Using graph theory, matrix theory, adaptive control, fuzzy logic systems and other tools, this paper studies the leader-follower global consensus of two kinds of stochastic uncertain nonlinear multi-agent systems(MAS)...Using graph theory, matrix theory, adaptive control, fuzzy logic systems and other tools, this paper studies the leader-follower global consensus of two kinds of stochastic uncertain nonlinear multi-agent systems(MAS). Firstly, the fuzzy logic systems replaces the feedback compensator as the feedforward compensator to describe the uncertain nonlinear dynamics. Secondly, based on the network topology, all followers are divided into two categories: One is the followers who can obtain the leader signal, and the other is the follower who cannot obtain the leader signal. Thirdly, based on the adaptive control method, distributed control protocols are designed for the two types of followers. Fourthly, based on matrix theory and stochastic Lyapunov stability theory, the stability of the closed-loop systems is analyzed. Finally, three simulation examples are given to verify the effectiveness of the proposed control algorithms.展开更多
This paper investigates the stochastic bounded consensus of leader-following second-order multi-agent systems in a noisy environment. It is assumed that each agent received the information of its neighbors corrupted b...This paper investigates the stochastic bounded consensus of leader-following second-order multi-agent systems in a noisy environment. It is assumed that each agent received the information of its neighbors corrupted by noises and time delays. Based on the graph theory, stochastic tools, and the Lyapunov function method, we derive the sufficient conditions under which the systems would reach stochastic bounded consensus in mean square with the protocol we designed. Finally, a numerical simulation is illustrated to check the effectiveness of the proposed algorithms.展开更多
This paper is concerned with the stochastic bounded consensus tracking problems of leader-follower multi-agent systems, where the control input of an agent can only use the information measured at the sampling instant...This paper is concerned with the stochastic bounded consensus tracking problems of leader-follower multi-agent systems, where the control input of an agent can only use the information measured at the sampling instants from its neighbours or the virtual leader with a time-varying reference state, and the measurements are corrupted by random noises. The probability limit theory and the algebra graph theory are employed to derive the necessary and sufficient conditions guaranteeing the mean square bounded consensus tracking. It is shown that the maximum allowable upper boundary of the sampling period simultaneously depends on the constant feedback gains and the network topology. Furthermore, the effects of the sampling period on the tracking performance are analysed. It turns out that from the view point of the sampling period, there is a trade-off between the tracking speed and the static tracking error. Simulations are provided to demonstrate the effectiveness of the theoretical results.展开更多
In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded conse...In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded consensus tracking protocol based on sampled data with a general sampling delay is presented by employing the delay decomposition technique. Then, necessary and sufficient conditions are derived for guaranteeing leader-follower multi-agent systems with measurement noises and a time-varying reference state to achieve mean square bounded consensus tracking. The obtained results cover no sampling delay, a small sampling delay and a large sampling delay as three special cases. Last, simulations are provided to demonstrate the effectiveness of the theoretical results.展开更多
In this paper, the stochastic resonance in a bias linear system subjected multiplicative and additive dichotomous noise is investigated. Using the linear-response theory and the properties of the dichotomous noise, th...In this paper, the stochastic resonance in a bias linear system subjected multiplicative and additive dichotomous noise is investigated. Using the linear-response theory and the properties of the dichotomous noise, this paper finds the exact expressions for the first two moments and the signal-to-noise ratio （SNR）. It is shown that the SNR is a non-monotonic function of the correlation time of the multiplicative and additive noise, and it varies non-monotonously with the intensity and asymmetry of the multiplicative noise as well as the external field frequency. Moreover, the SNR depends on the system bias, the intensity of the cross noise between the multiplicative and additive noise, and the strength and asymmetry of the additive noise.展开更多
In this paper, we study the consensus problem for a class of linear multi-agent systems(MASs) with consideration of input saturation under the self-triggered mechanism. In the context of discrete-time systems, a self-...In this paper, we study the consensus problem for a class of linear multi-agent systems(MASs) with consideration of input saturation under the self-triggered mechanism. In the context of discrete-time systems, a self-triggered strategy is developed to determine the time interval between the adjacent triggers. The triggering condition is designed by using the current sampled consensus error. Furthermore, the consensus control protocol is designed by means of a state feedback approach. It is shown that the considered multi-agent systems can reach consensus with the presented algorithm. Some sufficient conditions are proposed in the form of linear matrix inequalities(LMIs) to show the positively invariant property of the domain of attraction(DOA). Moreover, some sufficient conditions of controller synthesis are provided to enlarge the volume of the DOA and obtain the control gain matrix. A numerical example is simulated to demonstrate the effectiveness of the theoretical analysis results.展开更多
In this paper, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical...In this paper, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical system with the quadratic criterion cost function, is employed. In our approach, the model-based optimal control problem is reformulated into the input-output equations. In this way, the Hankel matrix and the observability matrix are constructed. Further, the sum squares of output error is defined. In these point of views, the least squares optimization problem is introduced, so as the differences between the real output and the model output could be calculated. Applying the first-order derivative to the sum squares of output error, the necessary condition is then derived. After some algebraic manipulations, the optimal control law is produced. By substituting this control policy into the input-output equations, the model output is updated iteratively. For illustration, an example of the direct current and alternating current converter problem is studied. As a result, the model output trajectory of the least squares solution is close to the real output with the smallest sum squares of output error. In conclusion, the efficiency and the accuracy of the approach proposed are highly presented.展开更多
Stochastic resonance （SR） of a periodically driven time-delayed linear system with multiplicative white noise and periodically modulated additive white noise is investigated. In the condition of small delay time, an...Stochastic resonance （SR） of a periodically driven time-delayed linear system with multiplicative white noise and periodically modulated additive white noise is investigated. In the condition of small delay time, an approximate analytical expression of output signal-to-noise ratio （SNR） is obtained. The analytical results indicate that （1） there exists a resonance peak in the curve for SNR versus time delay; （2） the time delay will suspend the SR dramatically for SNR versus other parameters of the system, such as noise intensity, correlation intensity, and signal frequency, once a certain value is reached, the SR phenomenon disappears.展开更多
This article concerns the construction of approximate solutions for a general stochastic integrodifferential equation which is not explicitly solvable and whose coeffcients functionally depend on Lebesgue integrals an...This article concerns the construction of approximate solutions for a general stochastic integrodifferential equation which is not explicitly solvable and whose coeffcients functionally depend on Lebesgue integrals and stochastic integrals with respect to martingales. The approximate equations are linear ordinary stochastic differential equations, the solutions of which are defined on sub-intervals of an arbitrary partition of the time interval and connected at successive division points. The closeness of the initial and approximate solutions is measured in the L^p-th norm, uniformly on the time interval. The convergence with probability one is also given.展开更多
The existing containment control has been widely developed for several years, but ignores the case for large-scale cooperation. The strong coupling of large-scale networks will increase the costs of system detection a...The existing containment control has been widely developed for several years, but ignores the case for large-scale cooperation. The strong coupling of large-scale networks will increase the costs of system detection and maintenance. Therefore, this paper is concerned with an extensional containment control issue, hierarchical containment control. It aims to enable a multitude of followers achieving a novel cooperation in the convex hull shaped by multiple leaders. Firstly, by constructing the three-layer topology, large-scale networks are decoupled. Then,under the condition of directed spanning group-tree, a class of dynamic hierarchical containment control protocol is designed such that the novel group-consensus behavior in the convex hull can be realized. Moreover, the definitions of coupling strength coefficients and the group-consensus parameter in the proposed dynamic hierarchical control protocol enhance the adjustability of systems. Compared with the existing containment control strategy, the proposed hierarchical containment control strategy improves dynamic control performance. Finally, numerical simulations are presented to demonstrate the effectiveness of the proposed hierarchical control protocol.展开更多
This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally （globally） robustly stabilizable conditions are given in terms of matrix i...This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally （globally） robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also given.展开更多
Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation （SAA） method for a stochastic linear complementarity problem, where the underlying functions are represented by exp...Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation （SAA） method for a stochastic linear complementarity problem, where the underlying functions are represented by expectations of stochastic functions. The method is proved to be convergent and the preliminary numerical results are reported.展开更多
This paper studies the consensus problems for multi-agent systems with general linear and nonlinear dynamics. The leaderless and leader-following consensus problems are investigated respectively. Contraction theory is...This paper studies the consensus problems for multi-agent systems with general linear and nonlinear dynamics. The leaderless and leader-following consensus problems are investigated respectively. Contraction theory is employed to gen- erate some sufficient conditions for testing the agents reaching consensus. Under these conditions and certain assumptions, the trajectories of multi-agent systems in directed topology will converge to each other. Finally, two numerical examples are given to illustrate the effectiveness of the proposed results,展开更多
This paper considers the cooperative tracking of linear multi-agent systems with a dynamic leader whose input informa-tion is unavailable to any followers.Cooperative iterative learning controllers,based on the relati...This paper considers the cooperative tracking of linear multi-agent systems with a dynamic leader whose input informa-tion is unavailable to any followers.Cooperative iterative learning controllers,based on the relative state information of neighboring agents,are proposed for tracking the dynamic leader over directed communication topologies.Stability and convergence of the proposed controllers are established using Lyapunov-Krasovskii functionals.Furthermore,this result is extended to the output feedback case where only the output information of each agent can be obtained.A local observer is constructed to estimate the unmeasurable states.Then,cooperative iterative learning controllers,based on the relative observed states of neighboring agents,are devised.For both cases,it is shown that the multi-agent systems whose communication topologies contain a spanning tree can reach synchronization with the dynamic leader,and meanwhile identify the unknown input of the dynamic leader using distributed iterative learning laws.An illustrative example is provided to verify the proposed control schemes.展开更多
In the paper, we investigate a globally coupled linear system with finite subunits subject to temporal periodic force and with multiplicative dichotomous noise. It is shown that, the global coupling among the subunits...In the paper, we investigate a globally coupled linear system with finite subunits subject to temporal periodic force and with multiplicative dichotomous noise. It is shown that, the global coupling among the subunits can hugely enhance the phenomenon of SR for the amplitude of the average mean field as the functions of the transition rate of the noise and that as the function of the frequency of the signal respectively.展开更多
This paper addresses the problem of finite-time H∞ filter design for a class of non-linear stochastic systems with Markovian switching. Based on stochastic differential equations theory, a mode-dependent finite-time ...This paper addresses the problem of finite-time H∞ filter design for a class of non-linear stochastic systems with Markovian switching. Based on stochastic differential equations theory, a mode-dependent finite-time H∞ filter is designed to ensure finite-time stochastic stablility (FTSS) of filtering error system and satisfies a prescribed H∞ performance level in some given finite-time intervals. Moreover, sufficient conditions are presented for the existence of a finite-time H∞ filter for the stochastic system under consideration by employing the linear matrix inequality technique. Finally, the explicit expression of the desired filter parameters is given.展开更多
This paper studies the passivity-based consensus analysis and synthesis problems for a class of stochastic multi-agent systems with switching topologies.Based on Lyapunov methods,stochastic theory,and graph theory,new...This paper studies the passivity-based consensus analysis and synthesis problems for a class of stochastic multi-agent systems with switching topologies.Based on Lyapunov methods,stochastic theory,and graph theory,new different storage Lyapunov functions are proposed to derive sufficient conditions on mean-square exponential consensus and stochastic passivity for multi-agent systems under two different switching cases,respectively.By designing passive time-varying consensus protocols,the solvability conditions for the passivity-based consensus protocol synthesis problem,i.e.,passification,are derived based on linearization techniques.Numerical simulations are provided to illustrate the effectiveness of the proposed methods.展开更多
We deal with the state consensus problem of a general Linear Interconnected Multi-Agent System （LIMAS） under a time-invariant and directed communication topology. Firstly, we propose a linear consensus protocol in a...We deal with the state consensus problem of a general Linear Interconnected Multi-Agent System （LIMAS） under a time-invariant and directed communication topology. Firstly, we propose a linear consensus protocol in a general form, which consists of state feedback of the agent itself and feedback form of the relative states between the agent and its neighbors. Secondly, a state-linear-transformation is applied to equivalently transform the state consensus problem into a partial stability problem. Based on the partial stability theory, we derive a sufficient and necessary criterion of consensus convergence, which is expressed via the Hurwitz stability of a real matrix constructed from the parameters of the agent models and the protocols, and present an analytical formula of the consensus function. Lastly, we propose a design procedure of the gain matrices in the protocol by solving a bilinear matrix inequality.展开更多
In this paper, a class of the stochastic generalized linear complementarity problems with finitely many elements is proposed for the first time. Based on the Fischer-Burmeister function, a new conjugate gradient proje...In this paper, a class of the stochastic generalized linear complementarity problems with finitely many elements is proposed for the first time. Based on the Fischer-Burmeister function, a new conjugate gradient projection method is given for solving the stochastic generalized linear complementarity problems. The global convergence of the conjugate gradient projection method is proved and the related numerical results are also reported.展开更多
基金supported by Natural Science Foundation of China(No.61573013)。
文摘Using graph theory, matrix theory, adaptive control, fuzzy logic systems and other tools, this paper studies the leader-follower global consensus of two kinds of stochastic uncertain nonlinear multi-agent systems(MAS). Firstly, the fuzzy logic systems replaces the feedback compensator as the feedforward compensator to describe the uncertain nonlinear dynamics. Secondly, based on the network topology, all followers are divided into two categories: One is the followers who can obtain the leader signal, and the other is the follower who cannot obtain the leader signal. Thirdly, based on the adaptive control method, distributed control protocols are designed for the two types of followers. Fourthly, based on matrix theory and stochastic Lyapunov stability theory, the stability of the closed-loop systems is analyzed. Finally, three simulation examples are given to verify the effectiveness of the proposed control algorithms.
基金supported by the National Natural Science Foundation of China(Grant Nos.61573156,61273126,61503142,61272382,and 61573154)the Fundamental Research Funds for the Central Universities(Grant No.x2zd D2153620)
文摘This paper investigates the stochastic bounded consensus of leader-following second-order multi-agent systems in a noisy environment. It is assumed that each agent received the information of its neighbors corrupted by noises and time delays. Based on the graph theory, stochastic tools, and the Lyapunov function method, we derive the sufficient conditions under which the systems would reach stochastic bounded consensus in mean square with the protocol we designed. Finally, a numerical simulation is illustrated to check the effectiveness of the proposed algorithms.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61203147,60973095,60804013,and 61104092)the Fundamental Research Funds for the Central Universities,China(Grant Nos.JUSRP111A44,JUSRP21011, and JUSRP11233)+1 种基金the Foundation of State Key Laboratory of Digital Manufacturing Equipment and Technology,Huazhong University of Science and Technology(HUST),China(Grant No.DMETKF2010008)the Humanities and Social Sciences Youth Funds of the Ministry of Education,China(Grant No.12YJCZH218)
文摘This paper is concerned with the stochastic bounded consensus tracking problems of leader-follower multi-agent systems, where the control input of an agent can only use the information measured at the sampling instants from its neighbours or the virtual leader with a time-varying reference state, and the measurements are corrupted by random noises. The probability limit theory and the algebra graph theory are employed to derive the necessary and sufficient conditions guaranteeing the mean square bounded consensus tracking. It is shown that the maximum allowable upper boundary of the sampling period simultaneously depends on the constant feedback gains and the network topology. Furthermore, the effects of the sampling period on the tracking performance are analysed. It turns out that from the view point of the sampling period, there is a trade-off between the tracking speed and the static tracking error. Simulations are provided to demonstrate the effectiveness of the theoretical results.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61203147,60973095,60804013,and 61104092)the Fundamental Research Funds for the Central Universities,China(Grant Nos.JUSRP111A44,JUSRP21011,and JUSRP11233)+1 种基金the Foundation of State Key Laboratory of Digital Manufacturing Equipment and Technology,HUST,China(Grant No.DMETKF2010008)the Humanities and Social Sciences Youth Funds of the Ministry of Education,China(Grant No.12YJCZH218)
文摘In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded consensus tracking protocol based on sampled data with a general sampling delay is presented by employing the delay decomposition technique. Then, necessary and sufficient conditions are derived for guaranteeing leader-follower multi-agent systems with measurement noises and a time-varying reference state to achieve mean square bounded consensus tracking. The obtained results cover no sampling delay, a small sampling delay and a large sampling delay as three special cases. Last, simulations are provided to demonstrate the effectiveness of the theoretical results.
文摘In this paper, the stochastic resonance in a bias linear system subjected multiplicative and additive dichotomous noise is investigated. Using the linear-response theory and the properties of the dichotomous noise, this paper finds the exact expressions for the first two moments and the signal-to-noise ratio （SNR）. It is shown that the SNR is a non-monotonic function of the correlation time of the multiplicative and additive noise, and it varies non-monotonously with the intensity and asymmetry of the multiplicative noise as well as the external field frequency. Moreover, the SNR depends on the system bias, the intensity of the cross noise between the multiplicative and additive noise, and the strength and asymmetry of the additive noise.
基金supported by the National Natural Science Foundation of China(61921004,61520106009,U1713209,61973074)the Project Funded by the Priority Academic Program Development of Jiangsu Higher Education Institutions
文摘In this paper, we study the consensus problem for a class of linear multi-agent systems(MASs) with consideration of input saturation under the self-triggered mechanism. In the context of discrete-time systems, a self-triggered strategy is developed to determine the time interval between the adjacent triggers. The triggering condition is designed by using the current sampled consensus error. Furthermore, the consensus control protocol is designed by means of a state feedback approach. It is shown that the considered multi-agent systems can reach consensus with the presented algorithm. Some sufficient conditions are proposed in the form of linear matrix inequalities(LMIs) to show the positively invariant property of the domain of attraction(DOA). Moreover, some sufficient conditions of controller synthesis are provided to enlarge the volume of the DOA and obtain the control gain matrix. A numerical example is simulated to demonstrate the effectiveness of the theoretical analysis results.
文摘In this paper, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical system with the quadratic criterion cost function, is employed. In our approach, the model-based optimal control problem is reformulated into the input-output equations. In this way, the Hankel matrix and the observability matrix are constructed. Further, the sum squares of output error is defined. In these point of views, the least squares optimization problem is introduced, so as the differences between the real output and the model output could be calculated. Applying the first-order derivative to the sum squares of output error, the necessary condition is then derived. After some algebraic manipulations, the optimal control law is produced. By substituting this control policy into the input-output equations, the model output is updated iteratively. For illustration, an example of the direct current and alternating current converter problem is studied. As a result, the model output trajectory of the least squares solution is close to the real output with the smallest sum squares of output error. In conclusion, the efficiency and the accuracy of the approach proposed are highly presented.
基金supported by the National Natural Science Foundation of China (Grant No 10865006)
文摘Stochastic resonance （SR） of a periodically driven time-delayed linear system with multiplicative white noise and periodically modulated additive white noise is investigated. In the condition of small delay time, an approximate analytical expression of output signal-to-noise ratio （SNR） is obtained. The analytical results indicate that （1） there exists a resonance peak in the curve for SNR versus time delay; （2） the time delay will suspend the SR dramatically for SNR versus other parameters of the system, such as noise intensity, correlation intensity, and signal frequency, once a certain value is reached, the SR phenomenon disappears.
文摘This article concerns the construction of approximate solutions for a general stochastic integrodifferential equation which is not explicitly solvable and whose coeffcients functionally depend on Lebesgue integrals and stochastic integrals with respect to martingales. The approximate equations are linear ordinary stochastic differential equations, the solutions of which are defined on sub-intervals of an arbitrary partition of the time interval and connected at successive division points. The closeness of the initial and approximate solutions is measured in the L^p-th norm, uniformly on the time interval. The convergence with probability one is also given.
基金supported in part by the National Natural Science Foundation of China(U22A20221,62073064)in part by the Fundamental Research Funds for the Central Universities in China(N2204007)。
文摘The existing containment control has been widely developed for several years, but ignores the case for large-scale cooperation. The strong coupling of large-scale networks will increase the costs of system detection and maintenance. Therefore, this paper is concerned with an extensional containment control issue, hierarchical containment control. It aims to enable a multitude of followers achieving a novel cooperation in the convex hull shaped by multiple leaders. Firstly, by constructing the three-layer topology, large-scale networks are decoupled. Then,under the condition of directed spanning group-tree, a class of dynamic hierarchical containment control protocol is designed such that the novel group-consensus behavior in the convex hull can be realized. Moreover, the definitions of coupling strength coefficients and the group-consensus parameter in the proposed dynamic hierarchical control protocol enhance the adjustability of systems. Compared with the existing containment control strategy, the proposed hierarchical containment control strategy improves dynamic control performance. Finally, numerical simulations are presented to demonstrate the effectiveness of the proposed hierarchical control protocol.
基金This work was supported by the National Natural Science Foundation of China(No.60474013)Specialized Research Fund for the Doctoral Program of Higher Education (No. 20050424002)the Doctoral Foundation of Shandong Province (No. 2004BS01010)
文摘This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally （globally） robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also given.
文摘Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation （SAA） method for a stochastic linear complementarity problem, where the underlying functions are represented by expectations of stochastic functions. The method is proved to be convergent and the preliminary numerical results are reported.
基金supported by the National Natural Science Foundation of China(Grant Nos.61473136 and 61174021)the Fundamental Research Funds for the Central Universities of China(Grant No.JUSRP51322B)the 111 Project(Grant No.B12018)
文摘This paper studies the consensus problems for multi-agent systems with general linear and nonlinear dynamics. The leaderless and leader-following consensus problems are investigated respectively. Contraction theory is employed to gen- erate some sufficient conditions for testing the agents reaching consensus. Under these conditions and certain assumptions, the trajectories of multi-agent systems in directed topology will converge to each other. Finally, two numerical examples are given to illustrate the effectiveness of the proposed results,
基金Supported by National Natural Science Foundation of China(61273137,51209026,61074017)the Scientific Research Fund of Liaoning Provincial Education Department(L2013202)the Fundamental Research Funds for the Central Universities(3132013037,3132014047,3132014321)
文摘This paper considers the cooperative tracking of linear multi-agent systems with a dynamic leader whose input informa-tion is unavailable to any followers.Cooperative iterative learning controllers,based on the relative state information of neighboring agents,are proposed for tracking the dynamic leader over directed communication topologies.Stability and convergence of the proposed controllers are established using Lyapunov-Krasovskii functionals.Furthermore,this result is extended to the output feedback case where only the output information of each agent can be obtained.A local observer is constructed to estimate the unmeasurable states.Then,cooperative iterative learning controllers,based on the relative observed states of neighboring agents,are devised.For both cases,it is shown that the multi-agent systems whose communication topologies contain a spanning tree can reach synchronization with the dynamic leader,and meanwhile identify the unknown input of the dynamic leader using distributed iterative learning laws.An illustrative example is provided to verify the proposed control schemes.
基金supported by the Ningbo's Supplement of National Natural Science Foundation of China under Grant No.10375009SRF for ROCS,SEM,and K.C.Wong Magna Fund in Ningbo University of China
文摘In the paper, we investigate a globally coupled linear system with finite subunits subject to temporal periodic force and with multiplicative dichotomous noise. It is shown that, the global coupling among the subunits can hugely enhance the phenomenon of SR for the amplitude of the average mean field as the functions of the transition rate of the noise and that as the function of the frequency of the signal respectively.
文摘This paper addresses the problem of finite-time H∞ filter design for a class of non-linear stochastic systems with Markovian switching. Based on stochastic differential equations theory, a mode-dependent finite-time H∞ filter is designed to ensure finite-time stochastic stablility (FTSS) of filtering error system and satisfies a prescribed H∞ performance level in some given finite-time intervals. Moreover, sufficient conditions are presented for the existence of a finite-time H∞ filter for the stochastic system under consideration by employing the linear matrix inequality technique. Finally, the explicit expression of the desired filter parameters is given.
基金supported by Singapore MOE AcRF Tier 1 Grant RG60/12(2012-T1-001-158)
文摘This paper studies the passivity-based consensus analysis and synthesis problems for a class of stochastic multi-agent systems with switching topologies.Based on Lyapunov methods,stochastic theory,and graph theory,new different storage Lyapunov functions are proposed to derive sufficient conditions on mean-square exponential consensus and stochastic passivity for multi-agent systems under two different switching cases,respectively.By designing passive time-varying consensus protocols,the solvability conditions for the passivity-based consensus protocol synthesis problem,i.e.,passification,are derived based on linearization techniques.Numerical simulations are provided to illustrate the effectiveness of the proposed methods.
基金supported in part by NSF of China(61273006 and 6141101096)High Technology Research and Development Program of China(863Program)(2011AA110301)+2 种基金Specialized Research Fund for the Doctoral Program of Higher Education of China(20111103110017)St.Petersburg State University(9.38.674.2013)the Russian Foundation for Basic Research(13-01-00376-a and 15-58-53017)
文摘We deal with the state consensus problem of a general Linear Interconnected Multi-Agent System （LIMAS） under a time-invariant and directed communication topology. Firstly, we propose a linear consensus protocol in a general form, which consists of state feedback of the agent itself and feedback form of the relative states between the agent and its neighbors. Secondly, a state-linear-transformation is applied to equivalently transform the state consensus problem into a partial stability problem. Based on the partial stability theory, we derive a sufficient and necessary criterion of consensus convergence, which is expressed via the Hurwitz stability of a real matrix constructed from the parameters of the agent models and the protocols, and present an analytical formula of the consensus function. Lastly, we propose a design procedure of the gain matrices in the protocol by solving a bilinear matrix inequality.
文摘In this paper, a class of the stochastic generalized linear complementarity problems with finitely many elements is proposed for the first time. Based on the Fischer-Burmeister function, a new conjugate gradient projection method is given for solving the stochastic generalized linear complementarity problems. The global convergence of the conjugate gradient projection method is proved and the related numerical results are also reported.
基金Supported by National Basic Research Program of China （973 Program） （2007CB814904）, National Natural Science Foundation of China （10671112, 10701050）, and Natural Science Foundation of Shandong Province （Z2006A01）
