共查询到20条相似文献,搜索用时 15 毫秒
1.
This paper studies the coordination control of nonlinear multi-agent systems under asynchronous switching, including consensus, tracking control, and containment. The asynchronous switching considered here means that the switching of the controller lags behind the mode's switching for each agent. So the matched controller is interrupted by the delayed switching. For the situation, the authors give some new results by applying the conventional distributed control protocol. The authors show that all agents can achieve consensus. Secondly, the authors show that all followers can track the actual leader. Thirdly, the authors show that all followers will converge to the convex hull spanned by the dynamic leaders as time goes on. Numerical simulations are also provided and the results show highly consistent with the theoretical results. 相似文献
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This paper investigates the stabilization issue for a class of sampled-data nonlinear Markov switching system with indistinguishable modes. In order to handle indistinguishable modes, the authors reconstruct the original mode space by mode clustering method, forming a new merged Markov switching system. By specifying the difference between the Euler-Maruyama(EM) approximate discrete-time model of the merged system and the exact discrete-time model of the original Markov switching system, the authors prove that the sampled-data controller, designed for the merged system based on its EM approximation, can exponentially stabilize the original system in mean square sense. Finally, a numerical example is given to illustrate the effectiveness of the method. 相似文献
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一类线性切换系统的能控性和能观测性的充要条件 总被引:3,自引:1,他引:3
循环不变子空间是常用于控制科学和信号处理理论的重要数学工具之一。用循环不变子空间的性质研究了切换系统的能控性和能观测性。先给出了切换系统能控性、能达性和能观测性的概念,并讨论了循环不变子空间的性质。然后用循环不变子空间的性质研究了周期线性切换系统的能控制性、能达性及能观测性,得到线性周期切换系统完全能控和完全能观测的充分必要条件。最后给出一般线性切换系统完全能控和完全能观测的充分条件和必要条件。 相似文献
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一类微分代数系统并行仿真算法 总被引:1,自引:0,他引:1
利用对误差的预校正技术,本文提出一类微分代数系统的并行仿真算法,进行仿真误差估计。对于一个模型问题进行稳定性分析,画出稳定区域。计算实例表明算法是有效的。 相似文献
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将马氏转移切换机制和泊松过程引入到CKLS短期利率模型中,构建马氏转移跳扩散CKLS模型.理论方面,利用Lyapunov函数方法证明了马氏转移跳扩散CKLS模型存在唯一的全局正解并给出了该解的分析性质(包括一阶矩二阶矩的有界性,随机有界性和路径估计);用欧拉离散化方法得到马氏转移跳扩散CKLS模型的欧拉数值解,证明了其依概率收敛于解析解.应用方面,以债券定价和障碍期权的期望收益为例给出了马氏转移跳扩散CKLS模型数值解的收敛性在金融领域中的应用.基于7天Shibor利率的实证分析,说明了马氏转移跳扩散CKLS模型对我国金融市场中动态利率建模更加合理和有效. 相似文献
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This paper is concerned with a linear-quadratic(LQ) stochastic Stackelberg differential game with one leader and two followers, where the game system is governed by a mean-field stochastic differential equation(MF-SDE). By maximum principle and verification theorem, the open-loop Stackelberg solution is expressed as a feedback form of the state and its mean with the help of three systems of Riccati equations. 相似文献
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This paper focuses on zero-sum stochastic differential games in the framework of forward-backward stochastic differential equations on a finite time horizon with both players adopting impulse controls. By means of BSDE methods, in particular that of the notion from Peng’s stochastic backward semigroups, the authors prove a dynamic programming principle for both the upper and the lower value functions of the game. The upper and the lower value functions are then shown to be the unique viscosity solutions of the Hamilton-Jacobi-Bellman-Isaacs equations with a double-obstacle. As a consequence, the uniqueness implies that the upper and lower value functions coincide and the game admits a value.
相似文献9.
EXISTENCE AND UNIQUENESS AND STABILITY OF SOLUTIONS FOR STOCHASTIC IMPULSIVE SYSTEMS 总被引:5,自引:1,他引:5
Bin LIU Xinzhi LIU Xiaoxin LIAO 《系统科学与复杂性》2007,20(1):149-158
This paper studies the existence, uniqueness, and stability of solutions for stochastic impulsive systems. By employing Lyapunov-like functions, some sufficient conditions of the global existence, uniqueness, and stability of solutions for stochastic impulsive systems are established. Furthermore, the results are specialized to the case of linear stochastic impulsive systems. Finally, some examples are given to illustrate the applications of our theory. 相似文献
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本文给出常微分方程y′=f(t,y)及″=f(t,y)的一类线性多步方法,它们的系数容易在计算机上生成。 相似文献
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以自然生命体与经济系统的共同特性为依据,从DNA分子基因链的组成入手,通过借鉴生命体从分子、细胞、组织、器官生长到完整个体的过程,尝试用系统的观点来描述经济体从微观的企业到中观的行业组织经济体,再到宏观的国家经济体的动态生长演化过程,结合一定的数学工具和模型,把研究自然生命体的方法途径应用于经济系统成长过程的定性论述。 相似文献
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针对一类非线性区间时滞随机系统的控制问题,提出一种基于随机模糊双曲正切模型的时滞依赖控制策略.应用随机模糊双曲正切模型对非线性随机系统进行建模,其中模型参数可用BP神经网络进行学习.提出一个新颖的Lyapunov-Krasovskii泛函进而推导出闭环系统时滞依赖均方意义渐近稳定的镇定条件.最后采用改进的Euler-Maruyama法对非线性随机微分方程进行仿真,仿真结果验证了所提出的控制策略的有效性. 相似文献
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以生产调度问题为背景,研究切换式规则调度系统的建模与仿真问题.在分析规则与性能指标关系的基础上,文中首先提出了一般切换式规则调度系统的概念;接着借鉴混合动态系统的分层建模机制,详细讨论了一般切换式规则调度系统的建模框架和方法;然后结合实例给出一个具体的模型,并基于该模型进行计算机仿真,得到一些直观的结论. 相似文献
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传统的光电跟踪系统通过测量目标的斜距离、俯仰角和偏航角来获取目标运动参数。针对附加角速度测量的一类新的光电跟踪系统,充分考虑传感器测量噪声的相关特性,基于非线性估计理论设计了目标跟踪滤波器。首先利用嵌套条件方法推导了转换测量误差前两阶矩的一致性估计,然后采用序贯采样卡尔曼滤波器(SUKF)对解耦后的转换测量进行序贯处理,最后从理论上分析了跟踪滤波器的稳定性并给出了跟踪系统的Cramer-Rao下界(CRLB)。Monte-Carlo仿真表明:滤波器估计误差均方差(RMSE)已逼近非线性跟踪系统的CRLB。Abstract: Generally tradition optic-electric tracking systems can obtain target motion parameters by measuring distance,elevation angle and yaw angle of targets.A target tracking filter taking correlated measurement noises into account was designed for optic-electric tracking systems with angle velocity measurements based on nonlinear estimation theory.Firstly,the consistent first two moments estimate of the converted measurement errors were derived by nested conditioning method;then the converted measurements were sequentially processed according to Sequential Unscented Kalman Filter (SUKF);Finally the stability of the filter was analyzed theoretically and the Cramer-Rao Low Bound (CRLB) of the nonlinear tracking systems was proposed.Monte-Carlo simulation results show that the Root Mean Square of Estimate Error (RMSE) of the filter is closed to the CRLB of the nonlinear tracking systems. 相似文献
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对于包括质量、能量、信息以及知识和智能等资源的复杂系统,给出三个可分别称为“资源集成结点”“集成配置结点”和“智能组织结点”的新型基本模型,并将它们归结为一个可称为“交叉集成结点”的基本模型,以便对各种不同类型的资源和组份进行统一度量。在此基础上,在用于分析配置结点(或组织结点)确定性运动的分析力学相空间和用于分析资源结点(或配置结点)随机性分布运动的统计力学相空间之间,引入用于对复杂系统的整体运动、自身发展和总体变迁进行交叉研究的集成相空间,最后探讨建立复杂系统的变迁过程交叉案成动力学基本函数和方程。 相似文献
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Compared with the traditional consensus problem, this paper deals with the mean square average generalized consensus(MSAGC) of multi-agent systems under fixed directed topology, where all agents are affected by stochastic disturbances. Distributed protocol depending on delayed time information from neighbors is designed. Based on Lyapunov stability theory, together with results from matrix theory and It o s derivation theory, the linear matrix inequalities approach is used to establish sufficient conditions to ensure MSAGC of multi-agent systems. Finally, numerical simulations are provided to illustrate the theoretical results. 相似文献
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随机需求条件下生产-库存系统优化与仿真 总被引:4,自引:2,他引:4
针对多周期、多产品、有能力约束动态制造系统的生产-库存问题,考虑随机需求条件和产品的需求满足率,建立以系统总成本最低为目标的二级随机线性规划模型,通过随机模拟法将原问题转化为等价的确定性问题,运用对偶理论和Benders分解法把等价问题分解为相互关联的主问题和子问题,然后分别进行求解。最后的实例仿真结果验证了模型和算法的合理有效性,表明了它们在生产实践中的应用性。 相似文献
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《系统科学与复杂性》2015,(5)
The modelling of risky asset by stochastic processes with continuous paths, based on Brownian motions, suffers from several defects. First, the path continuity assumption does not seem reasonable in view of the possibility of sudden price variations(jumps) resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory. 相似文献
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一类基于不定性复杂系统的粗糙GMDH模型及实证分析 总被引:2,自引:0,他引:2
将粗糙集的概念引入到GMDH(GroupMethodofDataHandling)数据挖掘中,将前馈网络中各层各模型的系数估计,转化为不定性规划和线性规划,构建了建模研究的粗糙GMDH方法,从而在一定程度上增强了复杂系统模型的分析和预测能力.借助于决策者的主观经验对信息的补充、完善及整合,甚而对样本容量的要求可降低到仅为1的水平,拓宽了不定性复杂系统的小样本建模能力.同时,考虑到复杂系统本身对人机交互的自然要求和决策者主观经验和偏好的挖掘问题,在粗糙GMDH中引入了实验方法,设计出探索复杂系统研究的RGMDH(RoughtGroupMehtodofDataHandling)人机交互挖掘系统,由系统的运行为决策者在模型精度、信息冗余、信息缺失风险三重抉择中提供更完整的信息,从而解决决策者信息偏好非结构化而导致的三重抉择难以做出的问题.最后,本文对动态环境中高技术公司核心能力与经济绩效关系进行了探讨,作为粗糙GMDH模型的算法例释. 相似文献
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WANG Yuzhen WANG Lianguo Systems Engineering Institute Shandong Institute of Mining Technology Tai'an 《系统科学与系统工程学报(英文版)》1997,(3)
ANewMethodofStateEstimationforSingularDiscretetimeStochasticLinearSystemWANGYuzhenWANGLianguoSystemsEngineeringInstitute,Sha... 相似文献