Equazioni differenziali ordinarie discontinue e stabilizzazione
A new direct method is presented which reduces a given high-order representation of a control system with delays to a first-order form that is encountered in the study of neutral delay-differential systems. Using the polynomial system description (PMD) setting due to Rosenbrock, it is shown that the transformation connecting the original PMD with the first-order form is Fuhrmann's strict system equivalence. This type of system equivalence leaves the transfer function and other relevant structural...
The aim of this paper is to prove that a control affine system on a manifold is equivalent by diffeomorphism to a linear system on a Lie group or a homogeneous space if and only if the vector fields of the system are complete and generate a finite dimensional Lie algebra. A vector field on a connected Lie group is linear if its flow is a one parameter group of automorphisms. An affine vector field is obtained by adding a left invariant one. Its projection on a homogeneous space, whenever it exists,...
This paper is concerned with the stochastic linear quadratic optimal control problems (LQ problems, for short) for which the coefficients are allowed to be random and the cost functionals are allowed to have negative weights on the square of control variables. We propose a new method, the equivalent cost functional method, to deal with the LQ problems. Comparing to the classical methods, the new method is simple, flexible and non-abstract. The new method can also be applied to deal with nonlinear...
Two description forms of a linear fractional-order discrete system are considered. The first one is by a fractional-order difference equation, whereas the second by a fractional-order state-space equation. In relation to the two above-mentioned description forms, stability domains are evaluated. Several simulations of stable, marginally stable and unstable unit step responses of fractional-order systems due to different values of system parameters are presented.
We consider a class of variational problems for differential inclusions, related to the control of wild fires. The area burned by the fire at time t> 0 is modelled as the reachable set for a differential inclusion ∈F(x), starting from an initial set R0. To block the fire, a barrier can be constructed progressively in time. For each t> 0, the portion of the wall constructed within time t is described by a rectifiable set γ(t) ⊂. In this paper we show that the search for blocking strategies...
A linear-quadratic control problem with an infinite time horizon for some infinite dimensional controlled stochastic differential equations driven by a fractional Brownian motion is formulated and solved. The feedback form of the optimal control and the optimal cost are given explicitly. The optimal control is the sum of the well known linear feedback control for the associated infinite dimensional deterministic linear-quadratic control problem and a suitable prediction of the adjoint optimal system...
Optimal control with long run average cost functional of a partially observed Markov process is considered. Under the assumption that the transition probabilities are equivalent, the existence of the solution to the Bellman equation is shown, with the use of which optimal strategies are constructed.