On computation of the stability radius for nonlinearly structured perturbations

This paper considers the problem of finding a perturbation matrix with the least spectral norm such that a matrix-valued function becomes singular, where the dependence of the function on the perturbation is allowed to be nonlinear. It is proved that such a problem can be approximated by a smooth unconstrained minimization problem with compact sublevel sets. A computational procedure proposed based on this result is demonstrated to be effective in both linear and nonlinear cases.     

Receding horizon control via Bolza-type optimization

This paper deals with the stabilization problem of nonlinear control systems. A variant of the receding horizon control method is proposed which is based on the solution of a certain Bolza problem. The stabilizing property of the method is proved in the case of Lipschitz continuous value function. This version of receding horizon scheme can be considered as a straightforward generalization of the so-called Fake Riccati Equation Technique for nonlinear constrained systems.     

$H_{infty }$ Fuzzy Control of Nonlinear Systems Under Unreliable Communication Links

This paper investigates the problem of H _infin fuzzy control of nonlinear systems under unreliable communication links. The nonlinear plant is represented by a Takagi--Sugeno (T-S) fuzzy model, and the control strategy takes the form of parallel distributed compensation. The communication links existing between the plant and controller are assumed to be imperfect (that is, data packet dropouts occur intermittently, which appear typically in a network environment), and stochastic variables satisfying the Bernoulli random binary distribution are utilized to model the unreliable communication links. Attention is focused on the design of H _infin controllers such that the closed-loop system is stochastically stable and preserves a guaranteed H _infin performance. Two approaches are developed to solve this problem, based on the quadratic Lyapunov function and the basis-dependent Lyapunov function, respectively. Several examples are provided to illustrate the usefulness and applicability of the developed theoretical results.     

$H_{bm infty}$ Fuzzy Filtering of Nonlinear Systems With Intermittent Measurements

This paper is concerned with the problem of H _infin fuzzy filtering of nonlinear systems with intermittent measurements. The nonlinear plant is represented by a Takagi-Sugeno (T-S) fuzzy model. The measurements transmission from the plant to the filter is assumed to be imperfect, and a stochastic variable satisfying the Bernoulli random binary distribution is utilized to model the phenomenon of the missing measurements. Attention is focused on the design of an H _infin filter such that the filter error system is stochastically stable and preserves a guaranteed H _infin performance. A basis-dependent Lyapunov function approach is developed to design the H _infin filter. By introducing some slack matrix variables, the coupling between the Lyapunov matrix and the system matrices is eliminated, which greatly facilitates the filter-design procedure. The developed theoretical results are in the form of linear matrix inequalities (LMIs). Finally, an illustrative example is provided to show the effectiveness of the proposed approach.     

Controlling linear systems with nonlinear perturbations under sampled-data output feedback: digital redesign approach

This article develops a digital redesign (DR) technique for sampled-data observer-based output-feedback control of a continuous-time linear system with nonlinear perturbation. It is assumed that the nonlinear perturbation is a locally Lipschitz function. To deal with the discrete-time modelling error in nonlinear systems, as opposed to the previous approach, the DR problem is configured as a stabilisation one for error dynamics between the closed-loop system of nominal linear model under an analogue state-feedback controller and that of the linear system with the nonlinear perturbation under a sampled-data output-feedback controller. A constructive DR condition is formulated in the format of linear matrix inequalities. The stability of the actual sampled-data control system is guaranteed within the DR procedure. The effectiveness of the proposed DR methodology is demonstrated through a numerical simulation.     

随机非线性扰动下广义马氏跳变系统的控制器设计

针对实际系统中非线性扰动以一定概率存在的情况, 讨论广义马氏跳变系统的控制问题. 首先, 运用Bernoulli 变量描述系统中非线性扰动的存在与否, 建立相应的数学模型, 得到在上述一般条件下系统的随机容许性与解的存在唯一性条件. 然后, 以LMI 形式给出模态依赖和模态独立控制器的存在条件. 与现有结果相比, 所得结果考虑了非线性扰动的存在概率, 具有较小的保守性. 最后, 通过数值例子验证了所得结果的有效性和优越性.

     

Global L2-gain design for a class of nonlinear systems

It is known that the so-called H_∞ control problem of a nonlinear system is locally solvable if the corresponding problem for the linearized system can be solved by linear feedback. In this paper we prove that this condition suffices to solve also a globalH_∞ control problem, for a fairly large class of nonlinear systems, if one is free to choose a state-dependent weight of the control input. Using a two-way (backward and forward) recursive induction argument, we simultaneously construct, starting from a solution of the Riccati algebraic equation, a global solution of the Hamilton–Jacobi–Isaacs partial differential equation arising in the nonlinear H_∞ control, as well as a state feedback control law that achieves global disturbance attenuation with internal stability for the nonlinear systems.     

The complexity of model classes, and smoothing noisy data

We consider the problem of smoothing a sequence of noisy observations using a fixed class of models. Via a deterministic analysis, we obtain necessary and sufficient conditions on the noise sequence and model class that ensure that a class of natural estimators gives near-optimal smoothing. In the case of i.i.d. random noise, we show that the accuracy of these estimators depends on a measure of complexity of the model class involving covering numbers. Our formulation and results are quite general and are related to a number of problems in learning, prediction, and estimation. As a special case, we consider an application to output smoothing for certain classes of linear and nonlinear systems. The performance of output smoothing is given in terms of natural complexity parameters of the model class, such as bounds on the order of linear systems, the l₁-norm of the impulse response of stable linear systems, or the memory of a Lipschitz nonlinear system satisfying a fading memory condition.     

基于自适应模糊滑模控制的船舶航向控制器设计

针对船舶运动系统中固有的非线性、模型不确定性和风、浪、流等的干扰.提出了自适应模糊滑模控制(AFSMC)策略解决船舶的航向控制问题.通过采用模糊逻辑系统逼近系统未知函数,将滑模控制技术与自适应模糊控制技术相结合,设计了船舶航向AFSMC控制器.在滑模边界层内应用PI (proportional-integral)控制代替滑模控制中的切换项,削弱了滑模控制带来的抖振现象.借助李亚普诺夫函数证明了船舶运动系统中的信号都一致有界并利用Barbalat引理证明了跟踪误差渐近收敛到零.在参数摄动和外界干扰情况下进行了航向保持与改变仿真试验,采用AFSMC控制器得到了与无摄动和无干扰情况下相似的输出响应.实验结果表明,所提控制器能有效地处理系统不确定性和外界干扰,控制性能良好,具有很强的鲁棒性.     

Discrete optimal control with eigenvalue assigned inside a circular region

A discrete-time optimal control that guarantees that all the closed-loop poles will lie inside a circle centered at (beta, 0) with radius α is formulated. It is shown how the exposed problem can be reduced to a standard discrete-time linear quadratic regulator problem. Furthermore, a quantitative measure of the robustness of linear quadratic state feedback design in the presence of a perturbation is obtained. Bounds are derived for allowable nonlinear perturbations such that the resultant closed loop is stable.     

Adaptive control of a class of discrete-time affine nonlinear systems

The adaptive control problem is addressed in the paper for a class of discrete-time affine nonlinear input/output stochastic models with linear unknown parameters. The controller is a certainty equivalence weighted one-step-ahead control and is constructed by using the weighted-least-squares and random regularization methods. Global stability of the closed-loop systems is established, which shows that arbitrarily large growth rate is allowed for the multiplicative nonlinear part of the systems.     

非线性增益递归滑模动态面自适应NN控制

针对一类严反馈非线性不确定系统的跟踪控制问题,提出一种非线性增益递归滑模动态面 (Dynamic surface control, DSC)自适应控制方法. 通过设计一个新的非线性增益函数,并构造递归滑模动态面的控制策略和新的Lyapunov函数,同时利用神经网络在线逼近系统不确定项, 该方法有效解决了具有输入饱和约束条件下系统控制精度与动态品质间的矛盾,增强了控制器对其自身参数摄动的非脆弱性. 理论证明了闭环系统所有状态是半全局一致最终有界的,且跟踪误差可收敛至任意小.     

Robust dissipative control for linear systems with dissipative uncertainty and nonlinear perturbation

This paper focuses on the problem of dissipative control for linear systems which are subjected to dissipative uncertainty and matched nonlinear perturbation. Specifically, quadratic dissipative uncertainty is considered, which contains norm-bounded uncertainty, positive real uncertainty and uncertainty satisfying integral quadratic constraints (IQCs) as special cases. We develop a linear matrix inequality (LMI) approach for designing a robust nonlinear state feedback controller such that the closed-loop system is quadratic dissipative for all admissible uncertainties. Furthermore, under some condition on the dissipative uncertainty, we show that the controller also guarantees the asymptotic stability of the closed-loop system. As special cases, robust H_∞ control and robust passive control problems for systems with nonlinear perturbation and norm-bounded uncertainty (respectively, generalized positive real uncertainty) are solved using the LMI approach.     

求解非线性期权定价模型的自适应小波同伦摄动技术

Leland 模型是在考虑交易费用的情况下,对 Black - Scholes 模型进行修改得到的非线性期权定价模型. 本文针对 Leland 模型,提出了一种求解非线性动力学模型的自适应多尺度小波同伦摄动法. 该方法首先利用插值小波理论构造了用于逼近连续函数的多尺度小波插值算子,利用该算子可以将非线性期权定价模型方程自适应离散为非线性常微分方程组; 然后将用于求解非线性常微分方程组的同伦摄动技术和小波变换的动态过程相结合,构造了求解 Leland 模型的自适应数值求解方法. 数值模拟结果验证了该方法在数值精度和计算效率方面的优越性.     

基于奇异摄动理论的非仿射系统的输出调节问题

基于奇异摄动的时标分解理论和动态逆设计的方法,研究了一类非仿射非线性系统的输出调节问题.通过将控制律定义为一个快动态系统的解,得到了指数稳定的误差系统状态方程,从而实现了原系统的输出相对于外系统的参考信号具有零误差的跟踪效果.结果表明在满足标准假设和一组偏微分方程有解的前提下,该输出调节问题是可解的.仿真实例表明了该理论方法的有效性.     

Optimal singular control for nonlinear semistabilisation

The singular optimal control problem for asymptotic stabilisation has been extensively studied in the literature. In this paper, the optimal singular control problem is extended to address a weaker version of closed-loop stability, namely, semistability, which is of paramount importance for consensus control of network dynamical systems. Three approaches are presented to address the nonlinear semistable singular control problem. Namely, a singular perturbation method is presented to construct a state-feedback singular controller that guarantees closed-loop semistability for nonlinear systems. In this approach, we show that for a non-negative cost-to-go function the minimum cost of a nonlinear semistabilising singular controller is lower than the minimum cost of a singular controller that guarantees asymptotic stability of the closed-loop system. In the second approach, we solve the nonlinear semistable singular control problem by using the cost-to-go function to cancel the singularities in the corresponding Hamilton–Jacobi–Bellman equation. For this case, we show that the minimum value of the singular performance measure is zero. Finally, we provide a framework based on the concepts of state-feedback linearisation and feedback equivalence to solve the singular control problem for semistabilisation of nonlinear dynamical systems. For this approach, we also show that the minimum value of the singular performance measure is zero. Three numerical examples are presented to demonstrate the efficacy of the proposed singular semistabilisation frameworks.     

Generalized quadratic stability for continuous-time singular systems with nonlinear perturbation

This note considers the generalized quadratic stability problem for continuous-time singular system with nonlinear perturbation. The perturbation is a function of time and system state and satisfies a Lipschitz constraint. In this work, a sufficient condition for the existence and uniqueness of solution to the singular system is firstly presented. Then by using S-procedure and matrix inequality approach, a necessary and sufficient condition is presented in terms of linear matrix inequality, under which the maximal perturbation bound is obtained to guarantee the generalized quadratic stability of the system. That is, the system remains exponential stable and the nominal system is regular and impulse free. Furthermore, robust stability for nonsingular systems with perturbation can be obtained as a special case. Finally, the effectiveness of the developed approach for both singular and nonsingular systems is illustrated by numerical examples.     

On applications of singular perturbation techniques in nonlinear optimal control

The technique of singular perturbations (SPT) has been applied with considerable success in several nonlinear optimal control problems. In many cases the zero-order approximation of the optimal control function has been expressed in a feedback form. This paper deals with topics involved in such closed-loop application, which seem to merit further discussion. It is formally demonstrated that a ‘forced’ singular perturbation model (obtained by artificial insertion of the perturbation parameter) results in the same zero-order composite feedback control solution as a classical singularly perturbed model (where a small parameter of physical significance appears as a consequence of a scaling transformation). The accuracy of the zero-order feedback approximation depends in both cases on the actual time scale separation of the variables. Two inherent limitations of the feedback solution are also pointed out: (1) first and higher-order correction terms of the zero-order approximation have to be computed by a predictive or off-line integration; (2) on-line implementation of SPT control strategy in a terminal boundary layer requires iterative computations. A simple pursuit problem serves as an illustrative example.     

Output regulation of nonaffine nonlinear systems using singular perturbation theory

A control synthesis method for output regulation based on singular perturbation theory combined with inverting design is considered for a class of nonaffine nonlinear systems. The resulting control signal is defined as a solution to ＂fast＂ dynamics which inverts a series error model, whose state is exponentially stable. It is shown that, under sufficient conditions being consistent with the assumptions of singular perturbation theory, this problem is solvable with （ε） tracking error if and only if a set of first-order nonlinear partial differential equations are solvable. The control law can be easily constructed and the simulations show the feasibility and effectiveness of the controller.