A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed. The optimal control forces consist of two parts. The first part is determined by the conditions under whi...A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed. The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.展开更多
The objective of conformance testing is to determine whether an implementation under test (IUT) conforms to its specification. In distributed test architecture where there are multiple remote testers, the objective ca...The objective of conformance testing is to determine whether an implementation under test (IUT) conforms to its specification. In distributed test architecture where there are multiple remote testers, the objective can be complicated by the fact that testers may encounter controllability and observability problems during the application of a test sequence. A certain amount of work has been done in the area of generating test sequence that is free from these problems. However, few researchers investigate them from the aspect of test execution. This work studies the test execution phase when test sequences are applied to the imple- mentation and it is pointed out that controllability and observability problems can be resolved if and only if the test system im- plements some timing constraints. When determining these constraints, the dynamic time information during test is taken into account, which reduces the test execution time and improves test efficiency further.展开更多
The definitions of controllability, observability and stability were presented for fractional-order linear systems. Using the Cayley-Hamilton theorem and Mittag-Leffler function in two parameters, the sufficient and n...The definitions of controllability, observability and stability were presented for fractional-order linear systems. Using the Cayley-Hamilton theorem and Mittag-Leffler function in two parameters, the sufficient and necessary conditions of controllability and observability for such systems were derived. In terms of Lyapunov’s stability theory, using the theorems of Mittage-Leffler function in two parameters this paper directly derived the sufficient and necessary condition of stability for such systems. The results obtained are useful for the analysis and synthesis of fractional-order linear control systems.展开更多
This paper mainly discusses stabilizatbility, exact observability and exact detectability of discrete stochastic systems with both static and control dependent noise via the spectrum technique. The authors put forward...This paper mainly discusses stabilizatbility, exact observability and exact detectability of discrete stochastic systems with both static and control dependent noise via the spectrum technique. The authors put forward a definition of the spectrum and give some theorems based on the spectrum. Then the relation between discrete generalized Lyapunov equation and discrete generalized algebraic Riccati equation is also analyzed.展开更多
Abstract The authors establish the null controllability for some systems coupled by two backward stochastic heat equations. The desired controllability result is obtained by means of proving a suitable observability e...Abstract The authors establish the null controllability for some systems coupled by two backward stochastic heat equations. The desired controllability result is obtained by means of proving a suitable observability estimate for the dual system of the controlled system.展开更多
基金Project supported by the National Natural Science Foundation ofChina (No. 10332030), the Special Fund for Doctor Programs inInstitutions of Higher Learning of China (No. 20020335092), andthe Zhejiang Provincial Natural Science Foundation (No. 101046),China
文摘A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed. The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.
文摘The objective of conformance testing is to determine whether an implementation under test (IUT) conforms to its specification. In distributed test architecture where there are multiple remote testers, the objective can be complicated by the fact that testers may encounter controllability and observability problems during the application of a test sequence. A certain amount of work has been done in the area of generating test sequence that is free from these problems. However, few researchers investigate them from the aspect of test execution. This work studies the test execution phase when test sequences are applied to the imple- mentation and it is pointed out that controllability and observability problems can be resolved if and only if the test system im- plements some timing constraints. When determining these constraints, the dynamic time information during test is taken into account, which reduces the test execution time and improves test efficiency further.
基金Shanghai Science and Technology Devel-opm ent Funds ( No.0 1160 70 3 3)
文摘The definitions of controllability, observability and stability were presented for fractional-order linear systems. Using the Cayley-Hamilton theorem and Mittag-Leffler function in two parameters, the sufficient and necessary conditions of controllability and observability for such systems were derived. In terms of Lyapunov’s stability theory, using the theorems of Mittage-Leffler function in two parameters this paper directly derived the sufficient and necessary condition of stability for such systems. The results obtained are useful for the analysis and synthesis of fractional-order linear control systems.
文摘This paper mainly discusses stabilizatbility, exact observability and exact detectability of discrete stochastic systems with both static and control dependent noise via the spectrum technique. The authors put forward a definition of the spectrum and give some theorems based on the spectrum. Then the relation between discrete generalized Lyapunov equation and discrete generalized algebraic Riccati equation is also analyzed.
基金Project supported by the National Natural Science Foundation of China(No.11101070)the Grant MTM2011-29306-C02-00 of the MICINN,Spain+4 种基金the Project PI2010-04 of the Basque Governmentthe ERC Advanced Grant FP7-246775 NUMERIWAVESthe ESF Research Networking Programme OPT-PDEScientific Research Fund of Sichuan Provincial Education Department of China(No.10ZC110) the project Z1062 of Leshan Normal University of China
文摘Abstract The authors establish the null controllability for some systems coupled by two backward stochastic heat equations. The desired controllability result is obtained by means of proving a suitable observability estimate for the dual system of the controlled system.
