Systems & Control Letters最新文献

On local stability analysis for Persidskii systems with power nonlinearities 具有功率非线性的Persidskii系统的局部稳定性分析

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-23 DOI: 10.1016/j.sysconle.2025.106205

Alexander Aleksandrov , Denis Efimov

引用次数: 0

A fast augmented Lagrangian framework and its application 一个快速增广拉格朗日框架及其应用

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-23 DOI: 10.1016/j.sysconle.2025.106196

Jing Chen , Lianyuan Cheng , Min Gan , Quanmin Zhu

引用次数: 0

Maximum principle for discrete-time control systems driven by fractional noises and related backward stochastic difference equations 分数阶噪声驱动的离散时间控制系统的极大值原理及相关的倒向随机差分方程

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-21 DOI: 10.1016/j.sysconle.2025.106202

Yuecai Han , Yuhang Li

引用次数: 0

Optimal mean–variance portfolio selection under regime-switching-induced stock price shocks 制度转换引发的股价冲击下的最优均值方差投资组合选择

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-17 DOI: 10.1016/j.sysconle.2025.106200

Xiaomin Shi , Zuo Quan Xu

{"title":"Optimal mean–variance portfolio selection under regime-switching-induced stock price shocks","authors":"Xiaomin Shi , Zuo Quan Xu","doi":"10.1016/j.sysconle.2025.106200","DOIUrl":"10.1016/j.sysconle.2025.106200","url":null,"abstract":"<div><div>In this paper, we investigate mean-variance (MV) portfolio selection problems with jumps in a regime-switching financial model. The novelty of our approach lies in allowing not only the market parameters — such as the interest rate, appreciation rate, volatility, and jump intensity — to depend on the market regime, but also in permitting stock prices to experience jumps when the market regime switches, in addition to the usual micro-level jumps. This modeling choice is motivated by empirical observations that stock prices often exhibit sharp declines when the market shifts from a “bullish” to a “bearish” regime, and vice versa. By employing the completion-of-squares technique, we derive the optimal portfolio strategy and the efficient frontier, both of which are characterized by three systems of multi-dimensional ordinary differential equations (ODEs). Among these, two systems are linear, while the first one is an <span><math><mi>ℓ</mi></math></span>-dimensional, fully coupled, and highly nonlinear Riccati equation. In the absence of regime-switching-induced stock price shocks, these systems reduce to simple linear ODEs. Thus, the introduction of regime-switching-induced stock price shocks adds significant complexity and challenges to our model. Additionally, we explore the MV problem under a no-shorting constraint. In this case, the corresponding Riccati equation becomes a <span><math><mrow><mn>2</mn><mi>ℓ</mi></mrow></math></span>-dimensional, fully coupled, nonlinear ODE, for which we establish solvability. The solution is then used to explicitly express the optimal portfolio and the efficient frontier.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"204 ","pages":"Article 106200"},"PeriodicalIF":2.1,"publicationDate":"2025-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144653566","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Target controllability of multi-agent networks via node partition 基于节点划分的多智能体网络目标可控性

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-16 DOI: 10.1016/j.sysconle.2025.106199

Pengchao Lv , Junjie Huang , Bo Liu , Housheng Su , Alatancang Chen

引用次数: 0

Stable kernel size adaptation-based maximum correntropy Kalman filter 基于稳定核尺寸自适应的最大熵卡尔曼滤波

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-16 DOI: 10.1016/j.sysconle.2025.106198

Vahid Azimi , Simona Onori

{"title":"Stable kernel size adaptation-based maximum correntropy Kalman filter","authors":"Vahid Azimi , Simona Onori","doi":"10.1016/j.sysconle.2025.106198","DOIUrl":"10.1016/j.sysconle.2025.106198","url":null,"abstract":"<div><div>The state-of-the-art maximum correntropy Kalman filter (MCKF) that incorporates Gaussian kernels into its formulation is a powerful estimation technique to robustify the traditional Kalman filter (KF) against non-Gaussian noises. However, improper selection of <em>kernel sizes</em> may either degrade the estimation performance or slow down the convergence rate. This paper extends and encompasses the baseline MCKF through the development of a projection-based adaptive MCKF (PAMCKF) for continuous-time linear systems with a class of non-Gaussian noises: measurement outliers that are mainly due to sensor failures, cyber-attacks, etc We suggest an adaptation mechanism that exploits the innovation signals to update “on-line” the <em>kernel sizes</em>. The proposed adaptive method is then unified with a modified version of MCKF to achieve robust estimation with low computational effort against measurement outliers without the need for knowing their bounds <em>a priori</em>. The main contribution of this paper is that state and <em>kernel size</em> estimation errors are uniformly ultimately bounded which is formally proven using a deterministic Lyapunov stability argument. Simulations and comparisons to KF and MCKF are carried out to validate the theoretical results and demonstrate the benefits of the proposed filter.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"204 ","pages":"Article 106198"},"PeriodicalIF":2.1,"publicationDate":"2025-07-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144653567","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Two-stage parameter estimation methods for linear time-invariant continuous-time systems 线性时不变连续系统的两阶段参数估计方法

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-16 DOI: 10.1016/j.sysconle.2025.106166

Feng Ding , Ling Xu , Peng Liu , Xianfang Wang

引用次数: 0

An adaptive gain-based fixed-time distributed algorithm for constrained optimization problems 约束优化问题的基于增益的自适应固定时间分布式算法

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-15 DOI: 10.1016/j.sysconle.2025.106189

Xiasheng Shi , Zhiyun Lin , Yanjun Lin

{"title":"An adaptive gain-based fixed-time distributed algorithm for constrained optimization problems","authors":"Xiasheng Shi , Zhiyun Lin , Yanjun Lin","doi":"10.1016/j.sysconle.2025.106189","DOIUrl":"10.1016/j.sysconle.2025.106189","url":null,"abstract":"<div><div>This letter presents a novel adaptive gain-based fixed-time distributed algorithm for solving constrained optimization problems in continuous-time multi-agent systems (MASs). The proposed approach first introduces a sliding mode control scheme with an adaptive control parameter to ensure the satisfaction of coupled equality constraints within a fixed time, regardless of the initial state. Based on this scheme, an innovative node-based distributed optimization algorithm is developed, incorporating a nonlinear adaptive consensus scheme to achieve the optimal solution within a fixed time. The theoretical upper bound for the convergence time is determined by the first positive zero point of a sine function. Furthermore, the algorithm is extended to an edge-based distributed optimization scheme to reduce communication burden, albeit with increased memory consumption. Lyapunov technique is employed to confirm the stability of both the node-based and edge-based methods. To address the singularity issues encountered in the adaptive fixed-time algorithms, the saturation function and the power-ball method are introduced. Finally, the effectiveness and superior convergence performance of the proposed methods are demonstrated through three simulation cases, particularly highlighting their advantages in scenarios with sparse communication networks.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"204 ","pages":"Article 106189"},"PeriodicalIF":2.1,"publicationDate":"2025-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144631559","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Scalable computation of input-normal/output-diagonal balanced realization for control-affine polynomial systems 控制仿射多项式系统输入-法向/输出-对角平衡实现的可扩展计算

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-15 DOI: 10.1016/j.sysconle.2025.106178

Nicholas A. Corbin , Arijit Sarkar , Jacquelien M.A. Scherpen , Boris Kramer

{"title":"Scalable computation of input-normal/output-diagonal balanced realization for control-affine polynomial systems","authors":"Nicholas A. Corbin , Arijit Sarkar , Jacquelien M.A. Scherpen , Boris Kramer","doi":"10.1016/j.sysconle.2025.106178","DOIUrl":"10.1016/j.sysconle.2025.106178","url":null,"abstract":"<div><div>We present a scalable tensor-based approach to computing input-normal/output-diagonal nonlinear balancing transformations for control-affine systems with polynomial nonlinearities. This transformation is necessary to determine the states that can be truncated when forming a reduced-order model. Given a polynomial representation for the controllability and observability energy functions, we derive the explicit equations to compute a polynomial transformation to induce input-normal/output-diagonal structure in the energy functions in the transformed coordinates. The transformation is computed degree-by-degree, similar to previous Taylor-series approaches in the literature. However, unlike previous works, we provide a detailed analysis of the transformation equations in Kronecker product form to enable a more scalable implementation. We derive the explicit algebraic structure for the equations, present rigorous analyses for the solvability and algorithmic complexity of those equations, and provide general purpose open-source software implementations for the proposed algorithms to stimulate broader use of nonlinear balanced truncation model reduction. We demonstrate that with our efficient implementation, computing the nonlinear transformation is approximately as expensive as computing the energy functions using state-of-the-art methods.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"204 ","pages":"Article 106178"},"PeriodicalIF":2.1,"publicationDate":"2025-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144633009","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A time advantage function-based solution to two-player circular target defense games 基于时间优势函数的双人圆形目标防御博弈解决方案

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-14 DOI: 10.1016/j.sysconle.2025.106197

Keyang Wang , Peng Chang , Qi Sun , Yintao Wang

{"title":"A time advantage function-based solution to two-player circular target defense games","authors":"Keyang Wang , Peng Chang , Qi Sun , Yintao Wang","doi":"10.1016/j.sysconle.2025.106197","DOIUrl":"10.1016/j.sysconle.2025.106197","url":null,"abstract":"<div><div>This paper investigates a two-player circular target defense game where a defender, constrained to the target boundary, protects the target region from an intruder. The study incorporates limited observation capabilities for both agents, deriving conditions under which the defender can intercept the intruder or the intruder can breach the target. This work formulates the problem as a Game of Kind, introducing a time advantage function that quantifies the game outcome: when the function is non-negative, the intruder dominates the game, selecting an invasion point on the target boundary that maximizes the time advantage (maximizing terminal separation from the defender) to ensure successful penetration; when the function is negative, the defender strategically deviates from the target boundary and utilizes the boundary of dominance region (defined by intersections of the agent isochrones) to derive optimal interception trajectories. Numerical simulations validate the proposed method, demonstrating how the time advantage function enables clear winner determination and strategy derivation, bridging theoretical game theory with practical sensing constraints.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"204 ","pages":"Article 106197"},"PeriodicalIF":2.1,"publicationDate":"2025-07-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144614597","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0