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基金管理者报酬的线性模型研究与实证分析
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作者 詹原瑞 李俊青 李贵春 《管理科学学报》 CSSCI 2000年第2期42-48,共7页
探讨了四种跟踪组合回报率与目标回报率间偏差的线性模型 ,线性偏差比传统的二次型偏差更能准确描述投资者的风险态度 ,用线性规划给出了明确的优化方案 ,并对上海证券 A股各分类资产组合作出了实证分析和比较 ,得出为达不同的投资目标... 探讨了四种跟踪组合回报率与目标回报率间偏差的线性模型 ,线性偏差比传统的二次型偏差更能准确描述投资者的风险态度 ,用线性规划给出了明确的优化方案 ,并对上海证券 A股各分类资产组合作出了实证分析和比较 ,得出为达不同的投资目标投资者确定投资组合及基金管理者报酬的各种优化模型 . 展开更多
关键词 跟踪偏差 线性模型 投资基金 基金管理者报酬
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基于DMPC的多机械臂协同操作控制
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作者 夏浩 崔奇 +1 位作者 滕游 刘安东 《高技术通讯》 CAS 2023年第4期428-435,共8页
针对多机械臂协作搬运中的编队稳定性和协同控制优化问题,提出了一种基于迭代线性二次型调节器(iLQR)的分布式预测控制算法(DMPC)。首先,对机械臂动力学模型中的末端接触力进行受力分析,从而得到机械臂的状态空间模型。其次,通过定义多... 针对多机械臂协作搬运中的编队稳定性和协同控制优化问题,提出了一种基于迭代线性二次型调节器(iLQR)的分布式预测控制算法(DMPC)。首先,对机械臂动力学模型中的末端接触力进行受力分析,从而得到机械臂的状态空间模型。其次,通过定义多机械臂系统的刚性编队约束来维持搬运途中编队结构的稳定。然后,将编队约束整合到DMPC的代价函数中用于建立约束最优化问题,并利用iLQR算法求解优化问题。最后,仿真实验验证了所提算法的有效性。 展开更多
关键词 多机械臂 协同控制 迭代线性型调节器(ilqr) 分布式预测控制算法(DMPC)
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An iterative linear quadratic regulator based trajectory tracking controller for wheeled mobile robot 被引量:3
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作者 Hao-jie ZHANG Jian-wei GONG +2 位作者 Yan JIANG Guang-ming XIONG Hui-yan CHEN 《Journal of Zhejiang University-Science C(Computers and Electronics)》 SCIE EI 2012年第8期593-600,共8页
We present an iterative linear quadratic regulator(ILQR) method for trajectory tracking control of a wheeled mobile robot system.The proposed scheme involves a kinematic model linearization technique,a global trajecto... We present an iterative linear quadratic regulator(ILQR) method for trajectory tracking control of a wheeled mobile robot system.The proposed scheme involves a kinematic model linearization technique,a global trajectory generation algorithm,and trajectory tracking controller design.A lattice planner,which searches over a 3D(x,y,θ) configuration space,is adopted to generate the global trajectory.The ILQR method is used to design a local trajectory tracking controller.The effectiveness of the proposed method is demonstrated in simulation and experiment with a significantly asymmetric differential drive robot.The performance of the local controller is analyzed and compared with that of the existing linear quadratic regulator(LQR) method.According to the experiments,the new controller improves the control sequences(v,ω) iteratively and produces slightly better results.Specifically,two trajectories,'S' and '8' courses,are followed with sufficient accuracy using the proposed controller. 展开更多
关键词 格子规划者 全球轨道 运动学的模型 轨道追踪控制器 反复的线性的管理者(ilqr )
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Design and evaluation of control systems for a real canal 被引量:6
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作者 SHANG YiZi ROGERS Peter WANG GuangQian 《Science China(Technological Sciences)》 SCIE EI CAS 2012年第1期142-154,共13页
The distant downstream proportional integral(PI) feedback control was applied to the W-M lateral canal of the Maricopa Stanfield Irrigation and Drainage District located in central Arizona,U.S.A.Proper configuration o... The distant downstream proportional integral(PI) feedback control was applied to the W-M lateral canal of the Maricopa Stanfield Irrigation and Drainage District located in central Arizona,U.S.A.Proper configuration of those controls for the ca-nal can be challenging.Towards this end,an integrated approach to the design of an automatic control system for the canal was proposed.This approach presented herein is not only a systematical review of previous work,but also represents a further ad-vance of the previous simulation study by Tsinghua University(Shang et al,2011) on relating the canal control algorithm to local PI controls for the real canal.To evaluate the control system potential,performance of the control algorithm that was ob-tained through implanting predicative module into linear quadratic regulator(LQR) was analyzed with singular value bode.Additional "manufactured" tests were conducted to compare with the control system that is currently in use.The results indi-cated that the developed control system rather than the system in current use had considerable potential to closely match dis-charge at the downstream check structures with those ordered by water users while maintaining the water level throughout the length of the canal. 展开更多
关键词 运河控制系统 单个价值预示 比例的积分(PI ) 控制 线性的管理者(LQR )
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