• Title/Summary/Keyword: Riccati equation

Search Result 163, Processing Time 0.025 seconds

Robust $L_2$Optimization for Uncertain Systems

  • Kim, Kyung-Soo;Park, Youngjin
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1995.10a
    • /
    • pp.348-351
    • /
    • 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.

  • PDF

Design of Optimal Controller for the Congestion in ATM Networks (ATM망의 체증을 해결하기 위한 최적 제어기 설계)

  • Jung Woo-Chae;Kim Young-Joong;Lim Myo-Taeg
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.54 no.6
    • /
    • pp.359-365
    • /
    • 2005
  • This paper presents an reduced-order near-optimal controller for the congestion control of Available Bit Rate (ABR) service in Asynchronous Transfer Mode (ATM) networks. We introduce the model, of a class of ABR traffic, that can be controlled using a Explicit Rate feedback for congestion control in ATM networks. Since there are great computational complexities in the class of optimal control problem for the ABR model, the near-optimal controller via reduced-order technique is applied to this model. It is implemented by the help of weakly coupling and singular perturbation theory, and we use bilinear transformation because of its computational convenience. Since the bilinear transformation can convert discrete Riccati equation into continuous Riccati equation, the design problems of optimal congestion control can be reduced. Using weakly coupling and singular perturbation theory, the computation time of Riccati equations can be saved, moreover the real-time congestion control for ATM networks can be possible.

Robust Observer Design for SDINS In-Flight Alignment (스트랩다운 관성항법시스템의 주행 중 정렬을 위한 강인 관측기 구성)

  • Yu, Myeong-Jong;Lee, Jang-Gyu;Park, Chan-Guk;Sim, Deok-Seon
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.7 no.8
    • /
    • pp.703-710
    • /
    • 2001
  • The nonlinear observers are proposed for a nonlinear system. To improve the characteristics such as stability, convergence, and $H^{\infty}$ filter performance criterion, we utilize an $H^{\infty}$ filter Riccati equation or a modified $H^{\infty}$ filter Riccati equation with a freedom parameter. Using the Lyapunov function method, the characteristics of the observers are analyzed. Then the in-flight alignment for a strapdown inertial navigation system(SDINS) is designed using the proposed observer. And the additive quaternion error model is especially used to reduce the uncertainty of the SDINS error model. Simulation results show that the observer with the modified $H^{\infty}$ filter Riccati equation effectively improves the performance of the in-flight alignment.

  • PDF

Robust estimator design for the forward kinematics solution of stewart platform (스튜어트 플랫폼의 견실한 순기구학 추정기 설계)

  • 강지윤;김동환;이교일
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1996.10b
    • /
    • pp.28-31
    • /
    • 1996
  • We propose an estimator design method of Stewart platform, which gives the 6DOF, positions and velcities of Stewart platform from the measured cylinder length. The solution of forward kinematics is not solved yet as a useful realtime application tool because of the complexity of the equation with multiple solutions. Hence we suggest an nonlinear estimator for the forward kinematics solution using Luenberger observer with nonlinear error correction term. But the way of residual gain selection of the estimator is not clear, so we suggest an algebraic Riccati equation for gain matrix using Lyapunov method. This algorithm gives the sufficient condition of the stability of error dynamics and can be extended to general nonlinear system.

  • PDF

OSCILLATION AND NONOSCILLATION THEOREMS FOR NONLINEAR DIFFERENTIAL EQUATIONS OF SECOND ORDER

  • Kim, Rak-Joong;Kim, Dong-Il
    • Journal of the Korean Mathematical Society
    • /
    • v.44 no.6
    • /
    • pp.1453-1467
    • /
    • 2007
  • By means of a Riccati transform some oscillation or nonoscillation criteria are established for nonlinear differential equations of second order $$(E_1)\;[p(t)|x#(t)|^{\alpha}sgn\;x#(t)]#+q(t)|x(\tau(t)|^{\alpha}sgn\;x(\tau(t))=0$$. $$(E_2),\;(E_3)\;and\;(E_4)\;where\;0<{\alpha}$$ and $${\tau}(t){\leq}t,\;{\tau}#(t)>0,\;{\tau}(t){\rightarrow}{\infty}\;as\;t{\rightarrow}{\infty}$$. In this paper we improve some previous results.

OSCILLATION THEOREMS FOR PERTURBED DIFFERENTIAL EQUATIONS OF SECOND ORDER

  • Kim, Rak-Joong
    • Bulletin of the Korean Mathematical Society
    • /
    • v.45 no.2
    • /
    • pp.241-252
    • /
    • 2008
  • By means of a Riccati transform and averaging technique some oscillation criteria are established for perturbed nonlinear differential equations of second order $(P_1)\;(p(t)x'(t))'+q(t)|x({\phi}(t)|^{{\alpha}+1}sgnx({\phi}(t))+g(t,\;x(t))=0$ $(P_2)$ and $(P_3)$ satisfying the condition (H). A comparison theorem and examples are given.

New method for LQG control of singularly perturbed discrete stochastic systems

  • Lim, Myo-Taeg;Kwon, Sung-Ha
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1995.10a
    • /
    • pp.432-435
    • /
    • 1995
  • In this paper a new approach to obtain the solution of the linear-quadratic Gaussian control problem for singularly perturbed discrete-time stochastic systems is proposed. The alogorithm proposed is based on exploring the previous results that the exact solution of the global discrete algebraic Riccati equations is found in terms of the reduced-order pure-slow and pure-fast nonsymmetric continuous-time algebraic Riccati equations and, in addition, the optimal global Kalman filter is decomposed into pure-slow and pure-fast local optimal filters both driven by the system measurements and the system optimal control input. It is shown that the optimal linear-quadratic Gaussian control problem for singularly perturbed linear discrete systems takes the complete decomposition and parallelism between pure-slow and pure-fast filters and controllers.

  • PDF

A Controller Design of Bilinear Systems via Iterative Method (반복법에 의한 쌍선형 시스템의 제어기 설계)

  • 이돈구;김주식;이상혁
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
    • /
    • v.17 no.5
    • /
    • pp.88-93
    • /
    • 2003
  • This paper presents a controller design method of bilinear systems via iterative method. The iterative procedure with auxiliary sequences is defined in the process of constructing coupled linear time varying systems from bilinear systems. To design the feedback controller for bilinear systems with quadratic cost function, an optimization procedure is given by the representation closely related to the Riccati approach. In the simulation results, it is shown that the suggested method accomplishes the improved performance and good convergence.

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

  • Feyzollahzadeh, Mahdi;Bamdad, Mahdi
    • Structural Engineering and Mechanics
    • /
    • v.70 no.2
    • /
    • pp.199-207
    • /
    • 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.