广义系统渐近稳定分析与镇定的Lyapunov方法

利用Lyapunov方法研究了广义系统的渐近稳定性分析及控制问题,首先提出一种新形式的Lyapunov方程,用来研究广义系统渐近稳定性与镇定问题,同时给出了利用Lyapunov方程判定具有脉冲形式下广义系统渐近稳定的充分必要条件。利用相应的Riccati方程完成镇定广义系统的状态反馈控制器的设计。本文所有结论对广义系统有无脉冲行为均适用。最后利用数值例子说明主要结果。     

具滞后的区间Lurie型系统的鲁棒绝对稳定性

讨论了具滞后的区间非线性Lurie型控制系统的鲁棒绝对稳定性。用区间向量不等式、Lyapunov函数法和Riccati方程法研究了具滞后的区间Lurie型直接控制系统和具滞后的区间Lurie型间接控制系统的鲁棒绝对稳定性，得到了具滞后的区间非线性Lurie型控制系统鲁棒绝对稳定的一些充分条件，并给出了数值例子说明本文结论的有效性。     

不确定脉冲系统的鲁棒指数稳定性分析

对线性和非线性不确定脉冲系统的鲁棒指数稳定性问题进行了研究，利用拟Lyapunov函数法以及Riccati和Hamilton-Jacobi不等式等方法，分别得到了线性和非线性不确定脉冲系统鲁棒指数稳定的充分条件，这些鲁棒指数稳定性判据可用Riccati不等式方程或Hamilton-Jacobi不等式方程是否有正定解检验，最后，给出了一个实例加以验证所得到的结论。     

Robust H_∞ Stabilization of Uncertain Linear Time-Delay System with Delayed/Undelayed State Feedback Controllers

1. INTRoDUCTIONThe dynamic behavior of many physical processes consists of inherent time--delays and uncertainties (due tomode1ing errors3 measu-rement errors9 1inearization approkimations, and so on), which can be modeled by anuncertain 1inear system with state/contro1 delay [1ro5l. Since the presence of time-delay is frequelltly a cause ofinstability, stability testing and robust stabilization of uncertain time--delay systems have gained considerableatteniion around the world. In this di…     

Robust stability analysis of uncertain discrete-time systems with state delay

The sufficient conditions of stability for uncertain discrete-time systems with state delay have been proposed by some researchers in the past few years, yet these results may be conservative in application. The stability analysis of these systems is discussed, and the necessary and sufficient condition of stability is derived by method other than constructing Lyapunov function and solving Riccati inequality. The root locations of system characteristic polynomial, which is obtained by augmentation approach and Laplace expansion, determine the stability of uncertain discrete-time systems with state delay, the system is stable if and only if all roots lie within the unit circle. In order to analyze robust stability of system characteristic polynomial effectively, Kharitonov theorem and edge theorem are applied. Example shows the practicability of these methods.     

The effects of redundant control inputs in finite-time optimal control

This paper is concerned with the effects of redundant control inputs on the quadratic optimal performance index in finite-time optimal control. Actually, the effects of redundant control input on quadratic performance index is equal to study the effects of the redundant control input on the solution of Riccati differential equation (RDE). Hence, some sufficient conditions are presented to strictly decrease the solution of RDE with the column of input matrix increased. Especially, a necessary and sufficient condition is derived to strictly decrease the solution of the homogeneous RDE after control input extensions. Moreover, one sufficient condition is obtained, which guarantees that the minimum control energy index strictly decreases with input extension. It is shown that redundant control inputs can improve the system performance based on these results. Some examples are taken to illustrate the effectiveness of related problems.     

Self-tuning measurement fusion white noise deconvolution estimator with correlated noises

For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics, an on-line noise statistics estimator is presented by using the correlation method. Substituting it into the steady-state Riccati equation, the self-tuning Riccati equation is obtained. Using the Kalman filtering method, based on the self-tuning Riccati equation, a self-tuning weighted measurement fusion white noise deconvolution estimator is presented. By the dynamic error system analysis (DESA) method, it is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steadystate white noise deconvolution estimator in a realization, so that it has the asymptotic global optimality. A simulation example for Bernoulli-Gaussian input white noise shows its effectiveness.     

空天飞行器再入过程姿态预测控制律设计

针对一类多输入多输出非线性系统,设计了一种基于SDRE(state-dependent Riccati equation)的预测控制方法,并应用于空天飞行器再入过程的姿态控制律设计。SDRE是一种有效的非线性系统优化控制设计方法,利用SDRE的局部渐进稳定的特点,与有限时间预测控制律设计相结合,提出的控制方案保证闭环系统的稳定性。最后利用所提出的控制方案设计了空天飞行器飞行控制系统,并在高超声速条件下进行了仿真验证。仿真结果表明了控制方案的有效性。     

FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES

In this paper, we use the solutions of forward-backward stochastic differential equations to get the explicit form of the optimal control for linear quadratic stochastic optimal control problem and the open-loop Nash equilibrium point for nonzero sum differential games problem. We also discuss the solvability of the generalized Riccati equation system and give the linear feedback regulator for the optimal control problem using the solution of this kind of Riccati equation system.     

Uniform Convergence of the Solutions of Riccati Equations for a Family of Optimal Control Problems

The uniform convergence of the solutions of a parameterized family of Riccati differential equations which arise in the context of optimal control problems for systems described by a family of linear time-varying evolution equations is considered on the infinite time interval in Hilbert space. Some sufficient conditions and an illustrative example are given for uniform convergence of the solutions of a family of the Riccati differential equations. The uniform convergence of the solutions of the Riccati differential equations with respect to parameters is important for applications to problems in adaptive control of stochastic evolution systems.     

Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes

In this paper, the authors first study two kinds of stochastic differential equations (SDEs) with Lévy processes as noise source. Based on the existence and uniqueness of the solutions of these SDEs and multi-dimensional backward stochastic differential equations (BSDEs) driven by Lévy processes, the authors proceed to study a stochastic linear quadratic (LQ) optimal control problem with a Lévy process, where the cost weighting matrices of the state and control are allowed to be indefinite. One kind of new stochastic Riccati equation that involves equality and inequality constraints is derived from the idea of square completion and its solvability is proved to be sufficient for the well-posedness and the existence of optimal control which can be of either state feedback or open-loop form of the LQ problems. Moreover, the authors obtain the existence and uniqueness of the solution to the Riccati equation for some special cases. Finally, two examples are presented to illustrate these theoretical results. This work was supported by the National Basic Research Program of China (973 Program) under Grant No. 2007CB814904, the Natural Science Foundation of China under Grant No. 10671112 and Shandong Province under Grant No. Z2006A01, and Research Fund for the Doctoral Program of Higher Education of China under Grant No. 20060422018.     

不确定离散广义系统的保成本控制

针对一类具有范数有界时变参数不确定性的离散广义系统和二次成本函数,研究保成本控制律的设计问题。利用李雅普诺夫稳定性理论,得到了不仅使得闭环系统鲁棒二次稳定,而且闭环成本函数不超过某个确定上界的保成本控制存在的充分必要条件,并通过求解一个里卡蒂不等式给出了最优控制律的设计方法,最后通过数值例子说明方法的可行性。     

End-to-end rate-based congestion control with random loss: convergence and stability

The convergence and stability analysis for two end-to-end rate-based congestion control algorithms with unavoidable random loss in packets are presented, which can be caused by, for example, errors on wireless links. The convergence rates of these two algorithms are analyzed by linearizing them around their equilibrium points, since they are globally stable and can converge to their unique equilibrium points. Some sufficient conditions for local stability in the presence of round-trip delay are obtained based on the general Nyquist criterion of stability. The stability conditions can be considered to be more general. If random loss in the first congestion control algorithm is not considered, they reduce to the local stability conditions which have been obtained in some literatures. Furthermore, sufficient conditions for local stability of a new congestion control algorithm have also been obtained if random loss is not considered in the second congestion control algorithm.     

一类特殊比例方程的稳定性分析

研究一类特殊比例方程的稳定性。通过系统变换给出了方程解析解渐近稳定的充分条件。进一步，引用一类变步长格式，证明了L-稳定的变步长Runge-Kutta方法将保持此类特殊比例方程的稳定性质。     

基于状态依赖Riccati方程的复合控制导弹自动驾驶仪设计

针对直接侧向力与气动力复合控制拦截导弹的非线性控制问题,设计了基于状态依赖Riccati方程的自动驾驶仪。根据俯仰和偏航通道的非线性动力学模型,通过扩展线性化将其转化为具有状态依赖参数的类线性结构,并针对该类线性结构设计了基于状态依赖Riccati方程的加速度指令跟踪控制器。考虑到直接侧向力由脉冲发动机提供时具有离散特性,分析了实际控制量不能达到理想值时系统的非线性容限,给出闭环系统保持局部渐近稳定的充分条件。仿真实例验证了这种设计策略的有效性。     

Non-fragile decentralized H∞ controller design for uncertain linear systems

Considering the design problem of non-fragile decentralized H∞ controller with gain variations, the dynamic feedback controller by measurement feedback for uncertain linear systems is constructed and studied. The parameter uncertainties are considered to be unknown but norm bounded. The design procedures are investigated in terms of positive definite solutions to modify algebraic Riccati inequalities. Using information exchange among local controllers, the designed non-fragile decentralized H∞ controllers guarantee that the uncertain closed-loop linear systems are stable and with H∞ -norm bound on disturbance attenuation. A sufficient condition that there are such non-fragile H∞ controllers is obtained by algebraic Riccati inequalities. The approaches to solve modified algebraic Riccati inequalities are carried out preliminarily. Finally, a numerical example to show the validity of the proposed approach is given.     

H ∞ filtering for continuous-time systems with pointwise time-varying delay

The problem of H_∞filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper.By applying an innovation analysis in Krein space,a necessary and sufficient condition for the existence of an H_∞filter is derived in two methods:One is the partial differential equation approach,the other is the reorganized innovation analysis approach.The former gives a solution to the proposed H_∞filtering problem in terms of the solution of a partial differential equation with boundary conditions.The later gives an analytical solution to the proposed H_∞filtering problem in terms of the solutions of Riccati and matrix differential equations.     

基于Riccati方程的稳态传感器分配算法研究

采用协方差控制策略 ,建立了传感器分配的最优化模型 ,提出一种基于Riccati方程的稳态传感器分配算法。在预先给定稳态期望协方差的情形下 ,该算法通过求解Riccati方程计算出各种传感器组合的效能 ,并选择使目标函数值最小的传感器组合进行分配。该算法可以独立于跟踪循环之外预先计算好传感器分配方案 ,因而是一种离线的分配方法。给出了应用该方法的具体步骤 ,通过仿真实验验证实了该算法的有效性     

Global Attractiveness in a Predator-Prey System with Stage Structure

In this paper, we establish a mathematical model of two species with stage structure and the relation of predator-prey, to obtain conditions that determine the stability of the populations. By the application of comparing argument and exploiting the monotonicity of one equation of the model, we obtain sufficient conditions for the global attractiveness of positive equilibrium .     

STABILITY OF N-DIMENSIONAL LINEAR SYSTEMS WITH MULTIPLE DELAYS AND APPLICATION TO SYNCHRONIZATION

This paper further investigates the stability of the n-dimensional linear systems with multiple delays. Using Laplace transform, we introduce a definition of characteristic equation for the n-dimensional linear systems with multiple delays. Moreover, one sufficient condition is attained for the Lyapunov globally asymptotical stability of the general multi-delay linear systems. In particular, our result shows that some uncommensurate linear delays systems have the similar stability criterion as that of the commensurate linear delays systems. This result also generalizes that of Chen and Moore （2002）. Finally, this theorem is applied to chaos synchronization of the multi-delay coupled Chua＇s systems.