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Vol 78, No 10 (2017)

Linear Systems

On the problem of operation speed for the class of linear infinite-dimensional discrete-time systems with bounded control

Ibragimov D.N., Sirotin A.N.

Abstract

Consideration was given to the problem of operation speed for the class of linear autonomous systems with infinite-dimensional state vector. The statements about the properties of the Minkowsky sum for the convex sets were formulated and proved. For the boundary points of the 0-controllability set, the necessary and sufficient conditions for solvability of the problem of operation speed were established. The optimality conditions were set down for the boundary points in terms of the discreet principle of maximum. Nonuniqueness of the optimal control and degenerate nature of the principle of maximum were proved for the internal points. An algorithm to solve the problem of operation speed for the internal points was developed by reducing it to the allowed case of the boundary points. Examples were given.

Automation and Remote Control. 2017;78(10):1731-1756
pages 1731-1756 views

Nonlinear Systems

Application of the Lyapunov vector functions to the stability study of fixed points in the sets of discrete dynamic systems

Slyn’ko V.I.

Abstract

Stability conditions for fixed points of the dynamic systems in the space of nonempty convex compacts in finite-dimensional space were obtained. For the sets of dynamic systems, a methods was proposed to construct the Lyapunov vector functions. The study was carried out using the Matrosov method of comparison in combination with the methods of the convex geometry. In some special cases, the results obtained are applicable to the study of the sets of trajectories of dynamic systems.

Automation and Remote Control. 2017;78(10):1757-1774
pages 1757-1774 views

Adaptive suboptimal tracking under bounded Lipshitz uncertainty in a discrete minimum-phase object

Sokolov V.F.

Abstract

We consider a deterministic problem of asymptotically suboptimal tracking of a bounded reference signal with the output of a scalar discrete minimum-phase object with unknown transition function under a bounded external disturbance and bounded nonlinear stationary uncertainty satisfying a generalized Lipschitz condition. Suboptimality of the tracking is achieved with online estimation and compensation for nonparametric Lipschitz uncertainty in addition to estimating an unknown transition function. To solve the problem we use two parallel estimation algorithms, one of which provides stability for the closed adaptive system, the other, asymptotic tracking optimality with desired accuracy.

Automation and Remote Control. 2017;78(10):1775-1789
pages 1775-1789 views

A study of the boundaries of stability regions in two-parameter dynamical systems

Yumagulov M.G., Mustafina I.Z., Ibragimova L.S.

Abstract

We consider dynamical systems defined by autonomous and periodic differential equations that depend on two scalar parameters. We study the problems of constructing boundaries of stability regions for equilibrium points in the plane of parameters. We identify conditions under which a point on the boundary of a stability region has one or more smooth boundary curves coming through it. We show schemes to find the basic scenarios of bifurcations when parameters transition over the boundaries of stability regions. We distinguish types of boundaries (dangerous or safe). The main formulas have been obtained in the terms of original equations and do not require to pass to normal forms and using theorems on a central manifold.

Automation and Remote Control. 2017;78(10):1790-1802
pages 1790-1802 views

Stochastic Systems

On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises

Vorobeichikov S.E., Konev V.V.

Abstract

We consider the problem of non-asymptotical confidence estimation of linear parameters in multidimensional dynamical systems defined by general regression models with discrete time and conditionally Gaussian noises under the assumption that the number of unknown parameters does not exceed the dimension of the observed process. We develop a non-asymptotical sequential procedure for constructing a confidence region for the vector of unknown parameters with a given diameter and given confidence coefficient that uses a special rule for stopping the observations. A key role in the procedure is played by a novel property established for sequential least squares point estimates earlier proposed by the authors. With a numerical modeling example of a two-dimensional first order autoregression process with random parameters, we illustrate the possibilities for applying confidence estimates to construct adaptive predictions.

Automation and Remote Control. 2017;78(10):1803-1818
pages 1803-1818 views

Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model

Goryainova E.R., Botvinkin E.A.

Abstract

We consider LS-, LAD-, R-, M-, S-, LMS-, LTS-, MM-, and HBR-estimates for the parameters of a linear regression model with unknown noise distribution. With computer modeling for medium sized samples, we compare the accuracy of the considered estimates for the most popular probability distributions of noise in a regression model. For different noise distributions, we analytically compute asymptotic efficiencies of LS-, LAD-, R-, M-, S-, and LTS- estimates. We give recommendations for practical applications of these methods for different noise distributions in the model. We show examples on real datasets that support the advantages of robust estimates.

Automation and Remote Control. 2017;78(10):1819-1836
pages 1819-1836 views

Asymptotic confidence interval for conditional probability at decision making

Kan Y.S., Sobol’ V.R.

Abstract

Consideration was given to construction of a unilateral asymptotic confidence interval for an unknown conditional probability of the event A under the condition B. Analytical expressions for the boundaries of such interval were obtained for various a priori restrictions on the probabilities of the events A and B such that the probability of the event B is separable from zero by a certain value, as well that there exists an upper a priori restriction on the probability of the event A. The interval estimates obtained were compared in precision.

Automation and Remote Control. 2017;78(10):1837-1844
pages 1837-1844 views

On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion

Kibzun A.I., Ignatov A.N.

Abstract

We study a control problem for a stochastic system with discrete time. The optimality criterion is the probability of the event that the terminal state function does not exceed a given limit. To solve the problem, we use dynamic programming. The loss function is assumed to be lower semicontinuous with respect to the terminal state vector, and the transition function from the current state to the next is assumed to be continuous with respect to all its arguments. We establish that the dynamic programming algorithm lets one in this case find optimal positional control strategies that turn out to be measurable. As an example we consider a two-step problem of security portfolio construction. We establish that in this special case the future loss function on the second step turns out to be continuous everywhere except one point.

Automation and Remote Control. 2017;78(10):1845-1856
pages 1845-1856 views

Stationary probability distribution for states of G-networks with constrained sojourn time

Malinkovskii Y.V.

Abstract

We consider an exponential queueing network that differs from a Gelenbe network (with the usual positive and so-called negative customers), first, in that the sojourn time of customers at the network nodes is bounded by a random value whose conditional distribution for a fixed number of customers in a node is exponential. Second, we significantly relax the conditions on possible values of parameters for incoming Poisson flows of positive and negative customers in Gelenbe’s theorem. Claims serviced at the nodes and customers leaving the nodes at the end of their sojourn time can stay positive, become negative, or leave the network according to different routing matrices. We prove a theorem that generalizes Gelenbe’s theorem.

Automation and Remote Control. 2017;78(10):1857-1866
pages 1857-1866 views

Control in Technical Systems

Adapting wing elements (“feathers”) of an airplane in a turbulent flow with a multiagent protocol

Granichin O.N., Khantuleva T.A.

Abstract

Miniaturization and improved performance of computers, sensors, and executive devices open up new possibilities for intelligent control over complex mechatronic systems on transition processes and under turbulence. Previously, adaptive control problems in a changing environment and with state space structure changing in time have virtually not been studied due to limited capabilities for a practical implementation. The change of the state space structure (dimension) is possible under active interaction with the environment. In this work, with the example of an airplane with a large number of “feathers” distributed on the surface, i.e., elements with pressure sensors and executive turning devices, we show that in complex systems adaptation to changes in the structure of external disturbances can be done with internal selforganization, similar to multiagent systems. Under turbulence, to solve the problem of equating the influence of disturbing forces on different elements of the wing and transforming airplane flow to a mode close to laminar, we have considered the possibility to apply a multiagent protocol. The operability of the new approach is illustrated with a specially made experimental testbed that allows for real physical experiments.

Automation and Remote Control. 2017;78(10):1867-1882
pages 1867-1882 views

Mathematical Game Theory and Applications

Shapley, Owen and Aumann–Dreze values in a patrolling game with coalition structure

Gusev V.V.

Abstract

This paper considers a simple model of a cooperative patrolling game with coalition structure. It is shown that the Shapley value coincides with the Owen and Aumann–Dreze values under an odd number of defenders.

Automation and Remote Control. 2017;78(10):1883-1891
pages 1883-1891 views

Guaranteed strategies for escaping encirclement

Shevchenko I.I.

Abstract

This paper considers a conflict situation on the plane as follows. A fast evader E has to break out the encirclement of slow pursuers Pj1,...,jn = {Pj1,..., Pjn }, n ≥ 3, with a miss distance not smaller than r ≥ 0. First, we estimate the minimum guaranteed miss distance from E to a pursuer Pa, a ∈ {j1,..., jn}, when the former moves along a given straight line. Then the obtained results are used to calculate the guaranteed estimates to a group of two pursuers Pb,c = {Pb, Pc}, b, c ∈ {j1,..., jn}, bc, when E maneuvers by crossing the rectilinear segment PbPc, and the state passes to the domain of the game space where E applies a strategy under which the miss distance to any of the pursuers is not decreased. In addition, we describe an approach to the games with a group of pursuers Pj1,...jn, n ≥ 3, in which E seeks to break out the encirclement by passing between two pursuers Pb and Pc, entering the domain of the game space where E can increase the miss distance to all pursuers by straight motion. By comparing the guaranteed miss distances with r for all alternatives b, c ∈ {j1,..., jn}, bc, and a ∉ {b, c}, it is possible to choose the best alternative and also to extract the histories of the game in which the designed evasion strategies guarantee a safe break out from the encirclement.

Automation and Remote Control. 2017;78(10):1892-1908
pages 1892-1908 views

Strong coalitional equilibrium in a transportation game

Zenkevich N.A., Zyatchin A.V.

Abstract

This paper introduces an extension of the vehicle routing problem by involving several decision makers in competition. Each customer is characterized by demand and distance to the warehouse. The problem is described in form of a cooperative transportation game (CTG). We consider customers as players in the game. Their strategies are the routes for a vehicle they should rent in a coalition to deliver goods subject to their demand with minimal transportation costs, under the assumption that transportation costs are allocated between the players according to the Nash arbitration scheme. For each profile in coalitional strategies, we define a coalitional structure of players and the costs of each player. A strong equilibrium is found for the cooperative transportation game. In addition, we develop a procedure to calculate the strong equilibrium. This procedure is illustrated by a numerical example.

Automation and Remote Control. 2017;78(10):1909-1919
pages 1909-1919 views

Mathematical foundations of the Golden Rule. I. Static case

Zhukovskiy V.I., Kudryavtsev K.N.

Abstract

The Berge equilibrium concept was suggested by Russian mathematician K. Vaisman in 1994. In this paper, we suggest to use this concept as a mathematical model of the Golden Rule. The Berge–Pareto equilibrium is formalized and sufficient conditions for the existence of the equilibrium are found. As a supplement, the existence of the mixed strategy equilibrium is proved.

Automation and Remote Control. 2017;78(10):1920-1940
pages 1920-1940 views