مشاركة

حول امثلية انظمة السيطرة المتابعة التصادفية اللاخطية == On Optimality of Stochastic Non - Linear Tracking Control System

اسم المؤلف: مریم یاقو یوسف رمو
اسم المشرف: راضي علي زبون الساعدي
الموضوع العام: علوم الرياضيات
السنة: 2008
الموضوع الدقيق: الرياضيات
الدرجة: ماجستير
الجامعة: جامعة النهرين - كلية العلوم - قسم الرياضيات وتطبيقات الحاسب
اللغة: الانكليزية
مكان الجامعة: بغداد
الصفحات الاولى: 27T1077 - p.pdf
المستخلص: The tracking problem for differential stochastic equations in the presentof stochastic uncertainty of white noise, and control input have beenconsidered.In this work, our consideration have been focused on the case whereboth original dynamic state stochastic system and the desired stochasticdynamic system, are driven by white noise stochastic process.The main aim of this work is to make the behavior of the originaldynamic system following the behavior of the desired one for arbitrarycontroller, using tracking control system approach.The tracking and stabilizing controller that guarantee the optimumtracking error system between the original system and the desired one havebeen derived and developed.The necessary theorems for optimum tracking have been stated andproved supported with some concluding remarks. The controller can also beendivided into robust one and optimal one.The optimum controller can be obtained as a solution of some lineardeterministic differential Riccati equation, while the robust one can be obtained so that some controllability properties are ensured.The Riccati equation associated with linear stochastic optimal controller and tracking one, have also been desired and discussed.Finally some illustration ranking for time varying system and for law order differential system to larger one, have been illustrated, with details and corresponding Riccati equation for justification of the present work.