• 제목/요약/키워드: Riccati Equations

검색결과 62건 처리시간 0.029초

입력에 시간지연이 있는 시스템에 대한 LQG/LTR 기법 (LQG/LTR methods for systems with input delay)

  • 권욱현;이상정
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
    • /
    • pp.356-361
    • /
    • 1986
  • This paper presents robustness properties of LQ regulators for input-delayed systems. Using frequency-domain representations, the Kalman inequality concerning the return-difference matrix is derived. The stability margins of LQ regulators are investigated using the Kalman inequality when the open-loop system is stable. In order to obtain stability margins a upper bound of the solution of LQ Riccati equations is derived. Finally, the LQG/LTR method to improve the robustness of LQG regulators is obtained and illustrated with an example.

  • PDF

H$\infty$ 제어기 설계법의 선형 특이섭동 시스템에의 적용 (Application of H¡? Controller Design Method to a Linear Singularly Perturbed System)

  • Yoo, Seog-Hwan
    • 대한전기학회논문지
    • /
    • 제43권4호
    • /
    • pp.648-657
    • /
    • 1994
  • This paper presents a solution of the H$\infty$ control problem for a linear singularly perturbed system. A sufficient condition for a linear singularly perturbed system to achieve the prescribed disturbance attenuation level is obtained. Based upon this sufficient condition, an H$\infty$ controller design method which involves the solutions of two generalized algebraic Riccati equations(GRE) is developed.

출력 시가 지연 시스템의 LQG/LTR 방법 (LPG/LTR Method for Output-Delayed System)

  • 이상정;홍석민
    • 대한전기학회논문지
    • /
    • 제43권5호
    • /
    • pp.827-837
    • /
    • 1994
  • This paper presents robustness propertis of the Kalman Fiter and the associated LQG/LTR method for linear time-invariant output-delayed systems. It is shown that, even for minimum phase plants, the LQG/LTR method can not recover the target loop transfer function. Instead, an upper bound on the recovery error is obtained using an upper bound of the solution of the Kalman filter Riccati equations. Finally, some dual properties between output-delayed systems and input-delayed systems are exploited.

  • PDF

A NEW DESCRIPTION OF SPHERICAL IMAGES ASSOCIATED WITH MINIMAL CURVES IN THE COMPLEX SPACE ℂ4

  • Yilmaz, Suha;Unluturk, Yasin
    • 호남수학학술지
    • /
    • 제44권1호
    • /
    • pp.121-134
    • /
    • 2022
  • In this study, we obtain the spherical images of minimal curves in the complex space in ℂ4 which are obtained by translating Cartan frame vector fields to the centre of hypersphere, and present their properties such as becoming isotropic cubic, pseudo helix, and spherical involutes. Also, we examine minimal curves which are characterized by a system of differential equations.

$H_{\infty}$ 최적제어 이론을 이용한 도립진자의 견실한 보상기 설계에 관한 연구 (A Study on the Robust Compensator of An Inverted Pendulum Using $H_{\infty}$ Optimal Control Theory)

  • 김대현;정규홍;이석재;이교일
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
    • /
    • pp.213-218
    • /
    • 1991
  • A new model which contains the dynamics of the motor system and the kinematics of the timing belt system is derived for an inverted pendulum system in FAPA Lab. Generalized standard compensator configuration(SCC) which contains the variable design parameters Kl, K2, .., K5 is proposed so that any desired design specification can be achieved. The robust controller which has robust property against the influence of sensor noise, system parameter variation and model uncertainty is designed minimizing the H$_{\infty}$-norm of transfer function from exogenous input to controlled output. The method of solving the two Riccati equations in state space and determining the controller uses on iteration method where the unique stabilizing solution to two algebraic Riccati equation must be positive definite and the spectral radius of their product less than .gamma.$^{2}$. Some cases are derived by varying the design parameter for simulation on a digital computer and experimenting the H$_{\infty}$- controller on an analog computer. The design parameters of controller which satisfies the desired control specification is selected on the basis of the simulation result and experimenting. The reasonableness and validity of the simulation and the robustness of the controller is established.d.

  • PDF

A NUMERICAL SCHEME TO SOLVE NONLINEAR BSDES WITH LIPSCHITZ AND NON-LIPSCHITZ COEFFICIENTS

  • FARD OMID S.;KAMYAD ALl V.
    • Journal of applied mathematics & informatics
    • /
    • 제18권1_2호
    • /
    • pp.73-93
    • /
    • 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.

THE VARIATIONAL HOMOTOPY PERTURBATION METHOD FOR ANALYTIC TREATMENT FOR LINEAR AND NONLINEAR ORDINARY DIFFERENTIAL EQUATIONS

  • Matinfar, Mashallah;Mahdavi, M.;Raeisi, Z.
    • Journal of applied mathematics & informatics
    • /
    • 제28권3_4호
    • /
    • pp.845-862
    • /
    • 2010
  • In a recent paper, M.A. Noor et al. (Hindawi publishing corporation, Mathematical Problems in Engineering, Volume 2008, Article ID 696734, 11 pages, doi:10.1155/2008/696734) proposed the variational homotopy perturbation method (VHPM) for solving higher dimentional initial boundary value problems. In this paper, we consider the proposed method for analytic treatment of the linear and nonlinear ordinary differential equations, homogeneous or inhomogeneous. The results reveal that the proposed method is very effective and simple and can be applied for other linear and nonlinear problems in mathematical.

Lyapunov 방정식을 이용한 불확실한 선형 시스템의 섭동 유계 해석 (The Interpretation Uncertain Bound for the Uncertain Linear Systems via Lyapunov Equations)

  • 조도현;이상철;최진택;이상훈;이종용
    • 대한전자공학회:학술대회논문집
    • /
    • 대한전자공학회 2007년도 하계종합학술대회 논문집
    • /
    • pp.485-486
    • /
    • 2007
  • In this paper, we use Lyapunov equations and functions to consider the linear systems with perturbed system matrices. And we consider that what choice of Lyapunov function V would allow the largest perturbation and still guarantee that V is negative definite. We find that this is determined by testing for the existence of solutions to a related quadratic equation with matrix coefficients and unknowns the so-called matrix Riccati equation.

  • PDF

Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises

  • Zhang, Huanshui;Lu, Xiao;Zhang, Weihai;Wang, Wei
    • International Journal of Control, Automation, and Systems
    • /
    • 제5권4호
    • /
    • pp.355-363
    • /
    • 2007
  • The paper deals with the Kalman stochastic filtering problem for linear continuous-time systems with both instantaneous and time-delayed measurements. Different from the standard linear system, the system state is corrupted by multiplicative white noise, and the instantaneous measurement and the delayed measurement are also corrupted by multiplicative white noise. A new approach to the problem is presented by using projection formulation and reorganized innovation analysis. More importantly, the proposed approach in the paper can be applied to solve many complicated problems such as stochastic $H_{\infty}$ estimation, $H_{\infty}$ control stochastic system with preview and so on.

LMI에 의한 2관성 공진계의 $H_{\infty}$제어 ($H_{\infty}$ Control of the Two-Mass Resonant System by LMI)

  • 김진수;김승범;신재화;김영석
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 1997년도 하계학술대회 논문집 F
    • /
    • pp.2196-2199
    • /
    • 1997
  • In the industrial motor drive system, a shaft torsional vibration is often generated when a motor and a load are connected with a flexible shaft. This paper treats the vibration suppression control of such a system. In this paper, a control system design method using Linear Matrix Inequality (LMI), which is a tool for control design that replaces or complements Lyapunov-Riccati equations, is provided and a $H_{\infty}$ speed controller for a induction motor by LMI is proposed. In the $H_{\infty}$ speed controller, weights are used to satisfy tracking and disturbance rejection. Experimental results show the validity of the proposed $H_{\infty}$ speed controller by LMI, and this controller is compared with the state feedback controller.

  • PDF