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 problem of potential field inversion can be become that of solving system of linear equations by using of linear processing. There are a lot of algorithms for solving any system of linear equations, and the regula...The problem of potential field inversion can be become that of solving system of linear equations by using of linear processing. There are a lot of algorithms for solving any system of linear equations, and the regularized method is one of the best algorithms. But there is a shortcoming in application with the regularized method, viz. the optimum regularized parameter must be determined by experience, so it is difficulty to obtain an optimum solution. In this paper, an iterative algorithm for solving any system of linear equations is discussed, and a sufficient and necessary condition of the algorithm convergence is presented and proved. The algorithm is convergent for any starting point, and the optimum solution can be obtained, in particular, there is no need to calculate the inverse matrix in the algorithm. The typical practical example shows the iterative algorithm is simple and practicable, and the inversion effect is better than that of regularized method.展开更多
针对基于PVM的桌面PC机联网而成的网络并行计算环境中，处理机的运算速度较快，而处理机间的通信相对较慢的实际情况，提出了求解线性方程组的一种分组Guass-Seidel并行迭代算法，该算法将线性方程组的增广矩阵按行分块储存在各处理机...针对基于PVM的桌面PC机联网而成的网络并行计算环境中，处理机的运算速度较快，而处理机间的通信相对较慢的实际情况，提出了求解线性方程组的一种分组Guass-Seidel并行迭代算法，该算法将线性方程组的增广矩阵按行分块储存在各处理机，每台处理机分别对各自的块采用Guass-Seidel迭代法进行迭代计算，其处理机间的通信较少，实现容易。并用1～24台桌面PC机联成的局域网，在PVM 3．4 on Windows2000，VC 6．0并行计算平台上编程对该算法进行了数值试验，试验结果表明，该算法较传统的Jacobi并行迭代算法和传统的Guass—Seidel并行迭代算法更优越。展开更多
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 work is supported by scientific and technological fund of CNPC
文摘The problem of potential field inversion can be become that of solving system of linear equations by using of linear processing. There are a lot of algorithms for solving any system of linear equations, and the regularized method is one of the best algorithms. But there is a shortcoming in application with the regularized method, viz. the optimum regularized parameter must be determined by experience, so it is difficulty to obtain an optimum solution. In this paper, an iterative algorithm for solving any system of linear equations is discussed, and a sufficient and necessary condition of the algorithm convergence is presented and proved. The algorithm is convergent for any starting point, and the optimum solution can be obtained, in particular, there is no need to calculate the inverse matrix in the algorithm. The typical practical example shows the iterative algorithm is simple and practicable, and the inversion effect is better than that of regularized method.
文摘针对基于PVM的桌面PC机联网而成的网络并行计算环境中，处理机的运算速度较快，而处理机间的通信相对较慢的实际情况，提出了求解线性方程组的一种分组Guass-Seidel并行迭代算法，该算法将线性方程组的增广矩阵按行分块储存在各处理机，每台处理机分别对各自的块采用Guass-Seidel迭代法进行迭代计算，其处理机间的通信较少，实现容易。并用1～24台桌面PC机联成的局域网，在PVM 3．4 on Windows2000，VC 6．0并行计算平台上编程对该算法进行了数值试验，试验结果表明，该算法较传统的Jacobi并行迭代算法和传统的Guass—Seidel并行迭代算法更优越。
