期刊文献+
共找到21篇文章
< 1 2 >
每页显示 20 50 100
Perturbation Analysis of Continuous-Time Linear Time-Invariant Systems
1
作者 Peter Chang-Yi Weng Frederick Kin Hing Phoa 《Advances in Pure Mathematics》 2020年第4期155-173,共19页
In this paper, we consider the perturbation analysis of linear time-invariant systems, which arise from the linear optimal control in continuous-time. We provide a method to compute condition numbers of continuous-tim... In this paper, we consider the perturbation analysis of linear time-invariant systems, which arise from the linear optimal control in continuous-time. We provide a method to compute condition numbers of continuous-time linear time-invariant systems. It solves the perturbed linear time-invariant systems via Riccati differential equations and continuous-time algebraic Riccati equations in finite and infinite time horizons. We derive the explicit expressions of measuring the perturbation bounds of condition numbers with respect to the solution of the linear time-invariant systems. Furthermore, condition numbers and their upper bounds of Riccati differential equations and continuous-time algebraic Riccati equations are also discussed. Numerical simulations show the sharpness of the perturbation bounds computed via the proposed methods. 展开更多
关键词 continuous-time linear time-invariant System Condition Number PERTURBATION BOUND RICCATI Differential EQUATION continuous-time ALGEBRAIC RICCATI EQUATION
在线阅读 下载PDF
Parallel Control for Continuous-Time Linear Systems:A Case Study 被引量:24
2
作者 Qinglai Wei Hongyang Li Fei-Yue Wang 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2020年第4期919-928,共10页
In this paper,a new parallel controller is developed for continuous-time linear systems.The main contribution of the method is to establish a new parallel control law,where both state and control are considered as the... In this paper,a new parallel controller is developed for continuous-time linear systems.The main contribution of the method is to establish a new parallel control law,where both state and control are considered as the input.The structure of the parallel control is provided,and the relationship between the parallel control and traditional feedback controls is presented.Considering the situations that the systems are controllable and incompletely controllable,the properties of the parallel control law are analyzed.The parallel controller design algorithms are given under the conditions that the systems are controllable and incompletely controllable.Finally,numerical simulations are carried out to demonstrate the effectiveness and applicability of the present method.Index Terms-Continuous-time linear systems,digital twin,parallel controller,parallel intelligence,parallel systems. 展开更多
关键词 Index Terms—continuous-time linear systems digital twin parallel controller parallel intelligence parallel systems
在线阅读 下载PDF
Impact of correlated private signals on continuous-time insider trading
3
作者 ZHOU Yonghui XIAO Kai 《运筹学学报(中英文)》 CSCD 北大核心 2024年第3期97-107,共11页
A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establ... A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed. 展开更多
关键词 continuous-time insider trading risk neutral private correlated signals linear bayesian equilibrium market depth residual information
在线阅读 下载PDF
Compressive Measurement Identification of Linear Time-Invariant System Application in DC Motor
4
作者 Peng Qiu Qian Dong +2 位作者 Mingqian Li Guangjie Zhai Xueyan Wang 《Journal of Beijing Institute of Technology》 EI CAS 2019年第3期399-409,共11页
In traditional system identification (SI), actual values of system parameters are concealed in the input and output data;hence, it is necessary to apply estimation methods to determine the parameters. In signal proces... In traditional system identification (SI), actual values of system parameters are concealed in the input and output data;hence, it is necessary to apply estimation methods to determine the parameters. In signal processing, a signal with N elements must be sampled at least N times. Thus, most SI methods use N or more sample data to identify a model with N parameters;however, this can be improved by a new sampling theory called compressive sensing (CS). Based on CS, an SI method called compressive measurement identification (CMI) is proposed for reducing the data needed for estimation, by measuring the parameters using a series of linear measurements, rather than the measurements in sequence. In addition, the accuracy of the measurement process is guaranteed by a criterion called the restrict isometric principle. Simulations demonstrate the accuracy and robustness of CMI in an underdetermined case. Further, the dynamic process of a DC motor is identified experimentally, establishing that CMI can shorten the identification process and increase the prediction accuracy. 展开更多
关键词 SYSTEM IDENTIFICATION (SI) COMPRESSIVE sensing (CS) signal MEASUREMENT linear time-invariant (LTI) SYSTEM
在线阅读 下载PDF
Controllability, Observability and Stability for a Class of Fractional-Order Linear Time-Invariant Control Systems
5
作者 曾庆山 曹广益 朱新坚 《Journal of Shanghai Jiaotong university(Science)》 EI 2004年第2期20-24,共5页
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
关键词 fractional calculus fractional-order linear time-invariant systems CONTROLLABILITY OBSERVABILITY STABILITY
在线阅读 下载PDF
The identification algorithm for commensurate order linear time-invariant fractional systems
6
作者 王振滨 曹广益 朱新坚 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2005年第5期576-580,共5页
An efficient identification algorithm is given for commensurate order linear time-invariant fractional systems. This algorithm can identify not only model coefficients of the system, but also its differential order at... An efficient identification algorithm is given for commensurate order linear time-invariant fractional systems. This algorithm can identify not only model coefficients of the system, but also its differential order at the same time. The basic idea is to change the system matrix into a diagonal one through basis transformation. This makes it possible to turn the system’s input-output relationships into the summation of several simple subsystems, and after the identification of these subsystems, the whole identification system is obtained which is algebraically equivalent to the former system. Finally an identification example verifies the effectiveness of the method previously mentioned. 展开更多
关键词 fractional systems COMMENSURATE linear time-invariant state-space representation system identification
在线阅读 下载PDF
Hybrid Continuous-Time MILP Model for Crude Oil Scheduling under the Influence of High Tides
7
作者 Zhou Zhiju Zhou Xiang Zhou Han 《China Petroleum Processing & Petrochemical Technology》 SCIE CAS 2021年第3期76-89,共14页
Vessels,especially very large or ultra large crude carriers(VLCCs or ULCCs),often can only dock and leave the berth during high tide periods to prevent being stranded.Unfortunately,the current crude scheduling models ... Vessels,especially very large or ultra large crude carriers(VLCCs or ULCCs),often can only dock and leave the berth during high tide periods to prevent being stranded.Unfortunately,the current crude scheduling models do not take into account tidal conditions,which will seriously affect the feasibility of crude schedule.So we first focus on the docking and leaving operations under the tidal actions,and establish a new hybrid continuous-time mixed integer linear programming(MILP)model which incorporates global event based formulation and unit-specific event based formulation.Upon considering that the multiple blending of crude oil can easily cause the production fluctuating,there are some reasonable assumptions that storage tanks can only store pure crude,and charging tanks just can be refilled after being emptied,which helps us obtain a simple MILP model without composition discrepancy caused by crude blending.Two cases are used to demonstrate the efficacy of proposed scheduling model.The results show that the optimization schedule can minimize the demurrage of the vessels and the number of feeding changeovers of crude oil distillation units(CDUs). 展开更多
关键词 crude scheduling TIDE continuous-time representation mixed integer linear programming
在线阅读 下载PDF
A Model-free Approach to Fault Detection of Continuous-time Systems Based on Time Domain Data
8
作者 Steven X. Ding 《International Journal of Automation and computing》 EI 2007年第2期189-194,共6页
In this paper, a model-free approach is presented to design an observer-based fault detection system of linear continuoustime systems based on input and output data in the time domain. The core of the approach is to d... In this paper, a model-free approach is presented to design an observer-based fault detection system of linear continuoustime systems based on input and output data in the time domain. The core of the approach is to directly identify parameters of the observer-based residual generator based on a numerically reliable data equation obtained by filtering and sampling the input and output signals. 展开更多
关键词 Fault detection linear continuous time-invariant systems time domain data subspace methods observer-based residual generator
在线阅读 下载PDF
Compressed Least Squares Algorithm of Continuous-Time Linear Stochastic Regression Model Using Sampling Data
9
作者 XIE Siyu ZHANG Shujun +1 位作者 WANG Ziming GAN Die 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2024年第4期1488-1506,共19页
In this paper,the authors consider a sparse parameter estimation problem in continuoustime linear stochastic regression models using sampling data.Based on the compressed sensing(CS)method,the authors propose a compre... In this paper,the authors consider a sparse parameter estimation problem in continuoustime linear stochastic regression models using sampling data.Based on the compressed sensing(CS)method,the authors propose a compressed least squares(LS) algorithm to deal with the challenges of parameter sparsity.At each sampling time instant,the proposed compressed LS algorithm first compresses the original high-dimensional regressor using a sensing matrix and obtains a low-dimensional LS estimate for the compressed unknown parameter.Then,the original high-dimensional sparse unknown parameter is recovered by a reconstruction method.By introducing a compressed excitation assumption and employing stochastic Lyapunov function and martingale estimate methods,the authors establish the performance analysis of the compressed LS algorithm under the condition on the sampling time interval without using independence or stationarity conditions on the system signals.At last,a simulation example is provided to verify the theoretical results by comparing the standard and the compressed LS algorithms for estimating a high-dimensional sparse unknown parameter. 展开更多
关键词 Compressed excitation condition compressed sensing continuous-time model least squares linear stochastic regression parameter identification sampling data
原文传递
Global Optimization of Nonlinear Blend-Scheduling Problems 被引量:6
10
作者 Pedro A.Castillo Castillo Pedro M.Castro Vladimir Mahalec 《Engineering》 2017年第2期188-201,共14页
The scheduling of gasoline-blending operations is an important problem in the oil refining industry. Thisproblem not only exhibits the combinatorial nature that is intrinsic to scheduling problems, but alsonon-convex ... The scheduling of gasoline-blending operations is an important problem in the oil refining industry. Thisproblem not only exhibits the combinatorial nature that is intrinsic to scheduling problems, but alsonon-convex nonlinear behavior, due to the blending of various materials with different quality properties.In this work, a global optimization algorithm is proposed to solve a previously published continuous-timemixed-integer nonlinear scheduling model for gasoline blending. The model includes blend recipe optimi-zation, the distribution problem, and several important operational features and constraints. The algorithmemploys piecewise McCormick relaxation (PMCR) and normalized multiparametric disaggregation tech-nique (NMDT) to compute estimates of the global optimum. These techniques partition the domain of oneof the variables in a bilinear term and generate convex relaxations for each partition. By increasing the num-ber of partitions and reducing the domain of the variables, the algorithm is able to refine the estimates ofthe global solution. The algorithm is compared to two commercial global solvers and two heuristic methodsby solving four examples from the literature. Results show that the proposed global optimization algorithmperforms on par with commercial solvers but is not as fast as heuristic approaches. 展开更多
关键词 Global optimization Nonlinear gasoline blending continuous-time scheduling model Piecewise linear relaxations
在线阅读 下载PDF
ON FORMABILITY OF LINEAR CONTINUOUS-TIME MULTI-AGENT SYSTEMS 被引量:11
11
作者 Cuiqin MA Jifeng ZHANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第1期13-29,共17页
This paper is focused on formability of multi-agent systems (MASs). The problem is concerned with the existence of a protocol that has the ability to drive the MAS involved to the desired formation, and thus, is of ... This paper is focused on formability of multi-agent systems (MASs). The problem is concerned with the existence of a protocol that has the ability to drive the MAS involved to the desired formation, and thus, is of essential importance in designing formation protocols. Formability of an MAS depends on several key factors: agents' dynamic structures, connectivity topology, properties of the desired formation and the admissible control set. Agents of the MASs considered here are described by a general continuous linear time-invariant (LTI) model. By using the matrix analysis and algebraic graph theory, some necessary and sufficient conditions on formability of LTI-MASs are obtained. These conditions characterize in some sense the relationship of formability, connectivity topology, formation properties and agent dynamics with respect to some typical and widely used admissible protocol sets. 展开更多
关键词 FORMABILITY formability condition formation protocol linear time-invariant system multi-agent systems.
原文传递
COMPREHENSIVE DAMPING COEFFICIENT——A NEW DEFINITION TO DAMPING EFFECT OF LINEAR TIME-INVARIANT SYSTEMS
12
作者 李先彬 安立进 《Science China Mathematics》 SCIE 1989年第12期1511-1520,共10页
A new concept is presented to express the damping property of linear time-invariant systems, by the Lyapunov theorem in view of quadratic form-defined energy. Two definitions are introduced: damping energy function D(... A new concept is presented to express the damping property of linear time-invariant systems, by the Lyapunov theorem in view of quadratic form-defined energy. Two definitions are introduced: damping energy function D(X_0, X)=Ci∫_(x_0, x) x_idx_(i-1)and comprehensive damping coefficient η-min(Ci/a_(n-i)). It is concluded that (ⅰ) of the Hurwitz determinants, △_(x-1) is proportional to the damping effect of oscillating systems, (ⅱ) the comprehensive damping coefficients of linear time-invariant systems are derived as. piecewise rational fractions which can be easily calculated and (ⅲ) the damping torque coefficient obtained for synchronous machines is independent of ω. 展开更多
关键词 LYAPUNOV THEOREM HURWITZ DETERMINANT linear time-invariant system.
原文传递
Improved algebraic method for linear continuous-time model identification
13
作者 Wuhua Hu Jianfeng Mao 《Journal of Control and Decision》 EI 2014年第2期180-189,共10页
Recently a novel algebraic method was proposed for linear continuous-time model identification,which has attracted extensive attention in the literature.This work reveals its connection to classic identification metho... Recently a novel algebraic method was proposed for linear continuous-time model identification,which has attracted extensive attention in the literature.This work reveals its connection to classic identification methods,discusses a limitation and presents a useful modification of the method.The discussions are supported by analysis and numerical experiments. 展开更多
关键词 linear continuous-time model model identification operational calculus least squares instrumental variables derivative estimation
原文传递
QUALITATIVE BEHAVIORS OF LINEAR TIME-INVARIANT DYNAMIC EQUATIONS ON TIME SCALES
14
作者 Liuman Ou (Dept. of Math., Guangdong University of Business Studies, Guangzhou 510320, ) Siming Zhu (Dept. of Math., Zhongshan University, Guangzhou 510275) 《Annals of Differential Equations》 2010年第2期206-214,共9页
We investigate the type of singularity and qualitative structure of solutions to a time-invariant linear dynamic system on time scales. The results truly unify the qualitative behaviors of the system on the continuous... We investigate the type of singularity and qualitative structure of solutions to a time-invariant linear dynamic system on time scales. The results truly unify the qualitative behaviors of the system on the continuous and discrete times with any step size. 展开更多
关键词 linear time-invariant qualitative time scales
原文传递
Mixed Gl2/GH2 multi-channel multi-objective control synthesis for discrete time systems 被引量:5
15
作者 颜文俊 张森林 《Journal of Zhejiang University Science》 EI CSCD 2004年第7期827-834,共8页
This paper proposes a new approach for multi-objective robust control. The approach extends the standard generalized l2 (Gl2) and generalized H2 (GH2) conditions to a set of new linear matrix inequality (LMI) constra... This paper proposes a new approach for multi-objective robust control. The approach extends the standard generalized l2 (Gl2) and generalized H2 (GH2) conditions to a set of new linear matrix inequality (LMI) constraints based on a new stability condition. A technique for variable parameterization is introduced to the multi-objective control problem to preserve the linearity of the synthesis variables. Consequently, the multi-channel multi-objective mixed Gl2/GH2 control problem can be solved less conservatively using computationally tractable algorithms developed in the paper. 展开更多
关键词 Mixed Gl2/GH2 synthesis Multi-objective optimization Robust control Discrete linear time-invariant systems G-shaping paradigm
在线阅读 下载PDF
Low-Storage Runge-Kutta Method for Simulating Time-Dependent Quantum Dynamics
16
作者 严运安 《Chinese Journal of Chemical Physics》 SCIE CAS CSCD 2017年第3期277-286,I0001,共11页
A wide range of quantum systems are time-invariant and the corresponding dynamics is dic- tated by linear differential equations with constant coefficients. Although simple in math- ematical concept, the integration o... A wide range of quantum systems are time-invariant and the corresponding dynamics is dic- tated by linear differential equations with constant coefficients. Although simple in math- ematical concept, the integration of these equations is usually complicated in practice for complex systems, where both the computational time and the memory storage become limit- ing factors. For this reason, low-storage Runge-Kutta methods become increasingly popular for the time integration. This work suggests a series of s-stage sth-order explicit Runge- Kutta methods specific for autonomous linear equations, which only requires two times of the memory storage for the state vector. We also introduce a 13-stage eighth-order scheme for autonomous linear equations, which has optimized stability region and is reduced to a fifth-order method for general equations. These methods exhibit significant performance improvements over the previous general-purpose low-stage schemes. As an example, we ap- ply the integrator to simulate the non-Markovian exciton dynamics in a 15-site linear chain consisting of perylene-bisimide derivatives. 展开更多
关键词 Low-storage Runge-Kutta Autonomous linear differential equation Time-dependent dynamics time-invariant Hamiltonian
在线阅读 下载PDF
Eigenstructure Assignment Method and Its Applications to the Constrained Problem
17
作者 H. Maarouf A. Baddou 《World Journal of Engineering and Technology》 2014年第2期159-170,共12页
A partial eigenstructure assignment method that keeps the open-loop stable eigenvalues and the corresponding eigenspace unchanged is presented. This method generalizes a large class of systems previous methods and can... A partial eigenstructure assignment method that keeps the open-loop stable eigenvalues and the corresponding eigenspace unchanged is presented. This method generalizes a large class of systems previous methods and can be applied to solve the constrained control problem for linear invariant continuous-time systems. Besides, it can be also applied to make a total eigenstructure assignment. Indeed, the problem of finding a stabilizing regulator matrix gain taking into account the asymmetrical control constraints is transformed to a Sylvester equation resolution. Examples are given to illustrate the obtained results. 展开更多
关键词 SYLVESTER EQUATION linear continuous-time Systems CONSTRAINED Control
在线阅读 下载PDF
An overview on the designs of distributed observers in LTI multi-agent systems 被引量:3
18
作者 PEI YingQing GU HaiBo +1 位作者 LIU KeXin LU JinHu 《Science China(Technological Sciences)》 SCIE EI CAS CSCD 2021年第11期2337-2346,共10页
With the rapid development of information technologies and cloud computing, sensor networks play an increasingly important role in our society. Over the past few decades, distributed observer theory has attracted unpr... With the rapid development of information technologies and cloud computing, sensor networks play an increasingly important role in our society. Over the past few decades, distributed observer theory has attracted unprecedented attention due to its wide potential applications in different areas. Meanwhile, various approaches and algorithms have been proposed and investigated. The design of distributed observers is one of the frontier topics of system and control research, which has the significant theoretical values and broad application prospects. This paper attempts to review the representative models and the corresponding approaches for distributed observer design in linear time-invariant(LTI) systems. Firstly, the research backgrounds and main advances of distributed observer designs are briefly reviewed. Then, recent results of distributed observer designs for discrete-time and continuous-time LTI multi-agent systems(MASs) are introduced in detail, respectively. Finally, the prospects and the future work directions of the design of distributed observers are put forward. The main purpose of this paper is to promote the emerging topic on the designs of distributed observers, with focuses on the interdisciplinary interest from technological sciences. 展开更多
关键词 multi-agent system linear time-invarient system distributed observer CONSENSUS
原文传递
DISTURBANCE ATTENUATION VIA STATE-FEEDBACK CONTROLLERS
19
作者 CHEN Wanyi(College of Mathematics,Nankai University, Tianjin 300071, China)TU Fengsheng(Department of Computer and System Science, Nankai University, Tianjin 300071, China) 《Systems Science and Mathematical Sciences》 SCIE EI CSCD 1999年第4期338-343,共6页
This paper focuses on the H optimal control problem in which the wholestate is available for feedback. We show that in attenuating the disturbance, the Hoptimal performance of dynamic state-feedback is no better than ... This paper focuses on the H optimal control problem in which the wholestate is available for feedback. We show that in attenuating the disturbance, the Hoptimal performance of dynamic state-feedback is no better than that of static state-feedback, which generalizes current results for linear time-invariant systems with no directtransmission from the disturbance and control input to the controlled output. 展开更多
关键词 linear time-invariant systems H NORM DISTURBANCE attenuation.
原文传递
IDENTIFICATION OF TIME-VARIANT CONTINUOUS SYSTEM BY A QUASI-NEWTON METHOD
20
作者 YU Wenhuan (Department of Mathematics, Tianjin University, Tianjin 300072, China) 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2001年第3期255-264,共10页
A quasi-Newton method (QNM) for solving an unconstrained optimization problem in infinite dimensional spaces is presented in this paper. We apply the QNM algorithm to an identification problem for a nonlinear system o... A quasi-Newton method (QNM) for solving an unconstrained optimization problem in infinite dimensional spaces is presented in this paper. We apply the QNM algorithm to an identification problem for a nonlinear system of differential equations, that is, to identify the parameter vector q = q(t) appearing in the following system of differential equations, based on the measurement of the state , where is a measurement operator. We give two examples to show the algorithm. 展开更多
关键词 QUASI-NEWTON method nonlinear SYSTEM of differential EQUATIONS time- VARIANT parameter continuous-time SYSTEM linear rate of convergence.
原文传递
上一页 1 2 下一页 到第
使用帮助 返回顶部