This paper mainly describes that loose of jig bed affects jig's separation effect, and the corresponding fuzzy rules were built. Using the evaluating index of jig's separation effect--imperfection (I) and tota...This paper mainly describes that loose of jig bed affects jig's separation effect, and the corresponding fuzzy rules were built. Using the evaluating index of jig's separation effect--imperfection (I) and total misplaced material (Cz), it evaluates status of loose of jig bed by fuzzy inference system. Experimental simulation and applications in practice prove the method's feasibility.展开更多
This paper deals with the robust guaranteed cost observer with guaranteed cost performance for a class of linear uncertain jump systems with state delay.The transition of the jumping parameters in systems is governed ...This paper deals with the robust guaranteed cost observer with guaranteed cost performance for a class of linear uncertain jump systems with state delay.The transition of the jumping parameters in systems is governed by a finite-state Markov process.Based on the stability theory in stochastic differential equations,a sufficient condition on the existence of the proposed robust guaranteed cost observer is derived.Robust guaranteed cost observers are designed in terms of a set of linear coupled matrix inequalities.A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost observers.展开更多
Both necessary and sufficient maximum principles for optimal control of stochastic systemwith random jumps consisting of forward and backward state variables are proved.The control variableis allowed to enter both dif...Both necessary and sufficient maximum principles for optimal control of stochastic systemwith random jumps consisting of forward and backward state variables are proved.The control variableis allowed to enter both diffusion and jump coefficients.The result is applied to a mean-varianceportfolio selection mixed with a recursive utility functional optimization problem.Explicit expressionof the optimal portfolio selection strategy is obtained in the state feedback form.展开更多
This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of Ito type with multiplieative noise （for short, MJLSS）. Stochastic Popov-Belevith-Hautus （...This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of Ito type with multiplieative noise （for short, MJLSS）. Stochastic Popov-Belevith-Hautus （PBH） Criterions for exact observability and exact detectability are respectively obtained. As an application, stochastic H2/H∞ control for such MJLSS is discussed under exact detectability.展开更多
The paper is concerned with positive observer design for positive Markovian jump systems with partly known transition rates. By applying a linear co-positive type Lyapunov-Krasovskii function,a sufficient condition is...The paper is concerned with positive observer design for positive Markovian jump systems with partly known transition rates. By applying a linear co-positive type Lyapunov-Krasovskii function,a sufficient condition is proposed to ensure the stochastic stability of the error positive system and the existence of the positive observer, which is computed in linear programming. Finally, an example is given to demonstrate the validity of the main results.展开更多
文摘This paper mainly describes that loose of jig bed affects jig's separation effect, and the corresponding fuzzy rules were built. Using the evaluating index of jig's separation effect--imperfection (I) and total misplaced material (Cz), it evaluates status of loose of jig bed by fuzzy inference system. Experimental simulation and applications in practice prove the method's feasibility.
基金Sponsored by the Scientific Research Foundation of Harbin Institute of Technology (Grant No.HIT.2003.02)the Chinese Outstanding Youth Science Foundation(Grant No. 69504002)
文摘This paper deals with the robust guaranteed cost observer with guaranteed cost performance for a class of linear uncertain jump systems with state delay.The transition of the jumping parameters in systems is governed by a finite-state Markov process.Based on the stability theory in stochastic differential equations,a sufficient condition on the existence of the proposed robust guaranteed cost observer is derived.Robust guaranteed cost observers are designed in terms of a set of linear coupled matrix inequalities.A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost observers.
基金supported by the National Basic Research Program of China (973 Program) under Grant No.2007CB814904the National Natural Science Foundations of China under Grant Nos.10921101 and 10701050the Natural Science Foundation of Shandong Province under Grant Nos.JQ200801 and 2008BS01024
文摘Both necessary and sufficient maximum principles for optimal control of stochastic systemwith random jumps consisting of forward and backward state variables are proved.The control variableis allowed to enter both diffusion and jump coefficients.The result is applied to a mean-varianceportfolio selection mixed with a recursive utility functional optimization problem.Explicit expressionof the optimal portfolio selection strategy is obtained in the state feedback form.
基金supported by National Natural Science Foundation of China under Grant Nos 60774020, 60736028,and 60821091
文摘This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of Ito type with multiplieative noise （for short, MJLSS）. Stochastic Popov-Belevith-Hautus （PBH） Criterions for exact observability and exact detectability are respectively obtained. As an application, stochastic H2/H∞ control for such MJLSS is discussed under exact detectability.
基金supported by the Key Program of National Natural Science Foundation of China under Grant Nos.61573088 and 61433004
文摘The paper is concerned with positive observer design for positive Markovian jump systems with partly known transition rates. By applying a linear co-positive type Lyapunov-Krasovskii function,a sufficient condition is proposed to ensure the stochastic stability of the error positive system and the existence of the positive observer, which is computed in linear programming. Finally, an example is given to demonstrate the validity of the main results.
