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1.
At present, gradient iteration methods have been used to solve various Sylvester matrix equations and proved effective. Based on this method, we generalize the factor gradient iterative method (FGI) for solving forward periodic Sylvester matrix equations (FPSME) and backward periodic Sylvester matrix equations (BPSME). To accelerate the convergence of the iterative method, we refer to Gauss-Seidel and Jacobi iterative construction ideas and use the latest matrix information in the FGI iterative method to obtain the modified factor gradient iterative (MFGI) method. Then, the convergence of the proposed methods and the selection of optimal factors are proved. The last numerical examples illustrate the effectiveness and applicability of the iterative methods.  相似文献   

2.
The paper studies the iterative solutions of the generalized coupled Sylvester transpose matrix equations over the reflexive (anti-reflexive) matrix group by the generalized conjugate direction algorithm. The convergence analysis shows that the solution group can be obtained within finite iterative steps in the absence of round-off errors for any initial given reflexive (anti-reflexive) matrix group. Furthermore, we can get the minimum-norm solution group by choosing special kinds of initial matrix group. Finally, some numerical examples are given to demonstrate the algorithm considered is quite effective in actual computation.  相似文献   

3.
The purpose of this paper is to present an iterative algorithm for solving the general discrete-time periodic Sylvester matrix equations. It is proved by theoretical analysis that this algorithm can get the exact solutions of the periodic Sylvester matrix equations in a finite number of steps in the absence of round-off errors. Furthermore, when the discrete-time periodic Sylvester matrix equations are consistent, we can obtain its unique minimal Frobenius norm solution by choosing appropriate initial periodic matrices. Finally, we use some numerical examples to illustrate the effectiveness of the proposed algorithm.  相似文献   

4.
This paper focuses on the numerical solution of a class of generalized coupled Sylvester-conjugate matrix equations, which are general and contain many significance matrix equations as special cases, such as coupled discrete-time/continuous-time Markovian jump Lyapunov matrix equations, stochastic Lyapunov matrix equation, etc. By introducing the modular operator, a cyclic gradient based iterative (CGI) algorithm is provided. Different from some previous iterative algorithms, the most significant improvement of the proposed algorithm is that less information is used during each iteration update, which is conducive to saving memory and improving efficiency. The convergence of the proposed algorithm is discussed, and it is verified that the algorithm converges for any initial matrices under certain assumptions. Finally, the effectiveness and superiority of the proposed algorithm are verified with some numerical examples.  相似文献   

5.
The paper is indicated to constructing a modified conjugate gradient iterative (MCG) algorithm to solve the generalized periodic multiple coupled Sylvester matrix equations. It can be proved that the proposed approach can find the solution within finite iteration steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrices to obtain the least Frobenius norm solution of the system. Some numerical examples are illustrated to show the performance of the proposed approach and its superiority over the existing method CG.  相似文献   

6.
In this paper, the optimal consensus control problem of nonlinear multi-agent systems(MASs) with completely unknown dynamics is considered. The problem is formulated in a differential graphical game approach which can be solved by Hamilton-Jacobi (HJ) equations. The main difficulty in solving the HJ equations lies in the nonlinear coupling between equations. Based on the Adaptive Dynamic Programming (ADP) technique, an VI-PI mixed HDP algorithm is proposed to solve the HJ equations distributedly. With the PI step, a suitable iterative initial value can be obtained according to the initial policies. Then, VI steps are run to get the optimal solution with exponential convergence rate. Neural networks (NNs) are applied to approximate the value functions, which makes the data-driven end-to-end learning possible. A numerical simulation is conducted to show the effectiveness of the proposed algorithm.  相似文献   

7.
This paper considers a trilayer Stackelberg game problem for nonlinear system with three players. A novel performance function is defined for each player, which depends on the coupling relationships with the other two players. The coupled Hamilton–Jacobi–Bellman (HJB) equations are built from the performance functions, and the optimal control polices of three players are obtained based on the Bellman’s principle of optimality. Because of the nonlinearity and coupling characteristics, a policy iteration (PI) algorithm with a three-layer decision-making framework is developed to online learn the coupled HJB equations. In order to implement the algorithm, we construct a critic-action neural network (NN) structure and design a NN approximation-based iteration algorithm. Finally, a simulation example is presented to verify the effectiveness of the proposed method.  相似文献   

8.
In this paper, combining the multi-step Smith-inner-outer (MSIO) iteration framework with some tunable parameters, a relaxed MSIO iteration method is proposed for solving the Sylvester matrix equation and coupled Lyapunov matrix equations (CLMEs) in the discrete-time jump linear systems with Markovian transitions. The convergence properties of the relaxed MSIO iteration method are investigated, and the choices of the parameters are also discussed. In order to accelerate the convergence rate of the relaxed MSIO iteration method for solving the CLMEs, a current-estimation-based and a weighted relaxed MSIO iteration algorithms are presented, respectively. Finally, several numerical examples are given to verify the superiorities of the proposed relaxed algorithms.  相似文献   

9.
By means of the real linear operator, we establish an iterative algorithm for solving a class of complex generalized coupled Sylvester matrix equations. The finite termination of the proposed algorithm is proved. By representing a complex matrix as a larger real matrix, we present a new method to prove that the minimum-norm solution or minimum-norm least squares solution of the complex generalized coupled Sylvester matrix equations can be obtained by an appropriate selection for the initial matrices, which has not been found in the existing work. Numerical experiments on some randomly generated data and practical image restoration problem show that the proposed algorithm is feasible and effective.  相似文献   

10.
Sylvester quaternion tensor equations have a wide range of applications in image processing and system and control theory. In this paper, by the Kronecker product and vectorization operator and the properties of quaternion tensors, we focus mainly on proposing the tensor form of the generalized product-type biconjugate gradient method for solving generalized Sylvester quaternion tensor equations. As an application, we apply the proposed method to restore a blurred and noisy-free color video. The obtained numerical results illustrate the effectiveness of our method compared with some existing methods.  相似文献   

11.
In this paper, based on the Smith iteration (Smith, 1968), an inner-outer (IO) iteration algorithm for solving the coupled Lyapunov matrix equations (CLMEs) is presented. First, the IO iteration algorithm for solving the Sylvester matrix equation is proposed, and its convergence is analyzed in detail. Second, the IO iteration algorithm for solving the CLMEs is constructed. By utilizing the latest estimation, a current-estimation-based and two weighted IO iteration algorithms are also given for solving the CLMEs, respectively. Convergence analyses indicate that the iteration solutions generated by these algorithms always converge to the unique solutions to the CLMEs for any initial conditions. Finally, Several numerical examples are provided to show the superiority of the proposed numerical algorithms.  相似文献   

12.
Riccati differential equations are a class of first-order quadratic ordinary differential equations and have various applications in systems and control theory. In this study, we analyzed a switched Riccati differential equation driven by a Poisson-like stochastic signal. We specifically focused on computing the mean escape time of the switched Riccati differential equation. The contribution of this study is twofold. We first show that, under the assumption that the subsystems described as deterministic Riccati differential equations escape in finite time regardless of their initial state, the mean escape time of the switched Riccati differential equation admits a power series expression. To further expand the applicability of this result, we then present an approximate formula to compute the escape time of deterministic Riccati differential equations. Numerical simulations were performed to illustrate the obtained results.  相似文献   

13.
A matrix-based framework for the modeling, analysis and dynamics of Bayesian games are presented using the semi-tensor product of matrices. Static Bayesian games are considered first. A new conversion of Bayesian games is proposed, which is called an action-type conversion. Matrix expressions are obtained for Harsanyi, Selten, and action-type conversions, respectively. Certain properties are obtained, including two kinds of Bayesian Nash equilibria. Then the verification of Bayesian potential games is considered, which is proved to test the solvability of corresponding linear equations equivalently. Finally, the dynamics of evolutionary Bayesian games are considered. Two learning rules for Bayesian potential games are proposed, which are type-based myopic best response adjustment and logit response rule, respectively. Markovian dynamic equations are obtained for the proposed strategy updating rules and convergence is proved.  相似文献   

14.
This paper addresses the synchronization problem of fractional-order complex spatiotemporal networks (CSNs) based on partial differential equations with delays via boundary control. First, fractional-order CSNs with time-invariant and time-varying delays are studied separately due to the widespread existence of time delays in complex networks. Moreover, two boundary controllers are proposed to solve the synchronization issue of fractional-order CSNs, in which nodes communicate with each other only on the spatial boundary. Furthermore, according to the fractional-order inequality, the synchronization criteria of fractional-order CNSs with multiple delays are obtained. Finally, the numerical simulations are given to verify the feasibility of the presented results. A case provides the application of CSNs in image encryption.  相似文献   

15.
In this study, a robust fractional-order controller design methodology for a type of fractional-order or integer-order model with dead time is proposed using phase and gain margin specifications. The delayed Bode’s ideal transfer function is used as a reference model to design the controller analytically. The delay term in delayed Bode’s ideal transfer function provides the exact determination of these frequency domain specifications when the system owns a dead time. The analytical robust controller design problem is transformed to solving four nonlinear equations with four unknown variables, two of which are the desired specifications; namely, phase and gain margins. The remaining two are the phase and gain cross-over frequencies. Next, some conditions are set based on the desired specifications so that nonlinear equations provide a unique solution. The proposed method is compared with the other existing robust controller methods based on the same frequency domain specifications. The simulation results reveal that the proposed method outperforms the other methods and also gives closer outcomes to the desired specifications.  相似文献   

16.
The definite integral is generally interpreted geometrically as an “area”. An alternate interpretation as a steady-state “flux” through a unit slab is derived, which leads to a new method of numerical integration. The usual sum of a large number of approximate areas is replaced by the flux through a “single” increment.The method involves the solution of a system of linear finite difference equations. The coefficient matrix is tri-diagonal and is solved efficiently by the Thomas algorithm. During the iterative process the coefficients are determined by simple quadrature schemes applied to each increment.Error analysis revealed that an expression could be derived for the roundoff error associated with the final Thomas iteration. It is shown that the roundoff error is smallest when the matrix coefficients ak\S>1. The method is shown to be superior to the classical methods due to its simplicity and tolerance for variable increment size. In addition, a new function is determined which is useful in diffusion studies. Numerical data are presented confirming these results.  相似文献   

17.
《Journal of The Franklin Institute》2023,360(14):10517-10535
Variable fractional-order (VFO) differential equations are a beneficial tool for describing the nonlinear behavior of complex dynamical phenomena. In comparison with the constant FO derivatives, it describes the memory properties of such systems that can vary in the time domain and spatial location. This article investigates the stability and stabilization of VFO neutral systems in the presence of time-varying structured uncertainties and time-varying delay. FO Lyapunov theorem is adopted to achieve order-dependent and delay-dependent criteria for both nominal and uncertain VFO neutral delay systems. The obtained conditions are given in respect of linear matrix inequality by designing a delayed state feedback controller. Simulations verify the main results.  相似文献   

18.
An Impact Angle, Speed and Acceleration Control Guidance (IASAG) law against the stationary target is proposed, which is critical for the effectiveness of the air-to-surface guided weapons. It is hard to address multiple terminal constraints problem for unpowered missile, especially including terminal speed constraint, which is uncontrollable state. Based on Line-of-Sight (LOS) angle, a fourth-order polynomial function is designed to make the number of coefficients of the function equal to number of boundary conditions. Through analytic calculation and transformation, the relation between the specified boundary conditions and the coefficients are established. The coefficient equations are reduced to a univariate nonlinear equation whose solution is determined by terminal speed constraint. Based on the characteristic of the nonlinear equation, we propose a Particle Swarm Optimization(PSO) method to find the coefficient that satisfies terminal speed constraint. According to Lyapunov stability theory, an asymptotically stable trajectory tracking controller is designed to track the reference leading angle with respect to range-to-go to guarantee the impact angle, speed and acceleration constraints. The effectiveness of the proposed guidance law is verified through numerical simulations.  相似文献   

19.
There are many hybrid stochastic differential equations (SDEs) in the real-world that don’t satisfy the linear growth condition (namely, SDEs are highly nonlinear), but they have highly nonlinear characteristics. Based on some existing results, the main difficulties here are to deal with those equations if they are driven by Lévy noise and delay terms, then to investigate their stability in this case. The present paper aims to show how to stabilize a given unstable nonlinear hybrid SDEs with Lévy noise by designing delay feedback controls in the both drift and diffusion parts of the given SDEs. The controllers are based on discrete-time state observations which are more realistic and make the cost less in practice. By using the Lyapunov functional method under a set of appropriate assumptions, stability results of the controlled hybrid SDEs are discussed in the sense of pth moment asymptotic stability and exponential stability. As an application, an illustrative example is provided to show the feasibility of our theorem. The results obtained in this paper can be considered as an extension of some conclusions in the stabilization theory.  相似文献   

20.
文中提出当信源为非圆信号时,基于特征矢量稀疏分解进行DOA估计;并在稀疏恢复过程中,比较空间范数变化对误差的影响.该方法对协方差矩阵进行了扩展,在利用L曲线方法自适应得到正则化参数的同时,对空间范数应用进行了推广.不仅提高信息利用率,能够处理相干信号源,而且不需要已知信号源数目,性能优于平滑处理过后的NC-MUSIC算法.  相似文献   

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