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On Lagrangian systems with some coordinates as controls

Franco Rampazzo (1988)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

Let Σ be a constrained mechanical system locally referred to state coordinates ( q 1 , , q N , γ 1 , , γ M ) . Let ( γ ~ 1 γ ~ M ) ( ) be an assigned trajectory for the coordinates γ α and let u ( ) be a scalar function of the time, to be thought as a control. In [4] one considers the control system Σ γ ^ , which is parametrized by the coordinates ( q 1 , , q N ) and is obtained from Σ by adding the time-dependent, holonomic constraints γ α = γ ^ α ( t ) := γ ~ α ( u ( t ) ) . More generally, one can consider a vector-valued control u ( ) = ( u 1 , , u M ) ( ) which is directly identified with γ ^ ( ) = ( γ ^ 1 , , γ ^ M ) ( ) . If one denotes the momenta conjugate...

On nonlinear equivalence and backstepping observer

J. de Leon, I. Souleiman, Alain Glumineau, G. Schreier (2001)

Kybernetika

An observer design based on backstepping approach for a class of state affine systems is proposed. This class of nonlinear systems is determined via a constructive algorithm applied to a general nonlinear Multi Input–Multi Output systems. Some examples are given in order to illustrate the proposed methodology.

On one algorithm for solving the problem of source function reconstruction

Vyacheslav Maksimov (2010)

International Journal of Applied Mathematics and Computer Science

In the paper, the problem of source function reconstruction in a differential equation of the parabolic type is investigated. Using the semigroup representation of trajectories of dynamical systems, we build a finite-step iterative procedure for solving this problem. The algorithm originates from the theory of closed-loop control (the method of extremal shift). At every step of the algorithm, the sum of a quality criterion and a linear penalty term is minimized. This procedure is robust to perturbations...

On path following control of nonholonomic mobile manipulators

Alicja Mazur, Dawid Szakiel (2009)

International Journal of Applied Mathematics and Computer Science

This paper describes the problem of designing control laws for path following robots, including two types of nonholonomic mobile manipulators. Due to a cascade structure of the motion equation, a backstepping procedure is used to achieve motion along a desired path. The control algorithm consists of two simultaneously working controllers: the kinematic controller, solving motion constraints, and the dynamic controller, preserving an appropriate coordination between both subsystems of a mobile manipulator,...

On robust consensus of multi-agent systems with communication delays

Jiangping Hu (2009)

Kybernetika

In this paper, two robust consensus problems are considered for a multi-agent system with various disturbances. To achieve the robust consensus, two distributed control schemes for each agent, described by a second-order differential equation, are proposed. With the help of graph theory, the robust consensus stability of the multi-agent system with communication delays is obtained for both fixed and switching interconnection topologies. The results show the leaderless consensus can be achieved with...

On robust stability of neutral systems

Silviu-Iulian Niculescu (2001)

Kybernetika

This paper focuses on the problem of uniform asymptotic stability of a class of linear neutral systems including some constant delays and time-varying cone-bounded nonlinearities. Sufficient stability conditions are derived by taking into account the weighting factors describing the nonlinearities. The proposed results are applied to the stability analysis of a class of lossless transmission line models.

On solutions set of a multivalued stochastic differential equation

Marek T. Malinowski, Ravi P. Agarwal (2017)

Czechoslovak Mathematical Journal

We analyse multivalued stochastic differential equations driven by semimartingales. Such equations are understood as the corresponding multivalued stochastic integral equations. Under suitable conditions, it is shown that the considered multivalued stochastic differential equation admits at least one solution. Then we prove that the set of all solutions is closed and bounded.

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