The paper presents a numerical method for solving a class of high-dimensional stochastic control systems based on tensor decomposition and parallel *** HJB solution provides a globally optimal controller to the associ...
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The paper presents a numerical method for solving a class of high-dimensional stochastic control systems based on tensor decomposition and parallel *** HJB solution provides a globally optimal controller to the associated dynamical *** substitution is used to simplify the nonlinear HJB *** curse of dimensionality is avoided by representing the HJB equation using separated *** least squares(ALS)is used to reduced the separation *** experiment is conducted and the numerical solution is obtained.A high-performance algorithm is designed to reduce the separation rank in the parallel environment,solving the high-dimensional HJB equation with high efficiency.
The stochastic realization problem is considered of representing a stationary Gaussian process as the observation process of a Gaussian stochastic control system. The problem formulation includes that the last m compo...
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The stochastic realization problem is considered of representing a stationary Gaussian process as the observation process of a Gaussian stochastic control system. The problem formulation includes that the last m components of the observation process form the Gaussian white noise input process to the system. Identifiability of this class of systems motivates the problem. The results include a necessary and sufficient condition for the existence of a stochastic realization. A subclass of Gaussian stochastic control systems is defined that is almost a canonical form for this stochastic realization problem. For a structured Gaussian stochastic control system an equivalent condition for identifiability of the parametrization is stated.
In this paper, complete controllability of a delayed semilinear stochasticsystem is considered under some basic and readily verified conditions. A fixed-point approach is employed for achieving the required result. A...
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ISBN:
(纸本)9788132224853;9788132224846
In this paper, complete controllability of a delayed semilinear stochasticsystem is considered under some basic and readily verified conditions. A fixed-point approach is employed for achieving the required result. At the end, an example is given to show the effectiveness of the result.
The present paper is concerned with the study of approximate controllability of a second order semilinear stochasticsystem with variable delay in control and with nonlocal conditions. The control function for this sy...
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The present paper is concerned with the study of approximate controllability of a second order semilinear stochasticsystem with variable delay in control and with nonlocal conditions. The control function for this system has been established with the help of infinite dimensional controllability operator. Using this control function, the sufficient conditions for the approximate controllability of the proposed system have been obtained using Banach Fixed Point theorem. At the end, two examples have been provided to show the effectiveness of the result.
Finite dimensional stationary dynamic system described by semilinear stochastic ordinary differential equations with multiple delays in control is considered, under the basic and readily verified conditions to guarant...
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Finite dimensional stationary dynamic system described by semilinear stochastic ordinary differential equations with multiple delays in control is considered, under the basic and readily verified conditions to guarantee the existence of the solutions to a system. In this paper, we prove the complete controllability of the stochastic differential system with multiple delays in control.
The paper deals with the approximate controllability of a semi-linear stochasticsystem with multiple delays in control in infinite dimensional spaces. Sufficient conditions for the approximate controllability of the ...
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The paper deals with the approximate controllability of a semi-linear stochasticsystem with multiple delays in control in infinite dimensional spaces. Sufficient conditions for the approximate controllability of the semi-linear controlsystem have been established. The results are obtained using the Banach fixed-point theorem. An example is introduced to show the effectiveness of the result.
This paper deals with the global stability for some composite stochastic control systems with nontrivial solutions by means of dynamic feedback laws. In particular, we establish feedback law for global asymptotic stab...
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This paper deals with the global stability for some composite stochastic control systems with nontrivial solutions by means of dynamic feedback laws. In particular, we establish feedback law for global asymptotic stabilization of a control subsystem deduced from the composite stochasticsystem and apply the result to stabilize the original composite stochasticsystem. Under this framework, firstly we derive necessary and sufficient conditions for the existence of feedback law which renders a ball that contains all nontrivial equilibrium solutions of the stochasticcontrol subsystem globally asymptotically stable in probability. Secondly, for the composite system, we give the sufficient conditions for practical global asymptotic stability of the composite system based upon the feedback law derived for the subsystem. Numerical examples are given to validate our results. (C) 2017 European control Association. Published by Elsevier Ltd. All rights reserved.
Based on frequency-domain transformation technique, this paper proposes an attack detection scheme for stochastic control systems under stochastic cyber-attacks and disturbances. The focus is on designing an anomaly d...
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ISBN:
(纸本)9783319116983;9783319116976
Based on frequency-domain transformation technique, this paper proposes an attack detection scheme for stochastic control systems under stochastic cyber-attacks and disturbances. The focus is on designing an anomaly detector for the stochastic control systems. First, we construct a model of stochastic control system with stochastic cyber-attacks which satisfy the Markovian stochastic process. And we also introduced the stochastic attack models that a controlsystem is possibly exposed to. Next, based on the frequency-domain transformation technique and linear algebra theory, we propose an algebraic detection scheme for a possible stochastic cyber-attack. We transform the detector error dynamic equation into an algebraic equation. By analyzing the rank of the stochastic matrix E (Q(z(0))) in the algebraic equation, residual information is obtained and anomalies in the stochasticsystem are detected. In addition, sufficient and necessary conditions guaranteeing the detectability of the stochastic cyber-attacks are obtained. The presented detection approach in this paper is simple, straightforward and more ease to implement. Finally, the results are applied to some physical systems that are respectively subject to a stochastic data denial-of-service (DoS) attack and a stochastic data deception attack on the actuator. The simulation results underline that the detection approach is efficient and feasible in practical application.
We study the evolution law of information measure in the stochastic control system. For linear Gaussian systems, we derive the exact evolution formulas for the entropy, mutual information, divergence, and the componen...
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ISBN:
(纸本)9781424421138
We study the evolution law of information measure in the stochastic control system. For linear Gaussian systems, we derive the exact evolution formulas for the entropy, mutual information, divergence, and the components dependent degree (CDD) of the state vectors. A simple example is used to illustrate how the feedback will influence the information evolutions. The view of information evolution seems very useful in the analysis and design of controlsystem.
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