• Title/Summary/Keyword: Riccati differential equation

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A Practical Real-Time LOS Rate Estimator with Time-Varying Measurement Noise Variance (시변 측정잡음 모델을 고려한 실시간 시선각 변화율 추정필터)

  • Na, Won-Sang;Lee, Jin-Ik
    • Proceedings of the KIEE Conference
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    • 2003.07d
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    • pp.2082-2084
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    • 2003
  • A practical real-time LOS rate estimator is proposed to handle the time-varying measurement noise statistics. To calculate the optimal Kalman gain, the algebraic transformation method is taken into account. By using the algebraic transformation, the differential algebraic Riccati equation(DARE) regarding estimation error covariance is replaced by the simple algebraic Riccati equation(ARE). The proposed LOS estimation filter gain is only a function of relative range. Consequently, the proposed method is computationally very efficient and suitable for embedded environment.

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Vibration analysis of rotating beam with variable cross section using Riccati transfer matrix method

  • Feyzollahzadeh, Mahdi;Bamdad, Mahdi
    • Structural Engineering and Mechanics
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    • v.70 no.2
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    • pp.199-207
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    • 2019
  • In this paper, a semi-analytical method will be discussed for free vibration analysis of rotating beams with variable cross sectional area. For this purpose, the rotating beam is discretized through applying the transfer matrix method and assumed the axial force is constant for each element. Then, the transfer matrix is derived based on Euler-Bernoulli's beam differential equation and applying boundary conditions. In the following, the frequencies of the rotating beam with constant and variable cross sections are determined using the transfer matrix method in several case studies. In order to eliminate numerical difficulties in the transfer matrix method, the Riccati transfer matrix is employed for high rotation speed and high modes. The results are compared with the results of the finite elements method and Rayleigh-Ritz method which show good agreement in spite of low computational cost.

Oscillatory Behavior of Linear Neutral Delay Dynamic Equations on Time Scales

  • Saker, Samir H.
    • Kyungpook Mathematical Journal
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    • v.47 no.2
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    • pp.175-190
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    • 2007
  • By employing the Riccati transformation technique some new oscillation criteria for the second-order neutral delay dynamic equation $$(y(t)+r(t)y({\tau}(t)))^{{\Delta}{\Delta}}+p(t)y(\delta(t))=0$$, on a time scale $\mathbb{T}$ are established. Our results as a special case when $\mathbb{T}=\mathbb{R}$ and $\mathbb{T}=\mathbb{N}$ improve some well known oscillation criteria for second order neutral delay differential and difference equations, and when $\mathbb{T}=q^{\mathbb{N}}$, i.e., for second-order $q$-neutral difference equations our results are essentially new and can be applied on different types of time scales. Some examples are considered to illustrate the main results.

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Anaysis and design of inhomogeneous optical filters using tapered transmission line theory (테이퍼 전송선 원리를 이용한 불균일 굴절률 광여파기의 해석 및 설계)

  • 권영재;장호성;임성규;오명환
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.34D no.9
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    • pp.36-42
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    • 1997
  • Optical filters with graded index profiles are designed by applying the fourier transform to a riccati equation which governs the reflection and transmission characteristics of inhomogeneous refractive index distributions. The inhomogeneous refractive index profile of an optical filter with specified target spectrum is obtained through iterations. The spectra response of the inhomogeneous refractive index layers are analyzed by using runge-dutta numerical method to solve the differential euations of the amplitude and the phase of reflection coefficient derived from the riccati equation and the results are in good agreement with the resutls obtained by using matrix method.

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

  • Yilmaz, Suha;Unluturk, Yasin
    • Honam Mathematical Journal
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    • v.44 no.1
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    • pp.121-134
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    • 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.

On the Linear Quadratic Regulator for Descriptor Systems

  • Katayama, Tohru;Minamino, Katsuki
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.219-224
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    • 1992
  • This paper deals with the linear quadratic optimal regulator problem for descriptor systems without performing a preliminary transformation for a descriptor system. We derive a generalized Riccati differential equation (GRDE) based on the two-point boundary value problem for a Hamiltonian equation. We then obtain an optimal feedback control and the optimal cost in terms of the solution of GRE. A simple example is included.

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LQ Regulator of Systems with Multiple Time-Delays by Memoryless Feedback

  • Kubo, Tomohiro
    • 제어로봇시스템학회:학술대회논문집
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    • 1998.10a
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    • pp.373-378
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    • 1998
  • A method to construct a memoryless feedback law for systems with multiple time-delays in the states is proposed. As a plant model, a differential-difference equation with multiple delayed terms is introduced, A stabilizability condition by memoryless feedback is presented. A feedback gain is calculated with a solution of a finite dimensional Riccati equation. It is shown that the resulting closed loop system is asymptotically stable, and moreover, it is a linear quadratic regulator for some cost functional. An alternative stabilizability condition which is easier to check is given.

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

  • FARD OMID S.;KAMYAD ALl V.
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.73-93
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    • 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.

Optimal Vibration Control of Vehicle Engine-Body System using Haar Functions

  • Karimi Hamid Reza
    • International Journal of Control, Automation, and Systems
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    • v.4 no.6
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    • pp.714-724
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    • 2006
  • In this note a method of designing optimal vibration control based on Haar functions to control of bounce and pitch vibrations in engine-body vibration structure is presented. Utilizing properties of Haar functions, a computational method to find optimal vibration control for the engine-body system is developed. It is shown that the optimal state trajectories and optimal vibration control are calculated approximately by solving only algebraic equations instead of solving the Riccati differential equation. Simulation results are included to demonstrate the validity and applicability of the technique.

A robust generalized predictive controls

  • Kwon, Wook-Hyun;Noh, Seonbong
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.203-207
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    • 1992
  • In this paper, a new GPC(Generalized Predictive Control) algorithm which is robust to disturbances isproposed. This controller minimizes the LQ cost function when the disturbance maximizes this cost function. The solution is obtained from the min-max problem which can be solved by differential game theory and has the non-recursive form which does not use the Riccati equation. Its another solution for state space models is investigated.

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