首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到19条相似文献,搜索用时 171 毫秒
1.
针对一类连续时间线性Markov跳变系统,本文提出了一种新的策略迭代算法用于求解系统的非零和微分反馈Nash控制问题.通过求解耦合的数值迭代解,以获得具有线性动力学特性和无限时域二次成本的双层非零和微分策略的Nash均衡解.在每一个策略层,采用策略迭代算法来计算与每一组给定的反馈控制策略相关联的最小无限时域值函数.然后,通过子系统分解将Markov跳变系统分解为N个并行的子系统,并将该算法应用于跳变系统.本文提出的策略迭代算法可以很容易求解非零和微分策略所对应的耦合代数Riccati方程,且对高维系统有效.最后通过仿真示例证明了本文设计方法的有效性和可行性.  相似文献   

2.
一类脉冲随机混杂系统的鲁棒H∞控制   总被引:2,自引:0,他引:2  
研究了具有外在扰动的脉冲Markov切换线性随机系统的鲁棒H∞控制问题,分别从系统的鲁棒稳定性及鲁棒性能两方面进行分析:首先,利用多Lyapunov函数法对系统的稳定性进行分析,给出了系统鲁棒依概率稳定的充分条件;进一步地,运用线性矩阵不等式(LMI)法对系统的鲁棒性能进行分析,给出相应的状态反馈增益矩阵和脉冲控制增益矩阵的求解方法.在此基础上得出了一个鲁棒H∞控制律,并提出了一套基于MATLAB软件的鲁棒控制器的设计方法.最后,利用数值算例说明所设计方法的有效性.  相似文献   

3.
李莉莉  邵诚 《控制与决策》2012,27(2):304-307
针对一类Lipschitz非线性切换系统,研究基于观测器的H∞输出跟踪控制问题.借助微分中值定理,将Lipschitz非线性切换系统转化为线性参数切换系统.当状态变量不可测或不易测时,利用多Lyapunov函数方法,同时设计观测器、基于观测器的跟踪控制器和滞后切换信号,使得系统满足H∞输出跟踪性能.最后通过仿真例子表明了设计方法的有效性.  相似文献   

4.
本文研究具有外在扰动的脉冲Markov切换线性随机系统的鲁棒H无穷控制问题,分别从系统的鲁棒稳定性及鲁棒性能两方面进行分析,首先,利用多Lyapunov函数法对系统的稳定性进行分析,给出了系统鲁棒依概率稳定的充分条件,进一步,运用线性矩阵不等式(LMI)法对系统的鲁棒性能进行分析,给出相应的状态反馈增益矩阵和脉冲控制增益矩阵的求解方法,在此基础上得出了一个鲁棒H无穷控制律,并提出了一套基于Matlab软件的鲁棒控制器的设计方法。最后,数值算例说明所设计方法的有效性。  相似文献   

5.
严志国  张国山 《控制与决策》2011,26(8):1224-1228
讨论一类具有时变、有限能量外部扰动的线性随机系统有限时间H∞控制问题.首先,给出了线性随机系统有限时间如控制问题的定义;然后,通过构造Lyapunov-Krasovskii函数,并结合线性矩阵不等式,给出了随机系统有限时间如控制器有解的充分条件;进一步,将该问题简化为具有线性矩阵不等式约束的优化问题,并给出了相应的求解算法;最后,通过数值算例表明了该设计方法的有效性.  相似文献   

6.
李庆奎  李梅  贾新春 《自动化学报》2015,41(12):2081-2091
研究具有 Markov 跳变参数的闭环供应链(Closed-loop supply chain, CLSC)切换系 统建模以及具有抑制牛鞭效应的H∞控制问题. 针对再制造过程中的不确定性问题, 在考虑库存衰减因素的条件下, 根据库存水平的不同状态将系统建模为切换系统, 子系统间的切换服从 于一个Markov过程. 基于输入滞后的控制策略, 应用Markov切换思想对 系统进行控制器设计与性能分析, 在保证闭环供应链系统稳定的情形 下有效抑制牛鞭效应. 仿真例子说明所得结果的有效性.  相似文献   

7.
徐自祥  周德云  徐济东 《控制工程》2007,14(1):37-41,48
鉴于协商微分对策多具有强非线性和不确定性特点,为避免非线性问题等带来求解上的困难和能处理不确定信息,基于T-S模糊微分对策的思想,对非线性的基于Utilitarian解(简称U解)的协商微分对策的状态方程和性能分别进行了模糊化和二次型化,构造出面向U解的协商微分对策的模糊线性化模型,研究了协商U解模型中加权系数的确定,并进一步探讨了在模糊线性协商微分对策系统下相应于U解的控制器的设计方法.研究工作和仿真结果可以说明,相对于Nash协商解,协商理论的U解更能反映整体效果,更易于推广.  相似文献   

8.

针对具有未知输入的不确定切换线性系统, 在平均驻留时间切换下, 讨论其状态和未知输入估计方法. 通过等价变换解耦切换系统的未知输入, 以构造降维切换系统. 进而, 设计切换观测器实现对原系统的状态估计, 并求解具有线性矩阵不等式限制的最优化问题, 得到观测器存在的充分条件. 在基于函数微分数值解方法求得系统输出微分的基础上, 提出一种切换系统未知输入的估计方法. 最后通过一个数值实例验证了所提出方法的有效性.

  相似文献   

9.
付主木  普邑 《计算机应用研究》2011,28(10):3720-3722
研究了一类由任意多个子系统组成的线性切换奇异系统的状态反馈H∞控制问题。采用共同Lyapunov函数方法和凸组合技术,给出由矩阵不等式表示的使闭环系统渐近稳定且满足H∞性能的控制器存在的充分条件, 并设计了相应的子控制器和切换策略。采用矩阵变换,将矩阵不等式等价转换为一组线性矩阵不等式。数值算例说明了所提方法的有效性和可行性。  相似文献   

10.
针对一类具有乘性噪声和参数不确定性的Markov跳变参数系统,研究使得闭环系统的稳态状态方差小于某个给定的上界,同时满足一定H∞性能的状态反馈鲁棒方差控制器设计问题.运用线性矩阵不等式(LMI)方法,对系统进行了方差分析,给出并证明了控制器存在的条件,进而用一组线性矩阵不等式的可行解给出了控制器的一个参数化表示.最后的仿真结果验证了该方法的有效性.  相似文献   

11.
In this paper, we deal with the problem of stochastic Nash differential games of Markov jump linear systems governed by Itô-type equation. Combining the stochastic stabilizability with the stochastic systems, a necessary and sufficient condition for the existence of the Nash strategy is presented by means of a set of cross-coupled stochastic algebraic Riccati equations. Moreover, the stochastic H2/H control for stochastic Markov jump linear systems is discussed as an immediate application and an illustrative example is presented.  相似文献   

12.
In this paper, we consider the feedback control on nonzero-sum linear quadratic (LQ) differential games in finite horizon for discrete-time stochastic systems with Markovian jump parameters and multiplicative noise. Four-coupled generalized difference Riccati equations (GDREs) are obtained, which are essential to find the optimal Nash equilibrium strategies and the optimal cost values of the LQ differential games. Furthermore, an iterative algorithm is given to solve the four-coupled GDREs. Finally, a suboptimal solution of the LQ differential games is proposed based on a convex optimization approach and a simplification of the suboptimal solution is given. Simulation examples are presented to illustrate the effectiveness of the iterative algorithm and the suboptimal solution.  相似文献   

13.
祝超群  郭戈 《控制与决策》2014,29(5):802-808

针对随机事件驱动的网络化控制系统, 研究其中的有限时域和无限时域内最优控制器的设计问题. 首先, 根据执行器介质访问机制将网络化控制系统建模为具有多个状态的马尔科夫跳变系统; 然后, 基于动态规划和马尔科夫跳变线性系统理论设计满足二次型性能指标的最优控制序列, 通过求解耦合黎卡提方程的镇定解, 给出最优控制律的计算方法, 使得网络化控制系统均方指数稳定; 最后, 通过仿真实验表明了所提出方法的有效性.

  相似文献   

14.
This paper deals with the infinite horizon linear quadratic(LQ)differential games for discrete-time stochastic systems with both state and control dependent noise.The Popov-Belevitch-Hautus(PBH)criteria for exact observability and exact detectability of discrete-time stochastic systems are presented.By means of them,we give the optimal strategies (Nash equilibrium strategies)and the optimal cost values for infinite horizon stochastic differential games.It indicates that the infinite horizon LQ stochastic differential games are associated with four coupled matrix-valued equations.Furthermore, an iterative algorithm is proposed to solve the four coupled equations.Finally,an example is given to demonstrate our results.  相似文献   

15.
This paper discusses the infinite time horizon nonzero-sum linear quadratic (LQ) differential games of stochastic systems governed by Itoe's equation with state and control-dependent noise. First, the nonzero-sum LQ differential games are formulated by applying the results of stochastic LQ problems. Second, under the assumption of mean-square stabilizability of stochastic systems, necessary and sufficient conditions for the existence of the Nash strategy are presented by means of four coupled stochastic algebraic Riccati equations. Moreover, in order to demonstrate the usefulness of the obtained results, the stochastic H-two/H-infinity control with state, control and external disturbance-dependent noise is discussed as an immediate application.  相似文献   

16.
吴臻  王向荣 《自动化学报》2003,29(6):821-826
给出一类布朗运动和泊松过程混合驱动的正倒向随机微分方程解的存在唯一性结果, 应用这一结果研究带有随机跳跃干扰的线性二次随机最优控制问题,并得到最优控制的显式形 式,可以证明最优控制是唯一的.然后,引入和研究一类推广的黎卡提方程系统,讨论该方程系统 的可解性并由该方程的解得到带有随机跳跃干扰的线性二次随机最优控制问题最优的线性反馈.  相似文献   

17.

In this technical note, we revisit the risk-sensitive optimal control problem for Markov jump linear systems (MJLSs). We first demonstrate the inherent difficulty in solving the risk-sensitive optimal control problem even if the system is linear and the cost function is quadratic. This is due to the nonlinear nature of the coupled set of Hamilton-Jacobi-Bellman (HJB) equations, stemming from the presence of the jump process. It thus follows that the standard quadratic form of the value function with a set of coupled Riccati differential equations cannot be a candidate solution to the coupled HJB equations. We subsequently show that there is no equivalence relationship between the problems of risk-sensitive control and H control of MJLSs, which are shown to be equivalent in the absence of any jumps. Finally, we show that there does not exist a large deviation limit as well as a risk-neutral limit of the risk-sensitive optimal control problem due to the presence of a nonlinear coupling term in the HJB equations.

  相似文献   

18.
A new approach to study the indefinite stochastic linear quadratic (LQ) optimal control problems, which we called the “equivalent cost functional method”, is introduced by Yu (2013) in the setup of Hamiltonian system. On the other hand, another important issue along this research direction, is the possible state feedback representation of optimal control and the solvability of associated indefinite stochastic Riccati equations. As the response, this paper continues to develop the equivalent cost functional method by extending it to the Riccati equation setup. Our analysis is featured by its introduction of some equivalent cost functionals which enable us to have the bridge between the indefinite and positive-definite stochastic LQ problems. With such bridge, some solvability relation between the indefinite and positive-definite Riccati equations is further characterized. It is remarkable the solvability of the former is rather complicated than the latter, hence our relation provides some alternative but useful viewpoint. Consequently, the corresponding indefinite linear quadratic problem is discussed for which the unique optimal control is derived in terms of state feedback via the solution of the Riccati equation. In addition, some example is studied using our theoretical results.  相似文献   

19.
王涛  张化光 《控制与决策》2015,30(9):1674-1678

针对模型参数部分未知的随机线性连续时间系统, 通过策略迭代算法求解无限时间随机线性二次(LQ) 最优控制问题. 求解随机LQ最优控制问题等价于求随机代数Riccati 方程(SARE) 的解. 首先利用伊藤公式将随机微分方程转化为确定性方程, 通过策略迭代算法给出SARE 的解序列; 然后证明SARE 的解序列收敛到SARE 的解, 而且在迭代过程中系统是均方可镇定的; 最后通过仿真例子表明策略迭代算法的可行性.

  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号