Temat: stochastic control system - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Controllability of nonlinear stochastic systems with multiple time-varying delays in control
Autorzy:: Karthikeyan, S.
Balachandran, K.
Sathya, M.
Powiązania:: https://bibliotekanauki.pl/articles/330584.pdf
Data publikacji:: 2015
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: relative controllability
stochastic control system
multiple delays in control
Banach fixed point theorem
układ sterowania stochastyczny
twierdzenie Banacha o kontrakcji
Opis:: This paper is concerned with the problem of controllability of semi-linear stochastic systems with time varying multiple delays in control in finite dimensional spaces. Sufficient conditions are established for the relative controllability of semilinear stochastic systems by using the Banach fixed point theorem. A numerical example is given to illustrate the application of the theoretical results. Some important comments are also presented on existing results for the stochastic controllability of fractional dynamical systems.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2015, 25, 2; 207-215
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Minimax LQG control
Autorzy:: Petersen, I. R.
Powiązania:: https://bibliotekanauki.pl/articles/908390.pdf
Data publikacji:: 2006
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: układ stochastyczny
sterowanie odporne
sterowanie minimaksowe
stochastic uncertain system
minimax control
LQG control
risk-sensitive control
output-feedback control
robust control
Opis:: This paper presents an overview of some recent results concerning the emerging theory of minimax LQG control for uncertain systems with a relative entropy constraint uncertainty description. This is an important new robust control system design methodology providing minimax optimal performance in terms of a quadratic cost functional. The paper first considers some standard uncertainty descriptions to motivate the relative entropy constraint uncertainty description. The minimax LQG problem under consideration is further motivated by analysing the basic properties of relative entropy. The paper then presents a solution to a worst case control system performance problem which can be generalized to the minimax LQG problem. The solution to this minimax LQG control problem is found to be closely connected to the problem of risk-sensitive optimal control.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2006, 16, 3; 309-323
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: Stochastic controllability of linear systems with state delays
Autorzy:: Klamka, J.
Powiązania:: https://bibliotekanauki.pl/articles/911240.pdf
Data publikacji:: 2007
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: sterowalność
liniowy system sterowania
sterowanie z minimalną energią
controllability
linear control systems
stochastic control systems
delayed state variables
minimum energy control
Opis:: A class of finite-dimensional stationary dynamic control systems described by linear stochastic ordinary differential state equations with a single point delay in the state variables is considered. Using a theorem and methods adopted directly from deterministic controllability problems, necessary and sufficient conditions for various kinds of stochastic relative controllability are formulated and proved. It will be demonstrated that under suitable assumptions the relative controllability of an associated deterministic linear dynamic system is equivalent to the stochastic relative exact controllability and the stochastic relative approximate controllability of the original linear stochastic dynamic system. Some remarks and comments on the existing results for the controllability of linear dynamic systems with delays are also presented. Finally, a minimum energy control problem for a stochastic dynamic system is formulated and solved.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2007, 17, 1; 5-13
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 4.

Tytuł:: Stochastic controllability of systems with multiple delays in control
Autorzy:: Klamka, J.
Powiązania:: https://bibliotekanauki.pl/articles/907857.pdf
Data publikacji:: 2009
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: sterowalność
liniowy system sterowania
sterowalność stochastyczna
sterowanie opóźnione
controllability
linear control systems
stochastic control systems
delayed controls
multiple delays
Opis:: Finite-dimensional stationary dynamic control systems described by linear stochastic ordinary differential state equations with multiple point delays in control are considered. Using the notation, theorems and methods used for deterministic controllability problems for linear dynamic systems with delays in control as well as necessary and sufficient conditions for various kinds of stochastic relative controllability in a given time interval are formulated and proved. It will be proved that, under suitable assumptions, relative controllability of an associated deterministic linear dynamic system is equivalent to stochastic relative exact controllability and stochastic relative approximate controllability of the original linear stochastic dynamic system. As a special case, relative stochastic controllability of dynamic systems with a single point delay is also considered. Some remarks and comments on the existing results for stochastic controllability of linear dynamic systems are also presented.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2009, 19, 1; 39-47
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 5.

Tytuł:: Continuity of Solutions of Riccati Equations for the Discrete-Time Jlqp
Autorzy:: Czornik, A.
Świerniak, A.
Powiązania:: https://bibliotekanauki.pl/articles/908498.pdf
Data publikacji:: 2002
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: automatyka
coupled algebraic Ricatti equations
jump parameter system
quadratic control
stochastic stabilizability
observability
robustness
sensitivity
Opis:: The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2002, 12, 4; 539-543
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 6.

Tytuł:: Delay-dependent generalized H2 control for discrete T-S fuzzy large-scale stochastic systems with mixed delays
Autorzy:: Li, J.
Xia, Z.
Powiązania:: https://bibliotekanauki.pl/articles/930162.pdf
Data publikacji:: 2011
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: system stochastyczny
opóźnienie zależne
liniowa nierówność macierzowa
fuzzy large scale stochastic system
delay-dependent
generalized H2 control
infinite distributed delays
linear matrix inequality
Opis:: This paper is concerned with the problem of stochastic stability and generalized H2 control for discrete-time fuzzy largescale stochastic systems with time-varying and infinite-distributed delays. Large-scale interconnected systems consist of a number of discrete-time interconnected Takagi-Sugeno (T-S) subsystems. First, a novel Delay-Dependent Piecewise Lyapunov-Krasovskii Functional (DDPLKF0 is proposed, in which both the upper and the lower bound of delays are considered. Then, two improved delay-dependent stability conditions are established based on this DDPLKF in terms of Linear Matrix Inequalities (LMIs). The merit of the proposed conditions lies in its reduced conservatism, which is achieved by circumventing the utilization of some bounding inequalities for cross products of two vectors and by considering the interactions among the fuzzy subsystems in each subregion. A decentralized generalized H2 state feedback fuzzy controller is designed for each subsystem. It is shown that the mean-square stability for discrete T-S fuzzy large-scale stochastic systems can be established if a DDPLKF can be constructed and a decentralized controller can be obtained by solving a set of LMIs. Finally, an illustrative example is provided to demonstrate the effectiveness of the proposed method.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2011, 21, 4; 585-603
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

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