Stochastic control: theory and applications

随机控制：理论与应用

• 批准号: 36444-2008
• 负责人: Boukas, ElKébir
• 金额: $ 1.75万
• 依托单位: École Polytechnique de Montréal
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2008
• 资助国家: 加拿大
• 起止时间: 2008-01-01 至 2009-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=390132
• 关键词: Stochastic; control; theory; applications

Most of practical systems are stochastic and nonlinear. Dynamical systems of this type must in their functioning meet performance requirements and maintain acceptable behavior even in the presence of abrupt changes in their dynamics due, to random component failures or repairs, abrupt environmental disturbances, changes in subsystems interconnections, abrupt changes in the operating point of nonlinear plant, etc. Systems with this behavior may be modeled as hybrid ones, that is, to the state variable usually used in system theory, a discrete random variable called the mode, or regime is appended. The mode describes the random jumps of the systems parameters and the occurrence of the discontinuities. One of the most important hybrid class of systems is the one called systems with Markovian jumping parameters, in which the mode-process is a Markov chain taking values in a finite set.

大多数实际系统都是随机的和非线性的。这种类型的动力系统必须在其功能上满足性能要求并保持可接受的行为，即使在由于随机组件故障或维修，突然的环境干扰，子系统互连的变化，非线性装置的工作点的突变等而导致其动力学突变的情况下。具有这种行为的系统可以建模为混合系统，也就是说，通常在系统理论中使用的状态变量，附加一个称为模式或状态的离散随机变量。模态描述了系统参数的随机跳跃和不连续的发生。具有马尔可夫跳变参数的系统是一类重要的混合系统，其模态过程是一个马尔可夫链，在有限集合中取值。