• 제목/요약/키워드: Quadratic matrix equation

검색결과 47건 처리시간 0.023초

Robust $L_2$Optimization for Uncertain Systems

  • Kim, Kyung-Soo;Park, Youngjin
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.348-351
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    • 1995
  • This note proposes a robust LQR method for systems with structured real parameter uncertainty based on Riccati equation approach. Emphasis is on the reduction of design conservatism in the sense of quadratic performance by utilizing the uncertainty structure. The class of uncertainty treated includes all the form of additive real parameter uncertainty, which has the multiple rank structure. To handle the structure of uncertainty, the scaling matrix with block diagonal structure is introduced. By changing the scaling matrix, all the possible set of uncertainty structures can be represented. Modified algebraic Riccati equation (MARE) is newly proposed to obtain a robust feedback control law, which makes the quadratic cost finite for an arbitrary scaling matrix. The remaining design freedom, that is, the scaling matrix is used for minimizing the upper bound of the quadratic cost for all possible set of uncertainties within the given bounds. A design example is shown to demonstrate the simplicity and the effectiveness of proposed method.

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NEWTON'S METHOD FOR SYMMETRIC AND BISYMMETRIC SOLVENTS OF THE NONLINEAR MATRIX EQUATIONS

  • Han, Yin-Huan;Kim, Hyun-Min
    • 대한수학회지
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    • 제50권4호
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    • pp.755-770
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    • 2013
  • One of the interesting nonlinear matrix equations is the quadratic matrix equation defined by $$Q(X)=AX^2+BX+C=0$$, where X is a $n{\times}n$ unknown real matrix, and A, B and C are $n{\times}n$ given matrices with real elements. Another one is the matrix polynomial $$P(X)=A_0X^m+A_1X^{m-1}+{\cdots}+A_m=0,\;X,\;A_i{\in}\mathbb{R}^{n{\times}n}$$. Newton's method is used to find the symmetric and bisymmetric solvents of the nonlinear matrix equations Q(X) and P(X). The method does not depend on the singularity of the Fr$\acute{e}$chet derivative. Finally, we give some numerical examples.

Conjugate Gradient Method for Solving a Quadratic Matrix Equation

  • 김현민
    • 한국전산응용수학회:학술대회논문집
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    • 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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    • pp.3.1-3
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    • 2003
  • We show how the minimization can be used to solve the quadratic matrix equattion. We then compare two different types of conjugate gradient method and show Polak and Ribire version converge more rapidly than Fletcher and Reeves version in several examples.

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FERMAT'S EQUATION OVER 2-BY-2 MATRICES

  • Chien, Mao-Ting;Meng, Jie
    • 대한수학회보
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    • 제58권3호
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    • pp.609-616
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    • 2021
  • We study the solvability of the Fermat's matrix equation in some classes of 2-by-2 matrices. We prove the Fermat's matrix equation has infinitely many solutions in a set of 2-by-2 positive semidefinite integral matrices, and has no nontrivial solutions in some classes including 2-by-2 symmetric rational matrices and stochastic quadratic field matrices.

PRECONDITIONING $C^1$-QUADRATIC SPLINE COLLOCATION METHOD OF ELLIPTIC EQUATIONS BY FINITE DIFFERENCE METHOD

  • Woo, Gyung-Soo;Kim, Seok-Chan
    • 대한수학회보
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    • 제38권1호
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    • pp.17-27
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    • 2001
  • We discuss a finite difference preconditioner for the$C^1$ Lagrance quadratic spline collocation method for a uniformly elliptic operator with homogeneous Dirichlet boundary conditions. Using the generalized field of values argument, we analyzed eigenvalues of the matrix preconditioned by the matrix corresponding to a finite difference operator with zero boundary condition.

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

  • 진승희;윤태성;박진배
    • 대한전기학회논문지:전력기술부문A
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    • 제48권5호
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    • pp.560-570
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    • 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.

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THE BINOMIAL METHOD FOR A MATRIX SQUARE ROOT

  • Kim, Yeon-Ji;Seo, Jong-Hyeon;Kim, Hyun-Min
    • East Asian mathematical journal
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    • 제29권5호
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    • pp.511-519
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    • 2013
  • There are various methods for evaluating a matrix square root, which is a solvent of the quadratic matrix equation $X^2-A=0$. We consider new iterative methods for solving matrix square roots of M-matrices. Particulary we show that the relaxed binomial iteration is more efficient than Newton-Schulz iteration in some cases. And we construct a formula to find relaxation coefficients through statistical experiments.

Monte Carlo burnup and its uncertainty propagation analyses for VERA depletion benchmarks by McCARD

  • Park, Ho Jin;Lee, Dong Hyuk;Jeon, Byoung Kyu;Shim, Hyung Jin
    • Nuclear Engineering and Technology
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    • 제50권7호
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    • pp.1043-1050
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    • 2018
  • For an efficient Monte Carlo (MC) burnup analysis, an accurate high-order depletion scheme to consider the nonlinear flux variation in a coarse burnup-step interval is crucial accompanied with an accurate depletion equation solver. In a Seoul National University MC code, McCARD, the high-order depletion schemes of the quadratic depletion method (QDM) and the linear extrapolation/quadratic interpolation (LEQI) method and a depletion equation solver by the Chebyshev rational approximation method (CRAM) have been newly implemented in addition to the existing constant extrapolation/backward extrapolation (CEBE) method using the matrix exponential method (MEM) solver with substeps. In this paper, the quadratic extrapolation/quadratic interpolation (QEQI) method is proposed as a new high-order depletion scheme. In order to examine the effectiveness of the newly-implemented depletion modules in McCARD, four problems in the VERA depletion benchmarks are solved by CEBE/MEM, CEBE/CRAM, LEQI/MEM, QEQI/MEM, and QDM for gadolinium isotopes. From the comparisons, it is shown that the QEQI/MEM predicts ${k_{inf}}^{\prime}s$ most accurately among the test cases. In addition, statistical uncertainty propagation analyses for a VERA pin cell problem are conducted by the sensitivity and uncertainty and the stochastic sampling methods.

LQ 제어와 근의 이동범위를 이용한 조단 블록을 갖는 중근을 두 실근으로 이동시키는 극배치 방법 (Pole Placement Method to Move a Equal Poles with Jordan Block to Two Real Poles Using LQ Control and Pole's Moving-Range)

  • 박민호
    • 한국산학기술학회논문지
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    • 제19권2호
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    • pp.608-616
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    • 2018
  • 일반적으로 비선형 시스템은 1차와 2차 시스템의 곱의 형태로 선형화되며, 시스템의 근은 1차 시스템의 근과 2차 시스템의 중근, 서로 다른 두 실근, 복소근으로 구성된다. 그리고 LQ(Linear Quadratic) 제어는 성능지수함수를 최소화하는 제어법칙을 설계하는 방법으로 시스템의 안정성을 보장하는 장점과 가중행렬 조정으로 시스템의 근의 위치를 조정하는 극배치 기능이 있다. 가중행렬에 의해 LQ 제어는 시스템의 근의 위치를 임의로 이동시킬 수 있지만 시행착오 방법으로 가중행렬을 설정하는 어려움이 있다. 이것은 해밀토니안(Hamiltonian) 시스템의 특성방정식을 이용하여 해결 할 수 있다. 또한 제어가중행렬이 상수의 대칭행렬이면 제어법칙을 반복적으로 적용하여 시스템의 여러 근을 원하는 폐루프 근으로 이동시킬 수 있다. 이 논문은 해밀토니안 시스템의 특성방정식을 이용하여 조단 블록을 갖는 시스템의 중근을 두 실근으로 이동시키는 상태가중행렬과 제어법칙을 계산하는 방법을 제시한다. 삼각함수로 표현된 상태가중행렬로 해밀토니안 시스템의 특성방정식을 구한다. 그리고 이동된 두 실근이 특성방정식의 근이라는 조건에서 중근과 상태가중행렬의 관계식(${\rho},\;{\theta}$)을 유도한다. 상태가중행렬이 양의 반한정행렬이 될 조건에서 중근의 이동범위를 구한다. 그리하여 이동범위에서 선택한 두 실근을 관계식에 대입하여 상태가중행렬과 제어법칙을 계산한다. 제안한 방법을 간단한 3차 시스템의 예제에 적용해본다.

유한요소기법을 이용한 비보존력이 작용하는 보-기둥 구조의 다양한 제변수 변화에 따른 동적 안정성 해석 (Dynamic Stability Analysis of Nonconservative Systems for Variable Parameters using FE Method)

  • 이준석;민병철;김문영
    • 한국전산구조공학회논문집
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    • 제17권4호
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    • pp.351-363
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    • 2004
  • 비보존력을 받는 보-부재의 질량행렬, 탄성강도행릴, circulatory비보존력의 방향변화로 인한 load correction강도행력, 그리고 Winkler 및 Pasternak지반강도행렬을 고려한 운동방정식을 유도하고 divergence 및 flutter에 의한 안정성 해석을 수행한다. 또한 내적 및 외적 감쇠계수를 운동방정식에 포함시킴으로써 감쇠효과를 고려하고, 2차 고유치문제의 해법(quadratic eigen problem solution)을 적용하여 flutter에 미치는 영향을 조사한 후, Beck's column, Leipholz's column 및 Hauger's column에 대하여 비보존력의 방향파라미터 ${\alpha}$에 대한 임계하중의 영향, 내적 및 외적 감쇠계수 및 Winkler 및 Pasternak지반에 의한 임계하중의 영향을 각각 조사한다.