不确定高次随机非线性系统的自适应控制

针对一类含有噪声干扰和非线性参数的高次随机非线性系统,研究了依概率全局自适应稳定问题.在噪声的协方差未知的情况下,利用自适应增加幂积分方法和参数分离技术,提出了一种反馈占优设计方法并构造了一个光滑自适应控制器.该控制器能保证闭环系统依概率全局稳定,并且系统的状态几乎必然收敛到零.仿真例子验证了控制方案的有效性.     

Discrete-time optimal control for stochastic nonlinear polynomial systems

This paper presents a solution to the discrete-time optimal control problem for stochastic nonlinear polynomial systems over linear observations and a quadratic criterion. The solution is obtained in two steps: the optimal control algorithm is developed for nonlinear polynomial systems by considering complete information when generating a control law. Then, the state estimate equations for discrete-time stochastic nonlinear polynomial system over linear observations are employed. The closed-form solution is finally obtained substituting the state estimates into the obtained control law. The designed optimal control algorithm can be applied to both distributed and lumped systems. To show effectiveness of the proposed controller, an illustrative example is presented for a second degree polynomial system. The obtained results are compared to the optimal control for the linearized system.     

An efficient method for stochastic optimal control with joint chance constraints for nonlinear systems

Stochastic model predictive control hinges on the online solution of a stochastic optimal control problem. This paper presents a computationally efficient solution method for stochastic optimal control for nonlinear systems subject to (time‐varying) stochastic disturbances and (time‐invariant) probabilistic model uncertainty in initial conditions and parameters. To this end, new methods are presented for joint propagation of time‐varying and time‐invariant probabilistic uncertainty and the nonconservative approximation of joint chance constraint (JCC) on the system state. The proposed uncertainty propagation method relies on generalized polynomial chaos and conditional probability rules to obtain tractable expressions for the state mean and covariance matrix. A moment‐based surrogate is presented for JCC approximation to circumvent construction of the full probability distribution of the state or the use of integer variables as required when using the sample average approximation. The proposed solution method for stochastic optimal control is illustrated on a nonlinear semibatch reactor case study in the presence of probabilistic model uncertainty and stochastic disturbances. It is shown that the proposed solution method is significantly superior to a standard random sampling method for stochastic optimal control in terms of computational requirements. Furthermore, the moment‐based surrogate for the JCC is shown to be substantially less conservative than the widely used distributionally robust Cantelli‐Chebyshev inequality for chance constraint approximation.     

Robust adaptive control for nonlinear uncertain systems

A direct robust adaptive control framework for nonlinear uncertain systems with constant linearly parameterized uncertainty and nonlinear state-dependent uncertainty is developed. The proposed framework is Lyapunov-based and guarantees partial asymptotic robust stability of the closed-loop system; that is, asymptotic robust stability with respect to part of the closed-loop system states associated with the plant. Finally, a numerical example is provided to demonstrate the efficacy of the proposed approach.     

Fault estimation and fault tolerant control for linear stochastic uncertain systems

This article investigates the fault estimation and fault tolerant control (FTC) problems for linear stochastic uncertain systems. By introducing the fictitious noise, the fault is augmented as part of the systems state, and then a robust estimator is proposed to simultaneously obtain the state and fault estimation. Based on the estimated information, the active FTC is presented to eliminate the impact of the fault. Finally, a simulation example is conducted to demonstrate the effectiveness of our main method.     

不确定随机非线性系统自适应观测器设计

考虑带非参数不确定项的随机非线性系统自适应观测器设计问题.不同于已有结果,系统的不确定项无需满足Lipschitz连续性条件,也不必要仅仅是系统输出的函数.通过设计一个带参数自适应律的非线性观测器来重构系统状态,该观测器结构简单目易于实现.应用Lyapunov稳定性理论和随机微分理论证明该观测器是最终有界的,并且它的界可以通过选取适当的参数进行调节.最后,数值仿真结果表明了该观测器的有效性.     

随机不确定时滞系统的鲁棒H∞控制

本文研究了随机不确定时滞系统的鲁棒稳定性与鲁棒H∞控制问题,系统的不确性具有凸多面体形式.利用线性矩阵不等式方法,通过依赖于参数的Lyapunov函数,得到了此类系统鲁棒随机镇定的充分条件.在此基础上,又给出了H∞状态反馈控制器的设计.     

Robust reliable control of uncertain nonlinear stochastic systems subject to actuator fault

This paper addresses the issue of robust reliable stabilization for a class of uncertain nonlinear stochastic systems with both discrete and distributed time-varying delays and possible occurrence of actuator faults. By constructing a new Lyapunov functional and using linear matrix inequality technique, a new set of sufficient conditions is established for the stochastic stability of the uncertain nonlinear stochastic systems. Then, sufficient conditions are obtained for the solvability of the robust stabilization problem via robust reliable controller. More precisely, the derived control law guarantees the robust stabilization of nonlinear stochastic systems in the presence of known actuator failure matrix and uncertainties. Further, the results are extended to study the stabilization of stochastic systems with unknown actuator failure matrix. Moreover, the obtained criteria are formulated in terms of LMIs and also the reliable controller can be designed in terms of the solutions to certain linear matrix inequalities. Finally, numerical examples with simulation result are presented to demonstrate the validity and less conservatism of the obtained results.     

Funnel‐like prescribed tracking control for uncertain nonlinear stochastic switched systems

This paper deals with the funnel‐like prescribed tracking control problem for a class of uncertain nonlinear stochastic switched systems. An improved performance technique is developed to restrain the fluctuation at the moment of switches and a new algorithm is proposed to address the funnel‐like prescribed tracking problem. First, a dynamic gain‐based switched K‐filter is constructed to estimate the unmeasured state information of the switched system. Subsequently, the performance technique is applied to prescribe output tracking error and restrain fluctuations of the system. Thereafter, the dynamic output feedback switched controller is designed by the use of the backstepping method. Moreover, based on the Lyapunov stability theory, it is proved strictly that all signals of the resulting closed‐loop system are bounded in probability if the switching signal satisfies the average dwell time. Finally, a numerical simulation is presented to illustrate the effectiveness of the proposed theoretical results.     

基于观测器的不确定非线性系统的自适应鲁棒模糊控制

针对单输入单输出不确定非线性系统提出了一种自适应鲁棒模糊控制算法.该算法通过设计观测器来估计系统的状态向量,因此不要求假设系统的状态向量是可测的.在这个算法中,主要的假设为最优逼近参数向量与标称参数向量之差的范数和逼近误差的界限是未知的.通过只对未知界限估计的调节,该算法减轻了在线计算量并且提高了系统的鲁棒性.所设计的自适应鲁棒模糊控制算法保证了闭环系统的所有信号是一致有界的并且跟踪误差估计收敛到一个小的零邻域内.仿真例子证实了所提方法的可行性.     

具有输入和输出约束的高阶随机系统神经网络控制

针对高阶非线性系统,开展自适应神经网络跟踪控制器设计,系统受到随机扰动的影响.首次把输入和输出约束问题引入到高阶系统的跟踪控制中,并假定系统动态是未知.首先借用高斯误差函数表达连续可微的非对称饱和模型以实现输入约束,和障碍Lyapunov函数保证系统输出受限;其次,针对高阶非线性系统,径向基函数(RBF)神经网络用来克服未知系统动态和随机扰动.在每一步的backstepping计算中,仅用到单一的自适应更新参数,从而克服了过参数问题;最后,基于Lyapunov稳定性理论提出自适应神经网络控制策略,并减少了学习参数.最终结果表明设计的控制器能保证所有闭环信号半全局最终一致有界,并能使跟踪误差收敛到零值小的邻域内.仿真研究进一步验证了提出方法的有效性.     

基于神经网络的不确定随机非线性时滞系统自适应有界镇定

针对一类不确定严格反馈随机非线性时滞系统的自适应有界镇定问题,利用神经网络参数化和Backstepping方法,提出一种新的且含较少学习参数的神经网络自适应控制策略,以保证系统半全局随机有界.稳定性分析证明闭环系统的所有误差信号概率意义下有界.仿真结果表明所提出控制器设计方法的有效性.     

不确定拟哈密顿系统的随机最优控制

本文提出了不确定拟哈密顿系统、基于随机平均法、随机极大值原理和随机微分对策理论的一种随机极大极小最优控制策略.首先,运用拟哈密顿系统的随机平均法,将系统状态从速度和位移的快变量形式转化为能量的慢变量形式,得到部分平均的It随机微分方程;其次,给定控制性能指标,对于不确定拟哈密顿系统的随机最优控制,根据随机微分对策理论,将其转化为一个极小极大控制问题;再根据随机极大值原理,建立关于系统与伴随过程的前向-后向随机微分方程,随机最优控制表达为哈密顿控制函数的极大极小条件,由此得到最坏情形下的扰动参数与极大极小最优控制;然后,将最坏扰动参数与最优控制代入部分平均的It随机微分方程并完成平均,求解与完全平均的It随机微分方程相应的Fokker-Planck-Kolmogorov(FPK)方程,可得受控系统的响应量并计算控制效果;最后,将上述不确定拟哈密顿系统的随机最优控制策略应用于一个两自由度非线性系统,通过数值结果说明该随机极大极小控制策略的控制效果.     

Controllability of nonlinear stochastic control systems

In the paper sufficient conditions for ‘deterministic weak controllability’ of nonlinear Itô equations of the form are given.     

Probability‐weighted nonlinear stochastic optimal control strategy of quasi‐integrable Hamiltonian systems with uncertain parameters

The nonlinear stochastic optimal control problem of quasi‐integrable Hamiltonian systems with uncertain parameters is investigated. The uncertain parameters are described by using a random vector with λ probability density function. First, the partially averaged Itô stochastic differential equations are derived by using the stochastic averaging method for quasi‐integrable Hamiltonian systems. Then, the dynamical programming equation is established based on stochastic dynamical programming principle. By minimizing the dynamical programming equation with respect to control forces, the optimal control forces can be derived, which are functions of the uncertain parameters. The final optimal control forces are then determined by probability‐weighted average of the obtained control forces with the probability density of the uncertain parameters as weighting function. The mean control effectiveness and mean control efficiency are used to evaluate the proposed control strategy. The robustness of the proposed control is measured by using the ratios of the variation coefficients of mean control effectiveness and mean control efficiency to the variation coefficients of uncertain parameters. Finally, two examples are given to illustrate the proposed control strategy and its effectiveness and robustness. Copyright © 2014 John Wiley & Sons, Ltd.     

Output-feedback control of a class of high-order stochastic nonlinear systems

This article investigates the problem of output-feedback stabilisation for a class of high-order stochastic non-linear systems in which the diffusion terms depend on unmeasurable states besides the output. By introducing a new rescaling transformation, adopting an effective observer and choosing the appropriate Lyapunov function, an output-feedback controller is constructed to ensure that the equilibrium at the origin of the closed-loop system is globally asymptotically stable in probability, the output can be regulated to the origin almost surely, and the problem of inverse optimal stabilisation in probability is solved. The efficiency of the output-feedback controller is demonstrated by several simulation examples.     

On convergence of active disturbance rejection control for a class of uncertain stochastic nonlinear systems

In this paper, the practical mean-square convergence of active disturbance rejection control for a class of uncertain stochastic nonlinear systems modelled by the Itô-type stochastic differential equations with vast stochastic uncertainties is developed. We first design an extended state observer (ESO) to estimate both the unmeasured states and the stochastic total disturbance which includes unknown internal system dynamics, external stochastic disturbance without known statistical characteristics, unknown stochastic inverse dynamics, and uncertainty caused by the deviation of control parameter from its nominal value. The stochastic total disturbance is then cancelled (compensated) in the feedback loop. An ESO-based output-feedback control is finally designed analogously as for the system without uncertainties. The practical mean-square reference tracking and practical mean-square stability of the resulting closed-loop system are achieved. The numerical experiments are carried out to illustrate the effectiveness of the proposed approach.     

不确定多重时滞随机中立系统鲁棒H∞控制

针对一类不确定多重时滞随机中立系统,研究了鲁棒H_∞控制设计问题．该随机中立系统的状态项、控制项、微分项、外部干扰输入项均含有时滞,系统中的不确定性满足广义匹配条件．首先,利用随机Lyapunov稳定性理论和Ito微分法则,推导出系统的随机鲁棒可镇定的充分条件．在此基础上,进一步给出了鲁棒H_∞控制器存在的充分条件．本文的研究结果以线性矩阵不等式的形式给出,仿真结果表明了此控制器设计方法的有效性．     

Iterative learning control for uncertain nonlinear networked control systems with random packet dropout

This paper proposes a novel networked iterative learning control (NILC) scheme with adjustment factor for a class of discrete‐time uncertain nonlinear systems with stochastic input and output packet dropout modeled as 0‐1 Bernoulli‐type random variable. Firstly, the equivalence relation between the realizability of controlled system and the input‐output coupling parameter (IOCP) is established. Secondly, in order to overcome the main obstacle arising from the unknown IOCP, an identification technique is developed for it. Thirdly, it is strictly proved that, under certain conditions, the tracking errors driven by the developed NILC scheme are convergent to zero along iteration direction in the sense of expectation. Finally, an example is given to demonstrate the effectiveness of the proposed NILC scheme and the merits of adjustment factor.     

Properties of optimal stochastic control systems with dead-time

Structural, stability and sensitivity properties of optimal stochastic control systems for dead-time, stable minimum phase as well as non-minimum phase processes are presented. The processes are described by rational transfer functions plus dead-times and the disturbances by rational spectral densities. It is shown that although the frequency domain design techniques guarantee asymptotically stable systems for given process and disturbance models, many of the designs might be practically unstable. Necessary and sufficient conditions that must be imposed on the design to assure practically stable optimal systems are derived. The uncertainties in the parameters and in the structure of the process model are measured by means of an ignorance function. Sufficient conditions in terms of the ignorance function, which guarantee stable design and by means of which the bounds of the uncertainties for a given design may be estimated, are stated. Conditions under which the optimal designs possess attractive relative stability properties, namely gain and phase margins of at least 2 and 60°, respectively, are stated, too. It is further shown that any optimal controller, for the type of processes discussed in this paper, may be separated into a primary controller and into a dead-time compensator where the latter is completely independent of the cost and the disturbance properties. Such a decomposition gives excellent insight into the role of the cost and the disturbance in the design. When low order process and disturbance models are used, the conventional PI and PID control laws coupled with the dead-time compensator emerge.