Quadratic optimal neural fuzzy control for synchronization of uncertain chaotic systems

This paper presents a novel quadratic optimal neural fuzzy control for synchronization of uncertain chaotic systems via H^∞ approach. In the proposed algorithm, a self-constructing neural fuzzy network (SCNFN) is developed with both structure and parameter learning phases, so that the number of fuzzy rules and network parameters can be adaptively determined. Based on the SCNFN, an uncertainty observer is first introduced to watch compound system uncertainties. Subsequently, an optimal NFN-based controller is designed to overcome the effects of unstructured uncertainty and approximation error by integrating the NFN identifier, linear optimal control and H^∞ approach as a whole. The adaptive tuning laws of network parameters are derived in the sense of quadratic stability technique and Lyapunov synthesis approach to ensure the network convergence and H^∞ synchronization performance. The merits of the proposed control scheme are not only that the conservative estimation of NFN approximation error bound is avoided but also that a suitable-sized neural structure is found to sufficiently approximate the system uncertainties. Simulation results are provided to verify the effectiveness and robustness of the proposed control method.     

一类Lyapunov型矩阵方程组的中心对称解及其最佳逼近

建立了求矩阵方程组AiXBi＋GiXDi=Fi（i=1,2）的中心对称解的迭代算法.使用该方法不仅可以判断矩阵方程组是否有中心对称解,而且在有中心对称解时,还能够在有限步迭代计算之后得到矩阵方程组的极小范数中心对称解.同时,也能够在矩阵方程组的中心对称解集合中求得给定矩阵的最佳逼近.     

参数不确定统一混沌系统鲁棒最优控制

针对含有参数不确定性的统一混沌系统,基于鲁棒最优控制理论,提出了一种简单的线性状态反馈控制策略.该策略给出了系统渐进稳定的充分条件,并可以通过求解线性矩阵不等式(LMI),快速有效地求得系统反馈的控制增益,利用Lyapunov方法证明了闭环系统的稳定性.仿真结果验证了所提出的控制策略的有效性.     

基于分类优化的离散证据推理

离散信息在专家系统、模式识别、决策分析等领域普遍存在, 为了解决这类信息融合问题, 提出一种离散证据推理方法. 首先, 将每个离散证据拆分成一类单点值证据; 然后, 以冲突最小化为目标修正类内证据, 并采用证据推理进行组合; 最后, 以同样的方法对类间证据进行修正与组合. 所提出方法不仅可以解决离散证据的内外部冲突问题, 而且能够克服运算量过大的问题. 算例分析表明了所提出的方法是合理且有效的.

     

非线性离散奇异摄动系统的组合优化控制方法的合理性分析

分析一类非线性离散奇异摄动系统的降阶组合优化控制器的合理性, 即降阶组合控制器与原始高阶优化控制器之间的关系. 基于快、慢子系统的解耦, 分别对快、慢子系统设计子优化控制器, 并进一步提出作用于原高阶系统的组合优化控制器. 对原高阶系统设计传统高阶优化控制器, 提出组合优化控制器近似等于传统高阶优化控制器的充分条件. 最后通过仿真验证了所得到结论的正确性.

     

Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation

We consider a problem of dynamic stochastic portfolio optimization modelled by a fully non-linear Hamilton–Jacobi–Bellman (HJB) equation. Using the Riccati transformation, the HJB equation is transformed to a simpler quasi-linear partial differential equation. An auxiliary quadratic programming problem is obtained, which involves a vector of expected asset returns and a covariance matrix of the returns as input parameters. Since this problem can be sensitive to the input data, we modify the problem from fixed input parameters to worst-case optimization over convex or discrete uncertainty sets both for asset mean returns and their covariance matrix. Qualitative as well as quantitative properties of the value function are analysed along with providing illustrative numerical examples. We show application to robust portfolio optimization for the German DAX30 Index.     

Online adaptive optimal control for continuous-time nonlinear systems with completely unknown dynamics

An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.     

Estimating parameters with pre-specified accuracies in distributed parameter systems using optimal experiment design

Estimation of physical parameters in dynamical systems driven by linear partial differential equations is an important problem. In this paper, we introduce the least costly experiment design framework for these systems. It enables parameter estimation with an accuracy that is specified by the experimenter prior to the identification experiment, while at the same time minimising the cost of the experiment. We show how to adapt the classical framework for these systems and take into account scaling and stability issues. We also introduce a progressive subdivision algorithm that further generalises the experiment design framework in the sense that it returns the lowest cost by finding the optimal input signal, and optimal sensor and actuator locations. Our methodology is then applied to a relevant problem in heat transfer studies: estimation of conductivity and diffusivity parameters in front-face experiments. We find good correspondence between numerical and theoretical results.     

Intelligent adaptive observer-based optimal control of overhead transmission line de-icing robot manipulator

In cold season, wet snow ice accretion on overhead transmission lines increases wind load effects which in turn increases line tension. This increased line tension causes undesirable effects in power systems. This paper discusses the design of an observer-based boundary sliding mode control (BSMC) for 3 DOF overhead transmission line de-icing robot manipulator (OTDIRM). A robust radial basis functional neural network (RBFNN) observer-based neural network (NN) controller is developed for the motion control of OTDIRM, which is a combination of BSMC, NN approximation and adaptation law. The RBFNN-based adaptive observer is designed to estimate the positions and velocities. The weights of both NN observer and NN approximator are tuned off-line using particle swarm optimization. Using Lyapunov analysis the closed loop tracking error was verified for a 3 DOF OTDIRM. Finally, the robustness of the proposed neural network-based adaptive observer boundary sliding mode control (NNAOBSMC) was verified against the input disturbances and uncertainties.