• Title/Summary/Keyword: Riccati equation

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Stabilization of Co Semigroups in infinite dimensional systems by a compact linear feedback via the steady state Riccati equation

  • Park, Dong-Jo
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10a
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    • pp.729-733
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    • 1987
  • Stability of Co Semigroups perturbed via the steady state Riccati equation (SSRE) is studied. We consider an infinite dimensional system : .chi. over dot = A.chi. + Bu, in, (A), domain of A, where A is the infinitesimal generator of a Co semigroup [T(t), t.geq.0] in H. If the original Co semigroup [T(t), t.geq.0] has a lower bound : vertical bar T(t).chi. vertical bar .geq. k vertical bar .chi. vertical bar, for all .chi. in H. t.geq. 0 and k>0, then the perturbed Co semigroup via the SSRE, where the feedback operator B is compact, cannot be exponentially stable. Physical interpretation of this result is as follows : in real applications, a finite number of actuators are available, therefore the operator B is compact. When the original system is inherently unstable, that is, has an infinite number of unstable modes, the perturbed system via the SSRE cannot be stable with a uniform decay rate.

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A Design for Reduced-Order Observer Based Optimal Regulator in the Discrete System (이산형 시스템에서의 최소차수의 관측자를 이용한 최적 레귤레이터의 개발)

  • 김한실
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.36S no.3
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    • pp.47-56
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    • 1999
  • 제한된 출력 즉 오차 측정된 출력 값만을 사용하여 원하는 목표치에 도달하도록 하는 제어 문제를 푸는데 많은 연구가 진행되어 왔다. 종종 그러한 제어기를 설계할 때 해를 구하기 어려운 Non Linear Two Point Boundary Value Problem에 직면하게 된다. 특히 Reduced order 추정자 알고리즘은 백색 잡음에 의하여 영향을 받은 선형 시스템의 측정된 상태 뿐 만 아니라 보조 상태를 추정하기 위하여 개발되었다. 추정자를 설계할 때 상태는 무편향성이고 추정자의 편차는 추정자 및 추정상태와 공통되는 상태에 대한 모든 출력의 subspace에 수직이 된다. 특히 reduced order에서의 필터 성능은 full order에서의 필터 성능에 대해 suboptimal 이지만 상응한 Riccati equation을 푸는데 계산시간이 줄고 memory사용이 적은 이점이 있다. 본 논문에서는 Kronecker algebra와 선택행렬을 이용하여 Non Linear Two Point Boundary Value Problem을 Linear Two Point Boundary Value Problem으로 변환시켜 부수적으로 수반되는 대수적인 Riccati equation을 유도함으로써 문제를 쉽게 해결하는데 있다.

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

  • Cho, Do-Hyeoun;Lee, Sang-Hun;Lee, Jong-Yong
    • 전자공학회논문지 IE
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    • v.44 no.4
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    • pp.26-29
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    • 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 matrix Riccati equation.

INDEFINITE STOCHASTIC LQ CONTROL WITH CROSS TERM VIA SEMIDEFINITE PROGRAMMING

  • Luo, Chengxin;Feng, Enmin
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.85-97
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    • 2003
  • An indefinite stochastic linear-quadratic(LQ) optimal control problem with cross term over an infinite time horizon is studied, allowing the weighting matrices to be indefinite. A systematic approach to the problem based on semidefinite programming (SDP) and .elated duality analysis is developed. Several implication relations among the SDP complementary duality, the existence of the solution to the generalized Riccati equation and the optimality of LQ problem are discussed. Based on these relations, a numerical procedure that provides a thorough treatment of the LQ problem via primal-dual SDP is given: it identifies a stabilizing optimal feedback control or determines the problem has no optimal solution. An example is provided to illustrate the results obtained.

Exponential Stability of th PDAF with a Modified Riccati Equation a Cluttered Environment

  • Kim, Young-Shik;Hong, Keum-Shik
    • Transactions on Control, Automation and Systems Engineering
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    • v.2 no.4
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    • pp.235-243
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    • 2000
  • The probabilistic data association filter(PDAF) is known to provide better tracking performance than the standard Kalman filter(KF) in a cluttered environment. In this paper, the stability of the PDAF of Fortmann et al[7], in the presence of uncertainties with regard to the origin of measurement, is investigated. The modified Riccati equation derived by approximating two random terms with their expectations is used to prove the stability of the PDAF. A new Lyapunov function based approach, which is different from the quantitative evaluation of Li and Bar-Shalom[7], is pursued. With the assumption that the system and observation noises are bounded, specific tracking error bounds are established.

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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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SDRE Based Near Optimal Controller Design of Permanent Magnet Synchronous Generator for Variable-Speed Wind Turbine System (가변속 풍력 발전용 영구자석형 동기발전기의 SDRE 기반 준최적 비선형 제어기 설계)

  • Park, Hyung-Moo;Choi, Han Ho
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.1
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    • pp.28-33
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    • 2015
  • In this paper, we propose a near optimal controller design method for permanent magnet synchronous generators (PMSGs) of MW-class direct-driven wind turbine systems based on SDRE (State Dependent Riccati Equation) approach. Using the solution matrix of an SDRE, we parameterize the optimal controller gain. We present a simple algorithm to compute the near optimal controller gain. The proposed optimal controller can enable PMSGs to precisely track the reference speed determined by the MPPT algorithm. Finally, numerical simulation results are given to verify the effectiveness of the proposed optimal controller.

Controller Design of the Nonlinear Stochastic System using Block Pulse Function (블럭펄스 함수를 이용한 확률시스템의 제어기 설계)

  • Lim, Yun-Sic;Lee, Jae-Chun;Lee, Myung-Kyu;Ahn, Doo-Soo
    • Proceedings of the KIEE Conference
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    • 1997.07b
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    • pp.584-586
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    • 1997
  • The orthogonal polynomials have been widely employed to solve control problems, but the LQG(linear quadratic gaussian) problem remains unsolved. In this paper, we obtained the solutions of Riccati equation and covariance matrix Riccati equation by two point boundary problem and matrix fraction method using BPF(Block Pulse Function), respectively. This solutions are solved the problem of the LQG controller design.

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A Frozen Time Receding Horizon Control for a Linear Discrete Time-Varying System (선형 이산 시변시스템을 위한 고정시간 이동구간 제어)

  • Oh, Myung-Hwan;Oh, Jun-Ho
    • Journal of Institute of Control, Robotics and Systems
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    • v.16 no.2
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    • pp.140-144
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    • 2010
  • In the case of a linear time-varying system, it is difficult to apply the conventional stability conditions of RHC (Receding Horizon Control) to real physical systems because of computational complexity comes from time-varying system and backward Riccati equation. Therefore, in this study, a frozen time RHC for a linear discrete time-varying system is proposed. Since the proposed control law is obtained by time-invariant Riccati equation solved by forward iterations at each control time, its stability can be ensured by matrix inequality condition and the stability condition based on horizon for a time-invariant system, and they can be applied to real physical systems effectively in comparison with the conventional RHC.

Seismic response control of buildings with force saturation constraints

  • Ubertini, Filippo;Materazzi, A. Luigi
    • Smart Structures and Systems
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    • v.12 no.2
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    • pp.157-179
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    • 2013
  • We present an approach, based on the state dependent Riccati equation, for designing non-collocated seismic response control strategies for buildings accounting for physical constraints, with particular attention to force saturation. We consider both cases of active control using general actuators and semi-active control using magnetorheological dampers. The formulation includes multi control devices, acceleration feedback and time delay compensation. In the active case, the proposed approach is a generalization of the classic linear quadratic regulator, while, in the semi-active case, it represents a novel generalization of the well-established modified clipped optimal approach. As discussed in the paper, the main advantage of the proposed approach with respect to existing strategies is that it allows to naturally handle a broad class of non-linearities as well as different types of control constraints, not limited to force saturation but also including, for instance, displacement limitations. Numerical results on a typical building benchmark problem demonstrate that these additional features are achieved with essentially the same control effectiveness of existing saturation control strategies.