Discrete feedback control was designed to stabilize an unstable hybrid neutral stochastic differential delay system(HNSDDS) under a highly nonlinear constraint in the H_∞ and exponential forms.Nevertheless,the existi...Discrete feedback control was designed to stabilize an unstable hybrid neutral stochastic differential delay system(HNSDDS) under a highly nonlinear constraint in the H_∞ and exponential forms.Nevertheless,the existing work just adapted to autonomous cases,and the obtained results were mainly on exponential stabilization.In comparison with autonomous cases,non-autonomous systems are of great interest and represent an important challenge.Accordingly,discrete feedback control has here been adjusted with a time factor to stabilize an unstable non-autonomous HNSDDS,in which new Lyapunov-Krasovskii functionals and some novel technologies are adopted.It should be noted,in particular,that the stabilization can be achieved not only in the routine H_∞ and exponential forms,but also the polynomial form and even a general form.展开更多
The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabil...The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabilization of the stochastic system without disturbance input is investigated by nonlinear matrix inequality method.Then,a full-order stochastic dynamic output feedback controller is designed by solving a bilinear matrix inequality(BMI),which ensures a prescribed stochastic robust H_∞ performance level for the resulting closed-loop system with nonzero disturbance input and for all admissible uncertainties.An illustrative example is provided to show the feasibility of the controller and the potential of the proposed technique.展开更多
This paper deals with the problems of robust reliable exponential stabilization and robust stochastic stabilization with H-infinity performance for a class of nonlinear uncertain time-delay stochastic systems with Mar...This paper deals with the problems of robust reliable exponential stabilization and robust stochastic stabilization with H-infinity performance for a class of nonlinear uncertain time-delay stochastic systems with Markovian jumping parameters. The time delays are assumed to be dependent on the system modes. Delay-dependent conditions for the solvability of these problems are obtained via parameter-dependent Lyapunov functionals. Furthermore, it is shown that the desired state feedback controller can be designed by solving a set of linear matrix inequalities. Finally, the simulation is provided to demonstrate the effectiveness of the proposed methods.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
This paper focuses on the problem of non-fragile decentralized guaranteed cost control for uncertain neutral large-scale interconnected systems with time-varying delays in state,control input and interconnections.A no...This paper focuses on the problem of non-fragile decentralized guaranteed cost control for uncertain neutral large-scale interconnected systems with time-varying delays in state,control input and interconnections.A novel scheme,viewing the interconnections with time-varying delays as effective information but not disturbances,is developed.Based on Lyapunov stability theory,using various techniques of decomposing and magnifying matrices,a design method of the non-fragile decentralized guaranteed cost controller for unperturbed neutral large-scale interconnected systems is proposed and the guaranteed cost is presented.The further results are derived for the uncertain case from the criterion of unperturbed neutral large-scale interconnected systems.Finally,an illustrative example shows that the results are significantly better than the existing results in the literatures.展开更多
This paper has two sections which deals with a second order stochastic neutral partial differential equation with state dependent delay. In the first section the existence and uniqueness of mild solution is obtained b...This paper has two sections which deals with a second order stochastic neutral partial differential equation with state dependent delay. In the first section the existence and uniqueness of mild solution is obtained by use of measure of non-compactness. In the second section the conditions for approximate controllability are investigated for the distributed second order neutral stochastic differential system with respect to the approximate controllability of the corresponding linear system in a Hilbert space. Our method is an extension of co-author N. Sukavanam’s novel approach in [22]. Thereby, we remove the need to assume the invertibility of a controllability operator used by authors in [5], which fails to exist in infinite dimensional spaces if the associated semigroup is compact. Our approach also removes the need to check the invertibility of the controllability Gramian operator and associated limit condition used by the authors in [20], which are practically difficult to verify and apply. An example is provided to illustrate the presented theory.展开更多
This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a sto...This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples axe given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.展开更多
This paper focuses on the robust H-infinity reliable control for a class of nonlinear neutral delay systems with uncertainties and actuator failures. We design a state feedback controller in terms of linear matrix ine...This paper focuses on the robust H-infinity reliable control for a class of nonlinear neutral delay systems with uncertainties and actuator failures. We design a state feedback controller in terms of linear matrix inequality(LMI)such that the plant satisfies robust H-infinity performance for all admissible uncertainties, and actuator failures among a prespecified subset of actuators. An example is also given to illustrate the effectiveness of the proposed approach.展开更多
In this paper, the robust H∞control problem for a class of stochastic systems with interval time-varying and distributed delays is discussed. The system under study involves parameter uncertainty, stochastic disturba...In this paper, the robust H∞control problem for a class of stochastic systems with interval time-varying and distributed delays is discussed. The system under study involves parameter uncertainty, stochastic disturbance, interval time-varying,and distributed delay. The aim is to design a delay-dependent robust H∞control which ensures the robust asymptotic stability of the given system and to express it in the form of linear matrix inequalities(LMIs). Numerical examples are given to demonstrate the effectiveness of the proposed method. The results are also compared with the existing results to show its conservativeness.展开更多
The main aim of this work is to design a non-fragile sampled data control(NFSDC) scheme for the asymptotic synchronization criteria for interconnected coupled circuit systems(multi-agent systems, MASs). NFSDC is used ...The main aim of this work is to design a non-fragile sampled data control(NFSDC) scheme for the asymptotic synchronization criteria for interconnected coupled circuit systems(multi-agent systems, MASs). NFSDC is used to conduct synchronization analysis of the considered MASs in the presence of time-varying delays. By constructing suitable Lyapunov functions, sufficient conditions are derived in terms of linear matrix inequalities(LMIs) to ensure synchronization between the MAS leader and follower systems. Finally, two numerical examples are given to show the effectiveness of the proposed control scheme and less conservation of the proposed Lyapunov functions.展开更多
In this paper, delay-dependent robust stabilization and H∞ control for uncertain stochastic Takagi-Sugeno (T-S) fuzzy systems with discrete interval and distributed time-varying delays are discussed. The purpose of...In this paper, delay-dependent robust stabilization and H∞ control for uncertain stochastic Takagi-Sugeno (T-S) fuzzy systems with discrete interval and distributed time-varying delays are discussed. The purpose of the robust stochastic stabilization problem is to design a memoryless state feedback controller such that the closed-loop system is mean-square asymptotically stable for all admissible uncertainties. In the robust H∞ control problem, in addition to the mean-square asymptotic stability requirement, a prescribed H∞ performance is required to be achieved. Sufficient conditions for the solvability of these problems are proposed in terms of a set of linear matrix inequalities (LMIs) and solving these LMIs, a desired controller can be obtained. Finally, two numerical examples are given to illustrate the effectiveness and less conservativeness of our results over the existing ones.展开更多
This paper is concerned with partially-observed optimal control problems for stochastic delay systems. Combining Girsanov's theorem with a standard variational technique, the authors obtain a maximum principle on ...This paper is concerned with partially-observed optimal control problems for stochastic delay systems. Combining Girsanov's theorem with a standard variational technique, the authors obtain a maximum principle on the assumption that the system equation contains time delay and the control domain is convex. The related adjoint processes are characterized as solutions to anticipated backward stochastic differential equations in finite-dimensional spaces. Then, the proposed theoretical result is applied to study partially-observed linear-quadratic optimal control problem for stochastic delay system and an explicit observable control variable is given.展开更多
This paper is devoted to investigating the dynamic output feedback(DOF)control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function.Both of the state and measurement equations cont...This paper is devoted to investigating the dynamic output feedback(DOF)control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function.Both of the state and measurement equations contain time delays.Mode-dependent DOF controllers are first designed such that the closed-loop system is asymptotically stable in mean-square and an adequate performance level of this system is guaranteed.Then,sufficient conditions for the solvability of this problem are derived in the form of linear matrix inequalities(LMIs).A numerical example is presented to reveal the effectiveness of our findings.展开更多
This paper presents a new robust sliding mode control (SMC) method with well-developed theoretical proof for general uncertain time-varying delay stochastic systems with structural uncertainties and the Brownian noi...This paper presents a new robust sliding mode control (SMC) method with well-developed theoretical proof for general uncertain time-varying delay stochastic systems with structural uncertainties and the Brownian noise (Wiener process). The key features of the proposed method are to apply singular value decomposition (SVD) to all structural uncertainties and to introduce adjustable parameters for control design along with the SMC method. It leads to a less-conservative condition for robust stability and a new robust controller for the general uncertain stochastic systems via linear matrix inequality (LMI) forms. The system states are able to reach the SMC switching surface as guaranteed in probability 1. Furthermore, it is theoretically proved that the proposed method with the SVD and adjustable parameters is less conservatism than the method without the SVD. The paper is mainly to provide all strict theoretical proofs for the method and results.展开更多
Many practical systems in physical and technical sciences have impulsive dynamical behaviors during the evolution process which can be modeled by impulsive differential equations. In this paper, we prove the approxima...Many practical systems in physical and technical sciences have impulsive dynamical behaviors during the evolution process which can be modeled by impulsive differential equations. In this paper, we prove the approximate controllability of control systems governed by a class of impulsive neutral stochastic functional differential system with state-dependent delay in Hilbert spaces. Sufficient conditions for approximate controllability of the control systems are established under the natural assumption that the corresponding linear system is approximately controllable. The results are obtained by using semigroup theory, stochastic analysis techniques, fixed point approach and abstract phase space axioms. An example is provided to illustrate the application of the obtained results.展开更多
This paper focuses on the robust control issue for interval type-2 Takagi-Sugeno(IT2 T-S)fuzzy discrete systems with input delays and cyber attacks.The lower and upper membership functions are first utilized to IT2 fu...This paper focuses on the robust control issue for interval type-2 Takagi-Sugeno(IT2 T-S)fuzzy discrete systems with input delays and cyber attacks.The lower and upper membership functions are first utilized to IT2 fuzzy discrete systems to capture parameter uncertainties.By considering the influences of input delays and stochastic cyber attacks,a newly fuzzy robust controller is established.Afterward,the asymptotic stability sufficient conditions in form of LMIs for the IT2 closed-loop systems are given via establishing a Lyapunov-Krasovskii functional.Afterward,a solving algorithm for obtaining the controller gains is given.Finally,the effectiveness of the developed IT2 fuzzy method is verified by a numerical example.展开更多
The paper considers the linear quadratic regulation(LQR)and stabilization problems for It?stochastic systems with two input channels of which one has input delay.The underlying problem actually falls into the field of...The paper considers the linear quadratic regulation(LQR)and stabilization problems for It?stochastic systems with two input channels of which one has input delay.The underlying problem actually falls into the field of asymmetric information control because of the nonidentical measurability induced by the input delay.In contrast with single-channel single-delay problems,the challenge of the problems under study lies in the interaction between the two channels which are measurable with respect to different filtrations.The key techniques conquering such difficulty are the stochastic maximum principle and the orthogonal decomposition and reorganization technique proposed in a companion paper.The authors provide a way to solve the delayed forward backward stochastic differential equation(D-FBSDE)arising from the maximum principle.The necessary and sufficient solvability condition and the optimal controller for the LQR problem are given in terms of a new Riccati differential equation established herein.Further,the necessary and sufficient stabilization condition in the mean square sense is provided and the optimal controller is given.The idea proposed in the paper can be extended to solve related control problems for stochastic systems with multiple input channels and multiple delays.展开更多
This manuscript is mainly focusing on the approximate controllability and the null controllability for fractional neutral stochastic partial differential equations with delay driven by Rosenblatt pro-cess.We discuss t...This manuscript is mainly focusing on the approximate controllability and the null controllability for fractional neutral stochastic partial differential equations with delay driven by Rosenblatt pro-cess.We discuss the sufficient conditions for approximate controllability and null controllability for Hilfer fractional neutral stochastic partial differential equations driven by Rosenblatt process.Finally,we provide two examples to verify the obtained results.展开更多
基金supported by the National Natural Science Foundation of China(61833005)the Humanities and Social Science Fund of Ministry of Education of China(23YJAZH031)+1 种基金the Natural Science Foundation of Hebei Province of China(A2023209002,A2019209005)the Tangshan Science and Technology Bureau Program of Hebei Province of China(19130222g)。
文摘Discrete feedback control was designed to stabilize an unstable hybrid neutral stochastic differential delay system(HNSDDS) under a highly nonlinear constraint in the H_∞ and exponential forms.Nevertheless,the existing work just adapted to autonomous cases,and the obtained results were mainly on exponential stabilization.In comparison with autonomous cases,non-autonomous systems are of great interest and represent an important challenge.Accordingly,discrete feedback control has here been adjusted with a time factor to stabilize an unstable non-autonomous HNSDDS,in which new Lyapunov-Krasovskii functionals and some novel technologies are adopted.It should be noted,in particular,that the stabilization can be achieved not only in the routine H_∞ and exponential forms,but also the polynomial form and even a general form.
基金supported by the National Natural Science Foundation of China(607404306646087403160904060)
文摘The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabilization of the stochastic system without disturbance input is investigated by nonlinear matrix inequality method.Then,a full-order stochastic dynamic output feedback controller is designed by solving a bilinear matrix inequality(BMI),which ensures a prescribed stochastic robust H_∞ performance level for the resulting closed-loop system with nonzero disturbance input and for all admissible uncertainties.An illustrative example is provided to show the feasibility of the controller and the potential of the proposed technique.
基金the National Natural Science Foundation of China (No.60074007).
文摘This paper deals with the problems of robust reliable exponential stabilization and robust stochastic stabilization with H-infinity performance for a class of nonlinear uncertain time-delay stochastic systems with Markovian jumping parameters. The time delays are assumed to be dependent on the system modes. Delay-dependent conditions for the solvability of these problems are obtained via parameter-dependent Lyapunov functionals. Furthermore, it is shown that the desired state feedback controller can be designed by solving a set of linear matrix inequalities. Finally, the simulation is provided to demonstrate the effectiveness of the proposed methods.
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 the National Natural Science Foundation of China(6057401160972164+1 种基金60904101)the Scientific Research Fund of Liaoning Provincial Education Department(2009A544)
文摘This paper focuses on the problem of non-fragile decentralized guaranteed cost control for uncertain neutral large-scale interconnected systems with time-varying delays in state,control input and interconnections.A novel scheme,viewing the interconnections with time-varying delays as effective information but not disturbances,is developed.Based on Lyapunov stability theory,using various techniques of decomposing and magnifying matrices,a design method of the non-fragile decentralized guaranteed cost controller for unperturbed neutral large-scale interconnected systems is proposed and the guaranteed cost is presented.The further results are derived for the uncertain case from the criterion of unperturbed neutral large-scale interconnected systems.Finally,an illustrative example shows that the results are significantly better than the existing results in the literatures.
基金supported by Ministry of Human Resource and Development(MHR-02-23-200-429/304)
文摘This paper has two sections which deals with a second order stochastic neutral partial differential equation with state dependent delay. In the first section the existence and uniqueness of mild solution is obtained by use of measure of non-compactness. In the second section the conditions for approximate controllability are investigated for the distributed second order neutral stochastic differential system with respect to the approximate controllability of the corresponding linear system in a Hilbert space. Our method is an extension of co-author N. Sukavanam’s novel approach in [22]. Thereby, we remove the need to assume the invertibility of a controllability operator used by authors in [5], which fails to exist in infinite dimensional spaces if the associated semigroup is compact. Our approach also removes the need to check the invertibility of the controllability Gramian operator and associated limit condition used by the authors in [20], which are practically difficult to verify and apply. An example is provided to illustrate the presented theory.
基金Project supported by the National Natural Science Foundation of China (No. 60874027)
文摘This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples axe given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.
基金This work was supported by the National Natural Science Foundation of China (No. 60274009)the SRFDP (No. 20020145007)the Natural Science Foundation of Liaoning Province (No.20032020).
文摘This paper focuses on the robust H-infinity reliable control for a class of nonlinear neutral delay systems with uncertainties and actuator failures. We design a state feedback controller in terms of linear matrix inequality(LMI)such that the plant satisfies robust H-infinity performance for all admissible uncertainties, and actuator failures among a prespecified subset of actuators. An example is also given to illustrate the effectiveness of the proposed approach.
基金Project supported by the Fund from the Department of Science and Technology(DST)(Grant No.SR/FTP/MS-039/2011)
文摘In this paper, the robust H∞control problem for a class of stochastic systems with interval time-varying and distributed delays is discussed. The system under study involves parameter uncertainty, stochastic disturbance, interval time-varying,and distributed delay. The aim is to design a delay-dependent robust H∞control which ensures the robust asymptotic stability of the given system and to express it in the form of linear matrix inequalities(LMIs). Numerical examples are given to demonstrate the effectiveness of the proposed method. The results are also compared with the existing results to show its conservativeness.
基金supported by the Research Grants Council of the Hong Kong Special Administrative Region,China(416811,416812)National Natural Science Foundation of China(61573003)part by the Scientific Research Fund of Hunan Provincial Education Department of China(15k026)
基金Project supported by the National Natural Science Foundation of China(No.62103103)the Natural Science Foundation of Jiangsu Province,China(No.BK20210223)。
文摘The main aim of this work is to design a non-fragile sampled data control(NFSDC) scheme for the asymptotic synchronization criteria for interconnected coupled circuit systems(multi-agent systems, MASs). NFSDC is used to conduct synchronization analysis of the considered MASs in the presence of time-varying delays. By constructing suitable Lyapunov functions, sufficient conditions are derived in terms of linear matrix inequalities(LMIs) to ensure synchronization between the MAS leader and follower systems. Finally, two numerical examples are given to show the effectiveness of the proposed control scheme and less conservation of the proposed Lyapunov functions.
文摘In this paper, delay-dependent robust stabilization and H∞ control for uncertain stochastic Takagi-Sugeno (T-S) fuzzy systems with discrete interval and distributed time-varying delays are discussed. The purpose of the robust stochastic stabilization problem is to design a memoryless state feedback controller such that the closed-loop system is mean-square asymptotically stable for all admissible uncertainties. In the robust H∞ control problem, in addition to the mean-square asymptotic stability requirement, a prescribed H∞ performance is required to be achieved. Sufficient conditions for the solvability of these problems are proposed in terms of a set of linear matrix inequalities (LMIs) and solving these LMIs, a desired controller can be obtained. Finally, two numerical examples are given to illustrate the effectiveness and less conservativeness of our results over the existing ones.
文摘This paper is concerned with partially-observed optimal control problems for stochastic delay systems. Combining Girsanov's theorem with a standard variational technique, the authors obtain a maximum principle on the assumption that the system equation contains time delay and the control domain is convex. The related adjoint processes are characterized as solutions to anticipated backward stochastic differential equations in finite-dimensional spaces. Then, the proposed theoretical result is applied to study partially-observed linear-quadratic optimal control problem for stochastic delay system and an explicit observable control variable is given.
基金supported by the National Natural Science Foundation of China under Grant Nos.61703226and 71961002Startup Project of Doctor Scientific Research of Guangxi University of Finance and Economics BS 2019002。
文摘This paper is devoted to investigating the dynamic output feedback(DOF)control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function.Both of the state and measurement equations contain time delays.Mode-dependent DOF controllers are first designed such that the closed-loop system is asymptotically stable in mean-square and an adequate performance level of this system is guaranteed.Then,sufficient conditions for the solvability of this problem are derived in the form of linear matrix inequalities(LMIs).A numerical example is presented to reveal the effectiveness of our findings.
基金partially supported by the National Science Foundation Grants(Nos.0940662,1115564)of Prof.S.-G.Wang
文摘This paper presents a new robust sliding mode control (SMC) method with well-developed theoretical proof for general uncertain time-varying delay stochastic systems with structural uncertainties and the Brownian noise (Wiener process). The key features of the proposed method are to apply singular value decomposition (SVD) to all structural uncertainties and to introduce adjustable parameters for control design along with the SMC method. It leads to a less-conservative condition for robust stability and a new robust controller for the general uncertain stochastic systems via linear matrix inequality (LMI) forms. The system states are able to reach the SMC switching surface as guaranteed in probability 1. Furthermore, it is theoretically proved that the proposed method with the SVD and adjustable parameters is less conservatism than the method without the SVD. The paper is mainly to provide all strict theoretical proofs for the method and results.
基金supported by Indo-US Science and Technology Forum (IUSSTF), New Delhi, India and UGC Special Assistance Programme (SAP)DRS-Ⅱ,University Grants Commission, New Delhi, India (No. F.510/2/DRS/2009(SAP-Ⅰ)
文摘Many practical systems in physical and technical sciences have impulsive dynamical behaviors during the evolution process which can be modeled by impulsive differential equations. In this paper, we prove the approximate controllability of control systems governed by a class of impulsive neutral stochastic functional differential system with state-dependent delay in Hilbert spaces. Sufficient conditions for approximate controllability of the control systems are established under the natural assumption that the corresponding linear system is approximately controllable. The results are obtained by using semigroup theory, stochastic analysis techniques, fixed point approach and abstract phase space axioms. An example is provided to illustrate the application of the obtained results.
基金This research was supported by the National Natural Science Foundation of China under Grant No.61903167.
文摘This paper focuses on the robust control issue for interval type-2 Takagi-Sugeno(IT2 T-S)fuzzy discrete systems with input delays and cyber attacks.The lower and upper membership functions are first utilized to IT2 fuzzy discrete systems to capture parameter uncertainties.By considering the influences of input delays and stochastic cyber attacks,a newly fuzzy robust controller is established.Afterward,the asymptotic stability sufficient conditions in form of LMIs for the IT2 closed-loop systems are given via establishing a Lyapunov-Krasovskii functional.Afterward,a solving algorithm for obtaining the controller gains is given.Finally,the effectiveness of the developed IT2 fuzzy method is verified by a numerical example.
基金Science and Technology Project of Qingdao West Coast New Area(2019-32,2020-20,2020-1-4)High-level Talent Team Project of Qingdao West Coast New Area(RCTD-JC-2019-05)Key Research and Development Program of Shandong Province(2020CXGC01208)。
文摘The paper considers the linear quadratic regulation(LQR)and stabilization problems for It?stochastic systems with two input channels of which one has input delay.The underlying problem actually falls into the field of asymmetric information control because of the nonidentical measurability induced by the input delay.In contrast with single-channel single-delay problems,the challenge of the problems under study lies in the interaction between the two channels which are measurable with respect to different filtrations.The key techniques conquering such difficulty are the stochastic maximum principle and the orthogonal decomposition and reorganization technique proposed in a companion paper.The authors provide a way to solve the delayed forward backward stochastic differential equation(D-FBSDE)arising from the maximum principle.The necessary and sufficient solvability condition and the optimal controller for the LQR problem are given in terms of a new Riccati differential equation established herein.Further,the necessary and sufficient stabilization condition in the mean square sense is provided and the optimal controller is given.The idea proposed in the paper can be extended to solve related control problems for stochastic systems with multiple input channels and multiple delays.
文摘This manuscript is mainly focusing on the approximate controllability and the null controllability for fractional neutral stochastic partial differential equations with delay driven by Rosenblatt pro-cess.We discuss the sufficient conditions for approximate controllability and null controllability for Hilfer fractional neutral stochastic partial differential equations driven by Rosenblatt process.Finally,we provide two examples to verify the obtained results.