9期

最新文章

• Distributed Optimal Time-Varying Resource Allocation for Networked High-Order Systems AI翻译
  作者：Ding, Yong; Ren, Wei; Meng, Ziyang
  作者单位：University of California System; University of California Riverside; Tsinghua University
  摘要：This article investigates the optimal distributed time-varying resource allocation problem for networked high-order systems with time-varying quadratic cost functions. Due to the coexistence of challenges caused by nonidentical Hessian matrices and more complicated agents' dynamics, the extension from existing related results on single-integrator agents is nontrivial. First, a centralized algorithm is proposed to address the optimal time-varying resource allocation problem for high-order-integ...
• On Minimizing Total Discounted Cost in MDPs Subject to Reachability Constraints AI翻译
  作者：Savas, Yagiz; Verginis, Christos K.; Hibbard, Michael; Topcu, Ufuk
  作者单位：University of Texas System; University of Texas Austin
  摘要：In this article, we study the synthesisof a policy in a Markov decision process (MDP) following which an agent reaches a target state in the MDP while minimizing its total discounted cost. The problem combines a reachability criterion with a discounted cost criterion and naturally expresses the completion of a task with probabilistic guarantees and optimal transient performance. We first establish that an optimal policy for the considered formulation may not exist but that there always exists ...
• Robust Data-Driven Control Design for Linear Systems Subject to Input Saturation AI翻译
  作者：Seuret, Alexandre; Tarbouriech, Sophie
  作者单位：University of Sevilla; Centre National de la Recherche Scientifique (CNRS); Universite de Toulouse
  摘要：This article deals with the problem of providing a data-driven solution to the local stabilization of linear systems subject to input saturation. After presenting a model-based solution to this well-studied problem, a systematic method to transform model-driven into data-driven linear matrix inequality (LMI) conditions is presented. This technical solution is demonstrated to be equivalent to the recent advanced results on LMI formulations based on S-procedure or Peterson lemmas. However, the a...
• Distributed Nash Equilibrium Seeking for Multiple Coalition Games by Coalition Estimate Strategies AI翻译
  作者：Wang, Dong; Liu, Jiaxun; Lian, Jie; Dong, Xiwang; Wang, Wei
  作者单位：Dalian University of Technology; Dalian University of Technology; Beihang University; Beihang University
  摘要：This article studies the Nash equilibrium (NE) seeking problem for multiple coalition games over unbalanced directed graphs, where the players in the same coalition aim to achieve the optimal consensus cooperatively, but different coalitions competitively seek the NE. A distributed algorithm is proposed based on the coalition estimate strategy (CES) and the gradient tracking method. The CES directly estimates the consensus decision in a coalition rather than all decisions of other players, and...
• Robust Variable Projection Algorithm for the Identification of Separable Nonlinear Models AI翻译
  作者：Chen, Guang-Yong; Su, Xiang-Xiang; Gan, Min; Guo, Wenzhong; Chen, C. L. Philip
  作者单位：Fuzhou University; South China University of Technology
  摘要：Robust nonlinear regression frequently arises in data analysis that is affected by outliers in various application fields such as system identification, signal processing, and machine learning. However, it is still quite challenge to design an efficient algorithm for such problems due to the nonlinearity and nonsmoothness. Previous researches usually ignore the underlying structure presenting in the such nonlinear regression models, where the variables can be partitioned into a linear part and...
• Solving Feynman-Kac Forward-Backward SDEs Using McKean-Markov Branched Sampling AI翻译
  作者：Hawkins, Kelsey P.; Pakniyat, Ali; Theodorou, Evangelos; Tsiotras, Panagiotis
  作者单位：University System of Georgia; Georgia Institute of Technology; University of Alabama System; University of Alabama Tuscaloosa; University System of Georgia; Georgia Institute of Technology
  摘要：We propose a new method for the numerical solution of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. Using Girsanov's change of probability measures, it is demonstrated how a McKean-Markov branched sampling method can be utilized for the forward integration pass, as long as the controlled drift term is appropriately compensated in the backward integration pass. Subsequently...
• A Low-Power Multi-High-Gain Observer Design for a Class of Nonlinear Systems AI翻译
  作者：Mousavi, S.; Guay, M.
  作者单位：Queens University - Canada
  摘要：In this article, a low-power multi-high-gain observer (low-power MHGO) is proposed, where multiple low-power observers of order 2n-2 are used to improve the transient response of HGOs, as well as reducing their sensitivity to high-frequency measurement noise. The MHGO methodology is applied to low-power observers to aggregate the advantages of the traditional HGO, low-power HGO, and MHGO. It is shown that there exists a combination of the unknown parameters for which the weighted estimated sta...
• Homogeneous Control Design Using Invariant Ellipsoid Method AI翻译
  作者：Wang, Siyuan; Duan, Haibin; Zheng, Gang; Ping, Xubin; Boutat, Driss; Polyakov, Andrey
  作者单位：Beihang University; Beihang University; Xidian University
  摘要：The invariant ellipsoid method is aimed at minimization of the smallest invariant and attractive set of a control system operating under bounded external disturbances and parametric uncertainties. This article extends this technique to a class of the so-called generalized homogeneous system. The generalized homogeneous optimal (in the sense of invariant ellipsoid) controller allows further improvement of the control system providing a faster convergence and smaller overshoots. Theoretical resu...
• Secure Distributed Dynamic State Estimation Against Sparse Integrity Attack via Distributed Convex Optimization AI翻译
  作者：Li, Zishuo; Mo, Yilin
  作者单位：Tsinghua University; Tsinghua University
  摘要：In this article, we study the problem of distributed estimation of discrete-time LTI systems with bounded noise against sparse integrity attacks. A malicious adversary can corrupt an unknown set with $p$ out of $m$ sensors and manipulate their observations arbitrarily. We propose a general secure estimation framework by decomposing a centralized linear observer into local ones and fusing the local estimates by minimizing specially designed convex functions. The optimization problem can be solv...
• Harmonic-Coupled Riccati Equation and Its Applications in Distributed Filtering AI翻译
  作者：Qian, Jiachen; Duan, Zhisheng; Duan, Peihu; Shi, Ling
  作者单位：Peking University; Royal Institute of Technology; Hong Kong University of Science & Technology
  摘要：The coupled Riccati equations (CREs) are a set of multiple Riccati-like equations whose solutions are coupled with each other through matrix means. They are a fundamental mathematical tool to depict the inherent dynamics of many complex systems, including Markovian systems or multiagent systems. This article investigates a new kind of CREs called harmonic-CREs (HCREs), whose solutions are coupled using harmonic means. We first introduce the specific form of HCREs and then analyze the existence...