the method involved are applied by means of numerical examples and comparisons.     

Optimal Control via Asynchronous Communication Channels

The paper is directed toward the development of a new chapter of control theory that deals with networked systems in which control and communication issues are combined together and in which the delays and limitations of the communication channels between sensors, actuators, and controllers are taken into account. We consider a situation where a single decision maker receives the sensor data and at the same time controls many linear discrete-time partially-observed subsystems perturbed by white noises via randomly delayed communication channels with finite capacities. Neither these delays nor their statistics are known in advance, but each message transmitted is equipped with a time stamp indicating the beginning time of the transfer. Under certain assumptions, a finite-horizon linear-quadratic optimal control problem is solved.     

Time-Varying Linear-Quadratic Control

This paper discusses the performance of controlled linear dynamic systems that use time-varying feedforward signals and time-varying linear-quadratic (LQ) feedback gains. Such a time-varying LQ controller can bring a dynamic system to a desired final state in roughly half the time required by a time-invariant LQ controller, since it pushes at both ends, i.e., it uses significant control effort near the end of the maneuver, as well as at the beginning, to meet the specified end conditions; there is no overshoot and no settling time. This requires a more complex controller and some care with the high gains near the final time. A MATLAB³ code is listed that synthesizes and simulates zero-order-hold time-varying LQ controllers. The precision landing of a helicopter using four controls is treated as an example.     

Sufficient Conditions for Robust Stability of LQG Optimal Control Systems Including Delayed Perturbations

Linear-quadratic Gaussian (LQG) optimal control systems subject to time-varying delay and nonlinear state perturbations are considered. Some robust stability conditions are derived which result in several bounds on the delayed state perturbations so that the uncertain linear-quadratic Gaussian optimal control systems with time-varying delay can remain stable in the sense of uniform ultimate boundedness. The modified Lyapunov equation and the improved Razumikhin-type theorem are employed to investigate such robust stability conditions. Finally, a numerical example is given to demonstrate the validity of the results.     

Classical Solutions of Nonautonomous Riccati Equations Arising in Parabolic Boundary Control Problems

An abstract linear-quadratic regulator problem over finite time horizon is considered; it covers a large class of linear nonautonomous parabolic systems in bounded domains, with boundary control of Dirichlet or Neumann type. The associated differential Riccati equation is studied from the point of view of semigroup theory; it is shown to have a classical, explicitly represented solution for very general final data; weighted H?lder regularity results for the optimal pair are deduced. Accepted 10 December 1997     

Classical Solutions of Nonautonomous Riccati Equations Arising in Parabolic Boundary Control Problems, II

An abstract linear-quadratic regulator problem over finite time horizon is considered; it covers a large class of linear nonautonomous parabolic systems in bounded domains, with boundary control of Dirichlet or Neumann type. We give the proof of some result stated in [AT5], and in addition we prove uniqueness of the Riccati operator, provided its final datum is suitably regular. Accepted 14 October 1998     

Optimal feedback control for a linear-quadratic control problem with a state inequality constraint

In this paper, we consider the linear-quadratic control problem (LQCP) for systems defined by evolution operators with an inequality constraint on the state. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closedloop structure. The synthesis of the feedback control requires one to solve two Riccati integral equations.