Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)最新文献_第10页

Dynamical systems with controllable singularities: multi-scale and limit representations and optimal control 具有可控奇点的动力系统:多尺度、极限表示和最优控制

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.980435

J. Bentsman, B. Miller

引用次数: 11

Computation of matrix nth roots and the matrix sector function 计算矩阵的n次根和矩阵扇形函数

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.980812

M. Hasan, A. Hasan, Khaled B. Ejaz

引用次数: 5

Robust fault diagnosis of dynamic processes using parametric identification with eigenstructure assignment approach 基于特征结构分配方法的参数识别动态过程鲁棒故障诊断

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.980090

C. Fantuzzi, S. Simani, S. Beghelli

引用次数: 9

Robust M-ary detection filters for continuous-time jump Markov systems 连续时间跳变马尔可夫系统的鲁棒m -玛利检测滤波器

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.981143

R. Elliott, W. P. Malcolm

{"title":"Robust M-ary detection filters for continuous-time jump Markov systems","authors":"R. Elliott, W. P. Malcolm","doi":"10.1109/CDC.2001.981143","DOIUrl":"https://doi.org/10.1109/CDC.2001.981143","url":null,"abstract":"In this article we consider a dynamic M-ary detection problem when Markov chains are observed through a Wiener process. These systems are fully specified by a candidate set of parameters, whose elements are: a rate matrix for the Markov chain and a parameter for the observation model. Further, we suppose these parameter sets can switch according to the state of an unobserved Markov chain and thereby produce an observation process generated by time varying (jump stochastic) parameter sets. We estimate the probabilities of each model parameter set explaining the observation. Using the gauge transformation techniques introduced by Clark (1977) and a pointwise matrix product, we compute robust matrix-valued dynamics for the joint probabilities on the augmented state space. In these new dynamics the observation Wiener process appears as a parameter in the fundamental matrix of a linear ordinary differential equation, rather than an integrator in a stochastic integral equation. Finally, by exploiting a duality between causal and anticausal robust detector dynamics, we develop an algorithm to compute smoothed mode probability estimates without stochastic integrations.","PeriodicalId":131411,"journal":{"name":"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2001-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128577307","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

On stabilization of discrete time nonlinear systems with time delay 具有时滞的离散非线性系统的镇定问题

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.981151

W. Aggoune, G. Sallet

引用次数: 3

A new upper bound for the real structured singular value 实结构奇异值的一个新的上界

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.980106

S. K. Gungah, U. Malik, I. Jaimoukha, G. Halikias

引用次数: 5

Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games 具有风险敏感准则的马尔可夫决策过程:动态规划算子和贴现随机对策

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.980564

R. Cavazos-Cadena, E. Fernández-Gaucherand

{"title":"Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games","authors":"R. Cavazos-Cadena, E. Fernández-Gaucherand","doi":"10.1109/CDC.2001.980564","DOIUrl":"https://doi.org/10.1109/CDC.2001.980564","url":null,"abstract":"We study discrete-time Markov decision processes with denumerable state space and bounded costs per stage. It is assumed that the decision maker exhibits a constant sensitivity to risk, and that the performance of a control policy is measured by a (long-run) risk-sensitive average cost criterion. Besides standard continuity-compactness conditions, the basic structural constraint on the decision model is that the transition law satisfies a simultaneous Doeblin condition. Within this framework, the main objective is to study the existence of bounded solutions to the risk-sensitive average cost optimality equation. Our main result guarantees a bounded solution to the optimality equation only if the risk sensitivity coefficient /spl lambda/ is small enough and, via a detailed example, it can be shown that such a conclusion cannot be extended to arbitrary values of /spl lambda/. Our results are in opposition to previous claims in the literature, but agree with recent results obtained via a direct probabilistic analysis. A key analysis tool developed in the paper is the definition of an appropriate operator with contractive properties, analogous to the dynamic programming operator in Bellman's equation, and a family of (value) functions with a discounted stochastic games interpretation.","PeriodicalId":131411,"journal":{"name":"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)","volume":"128 4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2001-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129983882","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

Output feedback disturbance attenuation with robustness to nonlinear uncertain dynamics via state-dependent scaling 通过状态相关标度对非线性不确定动态具有鲁棒性的输出反馈扰动衰减

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.980693

H. Ito, Zhong-Ping Jiang

引用次数: 1

How many symmetries does admit a nonlinear single-input control system around an equilibrium? 一个非线性单输入控制系统在平衡点周围有多少对称?

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.981165

W. Respondek, I. Tall

{"title":"How many symmetries does admit a nonlinear single-input control system around an equilibrium?","authors":"W. Respondek, I. Tall","doi":"10.1109/CDC.2001.981165","DOIUrl":"https://doi.org/10.1109/CDC.2001.981165","url":null,"abstract":"We describe all symmetries of a single-input nonlinear control system that is not feedback linearizable and whose first-order approximation is controllable, around an equilibrium point. For a system such that a feedback transformation bringing it into the canonical form is analytic, we prove that the set of all local symmetries of the system is exhausted by exactly two 1-parameter families of symmetries if the system is odd, and by exactly one 1-parameter family otherwise. We also prove that the form of the set of symmetries is completely described by the canonical form of the system: possessing a nonstationary symmetry, a 1-parameter family of symmetries, or being odd corresponds, respectively, to the fact that the drift vector field of the canonical form is periodic, does not depend on the first variable, or is odd. If the feedback transformation bringing the system to its canonical form is formal, we show an analogous result for an infinitesimal symmetry: its existence is equivalent to the fact that the drift vector field of the formal canonical form does not depend on the first variable. We illustrate our results by studying the symmetries of a variable-length pendulum.","PeriodicalId":131411,"journal":{"name":"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2001-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128918876","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 15

Risk-sensitive inventory control problems 风险敏感型库存控制问题

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) Pub Date : 2001-12-04 DOI: 10.1109/CDC.2001.980925

G. Avila-Godoy, E. Fernández-Gaucherand

引用次数: 1