期刊文献+
共找到27篇文章
< 1 2 >
每页显示 20 50 100
基于模型预测控制算法的精确着舰控制方法
1
作者 万兵 苏析超 +2 位作者 汪节 韩维 李常久 《北京航空航天大学学报》 EI CAS CSCD 北大核心 2024年第4期1197-1207,共11页
针对舰载机着舰过程中的航母运动、舰尾流扰动等影响,提出一种基于模型预测控制-线性二次型高斯(MPC-LQG)算法的精确着舰控制方法,开展飞机纵向通道的精确着舰控制研究。对飞机纵向动力学、舰尾流、航母运动、轨迹跟踪等,进行建模和分... 针对舰载机着舰过程中的航母运动、舰尾流扰动等影响,提出一种基于模型预测控制-线性二次型高斯(MPC-LQG)算法的精确着舰控制方法,开展飞机纵向通道的精确着舰控制研究。对飞机纵向动力学、舰尾流、航母运动、轨迹跟踪等,进行建模和分析。对MPC-LQG算法进行融合,以实现轨迹跟踪控制,核心思想是:模型预测控制进行航母运动补偿;设计全维状态观测,实现全状态反馈,以实现最优着舰控制。对不同的着舰情况和初始条件进行算法仿真,并与其他算法进行仿真比较。仿真结果表明,所提方法的轨迹跟踪效果很好,高度偏差0.1~0.2 m;相比传统着舰控制,所提方法动态响应快、着舰精度高。 展开更多
关键词 模型预测控制-线性型高斯 甲板运动 引导指令 着舰控制 轨迹跟踪
下载PDF
基于均值-方差随机微分博弈的再保险和投资 被引量:1
2
作者 杨鹏 刘琦 《四川师范大学学报(自然科学版)》 CAS 北大核心 2016年第2期248-253,共6页
研究均值-方差准则下具有再保险和投资的随机微分博弈.保险公司的目标是在终值财富的均值等于k的限制下,选择一个策略使终值财富的方差最小.金融市场作为博弈的"虚拟手"目标是在终值财富的均值等于k的限制下,选择一个策略使... 研究均值-方差准则下具有再保险和投资的随机微分博弈.保险公司的目标是在终值财富的均值等于k的限制下,选择一个策略使终值财富的方差最小.金融市场作为博弈的"虚拟手"目标是在终值财富的均值等于k的限制下,选择一个策略使终值财富的方差最大,也就是研究保险公司和金融市场之间的二人零和随机微分博弈.通过把原先基于均值-方差准则的随机微分博弈转化为一个辅助问题,应用线性-二次控制理论解决辅助问题,最终得到最优策略和有效边界的显式解. 展开更多
关键词 均值-方差准则 随机微分博弈 线性-二次控制 再保险 投资
下载PDF
Computer simulation of active suspension based on the full-vehicle model 被引量:2
3
作者 李军 CHEN Shanguo 《Journal of Chongqing University》 CAS 2002年第2期24-27,共4页
Abstract: The current method to solve the problem of active suspension control for a vehicle is often dealt with a quarter-car or half-car model. But it is not enough to use this kind of model for practical applicatio... Abstract: The current method to solve the problem of active suspension control for a vehicle is often dealt with a quarter-car or half-car model. But it is not enough to use this kind of model for practical applications. In this paper, based on considering the influence of factors such as, seat and passengers, a MDOF(multi-degree-of-freedom) model describing the vehicle motion is set up. The MODF model, which is 8DOF of four independent suspensions and four wheel tracks, is more applicable by comparison of its analysis result with some conventional vehicle models. Therefore, it is more suitable to use the 8DOF full-car model than a conventional 4DOF half-car model in the active control design for car vibration. Based on the derived 8DOF model, a controller is designed by using LQ (linear quadratic ) control theory, and the appropriate control scheme is selected by testing various performance indexes. Computer simulation is carried out for a passenger car running on a road with step disturbance and random road disturbance expressed by Power Spectral Density (PSD). Vibrations corresponding to ride comfort are derived under the foregoing road disturbances. The response results for uncontrolled and controlled system are compared. The response of vehicle vibration is greatly suppressed and quickly damped, which testifies the effect of the active suspension. The results achieved for various controllers are compared to investigate the influence of different control schemes on the control effect. 展开更多
关键词 active suspension LQ control 8DOF model
下载PDF
Attitude controller for reentry vehicles using state-dependent Riccati equation method 被引量:3
4
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
下载PDF
随机微分博弈下的资产负债管理 被引量:13
5
作者 杨鹏 林祥 《中山大学学报(自然科学版)》 CAS CSCD 北大核心 2013年第6期30-33,共4页
应用线性-二次控制的理论,研究了负债情形下投资者与市场之间的随机微分博弈。假设负债是服从几何布朗运动的随机过程且与股票价格完全相关,市场是博弈的"虚拟"手,博弈中投资者是主导者。在投资者具有指数效用和幂效用下,求... 应用线性-二次控制的理论,研究了负债情形下投资者与市场之间的随机微分博弈。假设负债是服从几何布朗运动的随机过程且与股票价格完全相关,市场是博弈的"虚拟"手,博弈中投资者是主导者。在投资者具有指数效用和幂效用下,求得了最优投资组合策略、最优市场策略和值函数的显示解。并通过对结果的进一步分析,给出了在经济上的解释。 展开更多
关键词 随机微分博弈 线性-二次控制 负债 指数效用 幂效用
下载PDF
基于再保险和投资的随机微分博弈 被引量:7
6
作者 杨鹏 《数学杂志》 CSCD 北大核心 2014年第4期779-786,共8页
本文研究了具有再保险和投资的随机微分博弈.应用线性-二次控制的理论,在指数效用和幂效用下,求得了最优再保险策略、最优投资策略、最优市场策略和值函数的显示解,推广了文[8]的结果.通过本文的研究,当市场出现最坏的情况时,可以指导... 本文研究了具有再保险和投资的随机微分博弈.应用线性-二次控制的理论,在指数效用和幂效用下,求得了最优再保险策略、最优投资策略、最优市场策略和值函数的显示解,推广了文[8]的结果.通过本文的研究,当市场出现最坏的情况时,可以指导保险公司选择恰当的再保险和投资策略使自身所获得的财富最大化. 展开更多
关键词 随机微分博弈 线性-二次控制 指数效用 幂效用
下载PDF
通货膨胀影响下基于随机微分博弈的最优再保险和投资 被引量:5
7
作者 杨鹏 《应用概率统计》 CSCD 北大核心 2016年第2期147-156,共10页
本文在通货膨胀影响下,研究了具有再保险和投资的随机微分博弈.保险公司选择一个策略最小化终值财富的方差,而金融市场作为博弈的"虚拟手"选择一个概率测度所代表的经济"环境"最大化保险公司考虑的最小化终值财富... 本文在通货膨胀影响下,研究了具有再保险和投资的随机微分博弈.保险公司选择一个策略最小化终值财富的方差,而金融市场作为博弈的"虚拟手"选择一个概率测度所代表的经济"环境"最大化保险公司考虑的最小化终值财富的方差.通过保险公司和金融市场之间的这种双重博弈得到最优的投资组合.进行投资时考虑了通货膨胀的影响,通货膨胀的处理方式为:首先考虑通货膨胀对风险资产进行折算,然后再构造财富过程.通过把原先的基于均值-方差准则的随机微分博弈转化为无限制情况,应用线性-二次控制理论得到了无限制情况下最优再保险、投资、市场策略和有效边界的显式解;进而得到了原基于均值-方差准则的随机微分博弈的最优再保险、投资、市场策略和有效边界的显式解. 展开更多
关键词 均值-方差准则 随机微分博弈 线性-二次控制 通货膨胀 再保险 投资
下载PDF
基于确定缴费型养老金最优投资的随机微分博弈 被引量:4
8
作者 杨鹏 《四川师范大学学报(自然科学版)》 CAS 北大核心 2015年第2期194-200,共7页
研究2种情况下养老金的随机微分博弈:第一种情况是基于效用的随机微分博弈,第二种情况是基于均值-方差准则的随机微分博弈.对于第一种情况在指数效用和幂效用下,应用线性-二次控制理论得到最优投资、市场策略和值函数的显示解.对于第二... 研究2种情况下养老金的随机微分博弈:第一种情况是基于效用的随机微分博弈,第二种情况是基于均值-方差准则的随机微分博弈.对于第一种情况在指数效用和幂效用下,应用线性-二次控制理论得到最优投资、市场策略和值函数的显示解.对于第二种情况,通过把原先的基于均值-方差准则的随机微分博弈转化为无限制情况,应用线性-二次控制理论得到无限制情况下最优投资、市场策略和有效边界的显示解;进而得到原基于均值-方差准则的随机微分博弈的最优投资、市场策略和有效边界的显示解.通过研究,可以指导养老金计划者在金融市场出现最坏时进行合理投资使自身的财富最大化;也可以指导养老金计划者在金融市场出现最坏时进行合理投资,使自身获得一定的财富,而面临的风险最小. 展开更多
关键词 均值-方差准则 随机微分博弈 线性-二次控制 指数效用 幂效用
下载PDF
随机利率下DC型养老金的随机微分博弈 被引量:3
9
作者 杨鹏 《应用概率统计》 CSCD 北大核心 2018年第5期441-449,共9页
本文研究了Vasicek随机利率下DC型养老金的随机微分博弈.金融市场是博弈的"虚拟"手,博弈中养老金计划投资者占主导.研究目标是:通过养老金计划投资者和金融市场之间的博弈,寻找最优的策略使得终止时刻财富的期望效用达到最大... 本文研究了Vasicek随机利率下DC型养老金的随机微分博弈.金融市场是博弈的"虚拟"手,博弈中养老金计划投资者占主导.研究目标是:通过养老金计划投资者和金融市场之间的博弈,寻找最优的策略使得终止时刻财富的期望效用达到最大.在幂效用函数下,运用随机控制理论求得了最优策略和值函数的显式解.最后,解释了所研究的结果在经济上的意义,并通过数值计算分析了一些参数对最优策略的影响. 展开更多
关键词 DC型养老金 Vasicek随机利率 随机微分博弈 幂效用 线性-二次控制
下载PDF
具有随机工资的养老金最优投资问题 被引量:2
10
作者 杨鹏 《运筹学学报》 CSCD 北大核心 2016年第1期19-30,共12页
在三种目标函数下,研究了具有随机工资的养老金最优投资问题.第一种是均值-方差准则,第二种基于效用的随机微分博弈,第三种基于均值-方差准则的随机微分博弈.随机微分博弈问题中博弈的双方为养老金计划投资者和金融市场,金融市场是博弈... 在三种目标函数下,研究了具有随机工资的养老金最优投资问题.第一种是均值-方差准则,第二种基于效用的随机微分博弈,第三种基于均值-方差准则的随机微分博弈.随机微分博弈问题中博弈的双方为养老金计划投资者和金融市场,金融市场是博弈的虚拟手.应用线性二次控制理论求得了三种目标函数下的最优策略和值函数的显式解. 展开更多
关键词 均值-方差准则 随机微分博弈 线性-二次控制 指数效用 投资
下载PDF
基于随机微分博弈的负债型保险公司最优投资策略
11
作者 王丽霞 李双东 《淮南师范学院学报》 2015年第5期23-25,共3页
在不确定的市场环境下,运用微分博弈理论,建立了带有负债的保险公司与市场的二人零和随机微分博弈风险模型。假定负债过程服从带漂移的布朗运动且与股票价格存在相关性,且保险公司以终值财富期望效用最大化为目标,研究保险公司的投资组... 在不确定的市场环境下,运用微分博弈理论,建立了带有负债的保险公司与市场的二人零和随机微分博弈风险模型。假定负债过程服从带漂移的布朗运动且与股票价格存在相关性,且保险公司以终值财富期望效用最大化为目标,研究保险公司的投资组合优化问题。应用线性-二次控制方法,在指数效用下,给出保险公司的最优投资策略,市场策略,以及最优策略下终值财富的值函数。 展开更多
关键词 负债 随机微分博弈 线性-二次控制 指数效用
下载PDF
Theoretical Study of Double Cost Function Linear Quadratic Regulator(LQR)
12
作者 姜澜 王信义 永井正夫 《Journal of Beijing Institute of Technology》 EI CAS 2000年第1期80-86,共7页
Double cost function linear quadratic regulator (DLQR) is developed from LQR theory to solve an optimal control problem with a general nonlinear cost function. In addition to the traditional LQ cost function, anothe... Double cost function linear quadratic regulator (DLQR) is developed from LQR theory to solve an optimal control problem with a general nonlinear cost function. In addition to the traditional LQ cost function, another free form cost function was introduced to express the physical need plainly and optimize weights of LQ cost function using the search algorithms. As an instance, DLQR was applied in determining the control input in the front steering angle compensation control (FSAC) model for heavy duty vehicles. The brief simulations show that DLQR is powerful enough to specify the engineering requirements correctly and balance many factors effectively. The concept and applicable field of LQR are expanded by DLQR to optimize the system with a free form cost function. 展开更多
关键词 optimal control linear quadratic regulator (LQR) search algorithm front steering angle compensation control
下载PDF
Calculation method for trajectory following control for autonomous vehicles 被引量:2
13
作者 Wu Jianwei Sun Beibei +1 位作者 Fu Qidi Liu Yanhao 《Journal of Southeast University(English Edition)》 EI CAS 2021年第4期356-364,共9页
The current literature lacks uniform calculation methods for following trajectory control for autonomous vehicles,including the calculation of errors,determination of tracking points,and design of feedforward controll... The current literature lacks uniform calculation methods for following trajectory control for autonomous vehicles,including the calculation of errors,determination of tracking points,and design of feedforward controllers.Hence,a complete calculation method is proposed to address this gap.First,a control equation in the form of an error is obtained according to the dynamic equation of the vehicle coordinate system and the trajectory following model.Secondly,the deviation of the vehicle state is obtained according to the current vehicle s state and the following control model.Finally,a linear quadratic regulator(LQR)controller with feedforward control is designed according to the characteristics of the dynamic equation.With the proposed LQR,the simulation of computational time,anti-interference,and reliability analysis of the trajectory following control is performed by programming using MATLAB.The simulation outcomes are then compared with the experimental results from the literature.The comparison indicates that the proposed complete calculation method is effective,reliable,and capable of achieving real-time and anti-interference following control performance.The simulation results with or without feedforward control show that the steady-state error is eliminated and that good control performance is obtained by introducing feedforward control. 展开更多
关键词 trajectory following autonomous vehicle feedforward control linear quadratic regulator(LQR)
下载PDF
Design of an optimal active stabilizer mechanism for enhancing vehicle rolling resistance 被引量:6
14
作者 Yaghoub Pourasad Mehdi Mahmoodi-k Majid Oveisi 《Journal of Central South University》 SCIE EI CAS CSCD 2016年第5期1142-1151,共10页
Improving rollover and stability of the vehicles is the indispensable part of automotive research to prevent vehicle rollover and crashes.The main objective of this work is to develop active control mechanism based on... Improving rollover and stability of the vehicles is the indispensable part of automotive research to prevent vehicle rollover and crashes.The main objective of this work is to develop active control mechanism based on fuzzy logic controller(FLC) and linear quadratic regulator(LQR) for improving vehicle path following,roll and handling performances simultaneously.3-DOF vehicle model including yaw rate,lateral velocity(lateral dynamic) and roll angle(roll dynamic) were developed.The controller produces optimal moment to increase stability and roll margin of vehicle by receiving the steering angle as an input and vehicle variables as a feedback signal.The effectiveness of proposed controller and vehicle model were evaluated during fishhook and single lane-change maneuvers.Simulation results demonstrate that in both cases(FLC and LQR controllers) by reducing roll angle,lateral acceleration and side slip angles remain under 0.6g and 4° during maneuver,which ensures vehicle stability and handling properties.Finally,the sensitivity and robustness analysis of developed controller for varying longitudinal speeds were investigated. 展开更多
关键词 vehicle dynamics ROLLOVER HANDLING FLC LQR
下载PDF
Study of Comparative Saturated Sliding Mode Control and LQR Controller
15
作者 Borhen Torchani Anis Sellami +1 位作者 Radhi M'hiri Germain Garcia 《Journal of Mechanics Engineering and Automation》 2011年第3期245-249,共5页
The saturation problem is the one of the most common handicaps for applying to real applications, especially the actuator saturation. This paper focuses on the robustness of the sliding mode control (SMC) which inco... The saturation problem is the one of the most common handicaps for applying to real applications, especially the actuator saturation. This paper focuses on the robustness of the sliding mode control (SMC) which incorporates a saturation constraint technique compared to classical linear quadratic regulator (LQR) with saturation. In the first step, the authors present a design methodology of SMC of a class of linear saturated systems. The authors present the structure of the saturation, after that the synthesis of the sliding surface is formulate as a problem of root clustering, which leads to the development of a continuous and non-linear control law that ensures the reaching condition of the sliding mode. The second step is devoted to present briefly the LQR controller technique. Finally, to validate results, the authors demonstrate an example of a quarter of vehicle system. 展开更多
关键词 Variable structure control sliding mode control ROBUSTNESS LQR (linear quadratic regulator) saturation.
下载PDF
Robust Model Predictive Controller Design: Finite and Infinite Horizon
16
作者 Vojtech Vesely Daniel Vozak 《Journal of Mathematics and System Science》 2015年第11期449-458,共10页
This paper addresses to the problem of designing, modeling and practical realization of robust model predictive control for finite and infinite prediction horizon which ensures a parameter dependent quadratic stabilit... This paper addresses to the problem of designing, modeling and practical realization of robust model predictive control for finite and infinite prediction horizon which ensures a parameter dependent quadratic stability and guaranteed cost for linear polytopic uncertain systems. The model predictive controller design procedure based on BMI and LMI is reduced to off-line output feedback gain calculation. A numerical examples and an application to a real process is given to illustrate the effectiveness of the proposed method. 展开更多
关键词 MPC robust stability polytopic model LMI output feedback infinite horizon
下载PDF
Real-time optimization power-split strategy for hybrid electric vehicles 被引量:7
17
作者 XIA Chao Ying ZHANG Cong 《Science China(Technological Sciences)》 SCIE EI CAS CSCD 2016年第5期814-824,共11页
Energy management strategies based on optimal control theory can achieve minimum fuel consumption for hybrid electric vehicles, but the requirement for driving cycles known in prior leads to a real-time problem. A rea... Energy management strategies based on optimal control theory can achieve minimum fuel consumption for hybrid electric vehicles, but the requirement for driving cycles known in prior leads to a real-time problem. A real-time optimization power-split strategy is proposed based on linear quadratic optimal control. The battery state of charge sustainability and fuel economy are ensured by designing a quadratic performance index combined with two rules. The engine power and motor power of this strategy are calculated in real-time based on current system state and command, and not related to future driving conditions. The simulation results in ADVISOR demonstrate that, under the conditions of various driving cycles, road slopes and vehicle parameters, the proposed strategy significantly improves fuel economy, which is very close to that of the optimal control based on Pontryagin's minimum principle, and greatly reduces computation complexity. 展开更多
关键词 hybrid electric vehicle (HEV) linear quadratic optimal control real-time control energy management strategy
原文传递
THE MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH RANDOM JUMPS 被引量:4
18
作者 Hua XIAO 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2011年第6期1083-1099,共17页
This paper studies the problem of partially observed optimal control for forward-backward stochastic systems which are driven both by Brownian motions and an independent Poisson random measure. Combining forward-backw... This paper studies the problem of partially observed optimal control for forward-backward stochastic systems which are driven both by Brownian motions and an independent Poisson random measure. Combining forward-backward stochastic differential equation theory with certain classical convex variational techniques, the necessary maximum principle is proved for the partially observed optimal control, where the control domain is a nonempty convex set. Under certain convexity assumptions, the author also gives the sufficient conditions of an optimal control for the aforementioned optimal optimal problem. To illustrate the theoretical result, the author also works out an example of partial information linear-quadratic optimal control, and finds an explicit expression of the corresponding optimal control by applying the necessary and sufficient maximum principle. 展开更多
关键词 Forward-backward stochastic differential equations maximum principle partially observed optimal control random jumps.
原文传递
Optimization of formation for multi-agent systems based on LQR 被引量:4
19
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
原文传递
BACKWARD LINEAR-QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO-SUM DIFFERENTIAL GAME PROBLEM WITH RANDOM JUMPS
20
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.
原文传递
上一页 1 2 下一页 到第
使用帮助 返回顶部