ON THE PROPERTIES OF THE SOLVABILITY SET FOR A LINEAR SYSTEM WITH UNCERTAINTY

Cover Page

Cite item

Full Text

Open Access Open Access
Restricted Access Access granted
Restricted Access Subscription Access

Abstract

The work is devoted to the problem of verifying that the state of a linear controlled system of differential equations will hit the target set over a finite time interval, despite the uncertainties (noise). Some geometric, pointwise convex constraints on uncertainties are imposed. In the case of a two-dimensional state space a method is proposed for constructing a solvability set without the calculation of the convex hulls of the functions necessary to construct a support function of the geometric difference of the sets. A Hamilton–Jacobi–Bellman type equation is obtained, which is satisfied by the distance function to the solvability set.

About the authors

A. A Melnikova

Lomonosov Moscow State University;

Email: nastya.a.melnikova@gmail.com

P. A Tochilin

Lomonosov Moscow State University; V.A. Trapeznikov Institute of Control Sciences of RAS

Email: tochilin@cs.msu.ru

A. N Daryin

Lomonosov Moscow State University

Email: daryin@mail.ru

References

  1. Pontriagin, L.S., On linear differential games. II, Dokl. Akad. Nauk SSSR, 1967, vol. 175, no. 4, pp. 910–912.
  2. Pontriagin, L.S., Linear differential games of pursuit, Math. USSR-Sb., 1981, vol. 40, no. 3, pp. 285–303.
  3. Kurzhanski, A.B., Pontryagin’s alternated integral in the theory of control synthesis, Proc. Steklov Inst. Math.,1999, vol. 224, pp. 212–225.
  4. Kurzhanski, A.B. Dynamics and Control of Trajectory Tubes / A.B. Kurzhanski, P. Varaiya. — Basel : Birkhauser, 2014. — 445 p.
  5. Fleming W.H. Controlled Markov Processes and Viscosity Solutions / W.H. Fleming, H.M. Soner. — New York : Springer, 2006. — 429 p.
  6. Melnikova, A.A. and Tochilin, P.A., On a problem of calculating the solvability set for a linear system with uncertainty, Differ. Equat., 2023, vol. 59, no. 11, pp. 1538–1546.
  7. Kurzhanski, A.B. Ellipsoidal Calculus for Estimation and Control / A.B. Kurzhanski, I. Valyi. — Boston : Birkhauser, 1997. — 321 p.
  8. Polovinkin, E.S. and Balashov, M.V., Elementy vypuklogo i sil’no vypuklogo analiza (Elements of Convex and Strongly Convex Analysis), Moscow: Fizmatlit, 2007.
  9. Kurzhanski, A.B., Upravlenie i nabl’udenie v usloviah neopedelennosti (Control and Observation under Uncertainty Conditions), Moscow: Nauka, 1977.
  10. Rockafellar, R.T., Convex Analysis, Princeton: Princeton Univ. Press, 1970.
  11. Arutyunov, A.V., Lekcii po vypuklomu i mnogoznachnomu analizu (Lectures on Convex and Set-Valued Analysis), Moscow: Fizmatlit, 2014
  12. Filippov, A.F., Differential Equations with Discontinuous Righthand Sides, Springer, 1988.
  13. Lyapunov, A.A., On countably additive set-functions, Izv. Akad. Nauk SSSR Ser. Mat., 1940, no. 6, pp. 465–478

Supplementary files

Supplementary Files
Action
1. JATS XML

Copyright (c) 2024 Russian Academy of Sciences