Numerical Strategies for Solving the Nonlinear Rational Expectations Commodity Market Model

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.     

FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs

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.     

Disturbance Decoupling of Time Delay Systems

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.     

Disturbance decoupling for time delay systems

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.     

非线性控制系统综合的频域逆系统方法研究

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。     

Trajectory tracking problem: causal solutions for non-linear time-delay systems

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.     

一类时滞非线性控制系统的输出调节

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。     

Multiple model-based event-triggered adaptive control of a class of discrete-time nonlinear systems

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.     

非线性滞后It(?)随机系统的滞后无关均方渐近稳定性

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。     

Simple stability criteria for nonlinear time-varying discrete systems

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.