NN adaptive pole placement method for sintering finish point control

A neural network model with a special structure, which is divided into linear and nonlinear parts, was proposed for identification of a nonlinear system. In this model, the nonlinear part of the object is treated as a measured disturbance, and is compensated by a feed forward method; an adaptive pole placement algorithm is used to control the linear part of the object. The simulation results show that the identification efficiency and accuracy are improved when the new controller is applied to sintering finish point control.     

Series-based approximate approach of optimal tracking control for nonlinear systems with time-delay

The optimal output tracking control （OTC） problem for nonlinear systems with time-delay is considered. Using a series-based approximate approach, the original OTC problem is transformed into iteration solving linear two-point boundary value problems without timedelay. The OTC law obtained consists of analytical linear feedback and feedforward terms and a nonlinear compensation term with an infinite series of the adjoint vectors. By truncating a finite sum of the adjoint vector series, an approximate optimal tracking control law is obtained. A reduced-order reference input observer is constructed to make the feedforward term physically realizable. Simulation examples are used to test the validity of the series-based approximate approach.     

Imprecise Computation Based Real-time Fault Tolerant implementation for Model Predictive Control

Model predictive control （MPC） could not be deployed in real-time control systems for its computation time is not well defined. A real-time fault tolerant implementation algorithm based on imprecise computation is proposed for MPC, according to the solving process of quadratic programming （QP） problem. In this algorithm, system stability is guaranteed even when computation resource is not enough to finish optimization completely. By this kind of graceful degradation, the behavior of real-time control systems is still predictable and determinate. The algorithm is demonstrated by experiments on servomotor, and the simulation results show its effectiveness.     

An Optimization Method of Stochastic Variable to Solve Uncertain Models in Engineering Design

The radical concepts of engineering stochastic optimization are introduced and a method for solving uncertain problems is developed according to the satisfied estimation of probabilistic values to stochastic constraints and the use of a quasi-gradient searching direction. The method is applied to engineering designs with linear or nonlinear stochastic constraints.     

随机利率和随机波动率下保险和再保险公司的稳健最优投资策略 （ 英文 ）

A robust optimal proportional reinsurance and investment management problem is studied fora general insurance company which holds shares of an insurance company and a reinsurance company. Boththe insurance company and reinsurance company are allowed to invest in a risk-free asset and a risky assetwith stochastic interest rate and stochastic volatility, in which the interest rate is described by an affinemodel. Besides, the general insurance company's manager is an ambiguity-averse manager who worriesabout model uncertainty. By employing the dynamic programming approach, the explicit formulae is derivedfor the optimal robust reinsurance-investment strategy and the optimal value function, and one special caseis discussed subsequently. Finally, a part of numerical examples is presented to illustrate the effects ofmodel parameters.     

The development of real time data driving multi-axis linkage and synergic movement control system of 3D variable cross-section roll forming machine

The three dimensional variable cross-section roll forming is a kind of new metal forming technol- ogy which combines large forming force, multi-axis linkage movement and space synergic movement, and the sequential synergic movement of the ganged roller group is used to complete the metal sheet forming according to the shape of the complicated and variable forming part data. The control system should meet the demands of quick response to the test requirements of the product part. A new kind of real time data driving multi-axis linkage and synergic movement control strategy of 3D roll forming is put forward in the paper. In the new control strategy, the forming data are automatically generated according to the shape of the parts, and the multi-axis linkage movement together with cooperative motion among the six stands of the 3D roll forming machine is driven by the real-time information, and the control nodes are also driven by the forming data. The new control strategy is applied to a 48 axis 3D roll forming machine developed by our research center, and the control servo period is less than 10ms. A forming experiment of variable cross section part is carried out, and the forming preci- sion is better than ＋ 0.5mm by the control strategy. The result of the experiment proves that the control strategy has significant potentiality for the development of 3D roll forming production line with large scale, multi-axis ganged and svner~ic movement     

Stabilization of CSTR with Self-tuning Sliding Mode Controller Using T-S Fuzzy Linearization

A self-tuning reaching law based sliding mode control （SMC） theory is proposed to stabilize the nonlinear continuous stirred tank reactor （CSTR）.T-S fuzzy logic is used to build a global fuzzy state-space linear model.Combing the traits of SMC and CSTR,three fuzzy rules can meet the requirements of controlled system.The self-tuning switch control law which can drive the state variables to the sliding surface as soon as possible is designed to ensure the robustness of uncertain fuzzy system.Lyapunov equation is applied to proving the stability of the sliding surface.The simulations show that the proposed approach can achieve desired performance with less chattering problem.     

Stabilization of linear systems with distributed input delay using reduction transformation

We propose a new stabilization method for linear systems with distributed input delay via reduction transformation and Riccati equation approach.In the presented stabilization scheme,the gain matrix of controller is constructed by the well-known linear control technique for delay-free systems.The transformation kernel matrix can be determined by solving the non-symmetric matrix Riccati equation backward with the boundary condition.When point delay systems are considered,it will be shown that the proposed control law degenerates to the standard one for input delay systems.     

Risk Control of Transmission Line Overload for Wind-Integrated Power Systems

With the rapid development of the wind generation, uncertainties of random wind and load bring some inevitable impacts on the security of power system. Once the uncertainty causes line power to exceed its limit, line overload will occur. The paper presents the risk control of transmission line overload for windintegrated power systems. Firstly, a risk control model of line overload is proposed considering the uncertainties of loads , generator outputs and wind powers. The generation cost and security level of system associated with overload can be optimally controlled. Then path following interior point method is employed to carry out the optimal control. Finally the simulation is made on the modified IEEE-30 bus system. Results show that the risk of line overload is effectively reduced through the optimization of control variables.     

Application of Gray Linear Programming in Sintering Mixing Calculation

The mixing calculation cannot be restrained by the quantity of return mines. In order to solve this problem, a method that the sintering mixing proportion is optimized by gray linear programming is presented based on the gray system theory and optimal theory. By using this method, the quality of sintering mines is improved and the energy consumption is reduced.     

利用H-J-B方程的粘性逼近求解非线性最优控制

利用李级数离散控制系统，逼近最优轨道，并利用H-J-B方程的粘性逼近估计值函数．进而借助动态规划原理，把非线性最优控制的数值求解转化为一组正定二次规划的求解．对一个非线性的动态规划过程进行线性化的逼近，这在理论上简化了非线性最优控制问题求解的困难，从实际计算数学的角度看，这也将加快非线性最优控制数值解的计算速度。     

随机Rayleigh振子瞬态响应及其最优控制

研究了随机Rayleigh振子瞬态响应极最优控制问题。利用随机平均法得到原系统振幅部分平均随机It?方程。控制力有界,由Bellman动态规划原理得最优控制率,进而推导出系统振幅完全平均It?方程和相应Fokker-Planck-Kolmogorov方程。基于退化线性系统得到正交基空间,在此空间上应用Galerkin方法得到近似瞬态响应。计算结果表明该方法求解受最优控制力作用的随机非线性系统瞬态响应非常有效且求解效率远远高于Monte-Carlo数值模拟。     

柔性梁在轴向随机激励作用下的可靠性与最优控制

考虑外界随机因素对柔性梁的影响,建立一个轴向随机激励作用下的柔性简支梁随机非线性动力学模型．应用随机平均法将Hamilton函数表示为一维扩散过程;通过分析系统奇异边界的性态,建立了可靠性函数和首次穿越时间的概率密度所满足的Backward—Kolmogorov方程,并利用随机动态规划原理导出了以最大可靠性函数为目标的随机最优控制策略结合初始条件和边界条件得到了系统可靠性的数值结果结果表明,控制力的存在可使系统可靠性得到一定的提升研究结果为实际工程中选取合适的控制力提供了理论依据．     

隐Makrov机制转移与随机时间水平下的多期资产配置

在状态部分可观测的金融市场中,研究了投资活动终止时间不确定的多阶段均值-方差投资组合选择问题。假定市场存在有限个不可观测状态,利用离散时间时变隐Markov链描述不可观测状态的变化过程;无风险资产在各个阶段的收益率依赖于可观测市场状态;风险资产在各阶段的收益率同时依赖于可观测和不可观测市场状态。通过构造充分统计量,部分信息下的投资组合选择问题等价地转化为了完全信息下的优化问题。再利用动态规划方法和拉格朗日对偶原理,得到了最优资产组合策略和有效边界的解析表达式。     

Stein-Stein波动率下保险最优投资

目的研究随机波动率下保险公司最优投资策略问题。方法使用随机波动率Stein-Stein模型,运用动态规划原理方法。结果假设盈余水平服从扩散过程,在最小化破产概率准则下建立并求解了HJB方程。结论通过求解方程得到了最优投资决策和最小化破产概率的解析解。     

大规模电力系统离散无功优化问题的解耦算法

根据节点分裂法将大规模电力系统的离散无功优化模型转化成多区域分解形式,再采用引入离散惩罚的非线性原对偶内点法求解,从而获得具有分块结构的降阶线性修正方程组。对弱耦合系统,直接将非对角子矩阵置零即可实现修正方程的完全解耦,算法具有局部线性收敛特性,且其计算速度要比非线性原对偶内点法快。对于不能实现解耦的强耦合系统,仍然可以采用与处理弱耦合系统类似的方法获得近似牛顿方向和解耦对角矩阵,以它们作为迭代初值和预处理器,采用GMRES法求解,保证算法具有良好的收敛性和较快的计算速度。以1062节点系统和一个实际538节点系统作为试验系统验证所提算法的有效性,进一步提出较实用的解耦判据,并对集中连续优化、集中离散优化及解耦离散优化结果进行了比较以及对不同分解方案下的计算结果进行了比较分析。     

具有饱和控制器的时滞系统的稳定性

阐述了具有饱和控制器及状态时滞的连续线性系统的稳定性 .通过李雅普诺夫函数方法检验哈密顿矩阵 ,以及解代数黎卡提方程或解线性矩阵不等式 ,决定一个状态反馈控制律 ,使得当控制饱和发生时系统稳定 .数值仿真说明了所设计的状态反馈控制律的有效性     

永磁同步电机降阶观测器及速度跟踪控制

针对永磁同步电机的速度跟踪控制,提出关于电枢电流的非线性降阶观测器和电机控制系统的非线性速度控制器,并探讨系统的稳定性.理论上,通过引入微小可调参数,解决非线性系统的线性部分不可观问题;进而,利用李亚普诺夫稳定性理论及线性矩阵不等式,获得系统的稳定性结论.数值实验显示,受控系统的输出在所设计的控制器作用下,能快速跟踪参...     

约束线性系统关于非凸评价泛函的最优控制

研究一类约束线性系统关于非凸评价泛函的最优控制问题,该最优控制问题的评价泛函的被积函数中含有关于控制变量的非凸二次函数.由Pontryagin极值原理建立球约束下非凸二次优化问题,并利用倒向微分流求解该问题,进而求解一组微分边值问题以得到原问题的最优控制.同时把数学过程转化为求解的算法,并给出了一个数值计算的例子.     

乘性／加性噪声Markov跳变系统线性均方最优控制

针对具有乘性/加性噪声的离散时间Markov跳变线性系统,运用Bellamn随机动态规划法,对于噪声相互独立和相关两种情形推导了有限终止时间和无限终止时间的随机LQ最优控制算法,控制器的求解归结为求一组代数Riccati方程解.与不含有乘性噪声的系统相比较,此Riccati方程中多了包含噪声强度的项,反映了噪声对控制器的影响,从而改善了系统的性能.仿真结果与名义系统相比较,表明了本文所设计的控制器使系统具有更优的性能.