Wyniki wyszukiwania - BazTech

1

Stochastic controllability of systems with multiple delays in control

Klamka J.

International Journal of Applied Mathematics and Computer Science

|

2009

|

Vol. 19, no 1

39-47

EN

Finite-dimensional stationary dynamic control systems described by linear stochastic ordinary differential state equations with multiple point delays in control are considered. Using the notation, theorems and methods used for deterministic controllability problems for linear dynamic systems with delays in control as well as necessary and sufficient conditions for various kinds of stochastic relative controllability in a given time interval are formulated and proved. It will be proved that, under suitable assumptions, relative controllability of an associated deterministic linear dynamic system is equivalent to stochastic relative exact controllability and stochastic relative approximate controllability of the original linear stochastic dynamic system. As a special case, relative stochastic controllability of dynamic systems with a single point delay is also considered. Some remarks and comments on the existing results for stochastic controllability of linear dynamic systems are also presented.

2

Stochastic controllability of linear systems with state delays

Klamka J.

International Journal of Applied Mathematics and Computer Science

|

2007

|

Vol. 17, no 1

5-13

EN

A class of finite-dimensional stationary dynamic control systems described by linear stochastic ordinary differential state equations with a single point delay in the state variables is considered. Using a theorem and methods adopted directly from deterministic controllability problems, necessary and sufficient conditions for various kinds of stochastic relative controllability are formulated and proved. It will be demonstrated that under suitable assumptions the relative controllability of an associated deterministic linear dynamic system is equivalent to the stochastic relative exact controllability and the stochastic relative approximate controllability of the original linear stochastic dynamic system. Some remarks and comments on the existing results for the controllability of linear dynamic systems with delays are also presented. Finally, a minimum energy control problem for a stochastic dynamic system is formulated and solved.

3

Error analysis of discrete approximations to bang-bang optimal control problems: the linear case

Veliov V. M.

Control and Cybernetics

|

2005

|

Vol. 34, no 3

967-982

EN

The paper presents an error estimate for Runge-Kutta direct discretizations of terminal optimal control problems for linear systems. The optimal control for such problems is typically discontinuous, and Lipschitz stability of the solution with respect to perturbations does not necessarily hold. The estimate (in terms of the optimal controls) is of first order if certain recently obtained sufficient conditions for structural stability hold, and of fractional order, otherwise. The main tool in the proof is the established relation between the local convexity index of the reachable set and the multiplicity of zeros of appropriate switching functions associated with the problem.

4

Remarks on stability of positive linear systems

Mitkowski W.

Control and Cybernetics

|

2000

|

Vol. 29, no 1

295-304

EN

Spectral properties of nonegative matrices are considered. Asymptotic stability and stabilisation problems of positive discrete-time and continous-time linear systems by feedbacks are discussed. The electric RC-networks are presented as examples of positive systems. Numerical calculations were made using the MATLAB program.