scholarly journals Algorithms to Solve StochasticH2/H∞Control with State-Dependent Noise

2014 ◽  
Vol 2014 ◽  
pp. 1-9
Author(s):  
Ming Gao ◽  
Changdi Fu ◽  
Weihai Zhang
Keyword(s):  
Discrete Time ◽  
Continuous Time ◽  
Stochastic Systems ◽  
Infinite Horizon ◽  
Control Problems ◽  
Numerical Examples ◽  
State Dependent

This paper is concerned with the algorithms which solveH2/H∞control problems of stochastic systems with state-dependent noise. Firstly, the algorithms for the finite and infinite horizonH2/H∞control of discrete-time stochastic systems are reviewed and studied. Secondly, two algorithms are proposed for the finite and infinite horizonH2/H∞control of continuous-time stochastic systems, respectively. Finally, several numerical examples are presented to show the effectiveness of the algorithms.

scholarly journals Coupled State-Dependent Riccati Equation Control for Continuous Time Nonlinear Mechatronics Systems

2018 ◽  
Vol 140 (11) ◽  
Author(s):  
Xin Wang ◽  
Edwin E. Yaz ◽  
Susan C. Schneider
Keyword(s):  
Riccati Equation ◽  
Control Strategy ◽  
Continuous Time ◽  
Stability Property ◽  
Infinite Horizon ◽  
Control Problems ◽  
Control Approach ◽  
State Dependent ◽  
Infinite Horizon Control ◽  
Inherent Stability

This paper considers a novel coupled state-dependent Riccati equation (SDRE) approach for systematically designing nonlinear quadratic regulator (NLQR) and H∞ control of mechatronics systems. The state-dependent feedback control solutions can be obtained by solving a pair of coupled SDREs, guaranteeing nonlinear quadratic optimality with inherent stability property in combination with robust L2 type of disturbance reduction. The derivation of this control strategy is based on Nash's game theory. Both finite and infinite horizon control problems are discussed. An under-actuated robotic system, Furuta rotary pendulum, is used to examine the effectiveness and robustness of this novel nonlinear control approach.

scholarly journals Pinning Synchronization of Nonlinearly Coupled Complex Dynamical Networks on Time Scales

2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Fang-Di Kong
Keyword(s):  
Time Scales ◽  
Discrete Time ◽  
Control Strategy ◽  
Continuous Time ◽  
General Framework ◽  
Pinning Control ◽  
Complex Dynamical Networks ◽  
Dynamical Networks ◽  
Numerical Examples ◽  
Synchronization Problem

In this paper, we study the synchronization problem for nonlinearly coupled complex dynamical networks on time scales. To achieve synchronization for nonlinearly coupled complex dynamical networks on time scales, a pinning control strategy is designed. Some pinning synchronization criteria are established for nonlinearly coupled complex dynamical networks on time scales, which guarantee the whole network can be pinned to some desired state. The model investigated in this paper generalizes the continuous-time and discrete-time nonlinearly coupled complex dynamical networks to a unique and general framework. Moreover, two numerical examples are given for illustration and verification of the obtained results.

scholarly journals Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions

2014 ◽  
Vol 2014 ◽  
pp. 1-5
Author(s):  
Mokaedi V. Lekgari
Keyword(s):  
Markov Chains ◽  
Discrete Time ◽  
Continuous Time ◽  
Random Time ◽  
Lyapunov Analysis ◽  
Continuous Time Markov Chains ◽  
State Dependent ◽  
Drift Conditions

We investigate random-time state-dependent Foster-Lyapunov analysis on subgeometric rate ergodicity of continuous-time Markov chains (CTMCs). We are mainly concerned with making use of the available results on deterministic state-dependent drift conditions for CTMCs and on random-time state-dependent drift conditions for discrete-time Markov chains and transferring them to CTMCs.

scholarly journals Descriptor fractional linear systems with regular pencils

2013 ◽  
Vol 23 (2) ◽  
pp. 309-315 ◽  
Author(s):  
Tadeusz Kaczorek
Keyword(s):  
Laplace Transform ◽  
Linear Systems ◽  
Discrete Time ◽  
Continuous Time ◽  
The State ◽  
Transition Matrices ◽  
State Equations ◽  
Numerical Examples ◽  
The Laplace Transform ◽  
Time Linear

Methods for finding solutions of the state equations of descriptor fractional discrete-time and continuous-time linear systems with regular pencils are proposed. The derivation of the solution formulas is based on the application of the Z transform, the Laplace transform and the convolution theorems. Procedures for computation of the transition matrices are proposed. The efficiency of the proposed methods is demonstrated on simple numerical examples.

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