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On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain
(LAVOISIER, 2011)
We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed ...
Motion and vibration control of a slewing flexible structure by SMA actuators and parameter sensitivity analysis
(2015-11-01)
This work presents two approaches to the problem of vibration and positioning control of a flexible structural beam driven by a DC motor. The position is controlled by the current applied to the DC motor armature. A Shape ...
Multi-period mean-variance portfolio optimization with markov switching parameters
(Sociedade Brasileira de Automática, 2008)
In this paper we deal with a multi-period mean-variance portfolio selection problem with the market parameters subject to Markov random regime switching. We analytically derive an optimal control policy for this mean-variance ...
Experimental results on the nonlinear H(infinity) control via quasi-LPV representation and game theory for wheeled mobile robots
(CAMBRIDGE UNIV PRESS, 2009)
In this paper, nonlinear dynamic equations of a wheeled mobile robot are described in the state-space form where the parameters are part of the state (angular velocities of the wheels). This representation, known as ...
Optimal linear filtering under parameter uncertainty
(Ieee-inst Electrical Electronics Engineers IncNew YorkEUA, 1999)
An MPC/LQR controller for LPV systems with scheduling parameter prediction and terminal ellipsoid set
A LQR-Model Predictive Control (MPC) algorithm for Linear Parameter Varying (LPV) systems is developed herein. The proposed algorithm applies a MPC approach whenever the system is outside a terminal ellipsoid defined as a ...
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
(PERGAMON-ELSEVIER SCIENCE LTD, 2008)
In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the ...
ON A CONTROL DESIGN TO AN AFM MICROCANTILEVER BEAM, OPERATING IN A TAPPING-MODE, WITH IRREGULAR BEHAVIOR
(Amer Soc Mechanical Engineers, 2012-01-01)
In last decades, control of nonlinear dynamic systems became an important and interesting problem studied by many authors, what results the appearance of lots of works about this subject in the scientific literature. In ...
Suppression of vibrations in a nonlinear half-car model using a magneto-rheological damper
(2014)
The present work investigates the nonlinear response of a half-car model. The disturbances of the road are assumed to be sinusoidal. After constructing the bifurcation diagram, we use the 0-1 test to identify chaotic ...
Analysis and chaos control of a four-dimensional magnetohydrodynamic model with hyperchaotic solutions
(2021-01-01)
In this paper, the dynamical behavior of a four-dimensional magnetohydrodynamic model, consisting of a generalized Lorenz model, is investigated. A nonlinear dynamical analysis is performed using Lyapunov exponents and ...