A finite-horizon linear stochastic quadratic optimal control problem is investigated by the GE-evolution operator in the sense of the mild solution in Hilbert spaces. We assume that the coefficient operator of the differential term is a bounded linea...
In high-rise buildings earthquake ground motions induce bending deformation of the host structure. Large dynamic displacements at the top of the building can be observed which in turn lead to the excitation of the cables/ropes within lift installatio...
According to the spatial dimension, equation type, and time sequence, the latest progress in controllability of stochastic linear systems and some unsolved problems are introduced. Firstly, the exact controllability of stochastic linear systems in fi...
After coarse-graining a complex system, the dynamics of its macro-state may exhibit more pronounced causal effects than those of its micro-state. This phenomenon, known as causal emergence, is quantified by the indicator of effective information. How...
Based on ensuring the steady-state performance of the system, some dynamic performance indicators that have not yet been realized in linear stochastic systems with time-delay are discussed in this paper. First, in view of the relationship between sys...
This article investigates the optimal tracking control problem for data-based stochastic discrete-time linear systems. An average off-policy Q-learning algorithm is proposed to solve the optimal control problem with random disturbances. Compared with...
Random terms in many natural and social science systems have distinct Markovian characteristics, such as Markov jump-taking values in a finite or countable set, and Wiener process-taking values in a continuous set. In general, these systems can be se...
The paper presents an optimal control problem for the partially observable stochastic differential system driven by an external Markov jump process. The available controlled observations are indirect and corrupted by some Wiener noise. The goal is to...
In this article, we address the problem of the parameter estimation of a partially observed linear hypoelliptic stochastic system in continuous time, a relevant problem in various fields, including mechanical and structural engineering. We propose an...
This manuscript investigated the response of a strongly non-linear vibro-impact (VI) system with Coulomb friction. The impact model is used with classical impact. The excitation is modelled by real noise. First, the VI system is converted into a simp...
This study discusses the calculation of entropy of discrete-time stochastic biological systems. First, measurement methods of the system entropy of discrete-time linear stochastic networks are introduced. The system entropy is found to be characteriz...
Power system stability is greatly affected by two types of stochastic or random disturbances: (1) topological and (2) parametric. The topological stochastic disturbances due to line faults caused by a series of lightning strikes (associated with circ...
In this paper a stochastic optimal control problem described by a quadratic performance criterion and a linear controlled system modeled by a system of singularly perturbed Itô differential equations with two fast time scales is considered. The...
System entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always...
The problem of finite-time control for singular linear semi-Markov jump systems (SMJSs) with unknown transition rates is considered in this paper. By designing a new semi-positive definite Lyapunov-like function, state feedback controller design meth...
In recent years, the wind energy conversion system (WECS) has been becoming the vital system to acquire wind energy. However, the high failure rate of WECSs leads to expensive costs for the maintenance of WECSs. Therefore, how to detect and isolate t...
In this paper, we developed a probability density function (PDF) shape control method for non-linear stochastic systems using a hybrid logistic function (HLF) as an approximate PDF of the state variable. First, the functional relationship between the...
We study linear-quadratic stochastic optimal control problems with bilinear state dependence where the underlying stochastic differential equation (SDE) has multiscale features. We show that, in the same way in which the underlying dynamics can be we...
This paper proposes a stochastic linear parameter-varying (LPV) model approach to design a state feedback controller for three-phase, two-level inverters. To deal with the parameter changes, stochastic noise, and delays faced by the inverter, it is m...
The primary goal of business organization is optimally maximizing their productivity and profit whilst reducing the cost resulting from lost sales and services given to their customers, which can be achieved by exceeding the balance between the deman...
This paper investigates the transition behaviour and stochastic resonance phenomenon in a class of bifurcation systems with a symmetric piecewise smooth potential, induced by a control parameter, under the combined influence of multiplicative white n...
The paper proposes a new method for solving the parameter identification problem for a class of discrete-time linear stochastic systems with multiplicative and additive noises using a numerical gradient-based optimization. The constructed method is b...
Due to the success of single microgrids, the coming years are likely to see a transformation of the current electric power system to a multiple microgrid network. Despite its obvious promise, however, this paradigm still faces many challenges, partic...
Predicting the effects of changes in dissolved input concentration on the variability of discharge concentration at the outlet of the catchment is essential to improve our ability to address the problem of surface water quality. The goal of this stud...
This paper investigates the mean-square stability of uncertain time-delay stochastic systems driven by G-Brownian motion, which are commonly referred to as G-SDDEs. To derive a new set of sufficient stability conditions, we employ the linear matrix i...
In the long-term operation of hydropower reservoirs, operating rules have been used widely to decide reservoir operation because they can help operators make an approximately optimal decision with limited runoff information. However, the problems fac...
Global quadratic stability and
The linear pseudo-measurements filter is adapted for use in a stochastic observation system with random time delays between the arrival of observations and the actual state of a moving object. The observation model is characterized by limited prior k...
This study aims to develop an event-triggered control strategy of grid-connected inverters, based on the linear parameter-varying (LPV) modeling approach. Regarding the changes in grid voltage, filter capacitance and inductance, and random electromag...
Due to the aging power-grid infrastructure and increased usage of renewable energies, microgrids (μGrids) have emerged as a promising paradigm. It is reasonable to expect that they will become one of the fundamental building blocks of a smart grid...
This paper is concerned with the stability and stabilization problem of a Takagi-Sugeno fuzzy (TSF) system. Using a non-quadratic function (well-known integral Lyapunov fuzzy candidate (ILF)) and some lemmas, new sufficient conditions are established...
Electrical distribution system operators (DSOs) are facing an increasing number of challenges, largely as a result of the growing integration of distributed energy resources (DERs), such as photovoltaic (PV) and wind power. Amid global climate change...
This article is devoted to analysis and optimization problems of stochastic systems based on wavelet canonical expansions. Basic new results: (i) for general Bayes criteria, a method of synthesized methodological support and a software tool for nonst...
With the advancement of China’s electricity markets and the continuous development of renewable energy sources (RESs), it is of great importance to investigate the strategic behavior of RESs in electricity markets. In this paper, a two-stage st...
This paper studies the mean square stability and stabilization of linear parabolic stochastic partial difference systems, which contain space–time characteristics and stochastic noise. A definition of the mean square stability for this system i...
A mean-field linear quadratic stochastic (MF-SLQ for short) optimal control problem with hybrid disturbances and cross terms in a finite horizon is concerned. The state equation is a systems driven by the Wiener process and the Poisson random marting...
In control and monitoring of manufacturing processes, it is key to understand model uncertainty in order to achieve the required levels of consistency, quality, and economy, among others. In aerospace applications, models need to be very precise and...
Most research activities that utilize linear matrix inequality (LMI) techniques are based on the assumption that the separation principle of control and observer synthesis holds. This principle states that the combination of separately designed linea...
This paper focuses on addressing the linear quadratic (LQ) optimal control problem on an infinite time horizon for stochastic systems controlled by impulses. No constraint regarding the sign of the quadratic functional is applied. That is why our fir...
In this paper, quantitative mean square exponential stability and stabilization of Itô-type linear stochastic Markovian jump systems with Brownian and Poisson noises are investigated. First, the definition of quantitative mean square exponentia...
In this paper, the quadratic optimal control problem is investigated for the discrete-time linear systems with process and measurement noises which belong to specified ellipsoidal sets. As the noises are non-stochastic, the traditional Kalman filteri...
Linear matrix inequalities (LMIs) have gained much importance in recent years for the design of robust controllers for linear dynamic systems, for the design of state observers, as well as for the optimization of both. Typical performance criteria th...
Robust stability/stabilization for discrete-time time-varying Markovian jump linear systems subject to block-diagonal stochastic parameter perturbations is addressed in this paper. Using a scaling technique, we succeed in effectively addressing the m...
A hybrid robust
This note is devoted to a robust stability analysis, as well as to the problem of the robust stabilization of a class of continuous-time Markovian jump linear systems subject to block-diagonal stochastic parameter perturbations. The considered parame...
By combining information science and differential geometry, information geometry provides a geometric method to measure the differences in the time evolution of the statistical states in a stochastic process. Specifically, the so-called information l...
Biological networks are open systems that can utilize nutrients and energy from their environment for use in their metabolic processes, and produce metabolic products. System entropy is defined as the difference between input and output signal entrop...
Synergy and redundancy are concepts that suggest, respectively, adaptability and fault tolerance of systems with complex behavior. This study computes redundancy/synergy in bivariate systems formed by a target X and a driver Y according to the predic...
Coordinating operating room schedules with downstream inpatient bed availability remains a critical challenge for hospitals, particularly under emergency-driven uncertainty. Emergency arrivals introduce variability that propagates congestion across s...
The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this research builds t...
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