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Attitude controller for reentry vehicles using state-dependent Riccati equation method 被引量:3
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作者 谢道成 王中伟 张为华 《Journal of Central South University》 SCIE EI CAS 2013年第7期1861-1867,共7页
To get better tracking performance of attitude command over the reentry phase of vehicles, the use of state-dependent Riccati equation (SDRE) method for attitude controller design of reentry vehicles was investigated.... To get better tracking performance of attitude command over the reentry phase of vehicles, the use of state-dependent Riccati equation (SDRE) method for attitude controller design of reentry vehicles was investigated. Guidance commands are generated based on optimal guidance law. SDRE control method employs factorization of the nonlinear dynamics into a state vector and state dependent matrix valued function. State-dependent coefficients are derived based on reentry motion equations in pitch and yaw channels. Unlike constant weighting matrix Q, elements of Q are set as the functions of state error so as to get satisfactory feedback and eliminate state error rapidly, then formulation of SDRE is realized. Riccati equation is solved real-timely with Schur algorithm. State feedback control law u(x) is derived with linear quadratic regulator (LQR) method. Simulation results show that SDRE controller steadily tracks attitude command, and impact point error of reentry vehicle is acceptable. Compared with PID controller, tracking performance of attitude command using SDRE controller is better with smaller control surface deflection. The attitude tracking error with SDRE controller is within 5°, and the control deflection is within 30°. 展开更多
关键词 reentry vehicle attitude controller nonlinear control state-dependent Riccati equation Schur algorithm trackingperformance
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Integrable Deformations of Heisenberg Supermagnetic Model
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作者 颜昭雯 李民丽 +1 位作者 吴可 赵伟忠 《Communications in Theoretical Physics》 SCIE CAS CSCD 2010年第1期21-24,共4页
We construct the integrable deformations of the Heisenberg supermagnet model with the quadratic constraints (i) S2=3S - 2I, for S ∈ USPL(2/1)/S(U(2)×U(1)) and (ii) S2=S, for S ∈ USPL(2/1)/S(L(1/... We construct the integrable deformations of the Heisenberg supermagnet model with the quadratic constraints (i) S2=3S - 2I, for S ∈ USPL(2/1)/S(U(2)×U(1)) and (ii) S2=S, for S ∈ USPL(2/1)/S(L(1/1)×U(1)). Under the gauge transformation, their corresponding gauge equivalent counterparts are derived. They are the Grassman odd and super mixed derivative nonlinear Schrodinger equation, respectively. 展开更多
关键词 Heisenberg supermagnet model SUPERSYMMETRY integrable equation
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Satellite Simulator Control System Design Using SDRE Method
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作者 Luiz Carlos Gadelha DeSouza Rodrigo Guidoni Gonzales 《Journal of Mechanics Engineering and Automation》 2011年第1期32-37,共6页
This paper presents the application of the State-Dependent Riccati Equation (SDRE) method in conjunction with Kalman filter technique to design a satellite simulator control system. The performance and robustness of... This paper presents the application of the State-Dependent Riccati Equation (SDRE) method in conjunction with Kalman filter technique to design a satellite simulator control system. The performance and robustness of the SDRE controller is compared with the Linear Quadratic Regulator (LQR) controller. The Kalman filter technique is incorporated to the SDRE method to address the presence of noise in the process, measurements and incomplete state estimation. The effects of the plant non-linearities and noises (uncertainties) are considered to investigated the controller performance and robustness designed by the SDRE plus Kalman filter. A general 3-D simulator Simulink model is developed to design the SDRE controller using the states estimated by the Kalman filter. Simulations have demonstrated the validity of the proposed approach to deal with nonlinear system. The SDRE controller has presented good stability, great performance and robustness at the same time that it keeps the simplicity of having constant gain which is very important as for satellite onboard computer implementation. 展开更多
关键词 Satellite simulator state-dependent Riccati equation (SDRE) method nonlinear dynamics.
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DYNAMICAL ANALYSIS OF A 3-D CHAOTIC SYSTEM WITH ONLY TWO QUADRATIC NONLINEARITIES 被引量:3
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作者 Zeraoulia ELHADJ 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2008年第1期67-75,共9页
The paper reports the dynamical study of a three-dimensional quadratic autonomous chaotic system with only two quadratic nonlinearities, which is a special case of the so-called conjugate Lue system. Basic properties ... The paper reports the dynamical study of a three-dimensional quadratic autonomous chaotic system with only two quadratic nonlinearities, which is a special case of the so-called conjugate Lue system. Basic properties of this system are analyzed by means of Lyapunov exponent spectrum and bifurcation diagram. The analysis shows that the system has complex dynamics with some interesting characteristics in which there are several periodic regions, but each of them has quite different periodic orbits. 展开更多
关键词 Bifurcation conjugate attractors DEGENERATION Lyapunov exponent quadratic chaotic system.
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STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM WITH LEVY PROCESSES 被引量:7
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作者 Huaibin TANG Zhen WU 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2009年第1期122-136,共15页
In this paper, tile authors first study two kinds of stochastic differential equations (SDEs) with Levy processes as noise source. Based on the existence and uniqueness of the solutions of these SDEs and multi-dimen... In this paper, tile authors first study two kinds of stochastic differential equations (SDEs) with Levy processes as noise source. Based on the existence and uniqueness of the solutions of these SDEs and multi-dimensional backward stochastic differential equations (BSDEs) driven by Levy pro- cesses, the authors proceed to study a stochastic linear quadratic (LQ) optimal control problem with a Levy process, where the cost weighting matrices of the state and control are allowed to be indefinite. One kind of new stochastic Riccati equation that involves equality and inequality constraints is derived from the idea of square completion and its solvability is proved to be sufficient for the well-posedness and the existence of optimal control which can be of either state feedback or open-loop form of the LQ problems. Moreover, the authors obtain the existence and uniqueness of the solution to the Riccati equation for some special cases. Finally, two examples are presented to illustrate these theoretical results. 展开更多
关键词 Backward stochastic differential equation generalized stochastic Riccati equation Levy process stochastic linear quadratic optimal control.
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LINEAR QUADRATIC REGULATION FOR DISCRETE-TIME SYSTEMS WITH INPUT DELAY:SPECTRAL FACTORIZATION APPROACH
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作者 Hongguo ZHAO Huanshui ZHANG +1 位作者 Hongxia WANG Chenghui ZHANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2008年第1期46-59,共14页
The infinite-horizon linear quadratic regulation (LQR) problem is settled for discretetime systems with input delay. With the help of an autoregressive moving average (ARMA) innovation model, solutions to the unde... The infinite-horizon linear quadratic regulation (LQR) problem is settled for discretetime systems with input delay. With the help of an autoregressive moving average (ARMA) innovation model, solutions to the underlying problem are obtained. The design of the optimal control law involves in resolving one polynomial equation and one spectral factorization. The latter is the major obstacle of the present problem, and the reorganized innovation approach is used to clear it up. The calculation of spectral factorization finally comes down to solving two Riccati equations with the same dimension as the original systems. 展开更多
关键词 Diophantine equation infinite-horizon LQR reorganized innovation spectral factorization stochastic backwards systems.
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Optimization of formation for multi-agent systems based on LQR 被引量:4
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作者 Chang-bin YU Yin-qiu WANG Jin-liang SHAO 《Frontiers of Information Technology & Electronic Engineering》 SCIE EI CSCD 2016年第2期96-109,共14页
In this paper,three optimal linear formation control algorithms are proposed for first-order linear multiagent systems from a linear quadratic regulator(LQR) perspective with cost functions consisting of both interact... In this paper,three optimal linear formation control algorithms are proposed for first-order linear multiagent systems from a linear quadratic regulator(LQR) perspective with cost functions consisting of both interaction energy cost and individual energy cost,because both the collective ob ject(such as formation or consensus) and the individual goal of each agent are very important for the overall system.First,we propose the optimal formation algorithm for first-order multi-agent systems without initial physical couplings.The optimal control parameter matrix of the algorithm is the solution to an algebraic Riccati equation(ARE).It is shown that the matrix is the sum of a Laplacian matrix and a positive definite diagonal matrix.Next,for physically interconnected multi-agent systems,the optimal formation algorithm is presented,and the corresponding parameter matrix is given from the solution to a group of quadratic equations with one unknown.Finally,if the communication topology between agents is fixed,the local feedback gain is obtained from the solution to a quadratic equation with one unknown.The equation is derived from the derivative of the cost function with respect to the local feedback gain.Numerical examples are provided to validate the effectiveness of the proposed approaches and to illustrate the geometrical performances of multi-agent systems. 展开更多
关键词 Linear quadratic regulator (LQR) Formation control Algebraic Riccati equation (ARE) OPTIMALCONTROL Multi-agent systems
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Linear quadratic stochastic integral games and related topics 被引量:1
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作者 WANG TianXiao SHI YuFeng 《Science China Mathematics》 SCIE CSCD 2015年第11期2405-2420,共16页
This paper studies linear quadratic games problem for stochastic Volterra integral equations(SVIEs in short) where necessary and sufficient conditions for the existence of saddle points are derived in two different wa... This paper studies linear quadratic games problem for stochastic Volterra integral equations(SVIEs in short) where necessary and sufficient conditions for the existence of saddle points are derived in two different ways.As a consequence,the open problems raised by Chen and Yong(2007) are solved.To characterize the saddle points more clearly,coupled forward-backward stochastic Volterra integral equations and stochastic Fredholm-Volterra integral equations are introduced.Compared with deterministic game problems,some new terms arising from the procedure of deriving the later equations reflect well the essential nature of stochastic systems.Moreover,our representations and arguments are even new in the classical SDEs case. 展开更多
关键词 stochastic integral games backward stochastic Volterra integral equations stochastic Fredholm-Volterra integral equations saddle points linear quadratic optimal control problems
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BACKWARD LINEAR-QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO-SUM DIFFERENTIAL GAME PROBLEM WITH RANDOM JUMPS
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作者 Detao ZHANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2011年第4期647-662,共16页
This paper studies the existence and uniqueness of solutions of fully coupled forward-backward stochastic differential equations with Brownian motion and random jumps.The result is applied to solve a linear-quadratic ... This paper studies the existence and uniqueness of solutions of fully coupled forward-backward stochastic differential equations with Brownian motion and random jumps.The result is applied to solve a linear-quadratic optimal control and a nonzero-sum differential game of backward stochastic differential equations.The optimal control and Nash equilibrium point are explicitly derived. Also the solvability of a kind Riccati equations is discussed.All these results develop those of Lim, Zhou(2001) and Yu,Ji(2008). 展开更多
关键词 Backward stochastic differential equations nonzero-sum differential game optimal con-trol poisson processes Riccati equation.
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