scholarly journals Linear Discrete Pursuit Game with Phase Constraints

2014 ◽  
Vol 2014 ◽  
pp. 1-5 ◽  
Author(s):  
Asqar Raxmanov ◽  
Gafurjan Ibragimov

We consider a linear pursuit game of one pursuer and one evader whose motions are described by different-type linear discrete systems. Position of the evader satisfies phase constraints:y∈G, whereGis a subset ofRn. We considered two cases: (1) controls of the players satisfy geometric constraints, and (2) controls of the players satisfy total constraints. Terminal setMis a subset ofRnand it is assumed to have a nonempty interior. Game is said to be completed ifyk-x(k)∈Mat some stepk; thus, the evader has not the right to leave setG. To construct the control of the pursuer, at each stepi, we use the value of the control parameter of the evader at the stepi. We obtain sufficient conditions of completion of pursuit from certain initial positions of the players in finite time interval and construct a control for the pursuer in explicit form.

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Asqar Raxmonov ◽  
Gafurjan I. Ibragimov

We consider a linear pursuit game of one pursuer and one evader whose motions are described by different-type linear discrete systems. Controls of the players satisfy total constraints. Terminal setMis a subset ofℝnand it is assumed to have nonempty interior. Game is said to be completed ifyk-xk∈Mat some stepk. To construct the control of the pursuer, at each stepi, we use positions of the players from step 1 to stepiand the value of the control parameter of the evader at the stepi. We give sufficient conditions of completion of pursuit and construct the control for the pursuer in explicit form. This control forces the evader to expend some amount of his resources on a period consisting of finite steps. As a result, after several such periods the evader exhausted his energy and then pursuit will be completed.


2011 ◽  
Vol 34 (7) ◽  
pp. 841-849 ◽  
Author(s):  
Shuping He ◽  
Fei Liu

In this paper we study the robust control problems with respect to the finite-time interval of uncertain non-linear Markov jump systems. By means of Takagi–Sugeno fuzzy models, the overall closed-loop fuzzy dynamics are constructed through selected membership functions. By using the stochastic Lyapunov–Krasovskii functional approach, a sufficient condition is firstly established on the stochastic robust finite-time stabilization. Then, in terms of linear matrix inequalities techniques, the sufficient conditions on the existence of the stochastic finite-time controller are presented and proved. Finally, the design problem is formulated as an optimization one. The simulation results illustrate the effectiveness of the proposed approaches.


2017 ◽  
Vol 2017 ◽  
pp. 1-9 ◽  
Author(s):  
Weiwei Zhang ◽  
Jinde Cao ◽  
Ahmed Alsaedi ◽  
Fuad E. Alsaadi

Finite-time synchronization for a class of fractional-order delayed neural networks with fractional order α, 0<α≤1/2 and 1/2<α<1, is investigated in this paper. Through the use of Hölder inequality, generalized Bernoulli inequality, and inequality skills, two sufficient conditions are considered to ensure synchronization of fractional-order delayed neural networks in a finite-time interval. Numerical example is given to verify the feasibility of the theoretical results.


Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Yan Qi ◽  
Shiyu Zhong ◽  
Zhiguo Yan

In this paper, the design of finite-time H2/H∞ controller for linear Itô stochastic Poisson systems is considered. First, the definition of finite-time H2/H∞ control is proposed, which considers the transient performance, H2 index, and H∞ index simultaneously in a predetermined finite-time interval. Then, the state feedback and observer-based finite-time H2/H∞ controllers are presented and some new sufficient conditions are obtained. Moreover, an algorithm is given to optimize H2 and H∞ index, simultaneously. Finally, a simulation example indicates the effectiveness of the results.


2011 ◽  
Vol 2011 ◽  
pp. 1-17 ◽  
Author(s):  
Shuping He ◽  
Fei Liu

This paper studied the problem of stochastic finite-time boundedness and disturbance attenuation for a class of linear time-delayed systems with Markov jumping parameters. Sufficient conditions are provided to solve this problem. TheL2-L∞filters are, respectively, designed for time-delayed Markov jump linear systems with/without uncertain parameters such that the resulting filtering error dynamic system is stochastically finite-time bounded and has the finite-time interval disturbance attenuationγfor all admissible uncertainties, time delays, and unknown disturbances. By using stochastic Lyapunov-Krasovskii functional approach, it is shown that the filter designing problem is in terms of the solutions of a set of coupled linear matrix inequalities. Simulation examples are included to demonstrate the potential of the proposed results.


2018 ◽  
Vol 23 (1(31)) ◽  
pp. 81-87
Author(s):  
В. В. Пічкур ◽  
В. В. Собчук ◽  
М. С. Таірова ◽  
О. М. Башняков

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Mihai-Gabriel Babuţia ◽  
Monteola Ilona Kovács ◽  
Mărioara Lăpădat ◽  
Mihail Megan

The present paper treats a concept of (h,k)-dichotomy for linear discrete systems. Sufficient conditions for the k-boundedness of the projection sequences that give the dichotomy are presented and an illustrative example shows the connection between the growth of the system and the bound of the sequence of projections. Thus the growth of the system that is assumed in the theorems is essential.


2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Shuping He

This paper studies the resilient - filtering problem for a class of uncertain Markovian jumping systems within the finite-time interval. The objective is to design such a resilient filter that the finite-time - gain from the unknown input to an estimation error is minimized or guaranteed to be less than or equal to a prescribed value. Based on the selected Lyapunov-Krasovskii functional, sufficient conditions are obtained for the existence of the desired resilient - filter which also guarantees the stochastic finite-time boundedness of the filtering error dynamic systems. In terms of linear matrix inequalities (LMIs) techniques, the sufficient condition on the existence of finite-time resilient - filter is presented and proved. The filter matrices can be solved directly by using the existing LMIs optimization techniques. A numerical example is given at last to illustrate the effectiveness of the proposed approach.


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