Application of Sturm Theorem in the Global Controllability of a Class of High Dimensional Polynomial Systems

In this paper, the global controllability for a class of high dimensional polynomial systems has been investigated and a constructive algebraic criterion algorithm for their global controllability has been obtained. By the criterion algorithm, the global controllability can be determined in finite steps of arithmetic operations. The algorithm is imposed on the coefficients of the polynomials only and the analysis technique is based on Sturm Theorem in real algebraic geometry and its modern progress.Finally, the authors will give some examples to show the application of our results.     

Controllability and observability of networked control systems with time-varying delays

The controllability and observability of networked control systems are studied. Aiming at the networked control system with time-varying delay, the sufficient and necessary conditions for complete controllability and complete observability of the system are presented, respectively. Because of Markov characteristic of the network-induced delay, in terms of stochastic theory, a sufficient and necessary condition for completely mean value controllability of networked control systems is obtained. Further, the conditions that the controllability and observability of networked control systems are equivalent to the initial time-invariant system are given. Controllability and observability realization indexes are also discussed, respectively. The numerical example demonstrates the effectiveness of the proposed theory.     

Positive-Controllability,Positive-Near-Controllability,and Canonical Forms of Driftless Discrete-Time Bilinear Systems

Controllable canonical forms play important roles in the analysis and design of control systems. In this paper, a fundamental class of discrete-time bilinear systems are considered. Such systems are of interest since, on one hand, they have the most complete controllability theory. On the other hand, they can be nearly-controllable even if controllability fails. Firstly, controllability of the systems with positive control inputs is studied and necessary and sufficient algebraic criteria for positive-controllability and positive-near-controllability are derived. Then, controllable canonical forms and nearly-controllable canonical forms of the systems are presented, respectively, where the corresponding transformation matrices are also explicitly constructed. Examples are given to demonstrate the effectiveness of the derived controllability criteria and controllable canonical forms.

     

Controllability of General Linear Discrete Multi-Agent Systems with Directed and Weighted Signed Network

This paper investigates the controllability of general linear discrete-time multi-agent systems with directed and weighted signed networks by using graphic and algebraic methods. The nondelay and delay cases are considered respectively. For the case of no time delay, the upper bound condition of the controllable subspace is given by using the equitable partition method, and the influence of coefficient matrix selection of individual dynamics is illustrated. For the case of single delay and multi...     

Impulse Controllability and Impulse Observability of Stochastic Singular Systems

This paper discusses the impulse controllability and impulse observability of stochastic singular systems. Firstly, the condition for the existence and uniqueness of the impulse solution to stochastic singular systems is given by Laplace transform. Secondly, the necessary and sufficient conditions for the impulse controllability and impulse observability of systems considered are derived in terms of matrix theory. Finally, an example is given to illustrate the effectiveness of the obtained theoretical results.     

Research on robust mean square stability of networked control systems with packet dropout

This paper is concerned with the robust stabilization problem of networked control systems with stochastic packet dropouts and uncertain parameters. Considering the stochastic packet dropout occuring in two channels between the sensor and the controller, and between the controller and the actuator, networked control systems are modeled as the Markovian jump linear system with four operation modes. Based on this model, the necessary and sufficient conditions for the mean square stability of the deterministic...     

State Estimation of Discrete Stochastic Singular System

1　 IntroductionIn the area of singular systems control much work has been done recently. The basictheory of singular systems has been proposed. A lot of results are obtained fordeterministic singluar systems[1～ 2 ] . However,only a few results are from stochasticsingular systems[3～ 5] ,in which attention is paid to time-invariant stochastic singularsystems. The state estimation and observation problems of time-invariant stochasticsingular systems have been discussed in[3 ] .The state estim…     

Reachability/controllability of high order mix-valued logical networks

This paper addresses the reachability/controllability of high order mix-valued logical control networks by using the semi-tensor product method, and presents some necessary and sufficient conditions for the reachability/controllability. The high order mix-valued logical network is converted into an algebraic form first, based on which the reachability/controllability of the system is then investigated, and several necessary and sufficient conditions are established. The study of several illustrative examples shows that our new method is very effective in dealing with the reachability/controllability of high order mix-valued logical control networks.     

基于离散小波分解的水文随机过程平稳性检验方法

检验环境变化影响下水文过程是否保持平稳性是开展水文分析与计算、水文模拟预报等的重要前提,本研究提出了水文随机过程平稳性检验方法,首先利用离散小波变换分离水文序列中的确定成分与随机成分,然后选择合适方程描述随机成分,利用Akaike information criterion和Bayesian information criterion计算最优时间滞后阶数,再采用单位根检验方法判别随机成分是否具有平稳性.人工生成序列和实测水文序列分析结果均显示,周期和趋势对随机成分的平稳性检验有很大影响,随着序列信噪比增大,检验结果的准确性变差.相比常规方法直接对原序列进行分析处理的做法,所提方法可首先准确分离确定成分并克服上述因素的干扰,因此较常规方法更加有效,进而可以得到更为合理的水文序列平稳性检验结果.     

时滞随机线性大系统的指数稳定性

针对一般随机线性时滞微分方程，给出了方程的平凡解的几乎必然指数稳定性的一个充分条件，由此利用时滞随机系统的比较原理建立一般时滞随机线性大系统的二阶矩指数稳定与几乎必然指数稳定新的代数判据．利用恰当的Lyapunov函数结合不等式技巧得到了这些条件．特别是用一个代数方程给出了依赖时滞的Lyapunov指数的估计．并用实例加以验证．     

Robust H∞ control for uncertain stochastic saturating systems with time delays

The robust H∞ control problem for uncertain stochastic time-delay systems containing nonlinear actuators is considered. The uncertainties in the systems are assumed to satisfy specific match condition. The time delays exitst in state as well as control input. The new stochastic robust stabilization criterion and a sufficient condition for the existence of stochastic robust stabilizing control law are derived. The delay-independent memoryless robust H∞ controllers are constructed to stabilize the given systems in terms of a group of linear matrix inequalities. A numerical simulation example is presented to show that the proposed approach is valid.     

离散时间随机系统的稳定性分析

对由定常非线性随机差分模型所定义状态空间为一般可测空间的离散时间随机系统，本文应用一般状态马氏链遍历性有关理论分析了系统的稳定性问题，给出了由系统相应确定性部分的Ｌｙａｐｕｎｏｖ函数来判别系统稳定的若干充分条件。     

Controllability and Observability of Stochastic Singular Systems in Banach Spaces

Journal of Systems Science and Complexity - Exact (approximate) controllability and exact (approximate) observability of stochastic singular systems in Banach spaces are discussed. Firstly, the...     

模糊随机系统

本文研究和分析了确定性系统、随机系统和模糊系统的共同性质以及它们之间的联系, 抽出这些系统的共同特性, 给出了模糊随机系统的一般性定义, 并且导出各种系统。证明了模糊随机系统以确定性系统、随机系统和模糊系统作为其特例。最后展望了模糊随机系统理论的应用前景。     

On the Solutions of the Matrix Equations in Optimal Stochastic Control

1.INTRoDUCTIoNoFTHEPRoBLEMConsiderthetime-invariantlinearIt6stochasticsystemwherexER,uCRm,FER""",BER""m,a=const.(i=1,2,'',k)arenaturalnumbers;W(t)=[W(t),W2(t),Wk(t)]"(tSo)isak-dimensionalstandardWienerprocesswithindependentcomponentsdefinedonthecompleteprobabilityspace(fl,FP),(A,B)iscontrollable.SupposethatRERm"m,QERmxmaregivenpositivedefiniteweightingmatrices,Ereferstothemathematicalexpectation.ConsidertheoptimalstochasticcontrolDroblemItiswell-knownthatifthereisapositive…     

Approximate Controllability of Second-Order Neutral Stochastic Differential Equations with Infinite Delay and Poisson Jumps

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.     

H 2/H ∞ control problems of backward stochastic systems

This paper is concerned with the mixed H2/H∞ control problem for a new class of stochastic systems with exogenous disturbance signal.The most distinguishing feature,compared with the existing literatures,is that the systems are described by linear backward stochastic differential equations（BSDEs）.The solution to this problem is obtained completely and explicitly by using an approach which is based primarily on the completion-of-squares technique.Two equivalent expressions for the H2/H∞ control are presented.Contrary to forward deterministic and stochastic cases,the solution to the backward stochastic H2/H∞ control is no longer feedback of the current state;rather,it is feedback of the entire history of the state.     

Research on controllability for a class of fractional-orderlinear control systems

1.INTRODUCTION Therealobjectsaregenerallyfractional[1],however,thecontrolsystemsusedsofarareallconsideredas integer ordersystems.Thereasonisthecomplexity andtheabsenceofadequatemathematicaltoolsfor fractional ordersystems.Fractionalcalculusisanatu ralextensionoftheclassicalmathematics.Thefrac tionalcalculustheorywasdevelopedbyalotofmath ematicians[2,3]andtheapplicationdomainsoffrac tionalcalculushaveincreasedsignificantly.Lasttwo decadestheknowledgewasappliedincontroltheory,whichconcerned…     

组合证券投资的概率准则模型

从概率角度出发，提出一种概率准则的新型组合证券投资模型，在此模型中，把实现预期收益的概率作为目标函数，使之达到最大，在证券收益率服从正态分布的条件下，给出了概率准则证券组合投资模型的确定性等价类模型，研究分析了概率准则证券组合投资模型与已有的传统证券组合投资模型的区别。另外，给出了模型最优解的必要条件以及目标值的范围估计，并给出数值算例。     

Stabilization of Continuous-Time Systems Against Stochastic Network Uncertainties: Fundamental Variance Bounds

This paper studies the stabilizability and stabilization of continuous-time systems in the presence of stochastic multiplicative uncertainties. The authors consider multi-input, multi-output(MIMO) linear time-invariant systems subject to multiple static, structured stochastic uncertainties,and seek to derive fundamental conditions to ensure that a system can be stabilized under a mean-square criterion. In the stochastic control framework, this problem can be considered as one of optimal control under state-or input-dependent random noises, while in the networked control setting, a problem of networked feedback stabilization over lossy communication channels. The authors adopt a mean-square small gain analysis approach, and obtain necessary and sufficient conditions for a system to be meansquare stabilizable via output feedback. For single-input, single-output(SISO) systems, the condition provides an analytical bound, demonstrating explicitly how plant unstable poles, nonminimum phase zeros, and time delay may impose a limit on the uncertainty variance required for mean-square stabilization. For MIMO minimum phase systems with possible delays, the condition amounts to solving a generalized eigenvalue problem, readily solvable using linear matrix inequality optimization techniques.