This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be sol...This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be solved on the basis of stochastic Lyapunov approach and linear matrix inequality (LMI) technique. Sufficient conditions for the existence of stochastic stabilization and robust H∞ state feedback controller are presented in terms of a set of solutions of coupled LMIs. Finally, a numerical example is included to demonstrate the practicability of the proposed methods.展开更多
In this paper, the matrix algebraic equations involved in the optimal control problem of time-invariant linear Ito stochastic systems, named Riccati- Ito equations in the paper, are investigated. The necessary and suf...In this paper, the matrix algebraic equations involved in the optimal control problem of time-invariant linear Ito stochastic systems, named Riccati- Ito equations in the paper, are investigated. The necessary and sufficient condition for the existence of positive definite solutions of the Riccati- Ito equations is obtained and an iterative solution to the Riccati- Ito equations is also given in the paper thus a complete solution to the basic problem of optimal control of time-invariant linear Ito stochastic systems is then obtained. An example is given at the end of the paper to illustrate the application of the result of the paper.展开更多
The modify Korteweg-de Vries(mKdV) equations,governing the evolution of the amplitude of solitary Rossby waves,are derived from quasi-geostrophic vorticity equation by using the perturbation method.The result manifest...The modify Korteweg-de Vries(mKdV) equations,governing the evolution of the amplitude of solitary Rossby waves,are derived from quasi-geostrophic vorticity equation by using the perturbation method.The result manifests that the linear topography effect with the change of latitude can induce solitary Rossby wave.展开更多
由于网络传输带宽的限制,在网络传输中可能造成数据的丢失.对于同时具有测量数据和控制数据丢失的一类网络控制系统,研究H_2输出反馈控制问题.数据的丢失采用满足Bernoulli分布的二进制随机变量进行表述.利用矩阵不等式方法给出了H_2动...由于网络传输带宽的限制,在网络传输中可能造成数据的丢失.对于同时具有测量数据和控制数据丢失的一类网络控制系统,研究H_2输出反馈控制问题.数据的丢失采用满足Bernoulli分布的二进制随机变量进行表述.利用矩阵不等式方法给出了H_2动态输出反馈控制器存在的充分条件,所设计的控制器使得闭环系统是均方意义下指数稳定并具有给定的H_2性能.采用SLPMM(Sequentially linear programming matrix method)给出相应的控制器求解算法.最后用数值仿真验证了所提出算法的可行性.展开更多
文摘This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be solved on the basis of stochastic Lyapunov approach and linear matrix inequality (LMI) technique. Sufficient conditions for the existence of stochastic stabilization and robust H∞ state feedback controller are presented in terms of a set of solutions of coupled LMIs. Finally, a numerical example is included to demonstrate the practicability of the proposed methods.
文摘In this paper, the matrix algebraic equations involved in the optimal control problem of time-invariant linear Ito stochastic systems, named Riccati- Ito equations in the paper, are investigated. The necessary and sufficient condition for the existence of positive definite solutions of the Riccati- Ito equations is obtained and an iterative solution to the Riccati- Ito equations is also given in the paper thus a complete solution to the basic problem of optimal control of time-invariant linear Ito stochastic systems is then obtained. An example is given at the end of the paper to illustrate the application of the result of the paper.
基金The project sponsored by the Education Depart ment of Inner Mongolia(NJZY:08005,NJ:09066)Open Fund of the Key Laboratory of Ocean Circulation and Waves,Chinese Academy of Sciences(Grant No.KLOOCAW0805)the Science of Inner Mongolia University of Technology(X200933)
文摘The modify Korteweg-de Vries(mKdV) equations,governing the evolution of the amplitude of solitary Rossby waves,are derived from quasi-geostrophic vorticity equation by using the perturbation method.The result manifests that the linear topography effect with the change of latitude can induce solitary Rossby wave.
文摘由于网络传输带宽的限制,在网络传输中可能造成数据的丢失.对于同时具有测量数据和控制数据丢失的一类网络控制系统,研究H_2输出反馈控制问题.数据的丢失采用满足Bernoulli分布的二进制随机变量进行表述.利用矩阵不等式方法给出了H_2动态输出反馈控制器存在的充分条件,所设计的控制器使得闭环系统是均方意义下指数稳定并具有给定的H_2性能.采用SLPMM(Sequentially linear programming matrix method)给出相应的控制器求解算法.最后用数值仿真验证了所提出算法的可行性.
