• 한국정밀공학회지
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• 제23권6호
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• pp.81-87
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• 2006

A new gain-scheduled control design is proposed to improve disturbance attenuation for systems with bounded control input. The state feedback controller is scheduled according to the proximity to the origin of the state of the plant. The controllers is derived in the framework of linear matrix inequality(LMI) optimization. This procedure yields a linear time varying control structure that allows higher gain and hence higher performance controllers as the state move closer to the origin. The main results give sufficient conditions for the satisfaction of a parameter-dependent performance measure, without violating the bounded control input condition.

• 대한수학회보
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• 제54권6호
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• pp.2065-2079
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• 2017

This paper is devoted to the minimal and maximal bounded solutions for general time interval quadratic backward stochastic differential equations with stochastic conditions. A general existence result is established by the method of convolution, the exponential transform, Girsanov's transform and a priori estimates, where the terminal time is allowed to be finite or infinite, and the generator g is allowed to have a stochastic semi-linear growth and a general growth in y, and a quadratic growth in z. This improves some existing results at some extent. Some new ideas and techniques are also applied to prove it.

• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.575-589
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• 2010

Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2007년도 춘계학술대회A
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• pp.915-920
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• 2007

A new optimal state feedback and disturbance feedforward control design in the sense of minimizing $L_{2}-gain$ from disturbance to control output is proposed for disturbance attenuation of systems with bounded control input and measurable disturbance. The controller is derived in the framework of linear matrix inequality(LMI) optimization. A gain scheduled state feedback and disturbance feedforward control design is also suggested to improve disturbance attenuation performance. The control gains are scheduled according to the proximity to the origin of the state of the plant and the magnitude of disturbance. This procedure yields a stable linear time varying control structure that allows higher gain and hence higher performance controller as the state and the disturbance move closer to the origin. The main results give sufficient conditions for the satisfaction of a parameter-dependent performance measure, without violating the bounded control input condition.

• 한국정밀공학회지
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• 제11권6호
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• pp.20-27
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• 1994

This paper presents a controller design to coordinate a robot manipulator under unknown system parameters and bounded disturbance inputs. To control the motion of the manipulator, an inverse dynamics control scheme is applied. Since parameters of the robot manipulators such as mass and inertia are not perfectly known, the difference between the actual and estimated parameters works as a disturbance force. To identify the unknown parameters, an improved adaptive control algorithm is directly derived from a chosen Lyapunov's function candidate based on the Lyapunov's Second Method. A robust control algorithm is devised to counteract the bounded disturbance inputs such as contact forces and disturbing forces coming from the difference between the actual and the estimated system parameters. Numerical examples are shown using three degree-of-freedom planar arm.

• 한국정밀공학회지
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• 제24권11호
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• pp.59-65
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• 2007

A new optimal state feedback and disturbance feedforward control design in the sense of minimizing $L_2$-gain from disturbance to control output is proposed for disturbance attenuation of systems with bounded control input and measurable disturbance. The controller is derived in the framework of linear matrix inequality(LMI) optimization. A gain scheduled state feedback and disturbance feedforward control design is also suggested to improve disturbance attenuation performance. The control gains are scheduled according to the proximity to the origin of the state of the plant and the magnitude of disturbance. This procedure yields a stable linear time varying control structure that allows higher gain and hence higher performance controller as the state and the disturbance move closer to the origin. The main results give sufficient conditions for the satisfaction of a parameter-dependent performance measure, without violating the bounded control input condition.

• Korean Journal of Mathematics
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• 제21권2호
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• pp.117-124
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• 2013

We investigate the existence of weak solutions for the biharmonic boundary value problem with nonlinear term decaying at the origin. We get a theorem which shows the existence of nontrivial solutions for the biharmonic boundary value problem with nonlinear term decaying at the origin. We obtain this result by reducing the biharmonic problem with nonlinear term to the biharmonic problem with bounded nonlinear term and then approaching the variational method and using the mountain pass geometry for the reduced biharmonic problem with bounded nonlinear term.

• 대한수학회지
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• 제45권3호
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• pp.807-819
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• 2008

We prove that for any continuous function f on the s-harmonic (1{\infty})$ boundary of a complete Riemannian manifold M, there exists a solution, which is a limit of a sequence of bounded energy finite solutions in the sense of supremum norm, for a certain elliptic operator A on M whose boundary value at each s-harmonic boundary point coincides with that of f. If $E_1,\;E_2,...,E_{\iota}$ are s-nonparabolic ends of M, then we also prove that there is a one to one correspondence between the set of bounded energy finite solutions for A on M and the Cartesian product of the sets of bounded energy finite solutions for A on $E_i$ which vanish at the boundary ${\partial}E_{\iota}\;for\;{\iota}=1,2,...,{\iota}$

• 한국정보통신학회논문지
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• 제7권5호
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• pp.916-924
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• 2003

공정큐잉은 자원이 노드들 간에 공유되는 유선 및 무선 멀티미디어망에서 주요한 주제중의 하나이다. 대부분의 공정큐잉 알고리즘은 GPS 알고리즘에 근거하고 있으며 공정성을 강조하는 반면 망에서 멀티미디어를 서비스를 지원하기 위해서는 필수적인 제한된 지연시간 보장 측면은 간과하고 있다. 이 논문에서는 새로운 공정큐잉 방안인 지연 보장 공정큐잉 (DGFQ, Delay Guaranteed Fair Queueing)을 제안한다. 이 방식은 무선 패킷망에서 멀티미디어 서비스를 제공하기 위하여 각 flow 별 지연시간 요구에 맞추어 제한된 지연시간을 보장한다.

• 제어로봇시스템학회논문지
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• 제5권2호
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• pp.166-173
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• 1999

Reference models are used in many control algorithms for improvement of transient response characteristics. They provide desired trajectories that the plant should follow Most control systems have bounded control inputs to avoid saturation of the plant. If we design the reference models that do not account for limits of the control inputs, control performance of the system may be deteriorated. In this paper a new approach of avoiding saturation by varying the reference model for TDC(time delay control) based systems subject to step changes in the reference input. In this scheme, the variable reference model is determined based on the information on control inputs and the size of the step changes in the reference inputs. This scheme was verified by application to the BLDC motor position control system in simulations and experiments. The responses of the TDC with the variable reference model showed better tracking performance than that with the fixed reference model.