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基于最大互信息指标的对偶控制研究 总被引:1,自引:0,他引:1
针对参数未知但恒定的随机系统, 研究了基于最大互信息指标的对偶控制. 运用了Kalman滤波器估计随机系统未知参数的方法; 研究了最大互信息指标所具有的对偶特性, 即跟踪理想的目标以及探测未知参数的不确定性; 采用了两级优化算法获得次优对偶控制律. 算例验证了此算法的有效性和可行性. 相似文献
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研究的对象是只有一台不可靠(failure-prone)机器的非完全柔性制造系统,该系统能生产多种产品,但在同一时刻只能生产一种产品,并且当机器由生产一种产品向生产另一种产品切换时,需要考虑setup时间及其成本,待决策变量是setup序列及产品生产率,本文基于非完全柔性制造系统的特点,引入递阶层控的思想,采用新的递阶结构框架和阈值控制策略,对问题进行分解,建立了考虑setup时间及成本的递阶流率控制最优化调度模型,并给出了递阶的滚动优化算法,仿真结果表明,这种调度策略更易于工程实现。 相似文献
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强动态Ad Hoc网的拥塞控制:价格协作和滚动优化 总被引:2,自引:1,他引:1
Ad Hoc网络存在着无线多跳连接、节点移动这两个本质的特点.前者引起了与固定网络截然不同的信息流竞争新特点,后者导致了网络状态不断发生变化.首先,在采用链路干扰集描述信息流竞争特点的基础上,将小时间段内网络状态不变的拥塞控制问题表达成非线性优化问题;其次,运用基于对偶分解理论的价格协作法PCA(price cooperation approach)求解该优化问题,构建了一个基于链路干扰集的价格框架.同时,运用队列长度监控、邻居集合近似和HELLO捎带信息这3种技术将PCA转化成在实际Ad Hoc网络环境中可实施的协议.另一方面,运用状态检测和滚动优化方法,有针对性地解决Ad Hoc网络状态不确定时变性带来的问题,相应地设计了自适应优化策略AOS(adaptive optimization strategy).MATLAB仿真结果表明,AOS策略比PCA对网络状态的变化具有更好的自适应性能.NS仿真实验结果表明了PCA和PCA AOS在几乎所有的仿真场景和移动环境下,在重要的性能指标,包括吞吐量、丢包率、公平性等方面,都比TCP,ATCP和ATP有了明显的改进. 相似文献
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This paper proposes a robust receding horizon control scheme for discrete-time uncertain linear systems with input and state constraints. The control scheme is based on the minimization of the worst-case one-step finite horizon cost with a finite terminal weighting matrix. It is shown that the proposed receding horizon control robustly asymptotically stabilizes uncertain constrained systems under some matrix inequality conditions on the terminal weighting matrices. This robust receding horizon control scheme has a larger feasible initial-state set and a more general structure than existing robust receding horizon controls for uncertain constrained systems under the same design parameters. The proposed controller is obtained using semidefinite programming. Copyright © 1999 John Wiley & Sons, Ltd. 相似文献
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James A. Primbs 《International journal of control》2013,86(10):1841-1855
In this article, we develop a semi-definite programming-based receding horizon control approach to the problem of dynamic hedging of European basket call options under proportional transaction costs. The hedging problem for a European call option is formulated as a finite horizon constrained stochastic control problem. This allows us to develop a receding horizon control approach that repeatedly solves semi-definite programmes on-line in order to dynamically hedge. This approach is competitive with Black–Scholes delta hedging in the one-dimensional case with no transaction costs, but it also applies to multi-dimensional options such as basket options, and can include transaction costs. We illustrate its effectiveness through a numerical example involving an option on a basket of five stocks. 相似文献
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This paper concerns the development of a hierarchical framework for the integrated planning and scheduling of a class of manufacturing systems. In this framework, dynamic optimization plays an important role in order to define control strategies that, by taking into account the dynamic nature of these systems, minimize customized cost functionals subject to state and control constraints. The proposed architecture is composed of a set of hierarchical levels where a two-way information flow, assuming the form of a state feedback control, is obtained through a receding horizon control scheme. The averaging effect of the receding horizon control scheme enables this deterministic approach to handle random and unexpected events at all levels of the hierarchy. At a given level, production targets to the subsystems immediately below are defined by solving appropriate optimal control problems. Efficient iterative algorithms based on optimality conditions are used to yield control strategies in the form of production rates for the various subsystems. At the lower level, this control strategy is further refined in such a way that all sequences of operations are fully specified. The minimum cost sensitivity information provided in the optimal control formulation supports a mechanism, based on the notion of a critical machine, which plays an important role in the exploitation of the available flexibility. Finally, an important point to note is that our approach is particularly suited to further integration of the production system into a larger supply chain management framework, which is well supported by recent developments in hybrid systems theory. 相似文献
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This paper addresses how to numerically solve the Hamilton-Jacobin-Isaac(HJI)equations derived from the robust receding horizon control schemes.The developed numerical method,the finite dierence scheme with sigmoidal transformation,is a stable and convergent algorithm for HJI equations.A boundary value iteration procedure is developed to increase the calculation accuracy with less time consumption.The obtained value function can be applied to the robust receding horizon controller design of some kind of uncertain nonlinear systems.In the controller design,the finite time horizon is extended into the infinite time horizon and the controller can be implemented in real time.It can avoid the on-line repeated optimization and the dependence on the feasibility of the initial state which are encountered in the traditional robust receding horizon control schemes. 相似文献
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How to efficiently use limited system resources in distributed receding horizon control (DRHC) is an important issue. This paper studies the DRHC problem for a class of dynamically decoupled nonlinear systems under the framework of event-triggering, to efficiently make use of the computation and communication resources. To that end, a distributed periodic event-triggered strategy is designed and a detailed DRHC algorithm is presented. The conditions for ensuring feasibility of the designed algorithm and stability of the closed-loop system are developed, respectively. We show that the closed-loop system is input-to-state stable if the energy bound of the disturbances, the triggering condition and the cooperation matrices fulfill the proposed conditions. 相似文献
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F. Bertoli 《International journal of control》2018,91(10):2387-2402
This work considers the stability of nonlinear stochastic receding horizon control when the optimal controller is only computed approximately. A number of general classes of controller approximation error are analysed including deterministic and probabilistic errors and even controller sample and hold errors. In each case, it is shown that the controller approximation errors do not accumulate (even over an infinite time frame) and the process converges exponentially fast to a small neighbourhood of the origin. In addition to this analysis, an approximation method for receding horizon optimal control is proposed based on Monte Carlo simulation. This method is derived via the Feynman–Kac formula which gives a stochastic interpretation for the solution of a Hamilton–Jacobi–Bellman equation associated with the true optimal controller. It is shown, and it is a prime motivation for this study, that this particular controller approximation method practically stabilises the underlying nonlinear process. 相似文献
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给出了寻求无人飞行器的最优轨迹的一种方法,其问题描述为使飞行器从初始状态飞行到目标状态,同时避免撞到障碍物。基于混合整数规划的滚动时域优化方法用来求解飞行器的轨迹规划问题。给出的仿真结果显示此方法的有效性以及在复杂环境下的可实时计算性。 相似文献
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本文讨论了由不确定非线性系统鲁棒后退时域控制(robust receding horizon control,RRHC)策略导出的Hamilton-Jacobin-Isaac(HJI)方程的求解,提出了一种新的带反曲变换的有限差分算法计算值函数,所提出算法对HJI方程的求解是一种稳定且收敛的算法.同时提出基于边界值迭代的加速过程,加速优化问题的求解,在花费更少计算时间的前提下,提高计算精度.所求得的值函数可直接应用于一类不确定非线性系统鲁棒后退时域控制器的设计,在控制器设计中,传统鲁棒后退时域控制策略中的有限时域被扩展到无限时域,求得的控制器可实时实现,避免对初始点可解性的依赖以及反复在线优化问题. 相似文献
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Receding horizon feedback control (RHFC) was originally introduced as an easy method for designing stable state-feedback controllers for linear systems. Here those results are generalized to the control of nonlinear autonomous systems, and we develop a performance index which is minimized by the RHFC (inverse optimal control problem). Previous results for linear systems have shown that desirable nonlinear controllers can be developed by making the RHFC horizon distance a function of the state. That functional dependence was implicit and difficult to implement on-line. Here we develop similar controllers for which the horizon distance is an easily computed explicit function of the state. 相似文献
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Young Il Lee Basil Kouvaritakis Mark Cannon 《International Journal of Control, Automation and Systems》2009,7(1):151-155
This paper provides a receding horizon control method for SISO bilinear systems in the presence input constraints. Periodically-invariant
sets are derived for a bilinear system with respect to a series of time-varying state feedback gains. The dual-mode control
strategy is adopted and the periodically-invariant sets are used as target invariant sets. The state feedback gains used to
define the target invariant sets are also used to render degrees of freedom to steer the current state into the target set.
The region of attraction for the proposed algorithm is enlarged significantly with an extension of the horizon of periodicity
while the on-line.
Recommended by Editorial Board member Young Soo Suh under the direction of Editor Jae Weon Choi. This project is conducted
through the Practical Application Project of Advanced Microsystems Packaging Program of Seoul Technopark, funded by the Ministry
of Knowledge Economy.
Young Il Lee was born in Korea in 1963. He received his B.Sc., M.S. and Ph.D. in Control and Instrumentation from Seoul National University.
He is currently a Professor of the Dept. of Control and Instrumentation, Seoul National University of Technology. He spent
two years at Oxford University as a Visiting Research Fellow.
Basil Kouvaritakis was born in Athens, Greece in 1948. He was awarded First-Class Honours in Electrical Engineering from the Manchester Institute
of Science and Technology, where he also received his Master and Doctorate. He is currently a Professor in Engineering at
the Department of Engineering Science and a Tutorial Fellow at St Edmund Hall, Oxford University.
Mark Cannon was born in England in 1971. He received M.Eng. and D.Phil. degrees from Oxford University and S.M. from Massachusetts Institute
of Technology. He is currently a University Lecturer in Engineering and Fellow of St. Peter’s College, Oxford University. 相似文献