• Proceedings of the KIEE Conference
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• 1979.08a
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• pp.80-82
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• 1979

While the standard linear-quadratic-Gaussian problem has fixed horizons, this paper considers the LQG problem with moving horizons. By the separation principle the solution will be given by the kalman filter with the approaching horizon and the LQ regulator with the receding horizon. Sufficient conditions on weighting matrices are derived under which the filter and regulator are asymptotically stable. It wall be shown that the computation method of the moving-horizon LQG regulators is better than that of the standard LQG regulator. The performance measure between the two optimal controls will be compared. A simulation result is given in order to show the usefulness of the moving-horizon LQG regulator.s

• Journal of the Korea Safety Management & Science
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• v.6 no.1
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• pp.135-146
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• 2004

This paper first addresses a distribution planning method on centrally controlled supply chain. The distribution channels are assumed to be network of arborescence form. For such distribution networks, this study proposes a distribution planning scheme when the demands for retail sites are provided for a given planning horizon. As the planning horizon rolls forward, for a new horizon, forecasted demand distributions of periods in the horizon are updated. An idea of controlling customer service level by the selection of demand to be used in the planning (Demand Used in Planning, DUP) from the forecasted values is also discussed.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.13 no.10
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• pp.4902-4909
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• 2012

In this paper, the TOU tariff's based building indoor temperature control algorithm in cooling systems is proposed using control horizon method. A control horizon switching method and linear programming algorithm is used for optimal control, and both TOU and peak tariffs are included to calculate the energy costs. Simulation results show that the reductions of energy cost and peak power can be obtained using proposed algorithms.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.1896-1900
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• 2003

In this paper, a new type of output feedback control, called a receding horizon finite memory control (RHFMC), is proposed for stochastic discrete-time state space systems. Constraints such as linearity and finite memory structure with respect to an input and an output, and unbiasedness from the optimal state feedback control are required in advance. The proposed RHFMC is chosen to minimize an optimal criterion with these constraints. The RHFMC is obtained in an explicit closed form using the output and input information on the recent time interval. It is shown that the RHFMC consists of a receding horizon control and an FIR filter. The stability of the RHFMC is investigated for stochastic systems.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2004.04a
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• pp.303-306
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• 2004

The objective of this study was to examine the infiltration pattern in a soil developed from granite using tile nonfluorescent and nontoxic food dye, Brilliant Blue FCF (C$_{37}$ $H_{34}$$N_2$Na$_2$$O_{9}$S$_3$) as the dye tracer. A homogeneous matrix flow occurred in the A horizon with weak, medium granular structure and fingering at the interface of finer-textured A horizon and coarser-textured C horizon. Pegmatitic vein originated from the granite and plant root in C horizon induced preferential flow.w.

• Bulletin of the Korean Mathematical Society
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• v.57 no.2
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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.

• 제어로봇시스템학회:학술대회논문집
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• 1990.10b
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• pp.1055-1059
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• 1990

This paper proposed a predictive tracking controller for the continuous-time systems by using the receding horizon concept in the optimal tracking control. This controller is the continuous-time version of the previous RHTC (Receding Horizon Tracking Control) for the discrete-time state space models. The problems in implementing the feedforward part of this controller is discussed and a approximate method of implementing this controller is presented. This approximate method utilizes the information of the command signals on the receding horizon and has simple constant feedback and feedforward gain. To perform the offset free control, the integral action is included in the continuous time RHTC. By simulation it is shown that the proposed method gives better performance than the conventional steady state tracking control.

• Journal of Institute of Control, Robotics and Systems
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• v.20 no.3
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• pp.235-244
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• 2014

This article introduces recent trends in RHC (Receding Horizon Control), also known as MPC (Model Predictive Control), that has been well recognized in industry and academy as a systematic approach for optimal design and constraint management. Constrained and robust RHCs will be briefly reviewed with milestone results. Among the diverse developments and achievements of RHCs, implementation issues will be focused on, together with the latest applications. In particular, this article introduces results on how to solve a finite horizon open-loop optimal control problem in an efficient way, together with code generation for real-time execution and easy implementation. Instead of traditional applications such as refineries and petrochemical plants, this article highlights some selected emerging applications, such as energy management systems and mechatronics, that have resulted from state-of-the-art high performance computing power and advanced numerical schemes.

• Transactions on Control, Automation and Systems Engineering
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• v.2 no.2
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• pp.110-115
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• 2000

A receding horizon FIR filter is suggested for discrete time-varying systems, combining the Kalman filter with the receding horizon strategy. The suggested filter is shown to be an FIR structure that has many good ingerent properties. The suggested filter is represented in an iterative form and also in a standard FIR form. The suggested filter turns out to be a remarkable deadbeat observer that is often robust against system and measurement noises. It is also shown that the suggested filter is an unbiased estimator irrespective of any horizon initial condition. For the amenability to parallel and systolic implementation as well as the numerical stability, a square-root algorithm for the suggested filter is presented. To evaluate performance, the suggested filter is applied to a problem of unknown input estimation and compared with the existing Kalman filter based approach.

• International Journal of Reliability and Applications
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• v.10 no.1
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• pp.33-42
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• 2009

In most of literatures of age replacement policy, the authors consider the case that a new item starts operating at time zero and is to be replaced by new one at time T. It is, however, often to purchase used items because of the limited budget. In this paper, we consider age replacement policy of a used item whose age is $t_0$. The mathematical formulas of the expected cost rate per unit time are derived for both infinite-horizon case and finite-horizon case. For each case, we show that the optimal replacement age exists and is finite and investigate the effect of the age of the used item.