• 제목/요약/키워드: Lyapunov matrix equation

검색결과 43건 처리시간 0.029초

MP-2에서의 타원형 편미분 방정식 병렬계산 (Parallel Computation of Elliptic Partial Differential Equation on MP-2)

  • 김형중;이용호
    • 산업기술연구
    • /
    • 제14권
    • /
    • pp.19-28
    • /
    • 1994
  • 일반적으로 2차원 Poisson 방정식을 풀기 위해 유한 차분법을 이용하여 tridiagonal block Toeplitz 선형방정식을 얻는다. 이 선형방정식의 독특한 형태를 활용하기 위해 Lyapunov 방정식으로 변화시킨 다음 이산정현변환(DST)을 이용해서 대각선 행렬로 만들면 계산이 용이해진다. 또 DST는 FFT를 이용해 계산할 수 있으므로 고속 계산이 가능하다. FFT를 병렬로 처리하기 위해 프로세서가 4,096개인 SIMD 컴퓨터 MP-2에서 시뮬레이션했다. 본 논문에서는 알고리즘 유도, 매핑 및 시뮬레이션 결과를 제시했다.

  • PDF

리야프노프 행렬 방정식의 해를 이용한 스위칭 선형시스템의 안정화 (Stability of Switched Linear Systems Using Upper Bounds of Solutions of Lyapunov Matrix Equations)

  • 염동회;최진영
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2005년도 학술대회 논문집 정보 및 제어부문
    • /
    • pp.20-22
    • /
    • 2005
  • In this paper, we propose a novel stability criterion for switched linear systems. The proposed method employs the results on the upper bound of the solution of LME(Lyapunov Matrix Equation) and on the stability of hybrid system. The former guarantees the existence of Lyapunov-like energy functions and the latter shows that the stability of switched linear systems by using these energy functions. The proposed criterion releases the restriction on the stability of switched linear systems comparing with the existing methods and provides us with easy implementation way for pole assignment.

  • PDF

Stability of discrete state delay systems

  • Suh, Young-Soo;Lee, Won-Gu;Lee, Man-Hyung
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1999년도 제14차 학술회의논문집
    • /
    • pp.112-115
    • /
    • 1999
  • A new method to solve a Lyapunov equation for a discrete delay system is proposed. Using this method, a Lyapunov equation can be solved from a simple linear equation and N-th power of a constant matrix, where N is the state delay. Combining a Lyapunov equation and frequency domain stability, a new stability condition is proposed. The proposed stability condition ensures stability of a discrete state delay system whose state delay is not exactly known but only known to lie in a certain interval.

  • PDF

뉴트럴 미분방정식의 새로운 안정성 판별법 (A New Stability Criterion of a Class of Neutral Differential Equations)

  • 권오민;박주현
    • 전기학회논문지
    • /
    • 제56권11호
    • /
    • pp.2023-2026
    • /
    • 2007
  • In this letter, the problem for a class of neutral differential equation is considered. Based on the Lyapunov method, a stability criterion, which is delay-dependent on both ${\tau}\;and\;{\sigma}$, is derived in terms of linear matrix inequality (LMI). Two numerical examples are carried out to support the effectiveness of the proposed method.

선형 행렬 부등식을 이용한 준최적 강인 칼만 필터의 설계 (Design of Suboptimal Robust Kalman Filter via Linear Matrix Inequality)

  • 진승희;윤태성;박진배
    • 대한전기학회논문지:전력기술부문A
    • /
    • 제48권5호
    • /
    • pp.560-570
    • /
    • 1999
  • This paper formulates the suboptimal robust Kalman filtering problem into two coupled Linear Matrix Inequality (LMI) problems by applying Lyapunov theory to the augmented system which is composed of the state equation in the uncertain linear system and the estimation error dynamics. This formulations not only provide the sufficient conditions for the existence of the desired filter, but also construct the suboptimal robust Kalman filter. The proposed filter can guarantee the optimized upper bound of the estimation error variance for uncertain systems with parametric uncertainties in both the state and measurement matrices. In addition, this paper shows how the problem of finding the minimizing solution subject to Quadratic Matrix Inequality (QMI), which cannot be easily transformed into LMI using the usual Schur complement formula, can be successfully modified into a generic LMI problem.

  • PDF

스튜어트 플랫폼의 견실한 순기구학 추정기 설계 (Robust estimator design for the forward kinematics solution of stewart platform)

  • 강지윤;김동환;이교일
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
    • /
    • pp.28-31
    • /
    • 1996
  • We propose an estimator design method of Stewart platform, which gives the 6DOF, positions and velcities of Stewart platform from the measured cylinder length. The solution of forward kinematics is not solved yet as a useful realtime application tool because of the complexity of the equation with multiple solutions. Hence we suggest an nonlinear estimator for the forward kinematics solution using Luenberger observer with nonlinear error correction term. But the way of residual gain selection of the estimator is not clear, so we suggest an algebraic Riccati equation for gain matrix using Lyapunov method. This algorithm gives the sufficient condition of the stability of error dynamics and can be extended to general nonlinear system.

  • PDF

A STUDY ON INITIAL CONVERGENCE PROPERTIES OF THE KALMAN FILLTERING ALGORITHM

  • Park, Dong-Jo
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
    • /
    • pp.1051-1054
    • /
    • 1988
  • In this paper we present initial convergence properties of the Kalman filtering algorithm, we put an arbitrary small positive correlation matrix as an initial condition in the recursive algorithm. This arbitrary small initial condition perturbs the Kalman filtering algorithm and may lead to initial instability. We derive a condition which insures the stable operation of the Kalman filtering algorithm from the stochastic Lyapunov difference equation.

  • PDF

불확실한 선형시스템 고유값 배치의 비대칭 강인한계 (Asymmetric Robustness Bounds of Eigenvalue Distribution for Uncertain Linear Systems)

  • 이재천
    • 제어로봇시스템학회논문지
    • /
    • 제5권7호
    • /
    • pp.794-799
    • /
    • 1999
  • This study deals with robustness bounds estimation for uncertain linear systems with structured perturbations where the eigenvalues of the perturbed systems are guaranteed to stay in a prescribed region. Based upon the Lyapunov approach, new theorems to estimate allowable perturbation parameter bounds are derived. The theorems are referred to as the zero-order or first-order asymmetric robustness measure depending on the order of the P matrix in the sense of Taylor series expansion of perturbed Lyapunov equation. It is proven that Gao's theorem for the estimation of stability robustness bounds is a special case of proposed zero-order asymmetric robustness measure for eigenvalue assignment. Robustness bounds of perturbed parameters measured by the proposed techniques are asymmetric around the origin and less conservative than those of conventional methods. Numerical examples are given to illustrate proposed methods.

  • PDF

특이시스템의 일반적 안정화 (Generalized Stability Condition for Descriptor Systems)

  • 오도창;이동기;김종해
    • 제어로봇시스템학회논문지
    • /
    • 제18권6호
    • /
    • pp.513-518
    • /
    • 2012
  • In this paper, we propose a generalized index independent stability condition for a descriptor systemwithout any transformations of system matrices. First, the generalized Lyapunov equation with a specific right-handed matrix form is considered. Furthermore, the existence theorem and the necessary and sufficient conditions for asymptotically stable descriptor systems are presented. Finally, some suitable examples are used to show the validity of the proposed method.

EXPONENTIAL STABILITY OF INFINITE DIMENSIONAL LINEAR SYSTEMS

  • Shin, Chang Eon
    • 대한수학회논문집
    • /
    • 제31권3호
    • /
    • pp.603-611
    • /
    • 2016
  • In this paper, we show that if $\mathcal{A}$ is a differential subalgebra of Banach algebras $\mathcal{B}({\ell}^r)$, $1{\leq}r{\leq}{\infty}$, then solutions of the infinite dimensional linear system associated with a matrix in $\mathcal{A}$ have its p-exponential stability being equivalent to each other for different $1{\leq}p{\leq}{\infty}$.