摘要:

The paper investigates the relationships between the various versions of the adjoint process which arise in the problem of stochastic optimal control with complete observations. The state process is assumed to be adequately described by a stochastic differential equation driven by a Wiener process with the terminal time givena priori.

ISSN:0020-7179    

DOI:10.1080/00207178408933177

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

A perturbation method is developed for non-linear systems, close to an integrated hamiltonian system, where in addition some values vary slowly with time. The movement of electrons in a varying electric field is studied.

ISSN:0020-7179    

DOI:10.1080/00207178408933178

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The paper is a multi-input generalization of the robustness result on the optimality of a linear-quadratic optimal control for a single-input system. The robust optimality of an optimal control is defined as its invariant optimality in the usual sense of minimizing some quadratic cost under the presence of small plant parameter variations. A necessary and sufficient condition for robust optimality of a given multi-input optimal control is derived first. Based on this result, a choice of the weighting matrix in the cost is proposed such that the resulting optimal control is robustly optimal. Both conditions can also be expressed as simple constraints on the zeros of some rational matrices related to the given optimal control or the associated weighting matrix, and thus are very easy to understand. The difference is also discussed between the results obtained for the multi-input case and those known for the single-input case.

ISSN:0020-7179    

DOI:10.1080/00207178408933179

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The pole placement problem is studied in a frequency domain setting in which it is desired to define a feedback compensator which will simultaneously stabilize the system and place the poles of the resultant input-output gain at the zeros of a prescribed Hurwitz polynomial q(s). In tho single variate case this may be achieved if and only if o(q)≥ II(p)— δ where o(q) is the order of q(s), II(p) is the total number of RHP poles and zeros of the plant, and 8 is either 1 or 0 ; while in the multivariate case similar, but only partial, numerical results are obtained. Moreover, whon these inequalities are satisfied a complete parameterization of the required set of compensators is obtained.

ISSN:0020-7179    

DOI:10.1080/00207178408933180

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The sufficient conditions developed in the area of model reference adaptive control which guarantee the existence of a linear-model-following control for a non-linear plant are given a geometric interpretation. They are compared with recent results, developed in the area of non-linear geometric control, on global feedback equivalence to linear controllable systems. The comparison gives more insight into the model-following control problem and suggests the generalization of the usual control scheme to a more convenient one, which admits solutions for a larger class of plants.

ISSN:0020-7179    

DOI:10.1080/00207178408933181

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

Sufficient conditions for the system ẋ=f(x) = u(t)g{x} x ?R2n, to be stabilized via a smooth state feedback are given. It is also shown that certain Lie algebraic conditions are necessary and sufficient for the system to be feedback-equivalent to a system of controlled linear coupled oscillators, which is feedback stabilizable and which is proposed as a reference model for stabilization problems. Two overlapping sets of sufficient conditions which guarantee the existence and the explicit construction of stabilizing smooth state feedback controls are therefore given and their connections are discussed.

ISSN:0020-7179    

DOI:10.1080/00207178408933182

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The paper presents a necessary and sufficient condition for spectral controllability of systems with multiple commensurate delays in state variables on the basis of finite Laplace transforms.

ISSN:0020-7179    

DOI:10.1080/00207178408933183

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

Vector space methods are used to solve the linear quadratic regulator problem with indefinite weighting matrices. The solution is interpreted as an oblique projection in a certain Hilbert space. Advantages of this approach are discussed.

ISSN:0020-7179    

DOI:10.1080/00207178408933184

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

We present what we believe to be the most direct derivation to date of the two-filter smoothing formulas.

ISSN:0020-7179    

DOI:10.1080/00207178408933185

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

This paper presents a method for solving by spectral factorization the linear quadratic optimal control of a linear time-invariant stabilizable system with an incompletely detectable state in the output in the integral of the cost function and a terminal partial stabilization constraint. The solution by state feedback has been given by Willems and Callier (1983). The new method extends the polynomial matrix spectral factorization technique developed by Kucera (1981) for the standard LQ-regulator with stabilization constraint. An example and several comments add perspective to the results which are mainly intended to discover the correct spectral factorization equation.

ISSN:0020-7179    

DOI:10.1080/00207178408933186

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor