• Title/Summary/Keyword: Stochastic Optimal Control

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DEELOPMENTS IN ROBUST STOCHASTIC CONTROL;RISK-SENSITIVE AND MINIMAL COST VARIANCE CONTROL

  • Won, Chang-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.107-110
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    • 1996
  • Continuing advances in the formulation and solution of risk-sensitive control problems have reached a point at which this topic is becoming one of the more intriguing modern paradigms of feedback thought. Despite a prevailing atmosphere of close scrutiny of theoretical studies, the risk-sensitive body of knowledge is growing. Moreover, from the point of view of applications, the detailed properties of risk-sensitive design are only now beginning to be worked out. Accordingly, the time seems to be right for a survey of the historical underpinnings of the subject. This paper addresses the beginnings and the evolution, over the first quarter-century or so, and points out the close relationship of the topic with the notion of optimal cost cumulates, in particular the cost variance. It is to be expected that, in due course, some duality will appear between these notions and those in estimation and filtering. The purpose of this document is to help to lay a framework for that eventuality.

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Identification of Noise Covariance by using Innovation Correlation Test (이노베이션 상관관계 테스트를 이용한 잡음인식)

  • Park, Seong-Wook
    • Proceedings of the KIEE Conference
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    • 1992.07a
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    • pp.305-307
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    • 1992
  • This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

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Searching a global optimum by stochastic perturbation in error back-propagation algorithm (오류 역전파 학습에서 확률적 가중치 교란에 의한 전역적 최적해의 탐색)

  • 김삼근;민창우;김명원
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.35C no.3
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    • pp.79-89
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    • 1998
  • The Error Back-Propagation(EBP) algorithm is widely applied to train a multi-layer perceptron, which is a neural network model frequently used to solve complex problems such as pattern recognition, adaptive control, and global optimization. However, the EBP is basically a gradient descent method, which may get stuck in a local minimum, leading to failure in finding the globally optimal solution. Moreover, a multi-layer perceptron suffers from locking a systematic determination of the network structure appropriate for a given problem. It is usually the case to determine the number of hidden nodes by trial and error. In this paper, we propose a new algorithm to efficiently train a multi-layer perceptron. OUr algorithm uses stochastic perturbation in the weight space to effectively escape from local minima in multi-layer perceptron learning. Stochastic perturbation probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the EGP learning gets stuck to it. Addition of new hidden nodes also can be viewed asa special case of stochastic perturbation. Using stochastic perturbation we can solve the local minima problem and the network structure design in a unified way. The results of our experiments with several benchmark test problems including theparity problem, the two-spirals problem, andthe credit-screening data show that our algorithm is very efficient.

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A Robust Control Approach for Maneuvering a Flexible Spacecraft

  • Sung, Yoon-Gyeoung;Lee, Jea-Won;Kim, Hunmo
    • Journal of Mechanical Science and Technology
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    • v.15 no.2
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    • pp.143-151
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    • 2001
  • In the paper, a robust control mechanism is presented to maneuver a flexible spacecraft with the deflection reduction during large slewing operation at the same time. For deflection reduction and maneuvering of the flexible spacecraft, a control mechanism is developed with the application of stochastic optimal sliding-mode control, a linear tracking model and input shaping technique. A start-coast-stop maneuver is employed as a slewing strategy. It is shown that the control mechanism with he strategic maneuver results in better performance and is more efficient than rigid-body-like maneuver, by applying to the Spacecraft Control Laboratory Experiment (SCOLE) system in a space environment.

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Localization and a Distributed Local Optimal Solution Algorithm for a Class of Multi-Agent Markov Decision Processes

  • Chang, Hyeong-Soo
    • International Journal of Control, Automation, and Systems
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    • v.1 no.3
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    • pp.358-367
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    • 2003
  • We consider discrete-time factorial Markov Decision Processes (MDPs) in multiple decision-makers environment for infinite horizon average reward criterion with a general joint reward structure but a factorial joint state transition structure. We introduce the "localization" concept that a global MDP is localized for each agent such that each agent needs to consider a local MDP defined only with its own state and action spaces. Based on that, we present a gradient-ascent like iterative distributed algorithm that converges to a local optimal solution of the global MDP. The solution is an autonomous joint policy in that each agent's decision is based on only its local state.cal state.

Recursive Optimal State and Input Observer for Discrete Time-Variant Systems

  • Park, Youngjin;J.L.Stein
    • Transactions on Control, Automation and Systems Engineering
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    • v.1 no.2
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    • pp.113-120
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    • 1999
  • One of the important challenges facing control engineers in developing automated machineryis to be able to monitor the machines using remote sensors. Observrs are often used to reconstruct the machine variables of interest. However, conventional observers are unalbe to observe the machine variables when the machine models, upon which the observers are based, have inputs that cannot be measured. Since this is often the case, the authors previsously developed a steady-state optimal state and input observer for time-invariant systems [1], this paper extends that work to time-variant systems. A recursive observer, similar to a Kalman-Bucy filter, is developed . This optimal observer minimizes the trace of the error variance for discrete , linear , time-variant, stochastic systems with unknown inputs.

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A continuous-time modified gain extended Kalman filter

  • Song, Taek-Lyul
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.269-274
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    • 1986
  • A continuous-time modified gain extended Kalman filter (MGEKF) is developed in an effort to extend the discrete-time results of 1) and 2). Used as an observer, it is globally exponentially convergent. For stochastic system, the stability of the MGEKF is proven under certain conditions. The performance of the MGEKF is compared with that of the EKF for a particular nonlinear system where the fininate dimensional optimal filter exists.

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An optimal and genetic route search algorithm for intelligent route guidance system (지능형 주행 안내 시스템을 위한 유전 알고리즘에 근거한 최적 경로 탐색 알고리즘)

  • Choe, Gyoo-Seok;Woo, Kwang-Bang
    • Journal of Institute of Control, Robotics and Systems
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    • v.3 no.2
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    • pp.156-161
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    • 1997
  • In this thesis, based on Genetic Algorithm, a new route search algorithm is presented to search an optimal route between the origin and the destination in intelligent route guidance systems in order to minimize the route traveling time. The proposed algorithm is effectively employed to complex road networks which have diverse turn constrains, time-delay constraints due to cross signals, and stochastic traffic volume. The algorithm is also shown to significantly promote search efficiency by changing the population size of path individuals that exist in each generation through the concept of age and lifetime to each path individual. A virtual road-traffic network with various turn constraints and traffic volume is simulated, where the suggested algorithm promptly produces not only an optimal route to minimize the route cost but also the estimated travel time for any pair of the origin and the destination, while effectively avoiding turn constraints and traffic jam.

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A novel multi-feature model predictive control framework for seismically excited high-rise buildings

  • Katebi, Javad;Rad, Afshin Bahrami;Zand, Javad Palizvan
    • Structural Engineering and Mechanics
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    • v.83 no.4
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    • pp.537-549
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    • 2022
  • In this paper, a novel multi-feature model predictive control (MPC) framework with real-time and adaptive performances is proposed for intelligent structural control in which some drawbacks of the algorithm including, complex control rule and non-optimality, are alleviated. Hence, Linear Programming (LP) is utilized to simplify the resulted control rule. Afterward, the Whale Optimization Algorithm (WOA) is applied to the optimal and adaptive tuning of the LP weights independently at each time step. The stochastic control rule is also achieved using Kalman Filter (KF) to handle noisy measurements. The Extreme Learning Machine (ELM) is then adopted to develop a data-driven and real-time control algorithm. The efficiency of the developed algorithm is then demonstrated by numerical simulation of a twenty-story high-rise benchmark building subjected to earthquake excitations. The competency of the proposed method is proven from the aspects of optimality, stochasticity, and adaptivity compared to the KF-based MPC (KMPC) and constrained MPC (CMPC) algorithms in vibration suppression of building structures. The average value for performance indices in the near-field and far-field (El earthquakes demonstrates a reduction up to 38.3% and 32.5% compared with KMPC and CMPC, respectively.

On the Comparison of Particle Swarm Optimization Algorithm Performance using Beta Probability Distribution (베타 확률분포를 이용한 입자 떼 최적화 알고리즘의 성능 비교)

  • Lee, ByungSeok;Lee, Joon Hwa;Heo, Moon-Beom
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.8
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    • pp.854-867
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    • 2014
  • This paper deals with the performance comparison of a PSO algorithm inspired in the process of simulating the behavior pattern of the organisms. The PSO algorithm finds the optimal solution (fitness value) of the objective function based on a stochastic process. Generally, the stochastic process, a random function, is used with the expression related to the velocity included in the PSO algorithm. In this case, the random function of the normal distribution (Gaussian) or uniform distribution are mainly used as the random function in a PSO algorithm. However, in this paper, because the probability distribution which is various with 2 shape parameters can be expressed, the performance comparison of a PSO algorithm using the beta probability distribution function, that is a random function which has a high degree of freedom, is introduced. For performance comparison, 3 functions (Rastrigin, Rosenbrock, Schwefel) were selected among the benchmark Set. And the convergence property was compared and analyzed using PSO-FIW to find the optimal solution.