• 제목/요약/키워드: Stochastic control

검색결과 475건 처리시간 0.029초

Complexity Control Method of Chaos Dynamics in Recurrent Neural Networks

  • Sakai, Masao;Homma, Noriyasu;Abe, Kenichi
    • Transactions on Control, Automation and Systems Engineering
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    • 제4권2호
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    • pp.124-129
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    • 2002
  • This paper demonstrates that the largest Lyapunov exponent λ of recurrent neural networks can be controlled efficiently by a stochastic gradient method. An essential core of the proposed method is a novel stochastic approximate formulation of the Lyapunov exponent λ as a function of the network parameters such as connection weights and thresholds of neural activation functions. By a gradient method, a direct calculation to minimize a square error (λ - λ$\^$obj/)$^2$, where λ$\^$obj/ is a desired exponent value, needs gradients collection through time which are given by a recursive calculation from past to present values. The collection is computationally expensive and causes unstable control of the exponent for networks with chaotic dynamics because of chaotic instability. The stochastic formulation derived in this paper gives us an approximation of the gradients collection in a fashion without the recursive calculation. This approximation can realize not only a faster calculation of the gradient, but also stable control for chaotic dynamics. Due to the non-recursive calculation. without respect to the time evolutions, the running times of this approximation grow only about as N$^2$ compared to as N$\^$5/T that is of the direct calculation method. It is also shown by simulation studies that the approximation is a robust formulation for the network size and that proposed method can control the chaos dynamics in recurrent neural networks efficiently.

COMPLEX STOCHASTIC WHEELBASE PREVIEW CONTROL AND SIMULATION OF A SEMI-ACTIVE MOTORCYCLE SUSPENSION BASED ON HIERARCHICAL MODELING METHOD

  • Wu, L.;Chen, H.L.
    • International Journal of Automotive Technology
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    • 제7권6호
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    • pp.749-756
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    • 2006
  • This paper presents a complex stochastic wheelbase preview control method of a motorcycle suspension based on hierarchical modeling method. As usual, a vehicle suspension system is controlled as a whole body. In this method, a motorcycle suspension with five Degrees of Freedom(DOF) is dealt with two local independent 2-DOF suspensions according to the hierarchical modeling method. The central dynamic equations that harmonize local relations are deduced. The vertical and pitch accelerations of the suspension center are treated as center control objects, and two local semi-active control forces can be obtained. In example, a real time Linear Quadratic Gaussian(LQG) algorithm is adopted for the front suspension and the combination of the wheelbase preview and LQG control method is designed for the rear suspension. The results of simulation show that the control strategy has less calculating time and is convenient to adopt different control strategies for front and rear suspensions. The method proposed in this paper provides a new way for the vibration control of multi-wheel vehicles.

Power Control with Nearest Neighbor Nodes Distribution for Coexisting Wireless Body Area Network Based on Stochastic Geometry

  • Liu, Ruixia;Wang, Yinglong;Shu, Minglei;Zhao, Huiqi;Chen, Changfang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권11호
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    • pp.5218-5233
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    • 2018
  • The coexisting wireless body area networks (WBAN) is a very challenging issue because of strong inter-networks interference, which seriously affects energy consumption and spectrum utilization ratio. In this paper, we study a power control strategy with nearest neighbor nodes distribution for coexisting WBAN based on stochastic geometry. Using homogeneous Poisson point processes (PPP) model, the relationship between the transmission power and the networks distribution is analytically derived to reduce interference to other devices. The goal of this paper is to increase the transmission success probability and throughput through power control strategy. In addition, we evaluate the area spectral efficiency simultaneously active WBAN in the same channel. Finally, extensive simulations are conducted to evaluate the power control algorithm.

Control of the flexible system under irregular disturbance by using of 『random gain』

  • Cho, Yun-Hyun;Yang, Jae-Hyuk;Kim, Dae-Jung;Park, Sang-Tae;Chung, Jae-Wook;Hoon Heo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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    • pp.435-439
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    • 1998
  • A control strategy for flexible structure under irregular disturbance by using of$\boxDr$random gain$\boxUl$is developed and implemented. System equation is transformed to stochastic domain by F-P-K approach from physical domain. A controller is designed in the stochastic domain, accordingly system is controlled by$\boxDr$random gain$\boxUl$in time domain. In the paper, a new control technique is successfully employed for flexible system under white noise, and the result is verified by Monte-Carlo simulation and compared with the performance via LQR controller.

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데이터 기반 확률론적 최적제어와 근사적 추론 기반 강화 학습 방법론에 관한 고찰 (Investigations on data-driven stochastic optimal control and approximate-inference-based reinforcement learning methods)

  • 박주영;지승현;성기훈;허성만;박경욱
    • 한국지능시스템학회논문지
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    • 제25권4호
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    • pp.319-326
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    • 2015
  • 최근들어, 확률론적 최적제어(stochastic optimal control) 및 강화학습(reinforcement learning) 분야에서는 데이터를 활용하여 준최적 제어 전략을 찾는 문제를 위한 많은 연구 노력이 있어 왔다. 가치함수(value function) 기반 동적 계획법(dynamic programming)으로 최적제어기를 구하는 고전적인 이론은 확률론적 최적 제어 문제를 풀기위해 확고한 이론적 근거 아래 확립된바 있다. 하지만, 이러한 고전적 이론은 매우 간단한 경우에만 성공적으로 적용될 수 있다. 그러므로, 엄밀한 수학적 분석 대신에 상태 전이 및 보상 신호 값 등의 관련 데이터를 활용하여 준최적해를 구하고자 하는 데이터 기반 현대적 접근 방법들은 실용적인 응용분야에서 특히 매력적이다. 본 논문에서는 확률론적 최적제어 전략과 근사적 추론 및 기계학습 기반 데이터 처리 방법을 접목하는 방법론들을 고려한다. 그리고 이러한 고려를 통하여 얻어진 방법론들을 금융공학을 포함한 다양한 응용 분야에 적용하고 그들의 성능을 관찰해보도록 한다.

A New $H_2$ Bound for $H_{\infty}$ Entropy

  • Zhang, Hui;Sun, Youxian
    • International Journal of Control, Automation, and Systems
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    • 제6권4호
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    • pp.620-625
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    • 2008
  • The $H_{\infty}$ entropy in $H_{\infty}$ control theory is discussed based on investigating information transmission in continuous-time linear stochastic systems. It is proved that the stabilizing feedback does not change the time-average information transmission between system input and output, and the $H_{\infty}$ entropies of open- and closed-loop stable transfer functions are bounded by mutual information rate between input and output in the open-loop system. Furthermore, a new $H_2$ upper bound for $H_{\infty}$ entropy is introduced with a numerical example. Thus the $H_{\infty}$ entropy of a stable transfer function is sandwiched between $H_2$ norms of the original system and a static feedback system.

통제변수 기반 Gradient를 이용한 확률적 최적화 기법 (Stochastic Optimization Method Using Gradient Based on Control Variates)

  • 권치명;김성연
    • 한국시뮬레이션학회논문지
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    • 제18권2호
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    • pp.49-55
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    • 2009
  • 본 연구는 확률적 시스템에서 관심 성과함수의 기대치의 최적을 유도하는 서비스 자원의 최적 배분 문제를 조사하였다. 이러한 목적으로 통제변수를 활용하여 성과함수 기대치에 대한 서비스 자원 파라미터의 gradient를 구하는 방법을 제안하고 이를 최적화 기법의 탐색과정에 적용하여 가용 자원의 최적 배분 문제를 분석하였다. 제안된 gradient 추정 방법은 시뮬레이션 실험에서 입력 파라미터의 차원이 증가하더라도 추가로 표본점의 수를 증가시킬 필요가 없이 단일점에서 시뮬레이션 반응 결과만을 활용하고 또한 시뮬레이션의 발전과정에서 성과함수와 입력 파라미터 사이의 논리적인 관계를 기술할 필요가 없어 적용하기에 편리하다고 볼 수 있다. 본 연구의 결과를 다 차원 파라미터 공간으로의 확장하는 문제와 다양한 형태의 시뮬레이션 모형으로 적용 문제는 향후 연구해야 할 과제로 생각된다.

추계 이선형 시스템의 상태추정 (State estimation of stochastic bilinear system)

  • 황춘식
    • 전기의세계
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    • 제30권11호
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    • pp.728-733
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    • 1981
  • Most of real world systems are highly non-linear. But due to difficulties in analyzing and dealing with it, only the linear system theory is well estabilished. Bilinear system where state and control are linear but not linear jointly is introduced. Here shows that optimal state estimation of stochastic bilinear system requirs infinite dimensional filter, thus onesub-optimal estimator for this system is suggested.

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비최소 위상 확률 시스템을 대상으로 한 견실한 적응 IMC 제어기 (Robust adaptive IMC controller for a class of nonminimum phase stochastic systems)

  • 최종호;김호찬
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.139-144
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    • 1993
  • In this paper, a robust reduced order adaptive controller is proposed based on Internal Model Control(IMC) structure for stochastic linear stable systems. The concept of gain margin is utilized to make the adaptive IMC controller robust. We prove the stability of the proposed adaptive IMC system for stable plants under the assumption that upper bounds for system orders are known. Simulation results show that the proposed method has good performance and stability robustness.

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Solvability of Stochastic Discrete Algebraic Riccati Equation

  • Oh, Kyu-Kwon;Okuyama, Yoshifumi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.33.4-33
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    • 2001
  • This paper considers a stochastic discrete algebraic Riccati equation, which is a generalized version of the well-known standard discrete algebraic Riccati equation, and has additional linear terms. Under controllability, observability and the assumption that the additional terms are not too large, the existence of a positive definite solution is guaranteed. It is shown that it arises in optimal control of a linear discrete-time system with multiplicative White noise and quadratic cost. A numerical example is given.

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