Delay-dependent exponential stability of impulsive stochastic systems with time-varying delay

The problem of delay-dependent exponential stability is investigated for impulsive stochastic systems with time-varying delay.Although the exponential stability of impulsive stochastic delay systems has been discussed by several authors,few works have been done on delay-dependent exponential stability of impulsive stochastic delay systems.Firstly,the Lyapunov-Krasovskii functional method combing the free-weighting matrix approach is applied to investigate this problem.Some delay-dependent mean square exponential stability criteria are derived in terms of linear matrix inequalities.In particular,the estimate of the exponential convergence rate is also provided,which depends on system parameters and impulsive effects.The obtained results show that the system will stable if the impulses’ frequency and amplitude are suitably related to the increase or decrease of the continuous flows,and impulses may be used as controllers to stabilize the underlying stochastic system.Numerical examples are given to show the effectiveness of the results.     

Simulation of a class of delay stochastic system with distributed parameter

1.INTRODUCTION It systemisoneofthemostimportantstochastic systems[1～3].Linearstochasticsystemwithreaction diffusiontermsusuallyappearsinstudyofdiffusion ofparticle[4,5].ItissignificanttostudylinearIt systemwithdistributedparameter.Mostofsystems discussedinliteraturesarewithoutIt termordis tributedparameter.AndsimulationoflineardelayIt systemwithdistributedparameterarenotgiv en[1～3,6～14].Inthispaper,partialdifferentialequa tionistransferredintoordinarydifferentialequation.Differential…     

Maximum principle for partially-observed optimal control problems of stochastic delay systems

This paper is concerned with partially-observed optimal control problems for stochastic delay systems. Combining Girsanov’s theorem with a standard variational technique, the authors obtain a maximum principle on the assumption that the system equation contains time delay and the control domain is convex. The related adjoint processes are characterized as solutions to anticipated backward stochastic differential equations in finite-dimensional spaces. Then, the proposed theoretical result is applied to study partially-observed linear-quadratic optimal control problem for stochastic delay system and an explicit observable control variable is given.     

随机时间影响网络建模方法 ——扩展时间影响网络的确定性时间延迟

基于时间影响网络的作战效能评估方法得到了广泛应用, 但是传统方法无法有效刻画和处理作战效果产生和传播的时间延迟不确定性, 从而难以全面支持作战方案对作战意图达成效果的评估. 针对时间影响网络中时间延迟确定性假设的局限, 引入随机时间延迟和随机信度序列两个模型参数, 形成了一种新的时间影响网络——随机时间影响网络, 给出了随机时间影响网络的数学描述和信度传播算法. 通过算例演示了随机时间影响网络建模的一般过程, 验证了信度传播算法的有效性.     

离散时间修理延迟单部件可修系统的可靠性分析

针对离散时间下修理有延迟的单部件可修系统,建立了系统状态转移的数学模型。该模型假定系统有正常、维修和故障后待修三种状态,并且系统寿命、修复时间和等待修理时间均遵从一般离散分布。利用随机过程的方法,研究了该可修系统状态之间的转移关系。在该模型的基础上得到了系统可靠度、可用度、平均故障次数等常用可靠性指标。最后,通过一组算例来说明了该模型的有效性。     

基于随机型网络演算的AFDX端端时延分析方法

数据传输的及时性保障是航空电子全双工交换式以太网（avionics full duplex switched Ethernet,AFDX）中最主要的挑战。不同业务流有不同的实时性需求,因而提出一种高低优先级调度策略,通过随机型网络演算方法,推导出在某一概率下业务流端端时延的上界值。最后,在Simevent中搭建一个AFDX仿真案例,所提方法计算得到的时延上界与仿真结果相匹配,比传统计算方法更准确有效,同时也表明高低优先级调度有助于提高紧急数据的及时性。     

Robust reliable guaranteed cost control for nonlinear singular stochastic systems with time delay

To study the design problem of robust reliable guaranteed cost controller for nonlinear singular stochastic systems,the Takagi-Sugeno(T-S)fuzzy model is used to represent a nonlinear singular stochastic system with norm-bounded parameter uncertainties and time delay.Based on the linear matrix inequality(LMI)techniques and stability theory of stochastic differential equations,a stochastic Lyapunov function method is adopted to design a state feedback fuzzy controller.The resulting closed-loop fuzzy system is robustly reliable stochastically stable,and the corresponding quadratic cost function is guarauteed to be no more than a certain upper bound for all admissible uncertainties,as well as different actuator fault cases.A sufficient condition of existence and design method of robust reliable guaranteed cost controller is presented.Finally,a numerical simulation is given to illustrate the effectiveness of the proposed method.     

Robust H∞ control for neutral stochastic uncertain systems with time-varying delay

The problem of robust H∞ control for uncertain neutral stochastic systems with time-varying delay is discussed. The parameter uncertaintie is assumed to be time varying norm-bounded. First, the stochastic robust stabilization of the stochastic system without disturbance input is investigated by nonlinear matrix inequality method. Then, a full-order stochastic dynamic output feedback controller is designed by solving a bilinear matrix inequality (BMI), which ensures a prescribed stochastic robust H∞ performance level for the resulting closed loop system with nonzero disturbance input and for all admissible uncertainties. An illustrative example is provided to show the feasibility of the controller and the potential of the proposed technique.     

Exponential estimates for stochastic delay equations with norm-bounded uncertainties

This paper presents the sufficient conditions for the exponential stability of linear or semilinear stochastic delay equations with time-varying norm bounded parameter uncertainties. Exponential estimates for the solutions are also obtained by using a modified Lyapunov-Krasovski functional. These conditions can be tested numerically using interior point algorithms. This work is Supported by the National Natural Science Foundation of China under Grant Nos. 10801056 and 10826095.     

Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls

This paper is concerned with the optimal control problems of forward-backward delay systems involving impulse controls. The authors establish a stochastic maximum principle for this kind of systems. The most distinguishing features of the proposed problem are that the control variables consist of regular and impulsive controls, both with time delay, and that the domain of regular control is not necessarily convex. The authors obtain the necessary and sufficient conditions for optimal controls, which have potential applications in mathematical finance.     

White noise estimation for discrete-time systems with random delay and packet dropout

This paper is concerned with the optimal and suboptimal deconvolution problems for discrete-time systems with random delayed observations. When the random delay is known online, i.e., time stamped, the random delayed system is reconstructed as an equivalent delay-free one by using measurement reorganization technique, and then an optimal input white noise estimator is presented based on the stochastic Kahnan filtering theory. However, tb_e optimal white-noise estimator is timevarying, stochastic, and doesn＇t converge to a steady state in general. Then an alternative suboptimal input white-noise estimator with deterministic gains is developed under a new criteria. The estimator gain and its respective error covariance-matrix information are derived based on a new suboptimal state estimator. It can be shown that the suboptimal input white-noise estimator converges to a steady-state one under appropriate assumptions.     

旋转弹舵机控制滞后及延迟补偿时间分析

针对十字鸭舵布局的双通道旋转弹控制滞后问题,从舵机控制力角度建立控制模型,推导了控制力滞后角的计算公式;从系统组成方面对指令的形成与传输过程进行了分析,得出滞后形成的两方面原因:地磁陀螺和弹载计算机引起的舵机输入指令信号延迟和舵机性能引起的舵机指令响应信号延迟;利用滞后角计算公式和正弦波扫频法,得到低转速下舵机输入指令信号和指令响应信号的延迟补偿时间为常数;提出根据延迟补偿时间常数和转速进行滞后补偿的方法,并进行了实验验证。实验结果表明,此方法具有良好的补偿效果。     

H_∞-based fault detection for nonlinear networked systems with random packet dropout and probabilistic interval delay

The fault detection problem for the nonlinear networked control system(NCS) with packet dropout and delay is investigated.A nonlinear stochastic system model is proposed to account for the NCS with random packet dropout and networkinduced non-uniformly distributed time-varying delay in both from sensor to controller(S/C) and from controller to actuator(C/A).Based on the obtained NCS model,employing an observer-based fault detection filter as the residual generator,the addressed fault detection problem is converted into an auxiliary nonlinear H∞ control problem.Then,with the help of Lyapunov functional approach,a sufficient condition for the desired fault detection filter is constructed in terms of certain linear matrix inequalities,which depend on not only the delay interval but also the delay interval occurrence rate and successful packet communication rate.Especially,a trade-off phenomenon between the maximum allowable delay bound and successful data packet transmission rate is found,which is typically resulted from the limited bandwidth of communication networks.The effectiveness of the proposed method is demonstrated by a simulation example.     

Ho∞-based fault detection for nonlinear networked systems with random packet dropout and probabilistic interval delay

The fault detection problem for the nonlinear networked control system (NCS) with packet dropout and delay is investigated.A nonlinear stochastic system model is proposed to account for the NCS with random packet dropout and networkinduced non-uniformly distributed time-varying delay in both from sensor to controller (S/C) and from controller to actuator (C/A).Based on the obtained NCS model,employing an observer-based fault detection filter as the residual generator,the addressed fault detection problem is converted into an auxiliary nonlinear H∞ control problem.Then,with the help of Lyapunov functional approach,a sufficient condition for the desired fault detection filter is constructed in terms of certain linear matrix inequalities,which depend on not only the delay interval but also the delay interval occurrence rate and successful packet communication rate.Especially,a trade-off phenomenon between the maximum allowable delay bound and successful data packet transmission rate is found,which is typically resulted from the limited bandwidth of communication networks.The effectiveness of the proposed method is demonstrated by a simulation example.     

考虑修理延误情况下的最优维修策略

研究了具有修理延误情况的产品维修决策问题,运用概率和随机过程原理建立了产品故障模型和寿命周期费用模型.提出了以经济性为目标的检查与修理优化策略,分析了功能检查间隔期最优解的性质.该模型适用于分析在非周期性检测条件下的维修策略,可同时优化检查间隔期和修理延误时间.提出了一种基于迭代的优化算法,给出了应用该方法的具体步骤,并通过示例说明了该模型的求解过程和算法的有效性.     

延迟多重休假MX/G/1排队系统的队长分布

考虑延迟多重休假的M^x／G／1排队，在假定延迟时间、休假时间和服务时间都是一般概率分布函数下，研究了队长的瞬态和稳态性质、通过引进“服务员忙期”，导出了在任意时刻t瞬态队长分布的L变换的递推表达式和稳态队长分布的递推表达式，以及平稳队长的随机分解．     

Stability of stochastic switched epidemic systems with discrete or distributed time delay

Stochastic switched epidemic systems with a discrete or distributed time delay are constructed and investigated. By the Lyapunov method and lto＇s differential rule, the existence and uniqueness of global positive solution of each system is proved. And stability conditions of the disease-free equilibrium of the systems are obtained. Numerical simulations are presented to illustrate the results.     

基于载波相位的接收机群时延测量技术

针对传统群时延测量方法无法达到皮秒级测量精度要求的问题,提出一种基于载波相位的接收机群时延测量技术.该方法在通道群时延特性为分段抛物线假设的前提下,利用窄带扩频信号的载波相位观测量对分段抛物线系数进行搜索固定,通过抛物线函数固定整周模糊度,结合载波相位反映各频点的群时延.仿真结果表明,该测量技术可以精确固定整周模糊度,...     

A note on stability of the split-step backward Euler method for linear stochastic delay integro-differential equations

In the literature(Tan and Wang,2010),Tan and Wang investigated the convergence of the split-step backward Euler(SSBE) method for linear stochastic delay integro-differential equations (SDIDEs) and proved the mean-square stability of SSBE method under some condition.Unfortunately, the main result of stability derived by the condition is somewhat restrictive to be applied for practical application.This paper improves the corresponding results.The authors not only prove the mean-square stability of the numerical method but also prove the general mean-square stability of the numerical method.Furthermore,an example is given to illustrate the theory.     

网络控制系统时延的预测控制补偿方法

针对网络控制系统的时延问题,提出一种补偿方法。对于反馈通道,时延是已存在的,可以进行测量,这部分时延通过预测控制算法进行补偿。前向通道的时延对于控制器是未发生的,是不可知的,为此在系统输出端和前向通道间附加一个控制补偿环节以减小前向通道时延的影响。该方法简单可行,实时性强,便于工程应用。最后分析了系统的稳定性并通过仿真实验表明该策略的有效性,保证了网络控制系统的良好性能。