The optimal control problem in a finite time horizon with an indefinite quadratic cost function for a linear system subject to multiplicative noise on both the state and control can be solved via a constrained matrix differential Riccati equation. In this paper, we provide general necessary and sufficient conditions for the solvability of this generalized differential Riccati equation. Furtherm...

this paper addresses adaptive observer design problem for joint estimation of the states and unknown parameters for a class of nonlinear systems which satisfying one-sided lipschitz and quadratic inner bounded conditions. it’s shown that the stability of the proposed observer is related to finding solutions to a quadratic inequality consists of state and parameter errors. a coordinate transform...

a second virial coefficient correlation suitable for two different temperatures ranges, (t*)-2£180 and (t*)-2>180, where t* is rt/dhvap is presented. the equation of state can be calculated for different, complicated non-polar, and slightly polar liquid mixtures at any temperature over the range from ttp to tc and up to high pressures. the latent heat of vaporization and density at the triple p...

In this paper a new method is introduced for path planning of an autonomous vehicle. In this method, the environment is considered cluttered and with some uncertainty sources. Thus, the state of detected object should be estimated using an optimal filter. To do so, the state distribution is assumed Gaussian. Thus the state vector is estimated by a Kalman filter at each time step. The estimation...

The optimal control problem for linear discrete-time, time-varying systems with state dependent noise and quadratic control is considered. The asymptotic behavior of the solution of the related discrete-time Riccati equation is investigated. The existence of an optimal control, under stabilizability and uniform observability (respectively detectability) conditions, for the given quadratic cost ...

a three-parameter cubic equation of state has been proposed for predicting pvt of pure refrigerantssuch as r236ea, r236fa, r245fa, r245ca, r218, r227ea, and r717, from freezing point up to critical pointtemperature and pressures up 650 atm. we explore the theory of the equation of state from the view pointof ihm–song–mason (ism) equation of state, which has been derived on the basis of statisti...

This article investigates an optimal allocation problem of assets under Gaussian state variables consisting of the risk-free rate and the multi dimensional market price of risk. The optimal portfolio consisting of a bond and several stocks is derived. The idea is that the indirect utility as a solution of a partial differential equation is expressed as a zero-coupon bond price in a different ec...

An analytical equation of state has been previously modified by Papari et al. for representing the volumetric properties of molecular fluids. However the performance of that EOS has not been yet well investigated for refrigerant fluids. This study extended that equation to 19 liquid refrigerants to predict their densities at isothermal and saturated states. Two temperature-independent parameter...