In this paper, we provide a separation theorem for the singular linear quadratic （LQ） control problem of ItS-type linear systems in the case of the state being partially observable. Above all, the Kalmam Bucy filter...In this paper, we provide a separation theorem for the singular linear quadratic （LQ） control problem of ItS-type linear systems in the case of the state being partially observable. Above all, the Kalmam Bucy filtering of the dynamics is given by means of Girsanov transformation, by which the suboptimal feedback control of the LQ problem is determined. Furthermore, it is shown that the well-posedness of the LQ problem is equivalent to the solvability of a generalized differential Riccati equation （GDRE）.展开更多
The risk-sensitive filtering design problem with respect to the exponential mean-square cost criterion is con-sidered for stochastic Gaussian systems with polynomial of second and third degree drift terms and intensit...The risk-sensitive filtering design problem with respect to the exponential mean-square cost criterion is con-sidered for stochastic Gaussian systems with polynomial of second and third degree drift terms and intensity parameters multiplying diffusion terms in the state and observations equations. The closed-form optimal fil-tering equations are obtained using quadratic value functions as solutions to the corresponding Focker- Plank-Kolmogorov equation. The performance of the obtained risk-sensitive filtering equations for stochastic polynomial systems of second and third degree is verified in a numerical example against the optimal po-lynomial filtering equations (and extended Kalman-Bucy for system polynomial of second degree), through comparing the exponential mean-square cost criterion values. The simulation results reveal strong advan-tages in favor of the designed risk-sensitive equations for some values of the intensity parameters.展开更多
A robust visual servoing system is investigated on a humanoid robot which grasps a brush in Chinese calligraphy task.The system is implemented based on uncalibrated visual servoing controller utilizing Kalman-Bucy fil...A robust visual servoing system is investigated on a humanoid robot which grasps a brush in Chinese calligraphy task.The system is implemented based on uncalibrated visual servoing controller utilizing Kalman-Bucy filter,with the help of an object detector by continuously adaptive MeanShift(CAMShift) algorithm.Under this control scheme,a humanoid robot can satisfactorily grasp a brush without system modeling.The proposed method is shown to be robust and effective through a Chinese calligraphy task on a NAO robot.展开更多
基金Supported by the National Natural Science Foundation of China (Grant No. 61174078)the Mathematical Tianyuan Youth Foundation of China (Grant No. 11126094)+1 种基金the Key Project of Natural Science Foundation of Shandong Province (Grant No. ZR2009GZ001)the research project of "SDUST Spring Bud" (Grant No.2009AZZ074)
文摘In this paper, we provide a separation theorem for the singular linear quadratic （LQ） control problem of ItS-type linear systems in the case of the state being partially observable. Above all, the Kalmam Bucy filtering of the dynamics is given by means of Girsanov transformation, by which the suboptimal feedback control of the LQ problem is determined. Furthermore, it is shown that the well-posedness of the LQ problem is equivalent to the solvability of a generalized differential Riccati equation （GDRE）.
文摘The risk-sensitive filtering design problem with respect to the exponential mean-square cost criterion is con-sidered for stochastic Gaussian systems with polynomial of second and third degree drift terms and intensity parameters multiplying diffusion terms in the state and observations equations. The closed-form optimal fil-tering equations are obtained using quadratic value functions as solutions to the corresponding Focker- Plank-Kolmogorov equation. The performance of the obtained risk-sensitive filtering equations for stochastic polynomial systems of second and third degree is verified in a numerical example against the optimal po-lynomial filtering equations (and extended Kalman-Bucy for system polynomial of second degree), through comparing the exponential mean-square cost criterion values. The simulation results reveal strong advan-tages in favor of the designed risk-sensitive equations for some values of the intensity parameters.
基金Supported by the National Natural Science Foundation of China(No.61221003)
文摘A robust visual servoing system is investigated on a humanoid robot which grasps a brush in Chinese calligraphy task.The system is implemented based on uncalibrated visual servoing controller utilizing Kalman-Bucy filter,with the help of an object detector by continuously adaptive MeanShift(CAMShift) algorithm.Under this control scheme,a humanoid robot can satisfactorily grasp a brush without system modeling.The proposed method is shown to be robust and effective through a Chinese calligraphy task on a NAO robot.
