A stochastic maximum principle for systems with jumps, with applications to finance

We consider a stochastic control problem with linear dynamics with jumps, convex cost criterion, and convex state constraint, in which the control enters the drift, the diffusion, and the jump coefficients. We allow these coefficients to be random, and do not impose any L^p-bounds on the control.

We obtain a stochastic maximum principle for this model that provides both necessary and sufficient conditions of optimality. This is the first version of the stochastic maximum principle that covers the consumption–investment problem in which there are jumps in the price system.     

排气系统在注射模中的应用

介绍了排气系统在注射模中的重要性,排气系统位置的选择,排气系统的种类以及应用等     

Lyapunov‐stable discrete‐time model reference adaptive control

Discrete‐time model reference adaptive control (MRAC) is considered with both least squares and projection algorithm parameter identification. For both cases complete Lyapunov proofs are given for stability and convergence. The results extend the approach of Johansson (Int. J. Control 1989; 50 (3):859–869) to include Lyapunov stability for MRAC when the normalized projection algorithm is used for parameter identification. Copyright © 2005 John Wiley & Sons, Ltd.     

Quantitative evaluation of generator power control effect of FACTS controllers for power system stabilization

The advancement of power electronics technologies has significantly developed the power system stabilizing controllers. Quantitative as well as qualitative evaluation of their effectiveness in power systems is a matter of great importance for the feasibility investigation of these apparatus. In this paper, the possible control region of FACTS controllers with series and/or shunt configuration in a single machine to infinite bus system is formulated in the powerangle curve with a set of algebraic equations. The effectiveness of TCPST (Thyristor‐Controlled Phase Shifting Transformer), SSSC (Static Synchronous Series Compensator), and TCSC (Thyristor‐Controlled Series Compensator) for the improvement of the transient stability is evaluated quantitatively as a numerical example. The correctness of the proposed method has been confirmed by analysis based on the electromagnetic transients simulation with a detailed system model. © 2001 Scripta Technica, Electr Eng Jpn, 138(3): 43–51, 2002     

Adaptive predictive control algorithm based on Laguerre Functional Model

Laguerre Functional Model has many advantages such as good approximation capability for the variances of system time‐delay, order and other structural parameters, low computational complexity, and the facility of online parameter identification, etc., so this model is suitable for complex industrial process control. A series of successful applications have been gained in linear and non‐linear predictive control fields by the control algorithm based on Laguerre Functional Model, however, former researchers have not systemically brought forward the theoretical analyses of the stability, robustness, and steady‐state performance of this algorithm, which are the keys to guarantee the feasibility of the control algorithm fundamentally. Aimed at this problem, we introduce the principles of the Incremental Mode Linear Laguerre Predictive Control (IMLLPC) algorithm, and then systemically propose the theoretical analyses and proofs of the stability and robustness of the algorithm, in addition, we also put forward the steady‐state performance analysis. At last, the control performances of this algorithm on two different physical industrial plants are presented in detail, and a number of experimental results validate the feasibility and superiority of IMLLPC algorithm. Copyright © 2005 John Wiley & Sons, Ltd.     

Sensorless control of synchronous reluctance motors using on‐line parameter identification method not affected by position estimation accuracy

This paper presents a novel on‐line parameter identification method for sensorless control of Synchronous Reluctance Motors (SynRMs). Although conventional sensorless control methods based on mathematical models usually need some complex measurements of motor parameters in advance, the proposed identification method does not require them and can be realized on‐line. The proposed method identifies motor parameters under sensorless control, so rotor position and velocity cannot be used to identify these parameters. However, the proposed method does not need rotor position and velocity, and identified parameters are not affected by these estimation errors. The sensorless control using identified motor parameters is realized, and the effectiveness of the proposed method is verified by experimental results. © 2006 Wiley Periodicals, Inc. Electr Eng Jpn, 155(3): 62–69, 2006; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/eej.20258     

Minimum switching control for adaptive tracking

The switching adaptive control method has been used for quite a few years to solve the adaptive stabilization and model reference adaptive control problems. However, a serious problem with the switching control method is that the number of ‘candidate’ controllers can potentially be very large, especially for multi‐input–multi‐output systems. In this paper, we consider a class of minimum‐phase multi‐input–multi‐output plants with some mild compactness assumptions. Given any polynomial reference input, we provide a switching control law which guarantees exponentially stability of the closed‐loop system with exponential tracking performance. The main contribution of the paper is that we give the minimum number of candidate controllers required for switching. In particular, the number is equal to 2 for single‐input–single‐output plants (one for each sign of the high‐frequency gain), and is equal to 2^m for m‐input–m‐output plants. That is, the number is independent of the degree and the relative degree of the plant. Copyright © 2006 John Wiley & Sons, Ltd.     

A novel robust current control approach using adaptive line enhancer for three‐phase current‐source active power filter

An effective system control method is presented for applying a three‐phase current‐source PWM converter with a deadbeat controller to active power filters (APFs). In the shunt‐type configuration, the APF is controlled such that the current drawn by the APF from the utility is equal to the current harmonics and reactive current required for the load. To attain the time‐optimal response of the APF supply current, a two‐dimensional deadbeat control scheme is applied to APF current control. Furthermore, in order to cancel both the delay in the two‐dimensional deadbeat control scheme and the delay in DSP control strategy, an Adaptive Line Enhancer (ALE) is introduced in order to predict the desired value three sampling periods ahead. ALE has another function of bringing robustness to the deadbeat control system. Due to the ALE, settling time is made short in a transient state. On the other hand, total harmonic distortion (THD) of source currents can be minimized compared to the case where ideal identification of the controlled system can be made. The experimental results obtained from the DSP‐based APF are also reported. The compensating ability of this APF is very high in accuracy and responsiveness although the modulation frequency is rather low. © 2004 Wiley Periodicals, Inc. Electr Eng Jpn, 150(1): 50–61, 2005; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/eej.20014