相关论文: On the solution of constrained Sylvester-observer …

A numerical method is developed leading to algebraic systems based on generalized Lyapunov-Sylvester operators to approximate the solution of two-dimensional Kuramoto-Sivashinsky equation. It consists of an order reduction method and a…

We provide necessary and sufficient conditions for the generalized $\star$-Sylvester matrix equation, $AXB + CX^\star D = E$, to have exactly one solution for any right-hand side E. These conditions are given for arbitrary coefficient…

This paper deals with a problem from discrete-time robust control which requires the solution of constraints over the reals that contain both universal and existential quantifiers. For solving this problem we formulate it as a program in a…

We deal with a control-affine problem with scalar control subject to bounds, a scalar state constraint and endpoint constraints of equality type. For the numerical solution of this problem, we propose a shooting algorithm and provide a…

The differential Sylvester equation and its symmetric version, the differential Lyapunov equation, appear in different fields of applied mathematics like control theory, system theory, and model order reduction. The few available…

This note presents a sufficient condition for partial approximate ensemble controllability of a set of bilinear conservative quantum systems in an infinite dimensional Hilbert space. The proof relies on classical geometric and averaging…

We develop an intrinsic geometrical setting for higher order constrained field theories. As a main tool we use an appropriate generalization of the classical Skinner-Rusk formalism. Some examples of application are studied, in particular,…

In this paper, we prove a conjecture which was presented in a recent paper [Linear Algebra Appl. 2016; 496: 549--593]. We derive some practical necessary and sufficient conditions for the existence of a solution to a system of coupled…

We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic…

This paper investigates the necessary and sufficient algebraic conditions to a constrained system of Sylvester-type quaternion tensor equations. An explicit formula of the general solution regarding the Moore-Penrose inverses of some block…

The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…

An adaptive state observer is proposed for a class of overparametrized uncertain linear time-invariant systems without restrictive requirement of their representation in the observer canonical form. It evolves the method of generalized…

We discuss a class of linear control problems in a Hilbert space setting. This class encompasses such diverse systems as port-Hamiltonian systems, Maxwell's equations with boundary control or the acoustic equations with boundary control and…

This paper deals with the state estimation for max-plus linear systems. This estimation is carried out following the ideas of the observer method for classical linear systems. The system matrices are assumed to be known, and the observation…

Extended formulations are an important tool in polyhedral combinatorics. Many combinatorial optimization problems require an exponential number of inequalities when modeled as a linear program in the natural space of variables. However, by…

We consider a multi-dimensional model of a compressible fluid in a bounded domain. We want to estimate the density and velocity of the fluid, based on the observations for only velocity. We build an observer exploiting the symmetries of the…

In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…

This is the third part of four series papers, aiming at the delay compensation for the abstract linear system (A,B,C). Both the input delay and output delay are investigated. We first propose a full state feedback control to stabilize the…

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…