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1.
In this paper, I compare the accuracy, efficiency and stability of different numerical strategies for computing approximate solutions to the nonlinear rational expectations commodity market model. I find that polynomial and spline function collocation methods are superior to the space discretization, linearization and least squares curve-fitting methods that have been preferred by economists in the past.  相似文献   

2.
ABSTRACT

Real-time implementation of optimisation-based control and trajectory planning can be very challenging for nonlinear systems. As a result, if an implementation based on a fixed linearisation is not suitable, the nonlinear problems are typically locally approximated online, in order to leverage the speed and robustness of embedded solvers for convex quadratic programs (QP) developed during the last decade. The purpose of this paper is to demonstrate that, using simple standard building blocks from nonlinear programming, combined with a structure-exploiting linear system solver, it is possible to achieve computation times in the range typical of solvers for QPs, while retaining nonlinearities and solving the nonlinear programs (NLP) to local optimality. The implemented algorithm is an interior-point method with approximate Hessians and adaptive barrier rules, and is provided as an extension to the C code generator FORCES. Three detailed examples are provided that illustrate a significant improvement in control performance when solving NLPs, with computation times that are comparable with those achieved by fast approximate schemes and up to an order of magnitude faster than the state-of-the-art interior-point solver IPOPT.  相似文献   

3.
    
Predictor-based stabilisation results are provided for nonlinear systems with input delays and a compact absorbing set. The control scheme consists of an inter-sample predictor, a global observer, an approximate predictor, and a nominal controller for the delay-free case. The control scheme is applicable even to the case where the measurement is sampled and possibly delayed. The input and measurement delays can be arbitrarily large but both of them must be constant and accurately known. The closed-loop system is shown to have the properties of global asymptotic stability and exponential convergence in the disturbance-free case, robustness with respect to perturbations of the sampling schedule, and robustness with respect to measurement errors. In contrast to existing predictor feedback laws, the proposed control scheme utilises an approximate predictor of a dynamic type that is expressed by a system described by integral delay equations. Additional results are provided for systems that can be transformed to systems with a compact absorbing set by means of a preliminary predictor feedback.  相似文献   

4.
A necessary and sufficient condition is derived for the solvability of the disturbance decoupling problem by a pure shift dynamic compensator. It corrects previously obtained results for multi‐input multi‐output (MIMO) systems. Also, necessary and sufficient conditions are given for the solvability of the problem by a dynamic compensator for single input single output (SISO) systems.  相似文献   

5.
    
Motivated by the problem of phase-locking in droop-controlled inverter-based microgrids with delays, the recently developed theory of input-to-state stability (ISS) for multistable systems is extended to the case of multistable systems with delayed dynamics. Sufficient conditions for ISS of delayed systems are presented using Lyapunov–Razumikhin functions. It is shown that ISS multistable systems are robust with respect to delays in a feedback. The derived theory is applied to two examples. First, the ISS property is established for the model of a nonlinear pendulum and delay-dependent robustness conditions are derived. Second, it is shown that, under certain assumptions, the problem of phase-locking analysis in droop-controlled inverter-based microgrids with delays can be reduced to the stability investigation of the nonlinear pendulum. For this case, corresponding delay-dependent conditions for asymptotic phase-locking are given.  相似文献   

6.
In this paper the disturbance decoupling problem associated with a class of linear and nonlinear time delay systems is considered. The solution to this problem is given in terms of the relative degrees associated with the input and the disturbance of the corresponding time delay systems. A stability study using some results due to Pontryagin is presented for the resultant closed-loop system when the delay system is linear. Also, an approximate causal solution is proposed for the nonlinear time delay system based on its linearization around an equilibrium point. © 1997 by John Wiley & Sons, Ltd.  相似文献   

7.
    
In this paper, we consider the control problem of strict‐feedback nonlinear systems with time‐varying input and output delays. The approach is based on the usual observer/predictor/feedback approach, but the novelty is the use of the closed‐loop dynamics in the predictor. This approach allows to develop two designs, an instantaneous predictor and a delay differential equation‐based predictor, that both attain the same performance in terms of system trajectories and input signal as in the case with no delays. The design based on delay differential equations allows to build a cascade of predictors to deal with arbitrarily large delay bounds. The resulting controller is much simpler to implement than classical infinite‐dimensional predictors, and it is robust with respect to actuation and measurement disturbances. We illustrate the approach with an application to the control of a chaotic system with input delay. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

8.
The trajectory tracking problem is considered for a general class of non-linear time-delay systems. The existence of causal static state feedback solutions is investigated within an algebraic approach. Two classes of causal static compensators are considered that either involve delayed dynamics or not. Sufficient conditions are derived which are weaker than the ones existing in the current literature. These results are innovative for both linear and non-linear time-delay systems. The most advanced results do not imply a maximal loss of observability in opposition to more standard solutions.  相似文献   

9.
    
In order to describe various real-world problems in physical and engineering sciences subject to abrupt changes at certain instants during the evolution process, impulsive differential equations have been used to describe the system model. In this article, the problem of approximate controllability for nonlinear impulsive differential equations with state-dependent delay is investigated. We study the approximate controllability for nonlinear impulsive differential system under the assumption that the corresponding linear control system is approximately controllable. Using methods of functional analysis and semigroup theory, sufficient conditions are formulated and proved. Finally, an example is provided to illustrate the proposed theory.  相似文献   

10.
研究了一类单输出时滞线性系统的输出调节问题,首先通过精确线性化方法将其转化为一类特殊线性时滞系统对非线系统的跟踪总是,然后通过积分变换转化为无时滞的线性系统对非线性系统的跟踪,新的精确线性化结果保证了经过积分变换后的系统仍然可控,同时,提出了可解性的概念解决了线性系统对非线性系统的跟踪问题,得到了时滞非线性系统输出调节问题的局部和全局的结果,该结果对外部系统假设较弱。  相似文献   

11.
非线性控制系统综合的频域逆系统方法研究   总被引:1,自引:0,他引:1  
提出一种不需已知系统微分方程模型的非线性系统综合方法。首先得到对象非线性传递函数的估计,然后利用非线性补偿算法构造前馈补偿器,使复合系统具有近似线性系统的特性,最后采用常规线性系统反馈控制的方法进行控制。仿真结果表明,所提出的频域逆系统综合方法比一般非线性系统自适应控制方法有效。  相似文献   

12.
    
For the global stabilization of a family of feedforward nonlinear time‐delay systems whose linearized systems consist of a chain of identical oscillators, a saturated feedback control is established based on a special canonical form. The proposed control laws use not only the current states but also the delayed states for feedback, which helps maintain the decoupling property in the recursive design. Moreover, explicit conditions guaranteeing the stability of the closed‐loop system are provided. When the nonlinear terms vanish and even the oscillators are distinct, a modified saturated feedback control can still be established for the corresponding global stabilization problem. Two numerical examples are given to illustrate the effectiveness of the proposed approaches.  相似文献   

13.
In this study, the problem of event-triggered-based adaptive control (ETAC) for a class of discrete-time nonlinear systems with unknown parameters and nonlinear uncertainties is considered. Both neural network (NN) based and linear identifiers are used to approximate the unknown system dynamics. The feedback output signals are transmitted, and the parameters and the NN weights of the identifiers are tuned in an aperiodic manner at the event sample instants. A switching mechanism is provided to evaluate the approximate performance of each identifier and decide which estimated output is utilised for the event-triggered controller design, during any two events. The linear identifier with an auxiliary output and an improved adaptive law is introduced so that the nonlinear uncertainties are no longer assumed to be Lipschitz. The number of transmission times are significantly reduced by incorporating multiple model schemes into ETAC. The boundedness of both the parameters of identifiers and the system outputs is demonstrated though the Lyapunov approach. Simulation results demonstrate the effectiveness of the proposed method.  相似文献   

14.
研究非线性滞后Ito随机系统的滞后无关均方渐近稳定性,将关于线性时滞不等式的Halanay不等式推广到非线性情形,用Lyapunov函数和关于时滞随机系统的比较原理,得到了非线性滞后Ito随机系统滞后无关均方渐近稳定性的一些判据。  相似文献   

15.
    
This paper presents an approach to the stability analysis of a class of nonlinear interconnected continuous‐time singular systems with arbitrary switching signals. This class of interconnected subsystems consists of unknown but bounded state delay and nonlinear terms, and each subsystem can be globally stable, unstable, or locally stable. By constructing a new Lyapunov‐like Krasovskii functional, sufficient conditions are derived and formulated to check the asymptotic (exponential) stability of such systems with arbitrary switching signals. Then, some new general criteria for asymptotic (exponential) stability with average dwell‐time switching signals are also established. The theoretical developments are demonstrated by two numerical simulations. Copyright © 2014 John Wiley & Sons, Ltd.  相似文献   

16.
    
In this paper, a consensus problem is studied for a group of second‐order nonlinear heterogeneous agents with non‐uniform time delay in communication links and uncertainty in agent dynamics. We design a class of novel decentralized control protocols for the consensus problem whose solvability is converted into stability analysis of an associated closed‐loop system with uncertainty and time delay. Using an explicitly constructed Lyapunov functional, the stability conditions or the solvability conditions of the consensus problem are given in terms of a set of linear matrix inequalities apart from a small number of scalar parameters that appear nonlinearly. Furthermore, the linear matrix inequalities are theoretically verified to be solvable when the communication delay is sufficiently small. The effectiveness of the proposed control protocol is illustrated by numerical examples. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

17.
We present two sufficient conditions for asymptotic stability of nonlinear time-varying discrete systems. Our main results generalize Mori's result for linear discrete time-invariant systems to nonlinear time-varying systems.  相似文献   

18.
    
A new definition of homogeneity for discrete‐time systems is introduced. As in the continuous‐time case, the property can be verified algebraically in the transition map of the system, and it implies that a dilation of the initial conditions leads to a scaling of the trajectory. Stability properties and convergence rates of the system's solutions can be established by considering only the homogeneity degree. The existence of homogeneous Lyapunov and Lyapunov‐like functions is proven.  相似文献   

19.
    
Stability of certain classes of nonlinear time-delay switched systems is studied. For the corresponding families of subsystems, conditions of the existence of common Lyapunov–Razumikhin functions are found. The fulfilment of these conditions provides the asymptotic stability of the zero solutions of the considered hybrid systems for any switching law and for any nonnegative delay. Some examples are presented to demonstrate the effectiveness of the obtained results.  相似文献   

20.
    
This paper concerns the stability analysis for singular systems with time-varying delay and nonlinear perturbations. Two cases of time-varying delay, which is differentiable (Case 1) or not differentiable (Case 2), are considered. The considered nonlinear perturbations includes the norm-bounded uncertainties as a special case. Some delay-dependent stability criteria are derived by using a delay decomposition approach. In the delay decomposition approach, the entire delay interval is divided into multiple sub-intervals for which different energy functions are defined for building new Lyapunov–Krasovskii functional. Some numerical and practical examples are given to show the effectiveness and significant improvement of the proposed method.  相似文献   

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