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1.
This paper gives an extension of the Volterra-functional method to the analysis of nonlinear systems with both stochastic input and stochastic parameters. In Section II, first-order linear systems with stochastic input and stochastic parameter are analyzed. Certain definitions and symbolic relations are established. A special example in which the stochastic input and the stochastic parameter are closely related is given in Appendix I. Section III deals with the analysis of first-order nonlinear systems with both stochastic input and stochastic parameter, by means of the Volterra-functional method. A simpler analysis by extension of the Transform-ensemble method is given in Appendix II. Section IV presents the detailed analysis of nonlinear stochastic systems with four illustrative examples. The analysis can be extended to a class of nonlinear stochastic systems with higher-order linear plants with constant or time-varying parameters. 相似文献
2.
针对几类重要的随机非线性系统, 提出了一些新的概念,发展了一些基本分析工具, 研究了几类控制器的设计问题. 主要成果包括:(1) 针对一类部分动态不可量测的非线性随机系统,引入了随机输入状态稳定(SISS)的概念, 借助于分析概率理论,发展了随机系统改变能量函数方法, 成功地处理了随机微分中的伊藤项,给出了随机非线性串联系统SISS的小增益类条件. (2) 对一类具有SISS随机逆动态的大规模随机非线性系统,给出了分散自适应输出反馈镇定控制器的构造性设计方法. 既解决了实用镇定问题也解决了渐近镇定问题. 在分散控制框架内,给出了处理随机非线性逆动 态的方法. (3) 对一类具有不稳定零动态的随机非线性系统,引入了随机输入状态可镇定的概念,给出了全局输出反馈镇定控制器构造性设计方法. (4) 对一类具有线性增长的不可量测状态的随机非线性系统,针对方差未知的噪声和一般随机输入,引入了广义随机输入状态稳定(GSISS)的概念,分别给出了随机干扰抑制和渐近镇定的输出反馈控制器的构造性设计方法.(5) 对一般的时滞随机非线性系统, 给出了解存在唯一的判定条件,引入了依概率全局(渐近)稳定的概念及相应的判定准则,丰富了随机时滞非线性系统的控制器设计理论. 对一类不确定随机时变时滞系统,构造性地设计出了自适应输出反馈镇定控制器. 相似文献
3.
本文通过计算带吸收状态的向量Markov过程平均吸收时间,给出了随机模型中计算数学期望的一种新方法,通过一些特例说明了该方法在随机模型性能分析中的具体应用。 相似文献
4.
This paper presents three identification methods for dual-rate sampled systems. The first method combines the stochastic gradient algorithm with the polynomial transformation technique, which can estimate the parameters of the identification model. The second method is the finite impulse response model based stochastic gradient algorithm, which can indirectly estimate the parameters of the dual-rate systems by using all the inputs and the available outputs. The third method is the missing output estimation model based stochastic gradient algorithm with a forgetting factor, which can directly estimate the parameters of the dual-rate systems by using all the inputs and all the outputs (include the estimated outputs). An example is provided to verify the effectiveness of the proposed methods. 相似文献
5.
In this paper, we investigate stochastic suppression and stabilization for a class of non-autonomous differential systems. Given a deterministic non-autonomous differential system, we introduce two independent Brownian motions and perturb this system into a new stochastic differential system. By using Lyapunov analysis method and some stochastic techniques, we show that a polynomial Brownian noise may guarantee the existence of global solution of the perturbed system while another linear Brownian noise may stabilize this system with general decay rate. An application of stochastic stabilization of differential system in the modeling of population growth is indicated. 相似文献
6.
基于Mohr-Coulomb破坏准则下材料的非线性特征,结合粘塑性应力空间内破坏准则被有限超越期间的稳定时间步长,对随机数学覆盖下粘塑性数值算法的逻辑实现过程进行推导,在直接偏微分理论基础上建立了三维及平面应变条件下粘塑性非线性随机有限元的本构关系式,进而提出了基于全量理论的粘塑性非线性随机有限元列式,并以堤防填筑工程为例,分析研究了土质堤坝分阶段逐步填筑过程中的随机演化机理及堤坝结构的可靠度安全性,实现了堤防填筑工程的全程随机模拟。 相似文献
7.
Yafeng Li Liuliu Zhang Changchun Hua Yu Zhang Xinping Guan 《Journal of The Franklin Institute》2018,355(3):1073-1087
This paper investigates the output feedback control for a class of stochastic nonlinear time delay systems based on dynamic gain technique. The nonlinear terms of the stochastic system satisfy linear growth condition on unmeasured state variables with the output dependent incremental rate, which makes the studied time delay stochastic system more general than the exiting results. Firstly, the full order dynamic gain observer is constructed. Then, the linear-like controller is designed without using recursive design method. Next, the stability analysis is given and a useful corollary is obtained. Finally, a simulation is given to illustrate the effectiveness of the proposed method. 相似文献
8.
This work aims to analyze the exponential stability of a non-linear impulsive neutral stochastic delay differential system. In this study, impulse perturbation is considered a delay-dependent state variable. The solution of the delay-dependent impulsive neutral stochastic delay differential system is associated with the solution of the system without impulses. First, we developed a relation connecting the solution of the neutral stochastic delay differential system without impulses and the solution of the corresponding system with impulses. Then, the conditions of the exponential stability of the proposed impulsive system are derived by determining the stability analysis of the respective system without impulse. The numerical approach for the neutral stochastic delay system without impulses is generated using the Euler-Maruyama method and adopted for the corresponding impulsive system. Finally, the achieved theoretical results are illustrated for applying the Malthusian single species neutral stochastic delay population model with immigration impulses. 相似文献
9.
In this paper, the existence of synchronized stationary distribution for hybrid stochastic coupled systems (HSCSs) (here, also known as stochastic coupled systems with Markovian switching) is concerned. By the existence theory of stationary distribution as well as Lyapunov method and graph theory, two kinds of sufficient criteria are presented to promise the existence of synchronized stationary distribution for HSCSs. Our results exhibit that the existence region of synchronized stationary distribution has a close relationship with the intensity of stochastic perturbation. And when stochastic perturbation vanishes, synchronized stationary distribution will become complete synchronization. Then the proposed theoretical results are successfully applied to stochastic coupled oscillators and a Chua’s circuits network. Some existence criteria of synchronized stationary distribution are also obtained. The corresponding numerical simulations are carried out to verify the validity of the theoretical results. 相似文献
10.
Noise Induced Tracking Error (NITE) refers to the tracking error of the mean of the output in feedback control systems with nonlinear instrumentation subject to zero-mean measurement noise. Most of the previous work rely on the stochastic averaging for NITE analysis, the validity of which requires that the bandwidth of the zero mean measurement noise is much higher than that of the system. This is because the results obtained by stochastic averaging are asymptotic with respect to the noise bandwidth. Due to the asymptotic nature of the analysis tool, it is not straightforward to provide a quantitative argument for high bandwidth. An alternative method in the literature that can analyze NITE is stochastic linearization for random input, which is analogous to the well known describing function approach for sinusoidal input. Unlike stochastic averaging, stochastic linearization is not an asymptotic approximation. Therefore, analysis can be carried out for any given noise bandwidth. We carry out NITE analysis using stochastic linearization for a class of LPNI systems that are prone to NITE; identify the system conditions under which the averaging analysis of NITE may yield inaccurate results for a finite noise bandwidth; and prove that the results from the two methods agree as the noise bandwidth approaches infinity. In addition, an existing NITE mitigation strategy is extended based on the proposed method. Numerical examples are given to illustrate the results. 相似文献
11.
The existence and uniqueness of stationary distribution and ergodic properties of a stochastic system are obtained. Especially, different from the existing methods, a new method is introduced to analyze almost sure permanence and uniform boundedness of the stochastic predator–prey model. This new idea is based on geometric structure of invariant set for a stochastic system. More specifically, we obtain our main conclusions by showing the invariant set for the stochastic population system lies in the interior of the first quadrant. It is interesting and surprising that the stochastic population model can guarantee a uniform boundedness almost surely. Some numerical simulations are carried out to support our results. 相似文献
12.
《Journal of The Franklin Institute》2018,355(18):9036-9052
A new aircraft guidance law utilizing predictive control algorithm is proposed. Compared with extended proportional navigation guidance law, this guidance law is designed specifically for using against a maneuverable target. It can track the target maneuver effectively. Uncertainty in the predicted target's future maneuvering is handled by constructing a stochastic predictive cost function and utilizing the stochastic minimum principle to deduce a predictive control algorithm. The guidance law is established by adopting the continuous approximation method into the continuous predictive control algorithm. The simulation results demonstrate that the stochastic predictive guidance law has the ability of trajectory prediction. Compared with the PID proportional navigation guidance law, the stochastic predictive guidance law has smaller overload and can intercept the maneuvering target more effectively. 相似文献
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14.
假设资产收益服从随机扩散过程,运用随机控制方法获得动态资产组合的封闭解,并以上证综指为样本,实证研究模型参数不确定性与动态资产组合的关系.结果表明,模型参数不确定性导致资产组合存在对冲需求,并与风险规避程度、投资期、信息量有关;与独立的正态过程相比,模型参数不确定性效应可提升一阶自回归过程下动态资产组合的稳健性;动态资产组合问题只有在其投资期末才等价于静态资产组合问题. 相似文献
15.
This paper investigates the pth moment exponential stability of impulsive stochastic functional differential equations. Some sufficient conditions are obtained to ensure the pth moment exponential stability of the equilibrium solution by the Razumikhin method and Lyapunov functions. Based on these results, we further discuss the pth moment exponential stability of generalized impulsive delay stochastic differential equations and stochastic Hopfield neural networks with multiple time-varying delays from the impulsive control point of view. The results derived in this paper improve and generalize some recent works reported in the literature. Moreover, we see that impulses do contribute to the stability of stochastic functional differential equations. Finally, two numerical examples are provided to demonstrate the efficiency of the results obtained. 相似文献
16.
Using the algebraic state space representation (ASSR) method, this paper investigates the set stability and synchronization of Boolean networks with probabilistic time delays (PTDs). Firstly, an equivalent stochastic system is established for the Boolean network with PTDs by using the ASSR method. Secondly, based on the probabilistic state transition matrix of equivalent stochastic system, a necessary and sufficient condition is proposed for the set stability of Boolean networks with PTDs. Thirdly, as an application of set stability, the synchronization of coupled Boolean networks with PTDs is studied, and a necessary and sufficient condition is presented. Finally, an illustrative example is given to demonstrate the effectiveness of the obtained new results. 相似文献
17.
《Journal of The Franklin Institute》2023,360(12):8614-8632
This paper investigates the robust output regulation problem for stochastic systems with additive noises. As is known, for the output regulation control problem, a general method is to regard that the system is disturbed by an autonomous exosystem (which is consisted by external disturbances and reference signals), and for the system disturbed by the white noise, the stochastic differential equations (SDEs) should be utilized in modeling, accordingly, a controller with a feedforward regulator is constructed for the stochastic system with an exosystem, which can not only cancel the external disturbance, but also transform the trajectory tracking problem into the stabilization problem; In consideration of the state variables in stochastic systems cannot be measured completely, we embed an observer to the controller, such that the random interference can be suppressed, and the trajectory tracking can be achieved. Based on the stochastic control theory, the criteria of the exponential practical stability in the mean square is presented for the closed-loop system, finally, through tuning the controller parameters, the mean square of the tracking error can converge to an arbitrarily small neighborhood of the origin. 相似文献
18.
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for the finite-time stability are presented via a state transition matrix approach. Secondly, this paper also develops the Lyapunov function method to study the finite-time stability and stabilization of discrete time-varying stochastic systems based on matrix inequalities and linear matrix inequalities (LMIs) so as to Matlab LMI Toolbox can be used.The state transition matrix-based approach to study the finite-time stability of linear discrete time-varying stochastic systems is novel, and its advantage is that the state transition matrix can make full use of the system parameter informations, which can lead to less conservative results. We also use the Lyapunov function method to discuss the finite-time stability and stabilization, which is convenient to be used in practical computations. Finally, three numerical examples are given to illustrate the effectiveness of the proposed results. 相似文献
19.
《Journal of The Franklin Institute》2022,359(2):1649-1666
This paper investigates the event-based state and fault estimation problem for stochastic nonlinear system with Markov packet dropout. By introducing the fictitious noise, the fault is augmented to the system state. Then combining the unscented Kalman filter (UKF) with event-triggered and Markov packet dropout, the modified UKF is proposed to estimate the state and fault. Meanwhile, the stochastic stability of the proposed filter is also discussed. Finally, two simulation results illustrate the performance of the proposed method. 相似文献
20.
A problem of stabilization about uncertain networked control systems (NCSs) with random but bounded delays is discussed in this paper. By using augmented state-space method, this class of problems can be modeled as discrete-time jump linear systems governed by finite-state Markov chains. A new switched model based on probability is proposed to research problems of reliable control when actuators become ageing or partially disabled. Using improved V-K iteration algorithm, a class of reliable controllers are designed to make systems asymptotically mean square stable under several stochastic disturbances such as random time-delay and stochastic actuator failure and the maximal redundancy degree is given through this method. 相似文献