• 제목/요약/키워드: generalized Riccati technique

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THE RECURSIVE ALGOFITHM FOR OPTIMAL REGULATOR OF NONSTANCARD SINGULARLY PERTURVED SYSTEMS

  • Mukaidani, Hiroaki;Xu, Hau;Mizukami, Koichi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.10-13
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    • 1995
  • This paper considers the linear-quadratic optimal regulator problem for nonstandard singularly perturbed systems making use of the recursive technique. We first derive a generalized Riccati differential equation by the Hamilton-Jacobi equation. In order to obtain the feedback gain, we must solve the generalized algebraic Riccati equation. Using the recursive technique, we show that the solution of the generalized algebraic Riccati equation converges with the rate of convergence of O(.epsilon.). The existence of a bounded solution of error term can be proved by the implicit function theorem. It is enough to show that the corresponding Jacobian matrix is nonsingular at .epsilon. = 0. As a result, the solution of optimal regulator problem for nonstandard singularly perturbed systems can be obtained with an accuracy of O(.epsilon.$^{k}$ ). The proposed technique represents a significant improvement since the existing method for the standard singularly perturbed systems can not be applied to the nonstandard singularly perturbed systems.

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Oscillatory Behavior of Linear Neutral Delay Dynamic Equations on Time Scales

  • Saker, Samir H.
    • Kyungpook Mathematical Journal
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    • 제47권2호
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    • pp.175-190
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    • 2007
  • By employing the Riccati transformation technique some new oscillation criteria for the second-order neutral delay dynamic equation $$(y(t)+r(t)y({\tau}(t)))^{{\Delta}{\Delta}}+p(t)y(\delta(t))=0$$, on a time scale $\mathbb{T}$ are established. Our results as a special case when $\mathbb{T}=\mathbb{R}$ and $\mathbb{T}=\mathbb{N}$ improve some well known oscillation criteria for second order neutral delay differential and difference equations, and when $\mathbb{T}=q^{\mathbb{N}}$, i.e., for second-order $q$-neutral difference equations our results are essentially new and can be applied on different types of time scales. Some examples are considered to illustrate the main results.

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Mixed $\textrm{H}_2/\textrm{H}_infty$ Control with Pole Placement : A Convex Optimization Approach

  • Bambang, Riyanto;Shimemura, Etsujiro;Uchida, Kenko
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.197-202
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    • 1992
  • In this paper, we consider the synthesis of mixed H$_{2}$/H$_{\infty}$ controllers such that the closed-loop poles are located in a specified region in the complex plane. Using solution to a generalized Riccati equation and a change of variable technique, it is shown that this synthesis problem can be reduced to a convex optimization problem over a bounded subset of matrices. This convex programming can be further reduced to Generalized Eigenvalue Minimization Problem where Interior Point method has been recently developed to efficiently solve this problem..

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ON THE OSCILLATION OF SECOND-ORDER NONLINEAR DELAY DYNAMIC EQUATIONS ON TIME SCALES

  • Zhang, Quanxin;Sogn, Xia;Gao, Li
    • Journal of applied mathematics & informatics
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    • 제30권1_2호
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    • pp.219-234
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    • 2012
  • By using the generalized Riccati transformation and the inequality technique, we establish some new oscillation criterion for the second-order nonlinear delay dynamic equations $$(a(t)(x^{\Delta}(t))^{\gamma})^{\Delta}+q(t)f(x({\tau}(t)))=0$$ on a time scale $\mathbb{T}$, here ${\gamma}{\geq}1$ is the ratio of two positive odd integers with $a$ and $q$ real-valued positive right-dense continuous functions defined on $\mathbb{T}$. Our results not only extend and improve some known results, but also unify the oscillation of the second-order nonlinear delay differential equation and the second-order nonlinear delay difference equation.