Displaying similar documents to “A sample-time adjusted feedback for robust bounded output stabilization”

Attitude observer-based robust control for a twin rotor system

Oscar Salas, Herman Castañeda, Jesús De León-Morales (2013)

Kybernetika

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In this paper, an angular tracking control based on adaptive super twisting algorithm (ASTA) for a Twin Rotor System is presented. With the aim of implementing the ASTA control and taking into consideration the difficulties of measuring some of its states, a Nonlinear Extended State Observer (NESO) is employed to estimate the vector state and furthermore unmeasured dynamics. This scheme increases robustness against unmodeled dynamics and external disturbance, reducing modeling difficulties...

The existence of limit cycle for perturbed bilinear systems

Hanen Damak, Mohamed Ali Hammami, Yeong-Jeu Sun (2012)

Kybernetika

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In this paper, the feedback control for a class of bilinear control systems with a small parameter is proposed to guarantee the existence of limit cycle. We use the perturbation method of seeking in approximate solution as a finite Taylor expansion of the exact solution. This perturbation method is to exploit the “smallness” of the perturbation parameter ε to construct an approximate periodic solution. Furthermore, some simulation results are given to illustrate the existence of a limit...

Distributed output regulation for linear multi-agent systems with unknown leaders

Xinghu Wang, Haibo Ji, Chuanrui Wang (2013)

Kybernetika

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In this paper, the distributed output regulation problem of linear multi-agent systems with parametric-uncertain leaders is considered. The existing distributed output regulation results with exactly known leader systems is not applicable. To solve the leader-following with unknown parameters in the leader dynamics, a distributed control law based on an adaptive internal model is proposed and the convergence can be proved.

Limits of Bayesian decision related quantities of binomial asset price models

Wolfgang Stummer, Wei Lao (2012)

Kybernetika

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We study Bayesian decision making based on observations X n , t : t ∈ { 0 , T n , 2 T n , ... , n T n } ( T > 0 , n ∈ ℕ ) of the discrete-time price dynamics of a financial asset, when the hypothesis a special n -period binomial model and the alternative is a different n -period binomial model. As the observation gaps tend to zero (i. e. n → ∞ ), we obtain the limits of the corresponding Bayes risk as well as of the related Hellinger integrals and power divergences. Furthermore, we also give an example for the “non-commutativity” between Bayesian statistical...