• Title/Summary/Keyword: finite-horizon

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Modified RHKF Filter for Improved DR/GPS Navigation against Uncertain Model Dynamics

  • Cho, Seong-Yun;Lee, Hyung-Keun
    • ETRI Journal
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    • v.34 no.3
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    • pp.379-387
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    • 2012
  • In this paper, an error compensation technique for a dead reckoning (DR) system using a magnetic compass module is proposed. The magnetic compass-based azimuth may include a bias that varies with location due to the surrounding magnetic sources. In this paper, the DR system is integrated with a Global Positioning System (GPS) receiver using a finite impulse response (FIR) filter to reduce errors. This filter can estimate the varying bias more effectively than the conventional Kalman filter, which has an infinite impulse response structure. Moreover, the conventional receding horizon Kalman FIR (RHKF) filter is modified for application in nonlinear systems and to compensate the drawbacks of the RHKF filter. The modified RHKF filter is a novel RHKF filter scheme for nonlinear dynamics. The inverse covariance form of the linearized Kalman filter is combined with a receding horizon FIR strategy. This filter is then combined with an extended Kalman filter to enhance the convergence characteristics of the FIR filter. Also, the receding interval is extended to reduce the computational burden. The performance of the proposed DR/GPS integrated system using the modified RHKF filter is evaluated through simulation.

Improved DMC for the integrating process (적분 공정 제어를 위한 향상된 DMC)

  • 강병삼;한종훈;장근수
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.1120-1123
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    • 1996
  • DMC(Dynamic Matrix Control) algorithm has been successfully used in industries for more than a decade. It can handle constraints and easily extended to MIMO case. The application of DMC, however, is limited to the open loop stable process because it uses the FIR(Finite Impulse Response) or FSR(Finite Step Response) model. Integrating process widely used in chemical process industry, is the representative open loop unstable process. The disturbance rejection of DMC is relatively poor due to the assumption that the current disturbance is equivalent to the future disturbance. We propose the IDMC(Improved Dynamic Matrix Control) for the integrating process, as well as non-integrating process. IDMC has shown better disturbance rejection using multi-step ahead predictor for the disturbance.

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Transient and Stationary Analyses of the Surplus in a Risk Model

  • Cho, Eon Young;Choi, Seung Kyoung;Lee, Eui Yong
    • Communications for Statistical Applications and Methods
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    • v.20 no.6
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    • pp.475-480
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    • 2013
  • The surplus process in a risk model is stochastically analyzed. We obtain the characteristic function of the level of the surplus at a finite time, by establishing and solving an integro-differential equation for the distribution function of the surplus. The characteristic function of the stationary distribution of the surplus is also obtained by assuming that an investment of the surplus is made to other business when the surplus reaches a sufficient level. As a consequence, we obtain the first and second moments of the surplus both at a finite time and in an infinite horizon (in the long-run).

A Digital Phase-locked Loop design based on Minimum Variance Finite Impulse Response Filter with Optimal Horizon Size (최적의 측정값 구간의 길이를 갖는 최소 공분산 유한 임펄스 응답 필터 기반 디지털 위상 고정 루프 설계)

  • You, Sung-Hyun;Pae, Dong-Sung;Choi, Hyun-Duck
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.4
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    • pp.591-598
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    • 2021
  • The digital phase-locked loops(DPLL) is a circuit used for phase synchronization and has been generally used in various fields such as communication and circuit fields. State estimators are used to design digital phase-locked loops, and infinite impulse response state estimators such as the well-known Kalman filter have been used. In general, the performance of the infinite impulse response state estimator-based digital phase-locked loop is excellent, but a sudden performance degradation may occur in unexpected situations such as inaccuracy of initial value, model error, and disturbance. In this paper, we propose a minimum variance finite impulse response filter with optimal horizon for designing a new digital phase-locked loop. A numerical method is introduced to obtain the measured value interval length, which is an important parameter of the proposed finite impulse response filter, and to obtain a gain, the covariance matrix of the error is set as a cost function, and a linear matrix inequality is used to minimize it. In order to verify the superiority and robustness of the proposed digital phase-locked loop, a simulation was performed for comparison and analysis with the existing method in a situation where noise information was inaccurate.

An Optimal Fixed-lag FIR Smoother for Discrete Time-varying State Space Models (이산 시변 상태공간 모델을 위한 최적 고정 시간 지연 FIR 평활기)

  • Kwon, Bo-Kyu;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.1
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    • pp.1-5
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    • 2014
  • In this paper, we propose an optimal fixed-lag FIR (Finite-Impulse-Response) smoother for a class of discrete time-varying state-space signal models. The proposed fixed-lag FIR smoother is linear with respect to inputs and outputs on the recent finite horizon and estimates the delayed state so that the variance of the estimation error is minimized with the unbiased constraint. Since the proposed smoother is derived with system inputs, it can be adapted to feedback control system. Additionally, the proposed smoother can give more general solution than the optimal FIR filter, because it reduced to the optimal FIR filter by setting the fixed-lag size as zero. A numerical example is presented to illustrate the performance of the proposed smoother by comparing with an optimal FIR filter and a conventional fixed-lag Kalman smoother.

Mixed $H_2/H_{\infty}$ Finite Memory Controls for Output Feedback Controls of Discrete-time State-Space Systems

  • Ahn, Choon-Ki;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.529-534
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    • 2005
  • In this paper, a new type of output feedback control, called a $H_2/H_{\infty}$ fnite memory control (FMC), is proposed for deterministic state space systems. Constraints such as linearity, unbiasedness property, and finite memory structure with respect to an input and an output are required in advance to design $H_2/H_{\infty}$ FMC in addition to the performance criteria in both $H_2$ and $H_{\infty}$ sense. It is shown that $H_2$, $H_{\infty}$, and mixed $H_2/H_{\infty}$ FMC design problems can be converted into convex programming problems written in terms of linear matrix inequalities (LMIs) with some linear equality constraints. Through simulation study, it is illustrated that the proposed $H_2/H_{\infty}$ FMC is more robust against uncertainties and faster in convergence than the existing $H_2/H_{\infty}$ output feedback control schemes.

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Cooperative Particle Swarm Optimization-based Model Predictive Control for Multi-Robot Formation (군집 로봇 편대 제어를 위한 협력 입자 군집 최적화 알고리즘 기반 모델 예측 제어 기법)

  • Lee, Seung-Mok;Kim, Hanguen;Myung, Hyun
    • Journal of Institute of Control, Robotics and Systems
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    • v.19 no.5
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    • pp.429-434
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    • 2013
  • This paper proposes a CPSO (Cooperative Particle Swarm Optimization)-based MPC (Model Predictive Control) scheme to deal with formation control problem of multiple nonholonomic mobile robots. In a distributed MPC framework, each robot needs to optimize control input sequence over a finite prediction horizon considering control inputs of the other robots where their cost functions are coupled by the state variables of the neighboring robots. In order to optimize the control input sequence, a CPSO algorithm is adopted and modified to fit into the formation control problem. Experiments are performed on a group of nonholonomic mobile robots to demonstrate the effectiveness of the proposed CPSO-based MPC for multi-robot formation.

Stabilization and trajectory control of the flexible manipulator with time-varying arm length

  • Park, Chang-Yong;Ono, Toshiro;Sung, Yulwan
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.20-23
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    • 1996
  • This paper deals with the flexible manipulator with rotational and translational degrees of freedom, which has an arm of time-varying length with the prismatic joint. The tracking control problem of the flexible manipulator is considered. First we design the controller of the 2-type robust servo system based on the finite horizon optimal control theory for the trajectory planned as a discontinuous velocity. Next, to reduce the tracking error, we use the method of the dynamic programming and of modifying the reference trajectory in time coordinate. The simulation results show that the dynamic modeling is adequate and that the asymptotic stabilization of the flexible manipulator is preserved in spite of nonlinear terms. The PTP control error has been reduced to zero completely, and the trajectory tracking errors are reduced sufficiently by the proposed control method.

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Discrete-Time Robust $H_{\infty}$ Filter Design via Krein Space

  • Lee, T.H.;Jung, S.Y.;Seo, J.E.;Shin, D.H.;Park, J.B.
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.542-547
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    • 2003
  • A new approach to design of a discrete-time robust $H_{\infty}$ filter in finite horizon case is proposed. It is shown that robust $H_{\infty}$ filtering problem can be cast into the minimization problem of an indefinite quadratic form, which can be solved by implementing the Kalman filter defined in Krein space. The proposed filter is readily derived by simply augmenting the state space model and has the robustness property against the parameter uncertainties of a given system.

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Constrained Robust Model Predictive Control with Enlarged Stabilizable Region

  • Lee, Young-Il
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.1-4
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    • 2004
  • The dual-mode strategy has been adopted in many constrained MPC methods. The size of stabilizable regions of states of MPC methods depends on the size of underlying feasible and positively invariant set and number of control moves. These results, however, could be conservative because the definition of positive invariance does not allow temporal leave of states from the set, In this paper, a concept of periodic invariance is introduced in which states are allowed to leave a set temporarily but return into the set in finite steps. The periodic invariance can defined with respect to sets of different state feedback gains. These facts make it possible for the periodically invariant sets to considerably larger than ordinary invariant sets. The periodic invariance can be defined for systems with polyhedral model uncertainties. We derive a MPC method based on these periodically invariant sets. Some numerical examples are given to show that the use of periodic invariance yields considerably larger stabilizable sets than the case of using ordinary invariance.

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