Four discrete-time ZD algorithms for dynamic linear matrix-vector inequality solving

Haar Matrix Equations for Solving Time-Variant Linear-Quadratic Optimal Control Problems

‎In this paper‎, ‎Haar wavelets are performed for solving continuous time-variant linear-quadratic optimal control problems‎. ‎Firstly‎, ‎using necessary conditions for optimality‎, ‎the problem is changed into a two-boundary value problem (TBVP)‎. ‎Next‎, ‎Haar wavelets are applied for converting the TBVP‎, ‎as a system of differential equations‎, ‎in to a system of matrix algebraic equations‎...

Model predictive control of non-linear discrete time systems: a linear matrix inequality approach

Using a non-linear model in model predictive control (MPC) changes the control problem from a convex quadratic programme to a non-convex non-linear problem, which is much more challenging to solve. In this study, we introduce an MPC algorithm for non-linear discrete-time systems. The systems are composed of a linear constant part perturbed by an additive state-dependent non-linear term. The con...

Optimal Filtering Scheme for Bilinear Discrete-Time Systems: A Linear Matrix Inequality Approach

The filtering problem is among the fundamental issues in control and signal processing. Several approaches such as H2 optimal filtering and H∞ optimal filtering have been developed to address this issue. While the optimal H2 filtering problem has been extensively studied in the past for linear systems, to the best of our knowledge, it has not been studied for bilinear systems. This is indeed su...

Fuzzy Primal Simplex Algorithms for Solving Fuzzy Linear Programming Problems

Dynamic Programming Algorithms for Solving Stochastic Discrete Control Problems

The stochastic versions of classical discrete optimal control problems are formulated and studied. Approaches for solving the stochastic versions of optimal control problems based on concept of Markov processes and dynamic programming are suggested. Algorithms for solving the problems on stochastic networks using such approaches and time-expended network method are proposed. Mathematics subject...