• Title/Summary/Keyword: The Riccati equation

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An Algebraic Approach to Optimal Control using STWS (STWS를 이용한 최적제어의 대수적 접근에 관한 연구)

  • 오현철;김윤상;안두수
    • Journal of Institute of Control, Robotics and Systems
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    • v.4 no.5
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    • pp.561-566
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    • 1998
  • This paper presents an algebraic approach to optimal control for time invariant continuous system using STWS(single term Walsh series). In optimal control, it is well known that the design problem with quadratic performance criteria often involves the determination of time-varying feedback gain matrix by solving the matrix nonlinear Riccati equation and of command signal by solving the integral equation, which makes design procedure quite difficult. Therefore, in order to resolve this problem, this paper is introduced to STWS. In this paper, the time-varying feedback gains and command signals are determined by piecewise constant gains which can be easily obtained from algebraic equation using STWS.

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The Analysis of the optimal Control problem for the Singular System with the Generalized State Space Model (일반화된 상태모델로 주어진 싱귤라 시스템의 최적제어문제 해석)

  • Kwae-Hi lee
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.36 no.4
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    • pp.301-304
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    • 1987
  • The Optimal Control Problems for the singular system with the Generalized state space model are considered. It is shown that when the system is singular, the dimension can be reduced by coordinate transformation and the equivalent nonsingular system is got. After we have nonsingular system, the solution for the optimal control problem can be got by Riccati equation.

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Robust stabilization of linear discrete time systems with uncertain dynamics (불확실성이 있는 이산 시간 시스템의 강인 제어기 설계)

  • 이재원;이준화;권욱현
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10a
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    • pp.742-746
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    • 1992
  • This paper proposes a new linear robust state feedback controller for the linear discrete time systems which have uncertainties in the state and input matrices. The uncertainties need not satisfy the matching conditions, but only their bounds are needed to be known. The proposed controller is derived from the linear quadratic game problem, which solution is obtained via the modified algebraic Riccati equation. The controller guarantees the robust performance bound. The bound of the solution and the condition of the uncertainties, which can stabilize the uncertain system are explored.

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Parametric Inverse Scattering for Lossless Dispersive Media with Enhanced Robustness

  • Park, Hyoung-Jin;Lee, Sang-Seol
    • Journal of electromagnetic engineering and science
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    • v.3 no.1
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    • pp.57-61
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    • 2003
  • The effects of high frequency noises on a perturbational inversion technique for a stratified dispersive medium are investigated in this paper. It is shown that the perturbational solution becomes unstable under high frequency noises. The physical origin of this instability is described. In order to enhance the robustness of the perturbational inverse scattering solution, a parametric inversion technique is introduced. The examples for the 2-pole and the 3-pole reflection coefficients are compared and contrasted, and improvement of the robustness of the solutions is shown.

On the Limitation of Telegrapher′s Equations for Analysis of Nonuniform Transmission Lines

  • Kim, Se-Yun
    • Journal of electromagnetic engineering and science
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    • v.4 no.2
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    • pp.68-71
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    • 2004
  • The limitation of telegrapher's equations for analysis of nonuniform transmission lines is investigated here. It is shown theoretically that the input impedance of a nonuniform transmission line cannot be derived uniquely from the Riccati equation only except for the exponential transmission line of a particular frequency-dependent taper. As an example, the input impedance of an angled two-plate transmission line is calculated by solving the telegrapher's equations numerically. The numerical results suffer from larger deviation from its rigorous solution as the plate angle increases.

Modal control algorithm on optimal control of intelligent structure shape

  • Yao, Guo Feng;Chen, Su Huan;Wang, Wei
    • Structural Engineering and Mechanics
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    • v.15 no.4
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    • pp.451-462
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    • 2003
  • In this paper, a new block iterative algorithm is presented by using the special feature of the continuous Riccati equation in the optimal shape control. Because the real-time control require that the CPU time should be as short as possible, an appropriate modal control algorithm is sought. The computing cost is less than the one of the all state feedback control. A numerical example is given to illustrate the algorithm.

Loop transfer recovery design for input-delayed systems (입력 시간지연 시스템의 루우프 전달복구 설계 기법)

  • 박상현;이상정
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.1201-1204
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    • 1996
  • The previous results on LTR methods for time delay systems need the solution of the operator-type Riccati equation. In addition, it can be difficult to make the target loop shape representing the design specification. This paper proposes a new LTR method for input-delayed systems using well-established LTR method for non-delay systems. For doing this, a time delay margin is derived and the time delay of the input-delayed systems is assumed less than equal to the time delay margin. A simple example is presented for illustrations.

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INDEFINITE STOCHASTIC OPTIMAL LQR CONTROL WITH CROSS TERM UNDER IQ CONSTRAINTS

  • Luo, Cheng-Xin;Feng, En-Min
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.185-200
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    • 2004
  • A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

A robust generalized predictive controls

  • Kwon, Wook-Hyun;Noh, Seonbong
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.203-207
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    • 1992
  • In this paper, a new GPC(Generalized Predictive Control) algorithm which is robust to disturbances isproposed. This controller minimizes the LQ cost function when the disturbance maximizes this cost function. The solution is obtained from the min-max problem which can be solved by differential game theory and has the non-recursive form which does not use the Riccati equation. Its another solution for state space models is investigated.

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Design of a Guaranteed Cost Controller for a Class of Systems with Uncertain Parameters (불확정 피라미터를 갖는 시스템에 대한 Guaranteed Cost 제어기의 설계)

  • Lee, Jung Moon;Choi, Keh Kun
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.23 no.5
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    • pp.653-657
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    • 1986
  • This paper describes a method to design a guaranteed cost controller for a system with uncertain parameters. The design procedure consists of defining an arbitrary function which satisfies certain condition and minimizing it over the control input. When the method is applied to a class kof linear systems with uncertain parameters, a Riccati equation with additional terms results. A simple example is presented to illustrate the usefulness of this method.

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