On Fault Predictability in Stochastic Discrete Event Systems

Fault predictability in stochastic discrete event systems is considered. The notion of asymptotically almost sure predictability (or AAS‐predictability) is introduced, and a necessary and sufficient condition for AAS‐predictability is obtained.     

Convergence Rate of Ordinal Optimization for Stochastic Discrete Event Systems

It is shown that a global optimization algorithm using ordinal comparison converges to the good enough designs with a convergence rate faster than any polynomial of the total computing budget. The result is established in the context of one-dependent regenerative processes under the exponential stability condition of the underlying systems. A systematic approach is introduced to check the exponential stability condition by the stochastic Lyapunov function criterion. Examples arising in queueing theory are employed to illustrate the developed criterion.     

线性离散事件动态系统的鲁棒性*

应用极大代数,可对一类离散事件动态系统建立线性模型,本文讨论这类系统的鲁捧性,首先系统地讨论了系统中有一个参数发生摄动时对整个系统动态性能的影响,并对系统参数按照这种影响进行了分类,对于系统中有多个参数同时发生增性摄动的情况,给出了不影响系统动态性能的各个参数的允许摄动范围,亦即鲁棒性条件,这个范围在一定意义下是最大允许的参数摄动范围。     

双线性随机离散系统的协方差配置控制及设计

本文提出并讨论了一类双线性随机离散系统的协方差配置控制问题，给出了由状态反馈可配置的状态协方差的集合，以及能配置这些状态协方差的状态的反馈增益阵的集合，在状态方差受约束的情形下，本文给出了反馈控制器的设计步骤及数值例子。     

关于约束方差控制器的评估问题的研究

本文研究当系统的性能指标表现为系统输入及输出的方差约束时一类随机控制器的评价问题，给出了系统反馈输入及输出的辨识算法，该算法可用来评价反馈控制器能否使反馈系统满足既定的方差约束，以便在对实际系统实施控制之前及时调整控制器，从而达到设计目的。     

On the Effect of Communication Delays in Failure Diagnosis of Decentralized Discrete Event Systems

We study the effect of communication delays on the performance of a coordinated decentralized architecture for failure diagnosis of untimed discrete event systems. The architecture consists of local sites communicating with a coordinator that is responsible for diagnosing the failures occurring in the system. A protocol that realizes the architecture is defined by the diagnostic information generated at the local sites, the communication rules used by the local sites, and the decision rule used by the coordinator to infer the occurrence of failures. Our prior work (Debouk et al., 2000) has addressed the performance of a set of protocols under the assumption that messages are received by the coordinator in the order in which they are sent globally. In this work we relax the abovementioned assumption. We modify the coordinator's decision rule for two of the protocols analyzed in Debouk et al. (2000) to account for the reception of out of order messages. We discover conditions on the system structure under which the modified protocols perform as well as the centralized diagnostic scheme proposed in Sampath et al. (1995).     

非线性离散随机时变系统比例微分滤波

扩展卡尔曼滤波（EKF）是从极小化状态估计误差的方差得到的，没有考虑状态误差的变化率，因而对非线性时变系统EKF估计方法惯性作用 较大，从而产生估计滞后，提出了非线性离散随机系统比例微分滤波（PDF），PDF联合考虑极小化状态估计误差和状态误差变化率的方差，克服了EKF对非线性时变系统估计滞后的缺点，估计具有适时性，提出了高估计的精度，仿真例子证明了所提出的估计方法的有效性。     

关于离散系统的有限拍协方差控制器

在随机控制问题中，性能指林常常表示为系统状态协方差的形式．本文将讨论如下问题．即设计线性反馈控制器，使系统的状态协方差在有限拍内达到其稳态值，同时该稳态值达到预先指定值．本文讨论了这类反馈控制器的存在条件及设计方法，并给出了直接的设计步骤．     

Supervisor Synthesis for Real-Time Discrete Event Systems

This paper introduces a formal framework to logically analyze and control real-time discrete event systems (RTDESs). Time Petri nets are extended to controlled time Petri nets (CtlTPNs) to model the dynamics of RTDESs that can be controlled by real-time supervisors. The logical behaviors of CtlTPNs are represented by control class graphs (CCGs) which are untimed automata with timing and control information in their state transition labels. We prove that the CCG corresponding to a CtlTPN expresses completely the logical behavior of the CtlTPN. The real-time supervisor is based on a nondeterministic logical supervisor for the CCG, including the delay for control computations to ensure the supervisor is acceptable in a true real-time environment. We prove the existence of a unique maximal controllable sublanguage of a given specification language and present an algorithm to construct the sublanguage. We also prove that the real-time supervisor meets the prespecified real-time behavior and present an online control algorithm to implement real-time supervisors. The concepts and algorithms are illustrated for an example of packet reception processes in a communication network.     

乘性随机离散系统的最优控制

基于对系统随机不确定因素的分析,文中定义了一种新型随机离散系统--乘性随机离散系统,并研究该类系统的线性二次型(LQ)最优控制问题.首先给出了该类系统的有限时间和无限时间LQ最优控制律,并着重分析、证明了无限时间LQ最优控制问题的Riccati方程的正定矩阵解的存在性及相应数值求解算法与收敛性,以及闭环系统的稳定性等问题.仿真结果表明了该方法的有效性.     

Alignment Properties in Ordinal Comparison of Discrete Event Dynamic Systems

In the design and optimization of discrete event dynamic systems, it is often necessary to order alternative designs based on their relative performance, i.e., to rank them from best to worst. In this paper, alignment of observed performance orders with true orders is considered and properties of the alignment are investigated. Spearman's rank correlation coefficient is a measure of agreement between the observed performance orders and the true ones. It is shown that Spearman's coefficient converges exponentially in the simulation time or observation time, which gives a strong evidence of the efficiency of order comparison for discrete event dynamic systems. In the context of simulation, the effect of simulation dependence on the alignment is also discussed. It is found that neither independent simulation nor the scheme of common random numbers (CRN), a popular scheme for variance reduction, can yield dominant performance. Finally, numerical examples based on a networking optimization problem are provided to illustrate the convergence of Spearman's coefficient. In these examples, the standard clock (SC) simulation technique provides much faster convergence than either independent simulations or CRN simulations. Both the SC and CRN methods use the same random number sequence to drive many events in parallel; however, under SC the events driving the parallel experiments are all identical, whereas under CRN they may be different.     

离散事件动态系统的能观性

研究离散事件动态系统的能观性与对偶原理,用极大代数上方程唯一解的引理得到了完全能观性的新判据,由此给出了著名的对偶原理;提出能观维数的新概念,得到了维数对偶原理:并分析了完全能观状态集的结构。     

Diagnosability of Discrete Event Systems with Modular Structure

The diagnosis of unobservable faults in large and complex discrete event systems modeled by parallel composition of automata is considered. A modular approach is developed for diagnosing such systems. The notion of modular diagnosability is introduced and the corresponding necessary and sufficient conditions to ensure it are presented. The verification of modular diagnosability is performed by a new algorithm that incrementally exploits the modular structure of the system to save on computational effort. The correctness of the algorithm is proved. Online diagnosis of modularly diagnosable systems is achieved using only local diagnosers. *Olivier Contant is now working at Microsoft Corporation.     

广义离散随机线性系统自校正最优预报器

运用现代时间序列分析[1]的方法研究广义离散随机线性系统最优及自适应状态估计.将状态估计转化为输出预报和白噪声估计,从而提出了系统的最优预报器,并且证明最优预报器对于初始值的选取渐近稳定.在噪声统计未知时提出了自校正预报器.仿真例子说明了其有效性.     

实时离散事件系统的预测状态反馈控制

本文我们将预测监控的一般结果推广到状态反馈控制的情况。给出了预测状态反馈控制器存在的充要条件及设计方法。对一类特殊的系统,我们证明了任一传统的状态反馈控制下的解也是预测状态反馈控制问题的解,从而预测状态反馈控制对这类系统有最优解存在。最后,我们给出了一个例子来说明这一结果。     

离散系统状态反馈控制中的跟踪问题

针对离散系统，本文讨论状态调节器的输出跟踪问题，指出了现有的离散状态调节器存在的问题，提出了一种新型的离散状态PI调节器．     

一种新的离散事件系统控制方案

给定离散事件系统（ＤＥＳ）Ｇ及某个规定的最大允许合法语言文明（ＭＰＬＬＳ）Ｋ，监督控制在任务就是寻找一个监控器Ｓ，使得系统在监控下不会突破该ＭＰＬＬＳ，也即满足：Ｌ（Ｓ／Ｇ）包含于Ｋ，传统的实现方法要求给定ＭＰＬＩＳＫ计算其最大可控子语言Ｋ＾↑因此难免显示地构造Ｓ。本文给了一种新的方案可以不必对Ｋ＾↑和Ｓ作显式计算，监控任务是随ＤＥＳＧ的演化结合规定的ＭＰＬＬＳＫ用动态方法实现，该方案在很大程度上     

离散事件系统不透明性监督控制研究综述

离散事件系统不透明性是指外部观察者无法分辨系统的一系列行为是否为系统所发生的.而离散事件不透明性监督控制则是构建监督器控制系统行为,使系统满足不透明性的一种方法.离散事件系统不透明性与信息安全有着紧密的联系,并得到了广泛的应用.首先对离散事件系统做了简要的概述,然后介绍了不透明性监督控制算法的研究现状,最后进行了总结和展望.     

离散事件动态系统的混合状态模型

本文通过引入混合状态，使大部分ＤＥＤＳ成为时齐的混合状态马氏过程。然后用半群理论来研究该马氏过程，建立了有关半群算子的偏微分方程，并进一步把该方程转化为积分方程，并证明了积分方程有唯一解，解可由迭代法求出。