• Korean Journal of Mathematics
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• 제16권4호
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• pp.545-551
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• 2008

We investigate the multiple solutions for a parabolic boundary value problem with jumping nonlinearity crossing no eigenvalues. We show the existence of the unique solution of the parabolic problem with Dirichlet boundary condition and periodic condition when jumping nonlinearity does not cross eigenvalues of the Laplace operator $-{\Delta}$. We prove this result by investigating the Lipschitz constant of the inverse compact operator of $D_t-{\Delta}$ and applying the contraction mapping principle.

• Transactions on Control, Automation and Systems Engineering
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• 제2권4호
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• pp.255-261
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• 2000

This paper presents the results of the robust H(sub)$\infty$ FIR filtering for a class of nonlinear continuous time-varying systems subject to real norm-bounded parameter uncertainty and know Lipschitz nonlinearity under sampled measurements. We address the problem of designing filters, using sampled measurements, which guarantee a prescribed H(sub)$\infty$ performance in continuous time-varying context, irrespective of the parameter uncertainty and unknown initial states. The infinite horizon causal H(sub)$\infty$FIR filter are investigated using the finite moving horizon in terms of two Riccati equations with finite discrete jumps.

• 한국항공우주학회지
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• 제42권10호
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• pp.816-822
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• 2014

위성의 각속도를 추정하는 비선형 관측기의 설계방법을 제안한다. SDRE 기법을 이용하여 관측기를 설계하는데, 오차 수렴에 대한 충분조건을 제시하였다. 대수 Riccati 형태의 이 조건은, 비선형 항을 Lipschitz 형태로 변환하고 이에 대한 수렴 조건을 유도하여 구해진다. 이 조건으로부터 관측기의 게인을 구할 수 있으며, 시뮬레이션을 이용하여 제안한 방법을 검증하였다.

• 제어로봇시스템학회논문지
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• 제22권6호
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• pp.411-416
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• 2016

This paper presents the design methodology of an unknown input observer for Lipschitz nonlinear systems with unknown inputs in the framework of convex optimization. We use an unknown input observer (UIO) to consider both nonlinearity and disturbance. By deriving a sufficient condition for exponential stability in the linear matrix inequality (LMI) form, existence of a stabilizing observer gain matrix of UIO will be assured by checking whether the quadratic stability margin of the error dynamics is greater than the Lipschitz constant or not. If quadratic stability margin is less than a Lipschitz constant, the coordinate transformation may be used to reduce the Lipschitz constant in the new coordinates. Furthermore, to reduce the maximum singular value of the observer gain matrix elements, an object function to minimize it will be optimally designed by modifying its magnitude so that amplification of sensor measurement noise is minimized via multi-objective optimization algorithm. The performance of UIO is compared to a nonlinear observer (Luenberger-like) with an application to a flexible joint robot system considering a change of load and disturbance. Finally, it is validated via simulations that the estimated angular position and velocity provide true values even in the presence of unknown inputs.

• Journal of applied mathematics & informatics
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• 제18권1_2호
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• pp.73-93
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• 2005

In this paper, we attempt to present a new numerical approach to solve non-linear backward stochastic differential equations. First, we present some definitions and theorems to obtain the conditions, from which we can approximate the non-linear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE correspond with the original BSDE. We use the relationship between backward stochastic differential equations and stochastic controls by interpreting BSDEs as some stochastic optimal control problems, to solve the approximated BSDE and we prove that the approximated solution converges to the exact solution of the original non-linear BSDE in two different cases.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제18권1호
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• pp.43-50
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• 2014

In this paper we discussed Euler-Maruyama method for stochastic differential equations with jump diffusion. We give a convergence result for Euler-Maruyama where the coefficients of the stochastic differential equation are locally Lipschitz and the pth moments of the exact and numerical solution are bounded for some p > 2.