关于具有输入延迟的伊托随机系统的精确可控性
Wenjing Wang1, Wei Wang1, Juanjuan Xu1
1School of Control Science and Engineering, Shandong University, Jinan, Shandong, 250061, PR China.
ISA transactions
|November 12, 2024
概括
这项研究调查了以输入延迟的伊托随机系统的精确可控性. 我们建立了格拉米安矩阵和兰克条件,这对于设计可靠的控制系统而言至关重要.
科学领域:
- 随机系统和控制理论
- 非线性控制系统 不线性控制系统
- 数学金融学数学金融学
背景情况:
- 它的随机系统被广泛用于模拟复杂的动态现象.
- 输入延迟在实现精确可控性方面带来了重大挑战.
- 由于这些延迟,现有的控制策略往往难以适应.
研究的目的:
- 开发对具有输入延迟的伊托随机系统的精确可控性标准.
- 解决因无延迟和延迟控制器相互作用而产生的复杂性.
- 为具有固有时间滞后的系统提供一个强大的理论框架.
主要方法:
- 制定控制问题,包括直接和延迟的控制输入.
- 为延迟系统量身定制的逆位随机微分方程 (BSDE) 的开发和应用.
- 导出格拉米安矩阵和兰克条件来评估可控性.
主要成果:
- 建立了必要和足够的格拉米安矩阵条件,以实现精确的可控性.
- 提供了必要的Rank条件,以在输入延迟的情况下准确控制.
- 证明了BSDE的可偿还性与输入延迟,这是分析中的关键步骤.
结论:
- 衍生条件提供了精确的标准来确定具有输入延迟的伊托随机系统的确切可控性.
- 这项工作促进了对受时间滞后影响的系统的控制器的理解和设计.
- 该方法为对随机系统的自适应控制的进一步研究提供了基础.
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