OPTIMAL PORTFOLIO ON TRACKING THE EXPECTED WEALTH PROCESS WITH LIQUIDITY CONSTRAINTS

In this article, the authors consider the optimal portfolio on tracking the expected wealth process with liquidity constraints. The constrained optimal portfolio is first formulated as minimizing the cumulate variance between the wealth process and the expected wealth process. Then, the dynamic programming methodology is applied to reduce the whole problem to solving the Hamilton-Jacobi--Bellman equation coupled with the liquidity constraint, and the method of Lagrange multiplier is applied to handle the constraint. Finally, a numerical method is proposed to solve the constrained HJB equation and the constrained optimal strategy. Especially, the explicit solution to this optimal problem is derived when there is no liquidity constraint.

Robust Fuzzy Tracking Control for Nonlinear Networked Control Systems with Integral Quadratic Constraints

This paper investigates the robust tracking control problcm for a class of nonlinear networked control systems （NCSs） using the Takagi-Sugeno （T-S） fuzzy model approach. Based on a time-varying delay system transformed from the NCSs, an augmented Lyapunov function containing more useful information is constructed. A less conservative sufficient condition is established such that the closed-loop systems stability and time-domain integral quadratic constraints （IQCs） are satisfied while both time-varying network- induced delays and packet losses are taken into account. The fuzzy tracking controllers design scheme is derived in terms of linear matrix inequalities （LMIs） and parallel distributed compensation （PDC）. Furthermore, robust stabilization criterion for nonlinear NCSs is given as an extension of the tracking control result. Finally, numerical simulations are provided to illustrate the effectiveness and merits of the proposed method.

Efficient tracker based on sparse coding with Euclidean local structure-based constraint

Abstract:Sparse coding(SC)based visual tracking(l1-tracker)is gaining increasing attention,and many related algorithms are developed.In these algorithms,each candidate region is sparsely represented as a set of target templates.However,the structure connecting these candidate regions is usually ignored.Lu proposed an NLSSC-tracker with non-local self-similarity sparse coding to address this issue,which has a high computational cost.In this study,we propose an Euclidean local-structure constraint based sparse coding tracker with a smoothed Euclidean local structure.With this tracker,the optimization procedure is transformed to a small-scale l1-optimization problem,significantly reducing the computational cost.Extensive experimental results on visual tracking demonstrate the eectiveness and efficiency of the proposed algorithm.

Time-varying Sliding Mode Controls in Rigid Spacecraft Attitude Tracking

To solve the problem of attitude tracking of a rigid spacecraft with an either known or measurable desired attitude trajectory, three types of time-varying sliding mode controls are introduced under consideration of control input constraints. The sliding surfaces of the three types initially pass arbitrary initial values of the system, and then shift or rotate to reach predetermined ones. This way, the system trajectories are always on the sliding surfaces, and the system work is guaranteed to have robustness against parameter uncertainty and external disturbances all the time. The controller parameters are optimized by means of genetic algorithm to minimize the index consisting of the weighted index of squared error （ISE） of the system and the weighted penalty term of violation of control input constraint. The stability is verified with Lyapunov method. Compared with the conventional sliding mode control, simulation results show the proposed algorithm having better robustness against inertia matrix uncertainty and external disturbance torques.

NOVEL METHOD FOR ERROR ANALYSIS AND SELF-CALIBRATION OF LASER TRACKING MIRROR MECHANISM

Laser tracking system （LTS） is an advanced device for large size 3D coordinates measuring with the advantages of broad range, high speed and high accuracy. However, its measuring accuracy is highly dominated by the geometric errors of the tracking mirror mechanism. Proper calibration of LTS is essential prior to the use of it for metrology. A kinematics model that describes not only the motion but also the geometric variations of LTS is developed. Through error analysis of the proposed model, it is claimed that gimbals axis misalignments and tracking mirror center off-set are the key contributors to measuring errors of LTS. A self-calibration method is presented of calibrating LTS with planar constraints. Various calibration strategies utilizing single-plane and multiple-plane constraints are proposed for different situations. For each calibration strategy, issues about the error parameter estimation of LTS are exploded to find out in which conditions these parameters can be uniquely estimated. Moreover, these conditions reveal the applicability of the planar constraints to LTS self-calibration. Intensive studies have been made to check validity of the theoretical results. The results show that the measuring accuracy of LTS has increased by 5 times since this technique for calibration is used.

Constrained auxiliary particle filtering for bearings-only maneuvering target tracking

To track the nonlinear,non-Gaussian bearings-only maneuvering target accurately online,the constrained auxiliary particle filtering(CAPF)algorithm is presented.To restrict the samples into the feasible area,the soft measurement constraints are implemented into the update routine via the1 regularization.Meanwhile,to enhance the sampling diversity and efficiency,the target kinetic features and the latest observations are involved into the evolution.To take advantage of the past and the current measurement information simultaneously,the sub-optimal importance distribution is constructed as a Gaussian mixture consisting of the original and modified priors with the fuzzy weighted factors.As a result,the corresponding weights are more evenly distributed,and the posterior distribution of interest is approximated well with a heavier tailor.Simulation results demonstrate the validity and superiority of the CAPF algorithm in terms of efficiency and robustness.

Limitations in tracking systems

In this paper, we obtain information theoretical conditions for tracking in linear time-invariant control systems. We consider the particular case where the closed loop contains a channel in the feedback loop. The mutual information rate between the feedback signal and the reference input signal is used to quantify information about the reference signal that is available for feedback. This mutual information rate must be maximized in order to improve the tracking performance. The mutual information is shown to be upper bounded by a quantity that depends on the unstable eigenvalues of the plant and on the channel capacity. If the channel capacity reaches a lower limit, the feedback signal becomes completely uncorrelated with the reference signal, rendering feedback useless. We also find a lower bound on the expected squared tracking error in terms of the entropy of a random reference signal. We show a misleading case where the mutual information rate does not predict the expected effect of nonminimum phase zeros. However, mutual information rate helps generalize the concept that there is a tradeoff when tracking and disturbance rejection are simultaneous goals, and a constraint communication channel is present in the feedback loop. Examples and simulations are provided to demonstrate some of the results.

稀疏约束与时间一致的背景感知相关滤波目标跟踪

背景感知滤波算法通过循环移位采集真实负样本,有效解决了边界效应.但在复杂场景例如遮挡、快速移动、背景干扰等,其较大的采样区域导致过多背景在杂波干扰,从而影响跟踪效果.针对这一问题,本文首先提取灰度HOG特征与颜色CN特征来提高目标外观模型,在基准目标函数基础上引入L1稀疏正则约束形成弹性网络以自适应筛选关键特征,增强滤波器在复杂背景下的判别能力.同时针对BACF在跟踪过程中目标快速变化,本文引入时间正则项提高滤波器抑制畸变的能力.最后,本文提出了一种独立的尺度滤波器算法,准确提供目标尺度大小.实验仿真结果表明,在公开数据集OTB-2013和OTB-2015上,本文算法较基准算法有很大提升,能够较好应对不同复杂场景下的跟踪难题.

多约束条件下四旋翼机动轨迹跟踪一体化控制方法

四旋翼无人机高动态飞行需求的增加使其成为一个越来越热门的研究主题。针对四旋翼执行废墟裂缝和树林缝隙穿越任务时的大机动轨迹状态跟踪控制问题,提出基于模型预测控制的一体化控制方法,包含多约束条件下的高机动轨迹规划和多参考状态量的一体化跟踪控制,并通过飞行试验验证了所提方法相比前馈PID控制方法在跟踪规划的高机动轨迹时的优越性能。在飞行试验中,四旋翼成功穿越了60°滚转角的窄框,其实际滚转角达到60°大角度的同时,z轴误差仅为0.065 m。

基于紧约束鲁棒模型预测控制的无人车辆轨迹跟踪控制

针对无人驾驶车辆的轨迹跟踪问题,基于车辆非线性动力学模型,设计了一种紧约束鲁棒模型预测控制(MPC)方法。首先,利用魔术公式轮胎模型,结合车辆3自由度系统,构建了具有有界干扰的车辆线性离散误差模型;其次,采用紧约束控制策略设计系统的鲁棒优化问题;最后,通过在线优化得到最优控制序列,并离线构造之后多个时刻满足约束条件的可行控制序列。仿真结果表明,所提算法能够使车辆稳定快速跟踪上参考轨迹并有效提高系统计算资源利用率。

基于GPSSA算法的无人机中继通信航迹规划方法研究

目前针对无人机中继通信航迹的规划方法未考虑航迹规划中存在的约束条件及代价函数,导致得到的规划航迹中断概率、通信误码率偏高.针对上述问题,提出一种基于改进麻雀算法的无人机中继航迹规划方法.根据无人机任务区信息和通信环境,建立通信障碍代价模型,通过真实约束,建立约束函数和代价函数,将其应用到麻雀搜索算法中,设计总体的航迹寻优规划流程,并应用仿真实验验证所提出的改进麻雀优化方法的有效性,实验结果表明,在不同的转角约束条件下,设计方法得到的航迹中断概率、通信误码率均有一定降低.

Best tracking performance for integrator and dead time plant

The optimal tracking performance for integrator and dead time plant in the case where plant uncertainty and control energy constraints are to be considered jointly is inrestigated. Firstly, an average cost function of the tracking error and the plant input energy over a class of stochastic model errors are defined. Then, we obtain an internal model controller design method that minimizes the average performance and further studies optimal tracking performance for integrator and dead time plant in the simultaneous presence of plant uncertainty and control energy constraint. The results can be used to evaluate optimal tracking performance and control energy in practical designs.

双块式无砟轨道端梁区高温拱曲影响因素及控制技术

针对高速铁路双块式无砟轨道线路路基段两头端梁区附近道床板上拱问题,采用有限元方法,研究不同温度组合、路基段长度及端梁桩土约束刚度对道床板上拱的影响规律。结果表明:道床板的温度变形是引起上拱的主因,但支承层的变形扰动及其与道床板的温度变形组合效应不可忽视;随着路基段长度的增加,上拱幅值增加趋势明显;端梁的桩土约束对上拱的影响较为复杂,在中间某一特定约束刚度时上拱达到峰值,而当约束刚度无论变大或变小,上拱都呈现变小的趋势;断开支承层对控制高温上拱变形效果不显著,断开道床板则效果显著,但需协调考虑对应区段的钢轨受力。

顾及运动特征的轨道不平顺测量精度分析

针对运动特征方程标准差和量测频率对轨道不平顺测量精度的影响进行研究,结合GNSS/INS与NHC的算法建立模型,利用协方差法进行定量分析。仿真实验表明加入运动特征方程提高了轨道不平顺的测量精度。运动特征方程标准差不变时,随着频率的增加,精度提高;频率不变时,运动特征方程标准差越小则轨道测量精度越高;给定适当的运动特征方程标准差可以满足轨道不平顺测量精度的要求。现场实验结果与仿真实验结果基本一致,证明所提方法的正确性。研究结论为提高轨道不平顺测量精度提供参考。

冲刷作用对考虑轨道约束的连续梁桥纵向地震响应影响分析

铁路桥因冲刷作用减弱了桩-土间约束,增大了地震作用下的安全风险。本文以某高速铁路连续梁桥为工程背景,利用OpenSees建立梁-轨一体化计算模型,研究了道床阻力系数和端刺对不同冲刷深度下桥梁地震响应的影响,分析了轨道约束对桥梁地震响应及减震效果的影响,探讨非一致冲刷作用对桥梁地震响应的影响。结果表明:(1)不同支座下桥梁地震响应随冲刷深度变化受道床阻力系数影响较大;端刺结构对冲刷作用下桥梁地震响应影响较为明显;(2)轨道约束对冲刷作用下设置普通支座的桥梁地震响应影响显著,而对设置摩擦摆式支座的桥梁地震响应影响较小;(3)桥梁减震效果随冲刷深度增加而逐渐降低,且冲刷深度越大,轨道约束对桥梁减震效果影响越显著;(4)非一致冲刷作用下轨道约束对桥梁地震响应影响较一致冲刷更显著。研究成果可为跨越河谷地区铁路桥抗震设计提供参考。

Udwadia-Kalaba方法在四足机器人单腿轨迹跟踪控制违约问题的应用

针对四足机器人由于初始条件与约束方程不相容和数值积分对低阶约束造成的违约的问题,提出了一种基于Udwadia-Kalaba方法以解决以上四足机器人单腿动力学违约问题的轨迹跟踪控制方法,该方法利用拉格朗日方程建立无约束的动力学方程,将系统的预定轨迹视为系统的约束关系,联系正运动学得到的末端位置建立约束方程.首先,对于初值违约问题,设置了各关节不为零的初角速度,基于Udwadia-Kalaba方法所进行的末端轨迹跟踪误差较大,利用Baumgarte稳定性方法以减小系统误差,并与PID控制下得到的末端轨迹进行对比,验证了对于修正初值违约问题,Baumgarte稳定性方法的优越性;接着,考虑数值积分对低阶约束造成的违约的问题,将其中一个约束轨迹设置为和时间有关的线性方程,利用Udwadia-Kalaba方法进行轨迹跟踪控制,发现其轨迹偏差较大,而后利用Baumgarte稳定性方法对末端轨迹进行修正,达到了使末端轨迹与轨迹规划贴合的目的.

低照度宽视场视频中微小目标相关滤波跟踪方法

此前的相关滤波目标跟踪算法,关于低照度宽视场小目标跟踪的研究工作未见报道。针对此,提出一种将图像差异检测框架与基于相关滤波器(CF)的跟踪框架相结合的算法,并引入双重滤波器对抗环境带来的不利因素。提出用l2范数的稀疏响应正则化项来抑制CF框架产生的异常波峰。在响应阶段,根据双重滤波器加权融合,预测小目标的位置。结果表明,提出算法在低照度宽视场中对小目标的快速移动、形变、运动模糊有优异的跟踪性能,并且满足实时性能。采集了全新的具有41条由鹰眼摄像头拍摄的夜晚监控序列数据集作为基准。实验结果表明本算法在DP提升了8.8%,AUC提升了7.4%,并在单个CPU上实现30.6帧每秒的实时运行。

预设时间性能约束下高超声速飞行器的自适应容错控制

考虑输出误差约束、不确定和执行器故障影响下的高超声速飞行器的跟踪控制问题,提出自适应容错反步控制策略。首先,设计指数型预设时间性能函数,保证输出误差在预设时间内满足约束要求。其次,通过自适应律解决不确定项和升降舵故障。利用跟踪微分器解决“计算爆炸”问题,避免反步控制中对虚拟控制输入的高阶求导。最后,基于Lyapunov理论证明闭环系统的稳定性,并通过仿真验证所提控制策略的有效性。

四旋翼飞行器在输入有界约束下的定点跟踪控制

由于实际应用中四旋翼飞行器的电机旋转角速度有界,因此针对四旋翼飞行器总推力控制输入受有界约束情况,提出一种基于光滑双曲函数的有界控制律,采用李雅普诺夫稳定性理论和反演控制法,分析了有界控制律作用下系统的稳定性和定点跟踪的快速性。最后,通过仿真结果分析进一步证明了所提有界控制律的有效性。

时变状态约束下四旋翼无人机轨迹跟踪控制

针对外界扰动、模型不确定性以及时变状态约束情况下的四旋翼无人机轨迹跟踪控制问题,设计了基于神经网络的自适应动态面控制方案。首先通过非线性变换将四旋翼无人机位置约束问题转换为新状态量的有界问题,采用神经网络对系统中的不确定项进行估计,在此基础上分别设计了位置和姿态自适应动态面控制率,并给出了该控制系统稳定性证明。最后设计了仿真试验,分别采用PD控制方法以及动态面控制方法与所设计的自适应动态面控制方法进行对比,结果验证了所设计控制方案的有效性和优越性。仿真结果表明,所设计的控制方案能够保证四旋翼无人机对期望位姿的稳定跟踪,无人机位置状态始终处于期望的时变约束范围之内。且相较于动态面控制方法,该控制方案对外界扰动、模型不确定性具有更好的抑制效果。