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1.
    
In this article an iterative method to compute the maximal solution and the stabilising solution, respectively, of a wide class of discrete-time nonlinear equations on the linear space of symmetric matrices is proposed. The class of discrete-time nonlinear equations under consideration contains, as special cases, different types of discrete-time Riccati equations involved in various control problems for discrete-time stochastic systems. This article may be viewed as an addendum of the work of Dragan and Morozan (Dragan, V. and Morozan, T. (2009), ‘A Class of Discrete Time Generalized Riccati Equations’, Journal of Difference Equations and Applications, first published on 11 December 2009 (iFirst), doi: 10.1080/10236190802389381) where necessary and sufficient conditions for the existence of the maximal solution and stabilising solution of this kind of discrete-time nonlinear equations are given. The aim of this article is to provide a procedure for numerical computation of the maximal solution and the stabilising solution, respectively, simpler than the method based on the Newton–Kantorovich algorithm.  相似文献   

2.
    
In this article, the problem of the numerical computation of the stabilising solution of the game theoretic algebraic Riccati equation is investigated. The Riccati equation under consideration occurs in connection with the solution of the H control problem for a class of stochastic systems affected by state-dependent and control-dependent white noise and subjected to Markovian jumping. The stabilising solution of the considered game theoretic Riccati equation is obtained as a limit of a sequence of approximations constructed based on stabilising solutions of a sequence of algebraic Riccati equations of stochastic control with definite sign of the quadratic part. The proposed algorithm extends to this general framework the method proposed in Lanzon, Feng, Anderson, and Rotkowitz (Lanzon, A., Feng, Y., Anderson, B.D.O., and Rotkowitz, M. (2008), ‘Computing the Positive Stabilizing Solution to Algebraic Riccati Equations with an Indefinite Quadratic Term Viaa Recursive Method,’ IEEE Transactions on Automatic Control, 53, pp. 2280–2291). In the proof of the convergence of the proposed algorithm different concepts associated the generalised Lyapunov operators as stability, stabilisability and detectability are widely involved. The efficiency of the proposed algorithm is demonstrated by several numerical experiments.  相似文献   

3.
周期时变线性系统的一般线性二次型最优控制   总被引:1,自引:0,他引:1       下载免费PDF全文
讨论周期时变线性系统的一般线性二次型最优控制问题, 即状态方程为非齐次方程且二次型性能指标包含线性项的一般情况. 给出了该问题可解的一系列充分必要条件, 同时给出了最优控制的解析构造以及最优性能指标值.  相似文献   

4.
    
In this work, we developed a parallel algorithm to speed up the resolution of differential matrix Riccati equations using a backward differentiation formula algorithm based on a fixed‐point method. The role and use of differential matrix Riccati equations is especially important in several applications such as optimal control, filtering, and estimation. In some cases, the problem could be large, and it is interesting to speed it up as much as possible. Recently, modern graphic processing units (GPUs) have been used as a way to improve performance. In this paper, we used an approach based on general‐purpose computing on graphics processing units. We used NVIDIA © GPUs with unified architecture. To do this, a special version of basic linear algebra subprograms for GPUs, called CUBLAS, and a package (three different packages were studied) to solve linear systems using GPUs have been used. Moreover, we developed a MATLAB © toolkit to use our implementation from MATLAB in such a way that if the user has a graphic card, the performance of the implementation is improved. If the user does not have such a card, the algorithm can also be run using the machine CPU. Experimental results on a NVIDIA Quadro FX 5800 are shown. Copyright © 2011 John Wiley & Sons, Ltd.  相似文献   

5.
给出了二次三角多项式形式的Bzier曲线,基函数由一组带形状参数的二次三角多项式组成。由三个控制顶点生成的曲线具有与二次Bzier曲线类似的性质,但具有比二次Bzier曲线更好的逼近性。形状参数有明确几何意义:参数越大,曲线越逼近控制多边形。曲线可精确表示椭圆弧,还给出了两段三角多项式曲线的G2和C3连续的拼接条件。  相似文献   

6.
广义预测控制中 Diophantine矩阵多项式方程的显式解   总被引:1,自引:0,他引:1       下载免费PDF全文
直接利用被控对象的离散差分方程推导出多变量广义预测控制中Diophantine矩阵多项式方程的显式解,从而避免了其递推求解或迭代求解,使广义预测控制的应用更加方便.  相似文献   

7.
    
This paper addresses the problem of solving a class of periodic discrete‐time Riccati equation with an indefinite sign of its quadratic term. Such an equation is closely related to the so‐called full‐information H control of discrete‐time periodic systems. A globally convergent iterative algorithm with a local quadratic convergence rate is proposed for this purpose. An application to the problem of H filtering of discrete‐time periodic systems is also developed and illustrated via a numerical example. Copyright © 2013 John Wiley & Sons, Ltd.  相似文献   

8.
9.
Existence of maximal solution is proved for a generalized version of the well-known standard algebraic Riccati equations which arise in certain stochastic optimal control problems.  相似文献   

10.
Lánczos remarked that approximations obtained with the Tau method using a Legendre polynomial perturbation term defined in a finite interval J, give accurate estimations at the end point of J. This fact, coupled with a recursive technique for the generation of Tau approximations described by the author elsewhere (Ortiz, 1969, 1974), is used to construct a step by step formulation of the Tau method in which the error is minimized at the matching point of successive steps. This formulation is applied to the construction of accurate piecewise polynomial approximations with an almost equioscillant error and various degrees of smoothness at the breaking points.

A technique based on the mapping of a master element Tau approximation defined over a finite interval of variable length is used in order to simplify the computational process.

Numerical examples and an estimation of the step size in relation to the size of the error in the equation are also discussed.  相似文献   


11.
In H2 and H optimal control (semi-)stabilizing solutions of algebraic Riccati equations play an essential role. It is well-known that these solutions might have discontinuities as a function of the system parameters. The paper shows that these discontinuities are directly linked to non-left-invertibility and, in contrast to what one might think, unrelated to zeros on the imaginary axis.  相似文献   

12.
求多变量线性矩阵方程组自反解的迭代算法   总被引:2,自引:1,他引:2  
利用矩阵分解的方法求多变量线性矩阵方程组的自反解是很困难的.本文建立了一种迭代方法来解决这个问题,利用此迭代方法可以判断多变量线性矩阵方程组的可解性,且当矩阵方程组相容时,可以在有限步迭代后得到其自反解.选取特殊的初始矩阵时,能够求得矩阵方程组的极小范数自反解.进一步,通过求新的线性矩阵方程组的极小范数自反解,能够求得给定矩阵的最佳逼近矩阵.数值算例表明,迭代算法是有效的.  相似文献   

13.
This paper presents an algorithm for solving discrete generalized algebraic Riccati equations with the help of an orthogonal projector. A generalization of the procedure of forming and correcting the orthogonal projector is considered and also that of correcting the proper solution by the Newton-Raphson scheme. The possibility to use the discrete generalized Riccati equations for polynomial matrix factorization with respect to the unit circle is demonstrated. A numerical example is given.  相似文献   

14.
矩阵方程组的求解在结构设计、参数识别、生物学、电学、分子光谱学、固体力学、自动控制理论、振动理论、有限元、线性最优控制等领域都有着重要应用。本文从解线性代数方程组的共轭梯度法中受到启示,不是采用传统的矩阵分解的方法,而是采用迭代算法给出了求矩阵方程组A1XB1=C1,A2XB2=C2的解、极小范数解及其最佳逼近解的方法。  相似文献   

15.
讨论了标准的周期黎卡提微分方程,给出了其存在埃尔米特周期正定(HPPD)解的一个完整的充分必要条件。准确地说,在经过一个适当的状态空间基底变换后该条件通过能稳性和能检测性概念表述。结果表明,当HP-PD解存在时,它或者是唯一的,或者有无限多个。这一结果可以看作是Richardson和Kwong的结果对周期时变情况的扩展。  相似文献   

16.
建立了求矩阵方程组AiXBi+GiXDi=Fi(i=1,2)的中心对称解的迭代算法.使用该方法不仅可以判断矩阵方程组是否有中心对称解,而且在有中心对称解时,还能够在有限步迭代计算之后得到矩阵方程组的极小范数中心对称解.同时,也能够在矩阵方程组的中心对称解集合中求得给定矩阵的最佳逼近.  相似文献   

17.
We consider the discrete system resulting from mixed finite element approximation of a second-order elliptic boundary value problem with Crouzeix–Raviart non-conforming elements for the vector valued unknown function and piece-wise constants for the scalar valued unknown function. Since the mass matrix corresponding to the vector valued variables is diagonal, these unknowns can be eliminated exactly. Thus, the problem of designing an efficient algorithm for the solution of the resulting algebraic system is reduced to one of constructing an efficient algorithm for a system whose matrix is a graph-Laplacian (or weighted graph-Laplacian).  相似文献   

18.
This paper deals with the existence of multiple periodic solutions for n-dimensional functional differential equations with impulses. By employing the Krasnoselskii fixed point theorem, we obtain some easily verifiable sufficient criteria which extend previous results.  相似文献   

19.
A method is presented to solve partial differential equations (pde's) and its boundary and/or initial conditions by using neural networks. It uses the fact that multiple input, single output, single hidden layer feedforward networks with a linear output layer with no bias are capable of arbitrarily well approximating arbitrary functions and its derivatives, which is proven by a number of authors and well known in literature. Knowledge about the pde and its boundary and/or initial conditions is incorporated into the structures and the training sets of several neural networks. In this way we obtain networks of which some are specifically structured. To find the solution of the pde and its boundary and/or initial conditions we have to train all obtained networks simultaneously. Therefore we use an evolutionary algorithm to train the networks. We demonstrate the working of our method by applying it to two problems.  相似文献   

20.
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