Strong solvability of interval max-plus systems and applications to optimal control

This paper considers the strong solvability of interval max-plus systems. The solvable entry and solvable interval are introduced to establish the necessary and sufficient condition for strong solvability of interval max-plus systems. It is proved that such a criterion is equivalent to the criterion proposed by Cechlárová and Cuninghame-Green. The interval strong solution of interval max-plus systems is described and the necessary and sufficient condition for uniquely strong solvability is given. The method of testing strong solvability of interval max-plus systems is constructive and leads to an effective algorithm. To illustrate our results, a workshop optimal control problem is addressed.     

Singular control of linear-discrete systems

This paper introduces a meaningful singular optimal control for a time-invariant linear-discrete system. The complex structures of the singular arc are studied in detail. Existence, uniqueness, and optimality are proved. A necessary and sufficient condition for the nonexistence of singular arc for linear-discrete systems is given along with a sufficient condition for its existence.     

一类多包传输网络控制系统的H∞鲁棒控制

研究了一类不确定时延多包传输网络控制系统的最优H∞控制问题. 针对传感器时钟驱动、控制器和执行器事件驱动的多包传输网络控制系统, 考虑不大于一个采样周期的不确定时延和有限能量的外部扰动, 提出一种基于模型的反馈控制策略, 利用Lyapunov理论推导了H∞控制律存在的充分条件, 通过求解矩阵不等式约束的优化问题得到最优H∞控制律. 数值仿真表明了所用方法的有效性.     

Discrete-time optimal feedback controllers with time-multiplied performance indexes

A class of optimal state and output feedback control laws for discrete-time time-invariant linear systems which minimizes a class of discrete-time time-multiplied performance indexes is presented. A necessary condition, an existence condition, and a sufficient condition for the control laws are derived. A simple example is given to illustrate the effectiveness of the proposed control laws.     

On the optimal control for a class of distributed parameter systems†

An optimal control problem for a class of distributed parameter systems is discussed. A non-linear integral equation of a signum type is derived as a necessary and sufficient condition for the optimal control. Under very weak conditions, existence and unique ness of the solution to this non-linear integral equation are proved.     

多时滞线性连续系统的最优H∞容错控制

针对状态具有多个时滞的线性连续系统,基于Lyapunov稳定性理论和线性矩阵不等式方法(LMI),采用无时滞记忆的状态反馈控制律,研究了在执行器发生故障的情况下,连续多时滞系统的最优H∞容错控制问题.首先,给出了系统没有干扰输入时存在无记忆状态反馈容错控制器的一个充分条件;进一步,给出了在H∞扰动衰减指标约束下,系统存在无记忆状态反馈H∞容错控制器的一个充分条件;最后,给出了最优无时滞记忆状态反馈H∞容错控制器的设计方法.仿真实例证明了所得最优H∞容错控制嚣设计方法的正确性和有效性.     

Stochastic maximum principle for delayed doubly stochastic control systems and their applications

ABSTRACT

In this paper, we investigate the optimal control problems for delayed doubly stochastic control systems. We first discuss the existence and uniqueness of the delayed doubly stochastic differential equation by martingale representation theorem and contraction mapping principle. As a necessary condition of the optimal control, we deduce a stochastic maximum principle under some assumption. At the same time, a sufficient condition of optimality is obtained by using the duality method. At the end of the paper, we apply our stochastic maximum principle to a class of linear quadratic optimal control problem and obtain the explicit expression of the optimal control.     

Singular linear-quadratic optimal control problem for a class of discrete singular systems with multiple time-delays

The singular linear-quadratic optimal control problem for a class of discrete-time linear singular systems with multiple time-delays is investigated. The equivalent relationship between this problem and the non-singular linear-quadratic problem for standard state-space discrete-time linear systems without time-delay is derived, and the necessary and sufficient condition guaranteeing this equivalent relationship is also given. The optimal control is synthesized as state feedback, and the closed-loop system is regular, impulse-free and without time-delay. An example is given to show the validity of the proposed method.     

Optimal control data scheduling with limited controller-plant communication

This paper considers optimal control data scheduling for finite-horizon linear quadratic regulation (LQR) control of scalar systems with limited controller-plant communication. Both the single-system and multiple-system scenarios are studied. For the first scenario, we derive the necessary and sufficient condition for a comparison function to be positive. Using this condition, the optimality of an explicit schedule is extended from unstable systems in the existing work to general systems. For the second scenario, we are able to construct explicit optimal scheduling policies for three particular classes of problems. Numerical examples are provided to illustrate the proposed results.     

Linear quadratic regulation for discrete-time systems with state delays and multiplicative noise

In this paper, the linear quadratic regulation problem for discrete-time systems with state delays and multiplicative noise is considered. The necessary and sufficient condition for the problem admitting a unique solution is given. Under this condition, the optimal feedback control and the optimal cost are presented via a set of coupled difference equations. Our approach is based on the maximum principle. The key technique is to establish relations between the costate and the state.     

不确定离散时间系统积分滑模保性能控制

针对不确定离散时间系统,研究其积分滑模（ＩＳＭ）保性能控制的设计问题．将最优保性能积分滑模面设计问题,转化为一个具有线性矩阵不等式（ＬＭＩ）约束的目标函数凸优化问题,给出了最优保性能积分滑模面存在的充分条件,并结合干扰估计器设计相应的保性能控制器．与传统滑模控制相比较,积分滑模保性能控制系统具有全阶滑动模态,系统的鲁棒性得到加强,消除了控制抖振和稳态抖振．仿真结果验证了该方法的有效性．     

具有Markov跳跃参数的一类随机非线性系统逆最优增益设计

研究了一类随机非线性系统的逆最优增益设计问题,系统中除了方差未知的Wiener噪声之外,还含有Markov跳跃参数. 首先,给出此类系统逆最优增益设计问题可解的一个充分条件. 其次,针对一类具有严格反馈形式的随机非线性系统,利用积分反推法,给出了依概率全局渐近稳定和逆最优控制策略的设计方法. 其中,所设计的Lyapunov函数和控制策略与模态显式无关,克服了由于Markov跳跃模态引起的耦合项所带来的设计困难. 最后,通过仿真验证了控制策略的有效性.     

A constrained optimal control of nonlinear systems

A new method for optimal control of nonlinear systems with input constraint is discussed in this paper. The system is optimized by minimizing a quadratic performance index. Considering this problem as a nonlinear programming problem, the necessary and sufficient conditions for optimal control are derived, which are later simplified to an integral equation. This integral equation becomes a necessary condition. The existence of a solution of this integral equation is studied, and a method of solving it is discussed. A numerical example is worked out at the end.     

Optimal fuzzy controller design: local concept approach

In this paper, we present a global optimal and stable fuzzy controller design method for both continuous- and discrete-time fuzzy systems under both finite and infinite horizons. First, a sufficient condition is proposed which indicates that the global optimal effect can be achieved by the fuzzily combined local optimal controllers. Based on this sufficient condition, we derive a local concept approach to designing the optimal fuzzy controller by applying traditional linear optimal control theory. The stability of the entire closed-loop continuous fuzzy system can be ensured by the designed optimal fuzzy controller. The optimal feedback continuous fuzzy system can not only be guaranteed to be exponentially stable, but also be stabilized to any desired degree. Also, the total energy of system output is absolutely finite. Moreover, the resultant feedback continuous fuzzy system possesses an infinite gain margin; that is, its stability is guaranteed no matter how large the feedback gain becomes. Two examples are given to illustrate the proposed optimal fuzzy controller design approach and to demonstrate the proved stability properties     

时变不确定切换广义系统的鲁棒最优保性能控制

针对一类时变参数不确定切换广义系统,对其鲁棒最优保性能控制问题进行研究,假定其中的时变不确定性项是范数有界的,但不需要满足匹配条件。通过构造广义Lyapunov函数和线性矩阵不等式方法,给出系统鲁棒最优保性能控制器存在的充分条件。进一步,建立一个具有线性矩阵不等式约束的凸优化问题,得到鲁棒最优保性能控制律及闭环性能指标上界。最后用示例说明该方法的有效性。     

The effects of redundant control inputs in optimal control

For a stabilizable system, the extension of the control inputs has no use for stabilizability, but it is important for optimal control. In this paper, a necessary and sufficient condition is presented to strictly decrease the quadratic optimal performance index after control input extensions. A similar result is also provided for H ₂ optimal control problem. These results show an essential difference between single-input and multi-input control systems. Several examples are taken to illustrate related problems.     

Markov跳跃非线性系统逆最优增益设计

证明了一类严格反馈Markov跳跃系统是依概率输入–状态可稳定的.其次,证明了逆最优增益设计问题可解的一个充分条件是存在一组满足小控制量的依概率输入–状态稳定控制李雅普诺夫函数.最后,利用积分反推方法,给出了严格反馈Markov跳跃系统逆最优增益设计问题的一个构造性解.其中,为了克服由于Markov跳跃引起的耦合项所带来的困难,所设计的李雅普诺夫函数以及控制器是与模态无关的.     

Optimal control of distributed parameter systems with discrete constrained inputs†

The optimal control of linear distributed parameter systems, which are represent able by a linear vector integral equation, is investigated. Restricting the control action to be discrete in time, the problem of minimizing the mean-square error, between specified desired final state functions and the actual state functions at a prescribed final time, subject to an energy constraint on the controlling functions, is treated. A necessary and sufficient condition from functional analysis is used to derive an equation whose solution yields the optimal control vector. Two convergence properties for the discrete problem are established which can be used to determine a good approximate solution to the corresponding measurable optimal control problem. An illustrative example is given.     

Parameter convergence in adaptive extremum-seeking control

This paper addresses the problem of parameter convergence in adaptive extremum-seeking control design. An alternate version of the popular persistence of excitation condition is proposed for a class of nonlinear systems with parametric uncertainties. The condition is translated to an asymptotic sufficient richness condition on the reference set-point. Since the desired optimal set-point is not known a priori in this type of problem, the proposed method includes a technique for generating perturbation signal that satisfies this condition in closed-loop. This demonstrates its superiority in terms of parameter convergence. The method guarantees parameter convergence with minimal but sufficient level of perturbation. The effectiveness of the proposed method is illustrated with a simulation example.