多组对策系统非劣Nash策略的最优均衡解算法

多组对策系统中求解组与组之间的非劣Nash策略至关重要.如何针对一般问题解析求出非劣Nash策略还没有有效的方法.本文阐述了一种利用组与组之间的非劣反应集构造求解非劣Nash策略的迭代算法.为此首先引进多组对策系统组内部合作对策的最优均衡值和最优均衡解的概念,然后通过证明最优均衡解是组内部隐含某一权重向量的合作对策的非劣解,得到求解合作对策的单目标规划问题.进一步说明在组内部该问题的解不仅是非劣解而且对所有局中人都优于不合作时的Nash平衡策略.最后给出了验证该算法有效性的一个实际例子.     

Optimal discrete systems with prescribed eigenvalues

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.     

Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application

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.     

Actuators and regional boundary controllability of parabolic systems

The purpose of this paper is to explore the boundary regional controllability concept in connection with the choice of actuators. First, we give a definition and some properties of this concept, then we concentrate on the determination of control achieving boundary regional controllability with minimum energy. We also give an important approach that leads to numerical implementation for the computation of the optimal control.     

Robust stabilization and guaranteed cost control for discrete-time linear systems by static output feedback

This paper proposes a systematic approach for the static output feedback control design for discrete-time uncertain linear systems. It is shown that if the open-loop system satisfies some particular structural conditions and the uncertainty has a specific structure, a static output feedback gain can be calculated easily, using a formula only involving the original system matrices. Among the conditions the system has to satisfy, the strongest one relies on a minimum phase argument. Square and nonsquare systems are considered. The performance problem through a quadratic criterion is also discussed (guaranteed cost control).     

Output-feedback control for sampled-data systems with variable sampling rate

In this paper, we propose design method of controller for sampled-data systems with variable sampling rate. First, we give design method for both H₂ and H_∞ controller. For H₂ control, performance of the system is introduced according to a standard sampled-data setting. A discrete-time H₂ control problem is employed for solving the original problem. Its solvability condition is then established as a parameter-dependent linear matrix inequality. A probabilistic approach is taken for coping with the parameter-dependency. H_∞ controller is designed by almost the same manner. Applying both results, we have design method for multi-objective control.     

基于纳什均衡迁移学习的碳-能复合流自律优化

提出了一种全新的纳什均衡迁移学习算法,并应用于求解大规模电力系统分散式碳–能复合流自律优化.首次引入碳排放责任分摊机制,避免了碳排放责任的重复计算.将大规模电网分解成若干小型区域电网,每个小型区域电网被定义为一个智能体,通过纳什博弈实现分散式自律优化.智能体利用记忆矩阵对寻优知识进行存储,并通过多个个体与环境的反复交互实现记忆更新;采用状态–动作链对记忆矩阵进行降维,有效避免了"维数灾难".此外,基于相似度的迁移学习可以对历史任务知识进行高效提炼,提高了新任务寻优效率.IEEE 57和300节点系统仿真表明:所提算法非常适合求解大规模电网的碳–能复合流自律优化,在保证纳什均衡解质量的同时,明显加快寻优速度.     

基于LM I 的广义系统正实反馈控制

建立连续情形广义系统新的正实引理，通过对线性矩阵不等式(LMI)的求解和系统的等价变换，给出了正实状态反馈控制的充分必要条件，构造了保持系统稳定性的正实控制器设计方法，数值实例表明，该求解控制器的方法简单方便，具有实际意义。     

Robust wedge-stability analysis and design of continuous constrained systems with stability radii

In this paper, based on stability radii, a sufficient condition is first proposed to ensure the robust wedge stability of continuous-time constrained systems with state feedback. The saturated actuator is reformulated as a conditioned linear actuator subject to structured uncertainties and then an auxiliary matrix is introduced so that the closed-loop system can be characterized into a scheme of stability radius approach. We also investigate the issue of maximizing complex stability radius subject to a wedge region by state feedback. Through iteratively solving a parametrized Riccati equation, a desired maximizing state feedback controller corresponding to the prescribed wedge subregion can be obtained. An example is given to illustrate the design algorithm and to reveal the feasibility of stability radius approach for continuous-time constrained systems.     

Robust consensus algorithm for multi-agent systems with exogenous disturbances under convergence conditions

In this paper, a robust consensus algorithm is developed and sufficient conditions for convergence to consensus are proposed for a multi-agent system (MAS) with exogenous disturbances subject to partial information. By utilizing H_∞ robust control, differential game theory and a design-based approach, the consensus problem of the MAS with exogenous bounded interference is resolved and the disturbances are restrained, simultaneously. Attention is focused on designing an H_∞ robust controller (the robust consensus algorithm) based on minimisation of our proposed rational and individual cost functions according to goals of the MAS. Furthermore, sufficient conditions for convergence of the robust consensus algorithm are given. An example is employed to demonstrate that our results are effective and more capable to restrain exogenous disturbances than the existing literature.     

Network-based event-triggered filtering for Markovian jump systems

The problem of event-triggered H_∞ filtering for networked Markovian jump system is studied in this paper. A dynamic discrete event-triggered scheme is designed to choose the transmitted data for different Markovian jumping modes. The time-delay modelling method is employed to describe the event-triggered scheme and the network-related behaviour, such as transmission delay, data package dropout and disorder, into a networked Markovian time-delay jump system. Furthermore, a sufficient condition is derived to guarantee that the resulting filtering error system is stochastically stable with a prescribed performance index. A co-design method for the H_∞ filter and the event-triggered scheme is then proposed. The effectiveness and potential of the theoretic results obtained are illustrated by a simulation example.     

A new look at the robust control of discrete-time Markov jump linear systems

In this paper, we make a foray in the role played by a set of four operators on the study of robust H₂ and mixed H₂/H_∞ control problems for discrete-time Markov jump linear systems. These operators appear in the study of mean square stability for this class of systems. By means of new linear matrix inequality (LMI) characterisations of controllers, which include slack variables that, to some extent, separate the robustness and performance objectives, we introduce four alternative approaches to the design of controllers which are robustly stabilising and at the same time provide a guaranteed level of H₂ performance. Since each operator provides a different degree of conservatism, the results are unified in the form of an iterative LMI technique for designing robust H₂ controllers, whose convergence is attained in a finite number of steps. The method yields a new way of computing mixed H₂/H_∞ controllers, whose conservatism decreases with iteration. Two numerical examples illustrate the applicability of the proposed results for the control of a small unmanned aerial vehicle, and for an underactuated robotic arm.     

Robust stabilisation control for discrete-time networked control systems

We consider the analysis and synthesis of discrete-time networked control systems (NCSs), where the plant has additive uncertainty and the controller is updated with the sensor information at stochastic time intervals. It is shown that the problem is linked to H_∞-control of linear discrete-time stochastic systems and a new small gain theorem is established. Based on this result, sufficient conditions are given for ensuring mean square stability of the NCS, and the genetic algorithm is utilised to design the controller of the NCS based on a linear matrix inequality technique. An illustrative example is given to demonstrate the effectiveness of our proposed method.     

On reference model tracking for Markov jump systems

This article deals with the tracking problem for the Markov Jump systems with external finite energy disturbance. A state feedback controller that makes the state vector of the system track precisely a given state vector of a reference model is proposed. The tracking problem is formulated as an ?_∞ control problem and an approach to synthesise the state feedback controller that quadratically stabilises the augmented dynamics and at the same time rejects the external disturbance that is developed. This approach is based on the solution of some linear matrix inequalities. A numerical example is provided to show the usefulness of the developed results.     

Robust mixed performance switching control for uncertain discrete switched systems with time delay

In this paper, the problem of H₂ and H_∞ mixed switching control of uncertain discrete switched systems with time delay is considered via a switching signal design. New Lyapunov functional and Wirtinger inequality are used to guarantee the mixed performance for discrete switched time-delay system. The number of using LMI variables is less than our past proposed approach. Finally, a numerical example is illustrated to show the improvement of the developed results.     

Improved results on observer-based control for discrete-time fuzzy systems

This paper is concerned with the design problem of observer-based H_∞ control for discrete-time Takagi?Sugeno (T?S) fuzzy systems. New sufficient conditions guaranteeing the H_∞ performance of the T?S fuzzy systems are derived. With the aid of some special derivations, bilinear matrix inequalities are converted into a set of linear matrix inequalities which can be solved using a single-step resolution procedure. In comparison with the existing literature results, the proposed approach may provide more relaxed conditions while ensuring better H_∞ performance. Finally, both numerical and practical examples are given to verify the effectiveness of the proposed approach.     

output feedback control for uncertain stochastic systems with time-varying delays

This paper deals with the problem of H_∞ output feedback control for uncertain stochastic systems with time-varying delays. The parameter uncertainties are assumed to be time-varying norm-bounded. The aim is the design of a full-order dynamic output feedback controller ensuring robust exponential mean-square stability and a prescribed H_∞ performance level for the resulting closed-loop system, irrespective of the uncertainties. A sufficient condition for the existence of such an output feedback controller is obtained and the expression of desired controllers is given.     

主动悬架H2/ 广义H2输出反馈控制

本文提出了一种主动悬架控制的H₂ /广义H₂ 输出反馈控制方法. 依照国际标准ISO2631.3选择垂直和俯仰加速度的频率加权. 根据路面干扰谱特征, 选用H₂ 范数作为乘坐舒适性的指标, 广义H₂ 范数描述轮胎接地性等时域约束要求. 在多目标控制框架下, 将输出反馈控制器的设计转化为求解LMI优化问题. 基于半车模型, 给出了输出反馈主动悬架系统的频域分析和时域仿真.     

Memoryless H ∞ controller design for switched non-linear systems with mixed time-varying delays

This article deals with the H _∞ control problem for a class of switched non-linear systems with mixed time-varying delays. The novel features here are that the system in consideration is non-linear perturbation with discrete and distributed delays, the time-varying delay is also involved in the observation output, and the controllers to be designed satisfy some exponential stability constraints on the closed-loop poles. By using Lyapunov–Razumikhin functional approach, new sufficient conditions for the H _∞ control with exponential stability constraint are derived in terms of the solution of Riccati-type equations. The approach allows for simultaneous computation of the two bounds that characterise the stability rate of the solution.