• 제목/요약/키워드: Stochastic systems

검색결과 766건 처리시간 0.031초

확률적 불확실성을 갖는 선형 연속 시간 시스템의 고유구조 지정제어 (Eigenstructure Assignment Control for Linear Continuous-Time Systems with Probabilistic Uncertainties)

  • 서영봉;최재원
    • 제어로봇시스템학회논문지
    • /
    • 제10권2호
    • /
    • pp.145-152
    • /
    • 2004
  • In this paper, an S(stochastic)-eigenvalue and its corresponding S-eigenvector concept for linear continuous-time systems with probabilistic uncertainties are proposed. The proposed concept is concerned with the perturbation of eigenvalues due to the stochastic variable parameters in the dynamic model of a plant. An S-eigenstructure assignment scheme via the Sylvester equation approach based on the S-eigenvalue/-eigenvector concept is also proposed. The proposed control design scheme based on the proposed concept is applied to a longitudinal dynamics of an open-loop-unstable aircraft with possible uncertainties in aerodynamic and thrust effects as well as separate dynamic pressure effects. These results explicitly characterize how S-eigenvalues in the complex plane may impose stability on the system.

마코프 입력 지연 시스템의 확률적 안정화 (Stochastic Stabilization of TS Fuzzy System with Markovian Input Delay)

  • Lee, Ho-Jae;Park, Jin-Bae;Lee, Sang-Youn;Joo, Young-Hoon
    • 한국지능시스템학회:학술대회논문집
    • /
    • 한국퍼지및지능시스템학회 2001년도 추계학술대회 학술발표 논문집
    • /
    • pp.153-156
    • /
    • 2001
  • This paper discusses a stochastic stabilization of Takagi-Sugeno (75) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delay of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time 75 fuzzy system with the Markovian input delay is discretized for easy handling delay, accordingly, the discretized 75 fuzzy system is represented by a discrete-time 75 fuzzy system with jumping parameters. The stochastic stabilizibility of the jump 75 fuzzy system is derived and formulated in terms of linear matrix inequalities (LMls).

  • PDF

스토캐스틱 시간지연 시스템을 위한 동적 출력궤환 제어기 설계 (Dynamic Output-Feedback Controller Design for Stochastic Time-Delay Systems)

  • 최현철;정진우;심형보;서진헌
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2008년도 학술대회 논문집 정보 및 제어부문
    • /
    • pp.462-463
    • /
    • 2008
  • This paper proposes a method for dynamic output-feedback controller design for stochastic time-delay systems. Based on recent results on time-delay systems control, a tractable and delay-dependent design condition is proposed, which provides a dynamic output-feedback controller to render the closed-loop stochastic time-delay systems to be asymptotically stable in the mean-square sense. The feasibility problem of the proposed condition is recast into a cone complementarity problem. An algorithm adopting cone complementarity linearization is presented to solve the resulting problem.

  • PDF

Stochastic Optimal Control and Network Co-Design for Networked Control Systems

  • Ji, Kun;Kim, Won-Jong
    • International Journal of Control, Automation, and Systems
    • /
    • 제5권5호
    • /
    • pp.515-525
    • /
    • 2007
  • In this paper, we develop a co-design methodology of stochastic optimal controllers and network parameters that optimizes the overall quality of control (QoC) in networked control systems (NCSs). A new dynamic model for NCSs is provided. The relationship between the system stability and performance and the sampling frequency is investigated, and the analysis of co-design of control and network parameters is presented to determine the working range of the sampling frequency in an NCS. This optimal sampling frequency range is derived based on the system dynamics and the network characteristics such as data rate, time-delay upper bound, data-packet size, and device processing time. With the optimal sampling frequency, stochastic optimal controllers are designed to improve the overall QoC in an NCS. This co-design methodology is a useful rule of thumb to choose the network and control parameters for NCS implementation. The feasibility and effectiveness of this co-design methodology is verified experimentally by our NCS test bed, a ball magnetic-levitation (maglev) system.

A CHARACTERIZATION OF GIBBS MEASURES ON /$R \times W_{0,0})^{Z^{\nu}}$ VIA STOCHASTIC CALCULUS

  • Lim, Hye-Young;Park, Yong-Moon;Yoo, Hyun-Jae
    • 대한수학회논문집
    • /
    • 제9권3호
    • /
    • pp.711-730
    • /
    • 1994
  • We consider Gibbs measures on $(R \times W_{0,0})^{Z^\nu}, W_{0,0} = {\omega \in C[0,1] : \omega(0) = \omega(1)}$, which are associated to an interaction between particles in lattice boson systems (quantum unbounded spin systems). In [4], the Gibbs measures were introduced in the study of equilibrium states of interacting lattice boson systems and were characterized by means of the equilibrium conditions. In this paper we utilize the techniques of the stochastic calculus of variations and the infinite dimensional Ito integral to derive stochastic equations which we call the equilibrium equations. We show that under appropriate conditions the equilibrium conditions and the equilibrium equations are equivalent. The lattice boson systems with superstable and regular interactions, which we studied in [4], are typical examples.

  • PDF

다변수 비선형 확률 시스템에 대한 극점배치 제어기 설계 (Pole Placement Controller Design for Multivariable Nonlinear Stochastic Systems)

  • 김종식
    • 한국정밀공학회지
    • /
    • 제6권1호
    • /
    • pp.33-44
    • /
    • 1989
  • A controller disign method is proposed for multivariable nonlinear stochastic systems with hard nonlinearities such as Coulomb friction, backlash and saturation. In order to take the nonlinearities into account statistical linearization techniques are used. And multi- variable pole placement techniques are applied to design controller for the statistically linearized multivariable systems. The basic concept of the controller design method is to solve two coupled equations, characteristic equation and Lyapunov equation, simultaneously and iteratively for statistically linearized multivariable stochastic systems. An aircraft with saturation serves as a design example. The design example illustrates the influence of nonlinear effects. The results of the analysis are compared to Monte Carlo simulation to test their accuracy.

  • PDF

The Construct of the Program Control with Probability is Equaled to 1 for the Some Class of Stochastic Systems

  • Chalykh, Elena
    • Journal of Ubiquitous Convergence Technology
    • /
    • 제2권2호
    • /
    • pp.105-110
    • /
    • 2008
  • The definition of the program control is introduced on the theory of the basis of the first integrals SDE system. That definition allows constructing the program control gives opportunity to stochastic system to remain on the given dynamic variety. The program control is considered in terms of dynamically invariant for stochastic process.

  • PDF

실시간 계산에서 수령속도 개선을 위한 SDS 알고리즘의 개발 (A Development of SDS Algorithm for the Improvement of Convergence Simulation)

  • 이영진;장용훈;이권순
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 1997년도 하계학술대회 논문집 B
    • /
    • pp.699-701
    • /
    • 1997
  • The simulated annealing(SA) algorithm is a stochastic strategy for search of the ground state and a powerful tool for optimization, based on the annealing process used for the crystallization in physical systems. It's main disadvantage is the long convergence time. Therefore, this paper proposes a stochastic algorithm combined with conventional deterministic optimization method to reduce the computation time, which is called SDS(Stochastic-Deterministic-Stochastic) method.

  • PDF

A STOCHASTIC MODEL TO PREDICT RADIO INTERFERENCE CAUSED BY CORONA ON HIGH VOLTAGE TRANSMISSION SYSTEMS

  • 조연옥
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 1985년도 하계학술회의논문집
    • /
    • pp.127-130
    • /
    • 1985
  • A stochastic model to predict radio interference field as caused by corona discharges on high voltage transmission lines has been developed. This model is based on corona discharge distributed randomly in time and space. A stochastic model for the corona current induced by corona discharges on power lines is proposed. On the basis of the proposed corona current model, a rigorous analysis is presented to evaluate the radio interference (RI) field caused by corona discharges on a single conductor using the stochastic method.

  • PDF

ADAPTIVE CONTROL USING NEURAL NETWORK FOR MINIMUM-PHASE STOCHASTIC NONLINEAR SYSTEM

  • Seok, Jinwuk
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
    • /
    • pp.18-18
    • /
    • 2000
  • In this paper, some geometric condition for a stochastic nonlinear system and an adaptive control method for minimum-phase stochastic nonlinear system using neural network are provided. The state feedback linearization is widely used technique for excluding nonlinear terms in nonlinear system. However, in the stochastic environment, even if the minimum phase linear system derived by the feedback linearization is not sufficient to be controlled robustly. the viewpoint of that, it is necessary to make an additional condition for observation of nonlinear stochastic system, called perfect filtering condition. In addition, on the above stochastic nonlinear observation condition, I propose an adaptive control law using neural network. Computer simulation shows that the stochastic nonlinear system satisfying perfect filtering condition is controllable and the proposed neural adaptive controller is more efficient than the conventional adaptive controller

  • PDF