• Title/Summary/Keyword: Receding horizon

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A Study on a Multi-period Inventory Model with Quantity Discounts Based on the Previous Order (주문량 증가에 따른 할인 정책이 있는 다기간 재고 모형의 해법 연구)

  • Lim, Sung-Mook
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.4
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    • pp.53-62
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    • 2009
  • Lee[15] examined quantity discount contracts between a manufacturer and a retailer in a stochastic, two-period inventory model where quantity discounts are provided based on the previous order size. During the two periods, the retailer faces stochastic (truncated Poisson distributed) demands and he/she places orders to meet the demands. The manufacturer provides for the retailer a price discount for the second period order if its quantity exceeds the first period order quantity. In this paper we extend the above two-period model to a k-period one (where k < 2) and propose a stochastic nonlinear mixed binary integer program for it. In order to make the program tractable, the nonlinear term involving the sum of truncated Poisson cumulative probability function values over a certain range of demand is approximated by an i-interval piecewise linear function. With the value of i selected and fixed, the piecewise linear function is determined using an evolutionary algorithm where its fitness to the original nonlinear term is maximized. The resulting piecewise linear mixed binary integer program is then transformed to a mixed binary integer linear program. With the k-period model developed, we suggest a solution procedure of receding horizon control style to solve n-period (n < k) order decision problems. We implement Lee's two-period model and the proposed k-period model for the use in receding horizon control style to solve n-period order decision problems, and compare between the two models in terms of the pattern of order quantities and the total profits. Our computational study shows that the proposed model is superior to the two-period model with respect to the total profits, and that order quantities from the proposed model have higher fluctuations over periods.

Constrained Robust Model Predictive Control with Enlarged Stabilizable Region

  • Lee, Young-Il
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.1-4
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    • 2004
  • The dual-mode strategy has been adopted in many constrained MPC methods. The size of stabilizable regions of states of MPC methods depends on the size of underlying feasible and positively invariant set and number of control moves. These results, however, could be conservative because the definition of positive invariance does not allow temporal leave of states from the set, In this paper, a concept of periodic invariance is introduced in which states are allowed to leave a set temporarily but return into the set in finite steps. The periodic invariance can defined with respect to sets of different state feedback gains. These facts make it possible for the periodically invariant sets to considerably larger than ordinary invariant sets. The periodic invariance can be defined for systems with polyhedral model uncertainties. We derive a MPC method based on these periodically invariant sets. Some numerical examples are given to show that the use of periodic invariance yields considerably larger stabilizable sets than the case of using ordinary invariance.

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State set estimation based MPC for LPV systems with input constraint

  • Jeong, Seung-Cheol;Kim, Sung-Hyun;Park, Poo-Gyeon
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.530-535
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    • 2004
  • This paper considers a state set estimation (SSE) based model predictive control (MPC) for linear parameter- varying (LPV) systems with input constraint. We estimate, at each time instant, a feasible set of all states which are consistent with system model, measurements and a priori information, rather than the state itself. By combining a state-feedback MPC and an SSE, we design an SSE-based MPC algorithm that stabilizes the closed-loop system. The proposed algorithm is solved by semi-de�nite program involving linear matrix inequalities. A numerical example is included to illustrate the performance of the proposed algorithm.

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Input Constrained Robust Model Predictive Control with Enlarged Stabilizable Region

  • Lee, Young-Il
    • International Journal of Control, Automation, and Systems
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    • v.3 no.3
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    • pp.502-507
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    • 2005
  • The dual-mode strategy has been adopted in many constrained MPC (Model Predictive Control) methods. The size of stabilizable regions of states of MPC methods depends on the size of underlying feasible and positively invariant sets and the number of control moves. The results, however, may perhaps be conservative because the definition of positive invariance does not allow temporal departure of states from the set. In this paper, a concept of periodic invariance is introduced in which states are allowed to leave a set temporarily but return into the set in finite time steps. The periodic invariance can be defined with respect to sets of different state feedback gains. These facts make it possible for the periodically invariant sets to be considerably larger than ordinary invariant sets. The periodic invariance can be defined for systems with polyhedral model uncertainties. We derive a MPC method based on these periodically invariant sets. Some numerical examples are given to show that the use of periodic invariance yields considerably larger stabilizable sets than the case of using ordinary invariance.

Application of adaptive controller using receding-horizon predictive control strategy to the electric furnace (이동구간 예측제어 기법을 이용한 적응 제어기의 전기로 적용)

  • Kim, Jin-Hwan;Huh, Uk-Yeol
    • Journal of Institute of Control, Robotics and Systems
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    • v.2 no.1
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    • pp.60-66
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    • 1996
  • Model Based Predictive Control(MBPC) has been widely used in predictive control since 80's. GPC[1] which is the superset of many MBPC strategies a popular method, but GPC has some weakness, such as insufficient stability analysis, non-applicability to internally unstable systems. However, CRHPC[2] proposed in 1991 overcomes the above limitations. So we chose RHPC based on CRHPC for electric furnace control. An electric furnace which has nonlinear properties and large time delay is difficult to control by linear controller because it needs nearly perfect modelling and optimal gain in case of PID. As a result, those controls are very time-consuming. In this paper, we applied RHPC with equality constraint to electric furnace. The reults of experiments also include the case of RHPC with monotonic weighting improving the transient response and including unmodelled dynamics. So, This paper proved the practical aspect of RHPC for real processes.

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Minimum Variance FIR Smoother for Model-based Signals

  • Kwon, Bo-Kyu;Kwon, Wook-Hyun;Han, Soo-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2516-2520
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    • 2005
  • In this paper, finite impulse response (FIR) smoothers are proposed for discrete-time systems. The proposed FIR smoother is designed under the constraints of linearity, unbiasedness, FIR structure, and independence of the initial state information. It is also obtained by directly minimizing the performance criterion with unbiased constraints. The approach to the MVF smoother proposed in this paper is logical and systematic, while existing results have heuristic assumption, such as infinite covariance of the initial state. Additionally, the proposed MVF smoother is based on the general system model that may have the singular system matrix and has both system and measurement noises. Thorough simulation studies, it is shown that the proposed MVF smoother is more robust against modeling uncertainties numerical errors than fixed-lag Kalman smoother which is infinite impulse response (IIR) type estimator.

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Formation Flight Control of Unmanned Aerial Vehicles Using Model Predictive Control (모델 예측 기법 기반 무인 항공기의 편대 비행 제어 알고리즘)

  • Park, Jae-Mann;Shin, Jong-Ho;Kim, Hyoun-Jin
    • Journal of Institute of Control, Robotics and Systems
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    • v.14 no.12
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    • pp.1212-1217
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    • 2008
  • This paper studies the feasibility of using the nonlinear model predictive control as a formation flight control algorithm for unmanned aerial vehicles. The optimal control inputs for formation flight are calculated through the cost function which incorporates the relative positions of the individual vehicles to maintain a desired formation and also the inequality constraints on inputs and states using the Karush-Kuhn-Tucker conditions. In the nonlinear model predictive control setting, the optimal control inputs are implemented in a receding horizon manner, which is suitable for dealing with dynamic constraints. Numerical simulations are executed for the validation of the proposed scheme.

Digital Receding Time Horizon LQ Optimal Contour Control System (디지털 후퇴 유한시간 구간 LQ 최적 윤곽제어시스템)

  • Sim, Young-Bok;Lee, Gun-Bok
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.15 no.6
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    • pp.105-113
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    • 2006
  • This work is concerned with the development of digital contouring controller for multi-axial servosystems. Digital optimal contouring controller is proposed to coordinate each of the controllers of multiple feed drives and specifically improve the contouring performance. The optimal control formation includes the contour error explicitly in the performance index to be minimized. The contouring control is exercised for straight line and circular contours. Substantial improvement in contouring performance is obtained for a range of contouring conditions. Both steady state and transient error measures have been considered. The simulation study presented has established the potential of the proposed controller to improve contouring performance.

A New Control Algorithm for the Direct Digital Control Loops of Sintering Processes (소결공장의 계산기 제어를 위한 새로운 제어 앨고리)

  • 권욱현;고명삼;이상정;김점근;백기남;김대원
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.36 no.1
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    • pp.43-51
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    • 1987
  • In this paper, a state-space model of the burnthrough point control system of an industrial sintering process is derived. The model is then used in designing a self-tuning controller which consists of the receding horizon control law and a least-squares prediction algorithm with covariance resetting. By applying this controller to POSCO IV sintering process, satisfactory experimental results have been obtained. This paper presents some of these real-time experimental results and analyzes the control performance through productivity, operation indices, quality, sintered material composition, etc. From these experimental results and simulation results, the validity of the model can be observed. Moreover, the properties of the controller, e.g. stability, steady-state error, are shown based on the model.

Streamlined Rotors Mini Rotorcraft : Trajectory Generation and Tracking

  • Beji Lotfi;Abichou Azgal
    • International Journal of Control, Automation, and Systems
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    • v.3 no.1
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    • pp.87-99
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    • 2005
  • We present in this paper the stabilization (tracking) with motion planning of the six independent configurations of a mini unmanned areal vehicle equipped with four streamlined rotors. Naturally, the yaw-dynamic can be stabilized without difficulties and independently of other motions. The remaining dynamics are linearly approximated around a small roll and pitch angles. It will be shown that the system presents a flat output that is likely to be useful in the motion generation problem. The tracking feedback controller is based on receding horizon point to point steering. The resulting controller involves the lift (collective) time derivative for what flatness and feedback linearization are used. Simulation tests are performed to progress in a region with approximatively ten-meter-buildings.