A decentralized PID neural network(PIDNN) control scheme was proposed to a quadrotor helicopter subjected to wind disturbance. First, the dynamic model that considered the effect of wind disturbance was established vi...A decentralized PID neural network(PIDNN) control scheme was proposed to a quadrotor helicopter subjected to wind disturbance. First, the dynamic model that considered the effect of wind disturbance was established via Newton-Euler formalism.For quadrotor helicopter flying at low altitude in actual situation, it was more susceptible to be influenced by the turbulent wind field.Therefore, the turbulent wind field was generated according to Dryden model and taken into consideration as the disturbance source of quadrotor helicopter. Then, a nested loop control approach was proposed for the stabilization and navigation problems of the quadrotor subjected to wind disturbance. A decentralized PIDNN controller was designed for the inner loop to stabilize the attitude angle. A conventional PID controller was used for the outer loop in order to generate the reference path to inner loop. Moreover, the connective weights of the PIDNN were trained on-line by error back-propagation method. Furthermore, the initial connective weights were identified according to the principle of PID control theory and the appropriate learning rate was selected by discrete Lyapunov theory in order to ensure the stability. Finally, the simulation results demonstrate that the controller can effectively resist external wind disturbances, and presents good stability, maneuverability and robustness.展开更多
Wind energy is currently a fast-growing interdisciplinary field that encompasses many different branches of engineering and science. Modeling and controlling wind energy systems are difficult and challenging problems....Wind energy is currently a fast-growing interdisciplinary field that encompasses many different branches of engineering and science. Modeling and controlling wind energy systems are difficult and challenging problems. The basic structure of wind turbines and some wind control system methods are briefly reviewed. The need for using advanced theories from fuzzy and intelligent systems in studying wind energy systems is identified and justified. FCMs （fuzzy cognitive maps） are used to model wind energy systems. Simulation studies are performed and obtained results are discussed. A new mathematical approach has been proposed to model dynamical complex systems, the DYFUKN （dynamic fuzzy knowledge networks）. Many open problems in the areas of modeling and controlling wind energy systems are outlined.展开更多
Abstract Option pricing problem plays an extremely important role in quantitative finance. In com- plete market, Black-Scholes-Merton theory has been central to the development of financial engineering as both discipl...Abstract Option pricing problem plays an extremely important role in quantitative finance. In com- plete market, Black-Scholes-Merton theory has been central to the development of financial engineering as both discipline and profession. However, in incomplete market, there are not any replicating port- folios for those options, and thus, the market traders cannot apply the law of one price for obtaining a unique solution. Fortunately, the authors can get a fair price via local-equilibrium principle. In this paper, the authors apply the stochastic control theory to price the exotic option-barrier options, and analyze the relationship between the price and the current positions. The authors get the explicit expression for the market price of the risk. The position effect plays a significant role in option pricing, because it can tell the trader how many and which direction to trade with the market in order to reach the local equilibrium with the market.展开更多
基金Project(2011ZA51001)supported by National Aerospace Science Foundation of China
文摘A decentralized PID neural network(PIDNN) control scheme was proposed to a quadrotor helicopter subjected to wind disturbance. First, the dynamic model that considered the effect of wind disturbance was established via Newton-Euler formalism.For quadrotor helicopter flying at low altitude in actual situation, it was more susceptible to be influenced by the turbulent wind field.Therefore, the turbulent wind field was generated according to Dryden model and taken into consideration as the disturbance source of quadrotor helicopter. Then, a nested loop control approach was proposed for the stabilization and navigation problems of the quadrotor subjected to wind disturbance. A decentralized PIDNN controller was designed for the inner loop to stabilize the attitude angle. A conventional PID controller was used for the outer loop in order to generate the reference path to inner loop. Moreover, the connective weights of the PIDNN were trained on-line by error back-propagation method. Furthermore, the initial connective weights were identified according to the principle of PID control theory and the appropriate learning rate was selected by discrete Lyapunov theory in order to ensure the stability. Finally, the simulation results demonstrate that the controller can effectively resist external wind disturbances, and presents good stability, maneuverability and robustness.
文摘Wind energy is currently a fast-growing interdisciplinary field that encompasses many different branches of engineering and science. Modeling and controlling wind energy systems are difficult and challenging problems. The basic structure of wind turbines and some wind control system methods are briefly reviewed. The need for using advanced theories from fuzzy and intelligent systems in studying wind energy systems is identified and justified. FCMs （fuzzy cognitive maps） are used to model wind energy systems. Simulation studies are performed and obtained results are discussed. A new mathematical approach has been proposed to model dynamical complex systems, the DYFUKN （dynamic fuzzy knowledge networks）. Many open problems in the areas of modeling and controlling wind energy systems are outlined.
基金supported by the National Natural Science Foundation of China under Grant No.9732007CB814901
文摘Abstract Option pricing problem plays an extremely important role in quantitative finance. In com- plete market, Black-Scholes-Merton theory has been central to the development of financial engineering as both discipline and profession. However, in incomplete market, there are not any replicating port- folios for those options, and thus, the market traders cannot apply the law of one price for obtaining a unique solution. Fortunately, the authors can get a fair price via local-equilibrium principle. In this paper, the authors apply the stochastic control theory to price the exotic option-barrier options, and analyze the relationship between the price and the current positions. The authors get the explicit expression for the market price of the risk. The position effect plays a significant role in option pricing, because it can tell the trader how many and which direction to trade with the market in order to reach the local equilibrium with the market.
