In this paper, for a class of high-order stochastic nonlinear systems with zero dynamics which are neither necessarily feedback linearizable nor affine in the control input, the problem of state feedback stabilization...In this paper, for a class of high-order stochastic nonlinear systems with zero dynamics which are neither necessarily feedback linearizable nor affine in the control input, the problem of state feedback stabilization is investigated for the first time. Under some weaker assumptions, a smooth state feedback controller is designed, which ensures that the closed-loop system has an almost surely unique solution on [0,∞), the equilibrium at the origin of the closed-loop system is globally asymptotically stable in probability, and all the states can be regulated to the origin almost surely. A simulation example demonstrates the control scheme.展开更多
This paper is concerned with the global stabilization via output-feedback for a class of high-order stochastic nonlinear systems with unmeasurable states dependent growth and uncertain control coefficients. Indeed, th...This paper is concerned with the global stabilization via output-feedback for a class of high-order stochastic nonlinear systems with unmeasurable states dependent growth and uncertain control coefficients. Indeed, there have been abundant deterministic results which recently inspired the intense investigation for their stochastic analogous. However, because of the possibility of non-unique solutions to the systems, there lack basic concepts and theorems for the problem under investigation. First of all, two stochastic stability concepts are generalized to allow the stochastic systems with more than one solution, and a key theorem is given to provide the sufficient conditions for the stochastic stabilities in a weaker sense. Then, by introducing the suitable reduced order observer and appropriate control Lyapunov functions, and by using the method of adding a power integrator, a continuous (nonsmooth) output-feedback controller is successfully designed, which guarantees that the closed-loop system is globally asymptotically stable in probability.展开更多
This paper addresses the problem of event-triggered finite-time H<sub>∞</sub> filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-K...This paper addresses the problem of event-triggered finite-time H<sub>∞</sub> filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-Krasoviskii functional method is adopted to design a filter such that the filtering error system is stochastic finite-time stable (SFTS) and preserves a prescribed performance level according to the pre-defined event-triggered criteria. Based on stochastic differential equations theory, some sufficient conditions for the existence of H<sub>∞</sub> filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H<sub>∞</sub> filter gain matrices can be expressed in an explicit form.展开更多
This paper studies deterministic and stochastic fixedtime stability of autonomous nonlinear discrete-time(DT)systems.Lyapunov conditions are first presented under which the fixed-time stability of deterministic DT sys...This paper studies deterministic and stochastic fixedtime stability of autonomous nonlinear discrete-time(DT)systems.Lyapunov conditions are first presented under which the fixed-time stability of deterministic DT systems is certified.Extensions to systems under deterministic perturbations as well as stochastic noise are then considered.For the former,sensitivity to perturbations for fixed-time stable DT systems is analyzed,and it is shown that fixed-time attractiveness results from the presented Lyapunov conditions.For the latter,sufficient Lyapunov conditions for fixed-time stability in probability of nonlinear stochastic DT systems are presented.The fixed upper bound of the settling-time function is derived for both fixed-time stable and fixed-time attractive systems,and a stochastic settling-time function fixed upper bound is derived for stochastic DT systems.Illustrative examples are given along with simulation results to verify the introduced results.展开更多
This paper deals with the robust control problem for a class of uncertain nonlinear networked systems with stochastic communication delays via sliding mode conception (SMC). A sequence of variables obeying Bernoulli...This paper deals with the robust control problem for a class of uncertain nonlinear networked systems with stochastic communication delays via sliding mode conception (SMC). A sequence of variables obeying Bernoulli distribution are employed to model the randomly occurring communication delays which could be different for different state variables. A discrete switching function that is different from those in the existing literature is first proposed. Then, expressed as the feasibility of a linear matrix inequality (LMI) with an equality constraint, sufficient conditions are derived in order to ensure the globally mean-square asymptotic stability of the system dynamics on the sliding surface. A discrete-time SMC controller is then synthesized to guarantee the discrete-time sliding mode reaching condition with the specified sliding surface. Finally, a simulation example is given to show the effectiveness of the proposed method.展开更多
In this paper, we consider a class of high-order nonlinear systems with unmodelled dynamics from the viewpoint of maintaining the desired control performance (e,g., asymptotical stability) and reducing the control e...In this paper, we consider a class of high-order nonlinear systems with unmodelled dynamics from the viewpoint of maintaining the desired control performance (e,g., asymptotical stability) and reducing the control effort. By introducing a new reseating transformation, adopting an effective reduced-order observer, and choosing an ingenious Lyapunov function and appropriate design parameters, this paper designs all improved output-feedback controller. The output-feedback controller guarantees the globally asymptotieal stability of the closed-loop system. Subsequently, taking a concrete system for an example, the smaller critical values for gain parameter and resealing transformation parameter are obtained to effectively reduce the control effort.展开更多
This paper investigates the fixed-time stability theorem and state-feedback controller design for stochastic nonlinear systems.We propose an improved fixed-time Lyapunov theorem with a more rigorous and reasonable pro...This paper investigates the fixed-time stability theorem and state-feedback controller design for stochastic nonlinear systems.We propose an improved fixed-time Lyapunov theorem with a more rigorous and reasonable proof procedure.In particular,an important corollary is obtained,which can give a less conservative upper-bound estimate of the settling time.Based on the backstepping technique and the addition of a power integrator method,a state-feedback controller is skillfully designed for a class of stochastic nonlinear systems.It is proved that the proposed controller can render the closed-loop system fixed-time stable in probability with the help of the proposed fixed-time stability criteria.Finally,the effectiveness of the proposed controller is demonstrated by simulation examples and comparisons.展开更多
In this work,a novel shape control approach of the probability density function(PDF)for nonlinear stochastic systems is presented.First,we provide the formula for the PDF shape controller without devising the control ...In this work,a novel shape control approach of the probability density function(PDF)for nonlinear stochastic systems is presented.First,we provide the formula for the PDF shape controller without devising the control law of the controller.Then,based on the exact analytical solution of the Fokker-PlanckKolmogorov(FPK)equation,the product function of the polynomial and the exponential polynomial is regarded as the stationary PDF of the state response.To validate the performance of the proposed control approach,we compared it with the exponential polynomial method and the multi-Gaussian closure method by implementing comparative simulation experiments.The results show that the novel PDF shape control approach is effective and feasible.Using an equal number of parameters,our method can achieve a similar or better control effect as the exponential polynomial method.By comparison with the multiGaussian closure method,our method has clear advantages in PDF shape control performance.For all cases,the integral of squared error and the errors of first four moments of our proposed method were very small,indicating superior performance and promising good overall control effects of our method.The approach presented in this study provides an alternative for PDF shape control in nonlinear stochastic systems.展开更多
This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix i...This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also given.展开更多
This paper is concerned with the global boundedness problem for a class of stochastic nonlinear systems with matched conditions. The uncertainties in the systems are due to parameter variations and external stochastic...This paper is concerned with the global boundedness problem for a class of stochastic nonlinear systems with matched conditions. The uncertainties in the systems are due to parameter variations and external stochastic disturbance. Only the matched conditions and the possible bound of the uncertainties are demanded. Based on the stochastic Lyapunov stability theory, an explicit controller is constructed in the gradient direction, which renders responses of the closed-loop systems be globally bounded in probability. When the systems degrade to linear systems, the controller becomes linear. Illustrative examples are given to show the effectiveness of the proposed method.展开更多
The problem of track control is studied for a class of strict-feedback stochastic nonlinear systems in which unknown virtual control gain function is the main feature. First, the so-called stochastic LaSalle theory is...The problem of track control is studied for a class of strict-feedback stochastic nonlinear systems in which unknown virtual control gain function is the main feature. First, the so-called stochastic LaSalle theory is extended to some extent, and accordingly, the results of global ultimate boundedness for stochastic nonlinear systems are developed. Next, a new design scheme of fuzzy adaptive control is proposed. The advantage of it is that it does not require priori knowledge of virtual control gain function sign, which is usually demanded in many designs. At the same time, the track performance of closed-loop systems is improved by adaptive modifying the estimated error upper bound. By theoretical analysis, the signals of closed-loop systems are globally ultimately bounded in probability and the track error converges to a small residual set around the origin in 4th-power expectation.展开更多
A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled ...A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled strongly non-linear systems under wide-band random excitation using generalized harmonic functions. Then, the dynamical programming equation for the saturated control problem is formulated from the partially averaged Itō equation based on the dynamical programming principle. The optimal control consisting of the unbounded optimal control and the bounded bang-bang control is determined by solving the dynamical programming equation. Finally, the response of the optimally controlled system is predicted by solving the reduced Fokker-Planck-Kolmogorov (FPK) equation associated with the completed averaged Itō equation. An example is given to illustrate the proposed control strategy. Numerical results show that the proposed control strategy has high control effectiveness and efficiency and the chattering is reduced significantly comparing with the bang-bang control strategy.展开更多
This paper considers a concrete stochastic nonlinear system with stochastic unmeasurable inverse dynamics. Motivated by the concept of integral input-to-state stability (iISS) in deterministic systems and stochastic...This paper considers a concrete stochastic nonlinear system with stochastic unmeasurable inverse dynamics. Motivated by the concept of integral input-to-state stability (iISS) in deterministic systems and stochastic input-to-state stability (SISS) in stochastic systems, a concept of stochastic integral input-to-state stability (SiISS) using Lyapunov functions is first introduced. A constructive strategy is proposed to design a dynamic output feedback control law, which drives the state to the origin almost surely while keeping all other closed-loop signals almost surely bounded. At last, a simulation is given to verify the effectiveness of the control law.展开更多
This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem ...This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem of finding the closed-loop optimal control can be decomposed into three problems: the deterministic optimal feedback, cautious optimal and probing optimal control problems.展开更多
The problem of adaptive stabilization is addressed for a class of uncertain stochastic nonlinear strict-feedback systems with both unknown dead-zone and unknown gain functions.By using the backstepping method and neur...The problem of adaptive stabilization is addressed for a class of uncertain stochastic nonlinear strict-feedback systems with both unknown dead-zone and unknown gain functions.By using the backstepping method and neural network(NN) parameterization,a novel adaptive neural control scheme which contains fewer learning parameters is developed to solve the stabilization problem of such systems.Meanwhile,stability analysis is presented to guarantee that all the error variables are semi-globally uniformly ultimately bounded with desired probability in a compact set.The effectiveness of the proposed design is illustrated by simulation results.展开更多
In this paper two different control strategies designed to alleviate the response of quasi partially integrable Hamiltonian systems subjected to stochastic excitation are proposed. First, by using the stochastic avera...In this paper two different control strategies designed to alleviate the response of quasi partially integrable Hamiltonian systems subjected to stochastic excitation are proposed. First, by using the stochastic averaging method for quasi partially integrable Hamiltonian systems, an n-DOF controlled quasi partially integrable Hamiltonian system with stochastic excitation is converted into a set of partially averaged It^↑o stochastic differential equations. Then, the dynamical programming equation associated with the partially averaged It^↑o equations is formulated by applying the stochastic dynamical programming principle. In the first control strategy, the optimal control law is derived from the dynamical programming equation and the control constraints without solving the dynamical programming equation. In the second control strategy, the optimal control law is obtained by solving the dynamical programming equation. Finally, both the responses of controlled and uncontrolled systems are predicted through solving the Fokker-Plank-Kolmogorov equation associated with fully averaged It^↑o equations. An example is worked out to illustrate the application and effectiveness of the two proposed control strategies.展开更多
In this paper, the global asymptotic stability analysis problem is considered for a class of stochastic high-order neural networks with tin.delays. Based on a Lyapunov-Krasovskii functional and the stochastic stabilit...In this paper, the global asymptotic stability analysis problem is considered for a class of stochastic high-order neural networks with tin.delays. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, several sufficient conditions are derived in order to guarantee the global asymptotic convergence of the equilibtium paint in the mean square. Investigation shows that the addressed stochastic highorder delayed neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities (LMIs). Hence, the global asymptotic stability of the studied stochastic high-order delayed neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global stability criteria.展开更多
This paper presents a novel conditionally suboptimal filtering algorithm on estimation problems that arise in discrete nonlinear time-varying stochastic difference systems. The suboptimal state estimate is formed by s...This paper presents a novel conditionally suboptimal filtering algorithm on estimation problems that arise in discrete nonlinear time-varying stochastic difference systems. The suboptimal state estimate is formed by summing of conditionally nonlinear filtering estimates that their weights depend only on time instants, in contrast to conditionally optimal filtering, the proposed conditionally suboptimal filtering allows parallel processing of information and reduce online computational requirements in some nonlinear stochastic difference system. High accuracy and efficiency of the conditionally suboptimal nonlinear filtering are demonstrated on a numerical example.展开更多
基金Supported by National Natural Science Foundation of China(60774010 10971256) Natural Science Foundation of Jiangsu Province(BK2009083)+1 种基金 Program for Fundamental Research of Natural Sciences in Universities of Jiangsu Province(07KJB510114) Shandong Provincial Natural Science Foundation of China(ZR2009GM008 ZR2009AL014)
基金Supported by National Natural Science Foundation of China (60774010), Program for New Century Excellent Talents in University of China (NCET-05-0607), Program for Summit of Six Types of Talents of Jiangsu Province (07-A-020), and Program for Fundamental Research of Natural Sciences in Universities of Jiangsu Province (07KJB510114)
文摘适应州反馈的稳定为在的高顺序的随机的非线性的系统的一个类被调查函数 fi 的上面的界限(?? 铄吗??
基金Program for New Century Excellent Talents in University of China (NCET-05-0607)National Natural Science Fou-ndation of China (No.60774010)Project for Fundamental Research of Natural Sciences in Universities of Jingsu Province (No.07KJB510114)
文摘In this paper, for a class of high-order stochastic nonlinear systems with zero dynamics which are neither necessarily feedback linearizable nor affine in the control input, the problem of state feedback stabilization is investigated for the first time. Under some weaker assumptions, a smooth state feedback controller is designed, which ensures that the closed-loop system has an almost surely unique solution on [0,∞), the equilibrium at the origin of the closed-loop system is globally asymptotically stable in probability, and all the states can be regulated to the origin almost surely. A simulation example demonstrates the control scheme.
基金supported by the National Natural Science Foundations of China (Nos. 60974003, 61143011, 61273084, 61233014)the Natural Science Foundation for Distinguished Young Scholar of Shandong Province of China (No. JQ200919)the Independent Innovation Foundation of Shandong University (No. 2012JC014)
文摘This paper is concerned with the global stabilization via output-feedback for a class of high-order stochastic nonlinear systems with unmeasurable states dependent growth and uncertain control coefficients. Indeed, there have been abundant deterministic results which recently inspired the intense investigation for their stochastic analogous. However, because of the possibility of non-unique solutions to the systems, there lack basic concepts and theorems for the problem under investigation. First of all, two stochastic stability concepts are generalized to allow the stochastic systems with more than one solution, and a key theorem is given to provide the sufficient conditions for the stochastic stabilities in a weaker sense. Then, by introducing the suitable reduced order observer and appropriate control Lyapunov functions, and by using the method of adding a power integrator, a continuous (nonsmooth) output-feedback controller is successfully designed, which guarantees that the closed-loop system is globally asymptotically stable in probability.
文摘This paper addresses the problem of event-triggered finite-time H<sub>∞</sub> filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-Krasoviskii functional method is adopted to design a filter such that the filtering error system is stochastic finite-time stable (SFTS) and preserves a prescribed performance level according to the pre-defined event-triggered criteria. Based on stochastic differential equations theory, some sufficient conditions for the existence of H<sub>∞</sub> filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H<sub>∞</sub> filter gain matrices can be expressed in an explicit form.
基金This work relates to Department of Navy award N00014-22-1-2159 issued by the Office of Naval Research。
文摘This paper studies deterministic and stochastic fixedtime stability of autonomous nonlinear discrete-time(DT)systems.Lyapunov conditions are first presented under which the fixed-time stability of deterministic DT systems is certified.Extensions to systems under deterministic perturbations as well as stochastic noise are then considered.For the former,sensitivity to perturbations for fixed-time stable DT systems is analyzed,and it is shown that fixed-time attractiveness results from the presented Lyapunov conditions.For the latter,sufficient Lyapunov conditions for fixed-time stability in probability of nonlinear stochastic DT systems are presented.The fixed upper bound of the settling-time function is derived for both fixed-time stable and fixed-time attractive systems,and a stochastic settling-time function fixed upper bound is derived for stochastic DT systems.Illustrative examples are given along with simulation results to verify the introduced results.
基金supported by the Engineering and Physical Sciences Research Council(EPSRC)of the UK(No.GR/S27658/01)the Royal Society of the UK and the Alexander von Humboldt Foundation of Germany
文摘This paper deals with the robust control problem for a class of uncertain nonlinear networked systems with stochastic communication delays via sliding mode conception (SMC). A sequence of variables obeying Bernoulli distribution are employed to model the randomly occurring communication delays which could be different for different state variables. A discrete switching function that is different from those in the existing literature is first proposed. Then, expressed as the feasibility of a linear matrix inequality (LMI) with an equality constraint, sufficient conditions are derived in order to ensure the globally mean-square asymptotic stability of the system dynamics on the sliding surface. A discrete-time SMC controller is then synthesized to guarantee the discrete-time sliding mode reaching condition with the specified sliding surface. Finally, a simulation example is given to show the effectiveness of the proposed method.
基金supported by National Natural Science Founda-tion of China (No. 60774010)Natural Science Foundation of JiangsuProvince, Jiangsu "Six Top Talents" (No. 07-A-020)+1 种基金Program for Fundamental Research of Natural Sciences in Universities of JiangsuProvince (No. 07KJB510114)Natural Science Foundation ofXuzhou Normal University (No. 08XLB20)
文摘In this paper, we consider a class of high-order nonlinear systems with unmodelled dynamics from the viewpoint of maintaining the desired control performance (e,g., asymptotical stability) and reducing the control effort. By introducing a new reseating transformation, adopting an effective reduced-order observer, and choosing an ingenious Lyapunov function and appropriate design parameters, this paper designs all improved output-feedback controller. The output-feedback controller guarantees the globally asymptotieal stability of the closed-loop system. Subsequently, taking a concrete system for an example, the smaller critical values for gain parameter and resealing transformation parameter are obtained to effectively reduce the control effort.
基金supported in part by the National Natural Science Foundation of China(62073166,61673215)the Key Laboratory of Jiangsu Province。
文摘This paper investigates the fixed-time stability theorem and state-feedback controller design for stochastic nonlinear systems.We propose an improved fixed-time Lyapunov theorem with a more rigorous and reasonable proof procedure.In particular,an important corollary is obtained,which can give a less conservative upper-bound estimate of the settling time.Based on the backstepping technique and the addition of a power integrator method,a state-feedback controller is skillfully designed for a class of stochastic nonlinear systems.It is proved that the proposed controller can render the closed-loop system fixed-time stable in probability with the help of the proposed fixed-time stability criteria.Finally,the effectiveness of the proposed controller is demonstrated by simulation examples and comparisons.
基金supported in part by the National Natural Science Foundation of China(61903298,62073259,61773016)。
文摘In this work,a novel shape control approach of the probability density function(PDF)for nonlinear stochastic systems is presented.First,we provide the formula for the PDF shape controller without devising the control law of the controller.Then,based on the exact analytical solution of the Fokker-PlanckKolmogorov(FPK)equation,the product function of the polynomial and the exponential polynomial is regarded as the stationary PDF of the state response.To validate the performance of the proposed control approach,we compared it with the exponential polynomial method and the multi-Gaussian closure method by implementing comparative simulation experiments.The results show that the novel PDF shape control approach is effective and feasible.Using an equal number of parameters,our method can achieve a similar or better control effect as the exponential polynomial method.By comparison with the multiGaussian closure method,our method has clear advantages in PDF shape control performance.For all cases,the integral of squared error and the errors of first four moments of our proposed method were very small,indicating superior performance and promising good overall control effects of our method.The approach presented in this study provides an alternative for PDF shape control in nonlinear stochastic systems.
基金This work was supported by the National Natural Science Foundation of China(No.60474013)Specialized Research Fund for the Doctoral Program of Higher Education (No. 20050424002)the Doctoral Foundation of Shandong Province (No. 2004BS01010)
文摘This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also given.
基金supported by the National Natural Science Foundation of China(61304020)
文摘This paper is concerned with the global boundedness problem for a class of stochastic nonlinear systems with matched conditions. The uncertainties in the systems are due to parameter variations and external stochastic disturbance. Only the matched conditions and the possible bound of the uncertainties are demanded. Based on the stochastic Lyapunov stability theory, an explicit controller is constructed in the gradient direction, which renders responses of the closed-loop systems be globally bounded in probability. When the systems degrade to linear systems, the controller becomes linear. Illustrative examples are given to show the effectiveness of the proposed method.
基金Supported by National Natural Science Foundation of P. R. China (60572070, 60325311, 60534010) Natural Science Foundation of Liaoning Province (20022030)
文摘The problem of track control is studied for a class of strict-feedback stochastic nonlinear systems in which unknown virtual control gain function is the main feature. First, the so-called stochastic LaSalle theory is extended to some extent, and accordingly, the results of global ultimate boundedness for stochastic nonlinear systems are developed. Next, a new design scheme of fuzzy adaptive control is proposed. The advantage of it is that it does not require priori knowledge of virtual control gain function sign, which is usually demanded in many designs. At the same time, the track performance of closed-loop systems is improved by adaptive modifying the estimated error upper bound. By theoretical analysis, the signals of closed-loop systems are globally ultimately bounded in probability and the track error converges to a small residual set around the origin in 4th-power expectation.
基金the National Natural Science Foundation of China(Nos.10332030 and 10772159)Research Fund for Doctoral Program of Higher Education of China(No.20060335125).
文摘A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled strongly non-linear systems under wide-band random excitation using generalized harmonic functions. Then, the dynamical programming equation for the saturated control problem is formulated from the partially averaged Itō equation based on the dynamical programming principle. The optimal control consisting of the unbounded optimal control and the bounded bang-bang control is determined by solving the dynamical programming equation. Finally, the response of the optimally controlled system is predicted by solving the reduced Fokker-Planck-Kolmogorov (FPK) equation associated with the completed averaged Itō equation. An example is given to illustrate the proposed control strategy. Numerical results show that the proposed control strategy has high control effectiveness and efficiency and the chattering is reduced significantly comparing with the bang-bang control strategy.
基金supported by National Natural Science Foundation of China (No. 60774010, 10971256, and 60974028)Jiangsu"Six Top Talents" (No. 07-A-020)+2 种基金Natural Science Foundation of Jiangsu Province (No. BK2009083)Program for Fundamental Research of Natural Sciences in Universities of Jiangsu Province(No.07KJB510114)Natural Science Foundation of Xuzhou Normal University (No. 08XLB20)
文摘This paper considers a concrete stochastic nonlinear system with stochastic unmeasurable inverse dynamics. Motivated by the concept of integral input-to-state stability (iISS) in deterministic systems and stochastic input-to-state stability (SISS) in stochastic systems, a concept of stochastic integral input-to-state stability (SiISS) using Lyapunov functions is first introduced. A constructive strategy is proposed to design a dynamic output feedback control law, which drives the state to the origin almost surely while keeping all other closed-loop signals almost surely bounded. At last, a simulation is given to verify the effectiveness of the control law.
文摘This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem of finding the closed-loop optimal control can be decomposed into three problems: the deterministic optimal feedback, cautious optimal and probing optimal control problems.
基金supported by the National Natural Science Foundation of China (60704013)the Special Foundation of East China University of Science and Technology for Youth Teacher (YH0157134)
文摘The problem of adaptive stabilization is addressed for a class of uncertain stochastic nonlinear strict-feedback systems with both unknown dead-zone and unknown gain functions.By using the backstepping method and neural network(NN) parameterization,a novel adaptive neural control scheme which contains fewer learning parameters is developed to solve the stabilization problem of such systems.Meanwhile,stability analysis is presented to guarantee that all the error variables are semi-globally uniformly ultimately bounded with desired probability in a compact set.The effectiveness of the proposed design is illustrated by simulation results.
基金The project supported by the National Natural Science Foundation of China (10332030)Research Fund for Doctoral Program of Higher Education of China(20060335125)
文摘In this paper two different control strategies designed to alleviate the response of quasi partially integrable Hamiltonian systems subjected to stochastic excitation are proposed. First, by using the stochastic averaging method for quasi partially integrable Hamiltonian systems, an n-DOF controlled quasi partially integrable Hamiltonian system with stochastic excitation is converted into a set of partially averaged It^↑o stochastic differential equations. Then, the dynamical programming equation associated with the partially averaged It^↑o equations is formulated by applying the stochastic dynamical programming principle. In the first control strategy, the optimal control law is derived from the dynamical programming equation and the control constraints without solving the dynamical programming equation. In the second control strategy, the optimal control law is obtained by solving the dynamical programming equation. Finally, both the responses of controlled and uncontrolled systems are predicted through solving the Fokker-Plank-Kolmogorov equation associated with fully averaged It^↑o equations. An example is worked out to illustrate the application and effectiveness of the two proposed control strategies.
文摘In this paper, the global asymptotic stability analysis problem is considered for a class of stochastic high-order neural networks with tin.delays. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, several sufficient conditions are derived in order to guarantee the global asymptotic convergence of the equilibtium paint in the mean square. Investigation shows that the addressed stochastic highorder delayed neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities (LMIs). Hence, the global asymptotic stability of the studied stochastic high-order delayed neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global stability criteria.
文摘This paper presents a novel conditionally suboptimal filtering algorithm on estimation problems that arise in discrete nonlinear time-varying stochastic difference systems. The suboptimal state estimate is formed by summing of conditionally nonlinear filtering estimates that their weights depend only on time instants, in contrast to conditionally optimal filtering, the proposed conditionally suboptimal filtering allows parallel processing of information and reduce online computational requirements in some nonlinear stochastic difference system. High accuracy and efficiency of the conditionally suboptimal nonlinear filtering are demonstrated on a numerical example.