多模态It随机系统的均方稳定性与鲁棒镇定

研究由连续时间Markov链所确定的多模态It^o随机系统的均方稳定性与鲁棒镇定 ,得到了一般多模态It^o随机系统的k阶矩指数稳定性定理 ,线性不确定系统的均方稳定性定理 ,给出了线性不确定系统的鲁棒镇定控制器 .     

多模态It(o)随机系统的均方稳定性与鲁棒镇定

研究由连续时间Markov链所确定的多模态It?随机系统的均方稳定性与鲁棒镇定,得到了一般多模态It?随机系统的k阶矩指数稳定性定理,线性不确定系统的均方稳定性定理,给出了线性不确定系统的鲁棒镇定控制器.     

多模态Hto随机系统的均方稳定性与鲁棒镇定

研究由连续时间Ｍａｒｋｏｖ链所确定的多模态Ｉｔｏ随机系统的均方稳定性与鲁棒镇定,得到了一般多模态Ｉｔｏ随机系统的ｋ阶距指数稳定性定理,线性不确定系统的均方稳定性定理,给出了线性不确定系统的鲁棒镇定控制器。     

不确定广义跳变时滞系统的鲁棒指数稳定性

讨论不确定广义跳变时滞系统的鲁棒指数稳定性问题. 利用线性矩阵不等式(LMI)技术给出一个时滞区间依赖条件保证标称系统正则、无脉冲且均方指数稳定. 同时该准则也被推广至不确定系统. 数值例子说明本文的结果改进了已有的结论.     

具有随机观测滞后和丢失的网络系统鲁棒H∞滤波

研究一类同时具有随机观测滞后和丢失的网络控制系统鲁棒H∞滤波问题. 网络建模采用新近同时描述随机一步时滞和数据包丢失的模型, 基于Lyapunov理论和线性矩阵不等式技术设计系统的满阶滤波器, 减小了状态增广带来的计算负担, 同时引入松弛变量使Lyapunov矩阵和系统矩阵分离, 降低结果的保守性, 得到了使滤波误差系统在均方意义下鲁棒指数稳定并具有给定H∞性能的一个LMI形式的充分条件. 仿真结果验证了该方法有效性.     

不确定切换奇异时滞系统鲁棒指数容许性分析

讨论一类连续时间不确定切换奇异区间时变时滞系统的鲁棒指数容许性问题. 通过定义衰减率依赖李亚普诺夫函数并利用平均驻留时间法, 给出一个时滞区间依赖充分条件保证标称系统正则、无脉冲且均方指数稳定. 同时该准则也被推广至不确定系统. 本文获得的结论为连续时间切换奇异时滞系统的基本问题提供了一个解, 即识别切换信号使得切换奇异时滞系统正则、无脉冲且均方指数稳定. 数值例子说明本文结果的有效性.     

不确定随机时滞系统的鲁棒H∞保性能控制

讨论了一类具有时变时滞的不确定It类型随机系统的鲁棒H∞保性能控制问题. 运用Lyapunov-Krasovskii泛函方法, 设计使得闭环系统鲁棒随机指数均方稳定, 且具有给定H∞干扰抑制度 γ 的状态反馈保性能控制器. 控制器存在的充分条件以线性矩阵不等式(LMIs)的形式表示. 进一步, 通过求解具有LMIs约束的凸优化问题, 给出了不确定随机时滞系统的最优保性能控制器的设计方法. 最后通过一个数值例子验证了所提方法的有效性.     

增强型指数的稀疏鲁棒优化模型及其实证分析

本文针对增强型指数基金管理问题,建立稀疏鲁棒优化模型并进行实证分析.首先引入收益率的扰动集合,建立稀疏鲁棒超越指数模型,并精确给出其SOCP形式的鲁棒对等式;然后利用混合遗传算法求解,其子问题利用CVX软件包进行求解;最后利用OR-Library中5个市场指数历史数据在未来市场收益相对波动的状态下进行实证检验.结果表明稀疏鲁棒超越指数模型在保证样本外超额收益的同时,显著降低了追踪的波动风险,从而表明其具有较高的理论和应用价值.     

非线性离散不确定系统的鲁棒H_∞状态反馈控制

研究具有不确定非线性离散系统的鲁棒性能准则问题 .基于二人零和动态对策理论 ,给出并证明了系统鲁棒稳定以及扰动衰减问题解存在的充分条件 ,通过求解离散时间Hamilton jacobi Isaacs方程给出了其鲁棒H∞ 状态反馈控制解 .     

具有随机丢包的非线性网络化控制系统鲁棒故障检测

针对具有随机丢包的Lipschitz非线性网络化控制系统,研究了系统存在外部干扰情况下的鲁棒故障检测问题。由于带宽有限,传感器-控制器和控制器-执行器的网络通道中存在随机数据包丢失,鉴于此,设计一种基于观测器的故障检测滤波器,给出存在故障检测滤波器的充分条件,使误差系统均方指数稳定并达到鲁棒H∞干扰抑制水平,同时给出基于观测残差均方值的故障检测策略。通过仿真算例验证了所提出方法的有效性。     

Exponential stability of switched stochastic delay systems with non-linear uncertainties

This article considers the robust exponential stability of uncertain switched stochastic systems with time-delay. Both almost sure (sample) stability and stability in mean square are investigated. Based on Lyapunov functional methods and linear matrix inequality techniques, new criteria for exponential robust stability of switched stochastic delay systems with non-linear uncertainties are derived in terms of linear matrix inequalities and average dwell-time conditions. Numerical examples are also given to illustrate the results.     

Robust stabilization of stochastic systems based on the LQ controller

The robust exponential stability in mean square for a class of linear stochastic uncertain control systems is dealt with. For the uncertain stochastic systems, we have designed an optimal controller which guarantees the exponential stability of the system. Actually, we employed Lyapunov fimction approach and the stochastic algebraic Riccati equation (SARE) to have shown the robusmess of the linear quadratic(LQ) optimal control law.And the algebraic criteria for the exponential stability on the linear stochastic uncertain closed-loop systems are given.     

Robust stabilization of stochastic systems based on the LQ cont roller

The robust exponential stability in mean square for a class of linear stochastic uncertain control systems is dealt with. For the uncertain stochastic systems ,we have designed an optimal controller which guarantees the exponential stability of the system. Actually ,we employed Lyapunov function approach and the stochastic algebraic Riccati equation (SARE) to have shown the robustness of the linear quadratic (LQ) optimal control law. And the algebraic criteria for the exponential stability on the linear stochastic uncertain closed- loop systems are given.     

Robust Stability of a Class of Uncertain Markov Jump Nonlinear Systems

This note addresses the problem of robust stability analysis for a class of Markov jump nonlinear systems subject to polytopic-type parameter uncertainty. A condition for robust local exponential mean square stability in terms of linear matrix inequalities is developed. An estimate of a robust domain of attraction of the origin is also provided. The approach is based on a stochastic Lyapunov function with polynomial dependence on the system state and uncertain parameters. A numerical example illustrates the proposed result     

具有马氏跳跃参数的切削加工系统控制问题研究

以单刀具垂直切削加工系统为研究对象, 引入了变进给量控制方法, 建立了具有Markov跳跃参数的时变时滞跳跃系统模型. 通过对系统的随机稳定性分析, 给出了使系统呈均方意义下指数稳定的充分条件, 同时研究了在系统参数矩阵和状态转移率非精确可知情形下的鲁棒稳定性条件, 并讨论了时变时滞参数对系统状态变量指数衰减速率的影响关系. 最后以仿真算例说明了本文所提方案的有效性.     

Stability and stabilization of stochastic systems with multiplicative noise

In this paper, stability and stabilization of linear stochastic time-invariant systems are studied based on spectrum technique. Firstly, the relationship among mean square exponential stability, asymptotical mean square stability, second-order moment exponential stability and the spectral location of the systems is revealed with the help of a spectrum operator L _A,C . Then, we focus on almost sure exponential stability and stochastic stabilization. A criterion on almost sure exponential stability based on spectrum technique is obtained. Sufficient conditions for mean square exponentially stability and asymptotic mean square stability are given via linear matrix inequality approach and some numerical examples to illustrate the effectiveness of our results are presented.     

Mean square exponential stability of stochastic genetic regulatory networks with time-varying delays

In this paper, we study the mean square exponential stability of stochastic genetic regulatory networks with time-varying delays. Two kinds of time-varying delays are considered: one is differentiable with bounded delay derivative the other is continuous without constraints on the delay derivative. In order to investigate the mean square exponential stability in stochastic genetic regulatory networks, some novel rate-dependent/independent mean square exponential stability criteria are derived by constructing Lyapunov-Krasovskii functional. The sufficient conditions are given in terms of linear matrix inequalities. Moreover, illustrative examples are used to substantiate the effectiveness and less conservativeness of our results.     

一类随机人口发展系统的指数稳定性

对人口系统的讨论 ,通常的数学模型没有考虑外界环境对系统的影响 .在假设随机的外界环境对迁移产生扰动的条件下 ,给出Hilbert空间中一类随机时变人口发展系统 .对随机时变人口发展系统的均方稳定性和指数稳定性进行了讨论 .利用Burkholder_Davis_Gundy不等式 ,Gronwall引理和Kolmogorov不等式得到了均方稳定和指数稳定的充分条件 .最后提出如果生育率选作控制变量 ,系统仍然是均方和指数稳定的 ,并可进一步讨论它的最优控制问题     

Robust fuzzy control of nonlinear stochastic delay systems with impulsive effects

The problem of robust fuzzy control for a class of nonlinear fuzzy impulsive stochastic systems with time-varying delays is investigated. The nonlinear delay system is represented by the well-known T–S fuzzy model. The so-called parallel distributed compensation idea is employed to design the state feedback controller. Sufficient conditions for mean square exponential stability of the closed-loop system are derived in terms of linear matrix inequalities. Finally, a numerical example is given to illustrate the applicability of the theoretical results.