摘要:

The intensity of the doubly stochastic Poisson process (DSPP) considered in this paper is a linear function of a first-order Gauss-Markov processx1, (Ornstein-Uhlenbeck process).

ISSN:0020-7179    

DOI:10.1080/00207178608933660

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

A method is given for finding a feedback controller that forces the response of a given non-linear system to follow the response of a predetermined linear system. A test is provided that gives sufficient conditions for the existence of such a control. Algorithms are given that allow implementation on a digital computer. Possible solutions to some of the difficulties encountered in using this method are also investigated. Both the deterministic and stochastic cases are examined.

ISSN:0020-7179    

DOI:10.1080/00207178608933661

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

An explicit Formula for the suboptimal control of linear plants has been derived by Teodorescu (1985). Based on this result, the present paper proves that the suboptimal control and trajectory can be obtained by solving a matrix equation of the formXLX+XH+E= 0, whereL, H, Eare some constant, parameter-dependent matrices. The equation is easier to solve in comparison with the customary Riccati equation. An example is worked out to illustrate the steps of the procedure.

ISSN:0020-7179    

DOI:10.1080/00207178608933662

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

The Taylor series is used for the solution of the optimal-control problem for time-varying linear systems. Instead of solving the state transition matrix from the state equation with a terminal condition, the present approach first transforms the terminal condition into an initial condition, and then solves the initial-value problem to find the transition matrix. This approach leads lo a recursive algebraic formulation for the transition matrix, and only an inverse matrix of small dimension 2n× 2nappears in this formulation. Thus a closed-loop control law is obtained without solving the non-linear Riccati equation, and the matrix to be inverted has only small dimension 2n× 2n. The present approach is of great interest because of its simplicity and numerical stability.

ISSN:0020-7179    

DOI:10.1080/00207178608933663

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

In this paper we apply Newton's method for the solution of time-optimal control problems. The free-terminal time problem is converted into a fixed-terminal time problem, and the inequality constraints on the control variables are suitably approximated. It is an integral part of the algorithm to determine the minimum time. Several algorithms are proposed. Two examples are given to illustrate the method.

ISSN:0020-7179    

DOI:10.1080/00207178608933664

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

Using Gershgorin's diagonal dominance theorem, new sufficient conditions for the stability of interval matrices are obtained. The new conditions remove a restriction in Heinen's (1983) analysis and are applicable to a wider class of problems than previously possible.

ISSN:0020-7179    

DOI:10.1080/00207178608933665

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

Trigonometric polynomials and penalty functions are used to approximate the constrained optimal periodic control problem for a system described by differential equations. The optimal control is assumed to be a smooth periodic function, i.e. it is continuously differentiate at least once. Sufficient conditions for the convergence of solutions of approximating problems to the optimal solution of the basic problem are given and the convergence rate is estimated. The particular usefulness of the approximation considered for singular optimal controls, which arise in chemical engineering, is emphasized.

ISSN:0020-7179    

DOI:10.1080/00207178608933666

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

The problem of designing a single compensator that simultaneously stabilizes several distinct plants is considered here using the fractional representation approach owing to Saeks and Murray (1982, 1983). Necessary and sufficient conditions for the existence of such a compensator are given and a design algorithm is proposed.

ISSN:0020-7179    

DOI:10.1080/00207178608933667

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

In this paper the Taylor series method is successfully applied to the analysis of linear optimal control systems incorporating observers. The basic idea is that the state and error variables are expressed in terms of Taylor series. A very powerful computational algorithm is proposed to study the problem for any length of time. Taking only two or three terms of expansion coefficients is enough to calculate the state and error functions. One illustrative example is given, and a very satisfactory result is obtained.

ISSN:0020-7179    

DOI:10.1080/00207178608933668

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

A new necessary and sufficient condition for the solvability of the general feedback control problem in linear systems, is presented. Its advantage lies in the fact that it allows the complexity of the feedback controller to be incorporated in the theory of feedback design.

ISSN:0020-7179    

DOI:10.1080/00207178608933669

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor