• 대한기계학회논문집A
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• 제23권11호
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• pp.2007-2013
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• 1999

A Newly proposed control methodology applied to the aeroelastic system experiencing flutter is investigated and its performance is verified experimentally. The flexible cantilever beam slicked with piezofilm sensor and piezoceramic actuator is modelled in physical domain. Dynamic moment equation for the system is derived via Ito's stochastic differential equation and F-P-K equation. Also system's characteristics in stochastic domain is analyzed simultaneously. LQG controller is designed and used in physical and stochastic domain. It is shown experimentally that the vibration of beam is controlled effectively by designed LQG controller in physical domain. By comparing the result with that of LQG controller designed in stochastic domain, it is shown that the new control method, called Heo-stochastic control technique, has better performance as a controller.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2007년도 춘계학술대회A
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• pp.921-926
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• 2007

A dynamic system under random disturbance is considered in the study. In order to control the system efficiently, proper reduction of system dimension is indispensible in design stage. The reduction method using component cost analysis in conjunction with stochastic analysis is proposed for the control of a system. System response is obtained in terms of dynamic moment equation via Fokker-Plank-Kolmogorov(F-P-K) equation. The dynamic moment response of the system under random disturbance are reduced by using of deterministic version of component cost analysis. The reduced system via proposed "stochastic component cost analysis" is successfully implemented for dynamic response and shows remarkable control performance effectively utilizing "stochastic controller" in physical time domain.

• Journal of applied mathematics & informatics
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• 제31권3_4호
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• pp.513-522
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• 2013

This paper mainly deals with the stochastic control system, the existence and uniqueness of solutions and the behavior of solutions are investigated. Firstly, we obtain sufficient conditions which guarantee the existence and uniqueness of solutions to the stochastic control system. And then, boundedness of the solution to the system is achieved under mean-square linear growth condition.

• Journal of applied mathematics & informatics
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• 제18권1_2호
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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.

• 대한전기학회논문지
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• 제38권9호
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• pp.753-760
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• 1989

A method is suggested to design a stochastic observer which can be used as a state estimator for the optimal control of a one link flexible manipulator. This stochastic observer is derived from unifying the two concepts of reduced-state deterministic observer theory and optimal Kalman filtering theory. In estimating state variables for the optimal control, instead of using the two different state estimators for the deterministic system with noise free measurements and stochastic system with noise measurements, only one stochastic observer is designed which is to be used in both systems commonly. Through the simulation, it has been shown that the flexible system with the stochastic observer is similar in characteristics to the flexible system assuming that all states can be measured.

• 대한수학회보
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• 제57권2호
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• pp.311-330
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• 2020

This paper investigates infinite horizon optimal control problems driven by a class of backward stochastic delay differential equations in Hilbert spaces. We first obtain a prior estimate for the solutions of state equations, by which the existence and uniqueness results are proved. Meanwhile, necessary and sufficient conditions for optimal control problems on an infinite horizon are derived by introducing time-advanced stochastic differential equations as adjoint equations. Finally, the theoretical results are applied to a linear-quadratic control problem.

• Smart Structures and Systems
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• 제23권6호
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• pp.641-651
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• 2019

The stochastic stability control of the parameter-excited vibration of an inclined stay cable with multiple modes coupling under random and periodic combined support disturbances is studied by using the direct eigenvalue analysis approach based on the response moment stability, Floquet theorem, Fourier series and matrix eigenvalue analysis. The differential equation with time-varying parameters for the transverse vibration of the inclined cable with control under random and deterministic support disturbances is derived and converted into the randomly and deterministically parameter-excited multi-degree-of-freedom vibration equations. As the stochastic stability of the parameter-excited vibration is mainly determined by the characteristics of perturbation moment, the differential equation with only deterministic parameters for the perturbation second moment is derived based on the $It{\hat{o}}$ stochastic differential rule. The stochastically and deterministically parameter-excited vibration stability is then determined by the deterministic parameter-varying response moment stability. Based on the Floquet theorem, expanding the periodic parameters of the perturbation moment equation and the periodic component of the characteristic perturbation moment expression into the Fourier series yields the eigenvalue equation which determines the perturbation moment behavior. Thus the stochastic stability of the parameter-excited cable vibration under the random and periodic combined support disturbances is determined directly by the matrix eigenvalues. The direct eigenvalue analysis approach is applicable to the stochastic stability of the control cable with multiple modes coupling under various periodic and/or random support disturbances. Numerical results illustrate that the multiple cable modes need to be considered for the stochastic stability of the parameter-excited cable vibration under the random and periodic support disturbances, and the increase of the control damping rather than control stiffness can greatly enhance the stochastic stability of the parameter-excited cable vibration including the frequency width increase of the periodic disturbance and the critical value increase of the random disturbance amplitude.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.95.1-95
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• 2001

This paper is concerned with a novel S-stability (stochastic-stability) concept in linear time-invariant stochastic systems, where a stochastic mode in dynamics depends on both the external disturbance and the inner-parameter variations. This leads to an EAG (eigenstructure assignment gaussian) problem; that is, the problem of associating S-eigenvalues (stochastic-eigenvalues), S-eigenvectors (stochastic-eigenvectors), and their PDFs (probability density functions) with the stochastic information of the systems with the required stochastic specifications. These results explicitly characterize how S-eigenvalues, S-eigenvectors and their PDFs in the complex plane may impose S-stability on stochastic systems.

• Journal of information and communication convergence engineering
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• 제11권1호
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• pp.30-44
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• 2013

Traffic congestion has become a serious problem with the recent exponential increase in the number of vehicles. In urban areas, almost all traffic congestion occurs at intersections. One of the ways to solve this problem is road expansion, but it is difficult to realize in urban areas because of the high cost and long construction period. In such cases, traffic signal control is a reasonable method for reducing traffic jams. In an actual situation, the traffic flow changes randomly and its randomness makes the control of traffic signals difficult. A prediction of traffic jams is, therefore, necessary and effective for reducing traffic jams. In addition, an autonomous distributed (stand-alone) point control of each traffic light individually is better than the wide and/or line control of traffic lights from the perspective of real-time control. This paper describes a stochastic optimum control of crossroads and multi-way traffic signals. First, a stochastic model of traffic flows and traffic jams is constructed by using a Bayesian network. Secondly, the probabilistic distributions of the traffic flows are estimated by using a cellular automaton, and then the probabilistic distributions of traffic jams are predicted. Thirdly, optimum traffic signals of crossroads and multi-way intersection are searched by using a modified particle swarm optimization algorithm to realize real-time traffic control. Finally, simulations are carried out to confirm the effectiveness of the real-time stochastic optimum control of traffic signals.

• 대한전기학회논문지
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• 제31권7호
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• pp.18-24
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• 1982

We derived an optimal control of the Stochastic Bilinear Systems. For that we, firstly, formulated stochastic bilinear system and estimated its state when the system state is not directly observable. Optimal control problem of this system is reviewed on the line of three optimization techniques. An optimal control is derived using Hamilton-Jacobi-Bellman equation via dynamic programming method. It consists of combination of linear and quadratic form in the state. This negative feedback control, also, makes the system stable as far as value function is chosen to be a Lyapunov function. Several other properties of this control are discussed.