This paper focuses on the problem of non-fragile hybrid guaranteed cost control for a class of uncertain switched linear systems. The controller gain to be designed is assumed to have additive gain variations. Based o...This paper focuses on the problem of non-fragile hybrid guaranteed cost control for a class of uncertain switched linear systems. The controller gain to be designed is assumed to have additive gain variations. Based on multiple-Lyapunov function technique, the design of non-fragile hybrid guaranteed cost controllers is derived to make the corresponding closed-loop system asymptotically stable for all admissible uncertainties. Furthermore, a convex optimization approach with LMIs constraints is introduced to select the optimal non-fragile guaranteed cost controllers. Finally, a simulation example illustrates the effectiveness of the proposed approach.展开更多
This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the prob...This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.展开更多
In this paper, we discuss the problem of guaranteed cost control for uncertain linear systems subject to actuator saturation. Based on the quadratic and non-quadratic Lyapunov functions, sufficient conditions for the ...In this paper, we discuss the problem of guaranteed cost control for uncertain linear systems subject to actuator saturation. Based on the quadratic and non-quadratic Lyapunov functions, sufficient conditions for the robust stability and performance are derived. Moreover, all the conditions can be expressed as linear matrix inequalities （LMIs） or bilinear matrix inequalities （BMIs） in terms of the feedback gain. Thus, the static controller can be effectively synthesized via convex optimization. A numerical example illustrates the effectiveness of the method.展开更多
当有限集模型预测控制(Finite Control Set Model Predictive Control,FCS-MPC)应用在永磁同步电机(Permanent Magnet Synchronous Machine,PMSM)弱磁控制时,系统存在参数鲁棒性较差的问题。为了解决此问题,本文提出一种基于比例−积分−...当有限集模型预测控制(Finite Control Set Model Predictive Control,FCS-MPC)应用在永磁同步电机(Permanent Magnet Synchronous Machine,PMSM)弱磁控制时,系统存在参数鲁棒性较差的问题。为了解决此问题,本文提出一种基于比例−积分−微分(Proportional-Integral-Derivative,PID)型代价函数的FCS-MPC永磁同步电机弱磁控制策略。在该策略中,PID型代价函数由3部分组成:跟踪电流的比例误差代价、削弱稳态控制误差的积分误差代价和降低纹波误差的微分误差代价。本文依据永磁同步电机的数学模型建立了预测模型,详细描述了PID型代价函数的FCSMPC在永磁同步电机弱磁控制中的实现过程。同时,为了保证预测的准确性,对系统采用了延时补偿策略。仿真结果证明,当永磁同步电机在弱磁控制中参数失配时,本文提出的基于PID型代价函数的FCS-MPC,不仅可提高控制系统对电机参数和负载转矩扰动的鲁棒性,还保留了FCS-MPC良好的动态性能。展开更多
基金This work was supported by the National Natural Science Foundation of China (No.60274009, 60574013), and the Natural Science Foundation ofLiaoning Province(No.20032020).
文摘This paper focuses on the problem of non-fragile hybrid guaranteed cost control for a class of uncertain switched linear systems. The controller gain to be designed is assumed to have additive gain variations. Based on multiple-Lyapunov function technique, the design of non-fragile hybrid guaranteed cost controllers is derived to make the corresponding closed-loop system asymptotically stable for all admissible uncertainties. Furthermore, a convex optimization approach with LMIs constraints is introduced to select the optimal non-fragile guaranteed cost controllers. Finally, a simulation example illustrates the effectiveness of the proposed approach.
基金Supported by the Key Grant Project of Chinese Ministry of Education (NO.309018)National Natural Science Foundation of China (NO.70973104,NO.11171304)Zhejiang Provincial Natural Science Foundation of China (NO.Y6110023)
文摘This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.
基金supported by the National Natural Science Foundation of China (No.60704004)
文摘In this paper, we discuss the problem of guaranteed cost control for uncertain linear systems subject to actuator saturation. Based on the quadratic and non-quadratic Lyapunov functions, sufficient conditions for the robust stability and performance are derived. Moreover, all the conditions can be expressed as linear matrix inequalities （LMIs） or bilinear matrix inequalities （BMIs） in terms of the feedback gain. Thus, the static controller can be effectively synthesized via convex optimization. A numerical example illustrates the effectiveness of the method.
文摘虚拟同步机VSG(virtual synchronous generator)通过模拟同步机特性为新能源并网提供惯性和阻尼。然而,电力电子开关器件高频开关过程中可能会发生断路故障,导致输出电流波形严重畸变,影响电网安全稳定运行。针对中点箝位型NPC(neutral point clamped)三电平VSG桥臂故障问题,提出一种中点电压均衡的VSG容错模型预测控制策略。分析NPC三电平VSG单相桥臂故障后运行机理,在开关器件故障后利用直流侧电容组成虚拟桥臂,重构为VSG桥臂故障容错结构。建立故障情况下预测电流模型,重构故障状态空间电压矢量,将直流侧中点电容电压引入容错模型代价函数,减小电容电压波动,实现VSG桥臂故障容错运行。实验结果表明,在开关器件发生故障后,NPC三电平VSG能容错连续运行,验证了所提模型预测容错控制策略的有效性,提高了VSG运行可靠性。
文摘当有限集模型预测控制(Finite Control Set Model Predictive Control,FCS-MPC)应用在永磁同步电机(Permanent Magnet Synchronous Machine,PMSM)弱磁控制时,系统存在参数鲁棒性较差的问题。为了解决此问题,本文提出一种基于比例−积分−微分(Proportional-Integral-Derivative,PID)型代价函数的FCS-MPC永磁同步电机弱磁控制策略。在该策略中,PID型代价函数由3部分组成:跟踪电流的比例误差代价、削弱稳态控制误差的积分误差代价和降低纹波误差的微分误差代价。本文依据永磁同步电机的数学模型建立了预测模型,详细描述了PID型代价函数的FCSMPC在永磁同步电机弱磁控制中的实现过程。同时,为了保证预测的准确性,对系统采用了延时补偿策略。仿真结果证明,当永磁同步电机在弱磁控制中参数失配时,本文提出的基于PID型代价函数的FCS-MPC,不仅可提高控制系统对电机参数和负载转矩扰动的鲁棒性,还保留了FCS-MPC良好的动态性能。
