• Title/Summary/Keyword: linear quadratic optimization

Search Result 178, Processing Time 0.024 seconds

Design of a Nonlinear Observer for Mechanical Systems with Unknown Inputs (미지 입력을 가진 기계 시스템을 위한 비선형 관측기 설계)

  • Song, Bongsob;Lee, Jimin
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.22 no.6
    • /
    • pp.411-416
    • /
    • 2016
  • This paper presents the design methodology of an unknown input observer for Lipschitz nonlinear systems with unknown inputs in the framework of convex optimization. We use an unknown input observer (UIO) to consider both nonlinearity and disturbance. By deriving a sufficient condition for exponential stability in the linear matrix inequality (LMI) form, existence of a stabilizing observer gain matrix of UIO will be assured by checking whether the quadratic stability margin of the error dynamics is greater than the Lipschitz constant or not. If quadratic stability margin is less than a Lipschitz constant, the coordinate transformation may be used to reduce the Lipschitz constant in the new coordinates. Furthermore, to reduce the maximum singular value of the observer gain matrix elements, an object function to minimize it will be optimally designed by modifying its magnitude so that amplification of sensor measurement noise is minimized via multi-objective optimization algorithm. The performance of UIO is compared to a nonlinear observer (Luenberger-like) with an application to a flexible joint robot system considering a change of load and disturbance. Finally, it is validated via simulations that the estimated angular position and velocity provide true values even in the presence of unknown inputs.

Optimization of Polynomial Neural Networks: An Evolutionary Approach (다항식 뉴럴 네트워크의 최적화: 진화론적 방법)

  • Kim Dong-Won;Park Gwi-Tae
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.52 no.7
    • /
    • pp.424-433
    • /
    • 2003
  • Evolutionary design related to the optimal design of Polynomial Neural Networks (PNNs) structure for model identification of complex and nonlinear system is studied in this paper. The PNN structure is consisted of layers and nodes like conventional neural networks but is not fixed and can be changable according to the system environments. three types of polynomials such as linear, quadratic, and modified quadratic is used in each node that is connected with various kinds of multi-variable inputs. Inputs and order of polynomials in each node are very important element for the performance of model. In most cases these factors are decided by the background information and trial and error of designer. For the high reliability and good performance of the PNN, the factors must be decided according to a logical and systematic way. In the paper evolutionary algorithm is applied to choose the optimal input variables and order. Evolutionary (genetic) algorithm is a random search optimization technique. The evolved PNN with optimally chosen input variables and order is not fixed in advance but becomes fully optimized automatically during the identification process. Gas furnace and pH neutralization processes are used in conventional PNN version are modeled. It shows that the designed PNN architecture with evolutionary structure optimization can produce the model with higher accuracy than previous PNN and other works.

Optimization of Polynomial Neural Networks: An Evolutionary Approach (다항식 뉴럴 네트워크의 최적화 : 진화론적 방법)

  • Kim, Dong Won;Park, Gwi Tae
    • The Transactions of the Korean Institute of Electrical Engineers C
    • /
    • v.52 no.7
    • /
    • pp.424-424
    • /
    • 2003
  • Evolutionary design related to the optimal design of Polynomial Neural Networks (PNNs) structure for model identification of complex and nonlinear system is studied in this paper. The PNN structure is consisted of layers and nodes like conventional neural networks but is not fixed and can be changable according to the system environments. three types of polynomials such as linear, quadratic, and modified quadratic is used in each node that is connected with various kinds of multi-variable inputs. Inputs and order of polynomials in each node are very important element for the performance of model. In most cases these factors are decided by the background information and trial and error of designer. For the high reliability and good performance of the PNN, the factors must be decided according to a logical and systematic way. In the paper evolutionary algorithm is applied to choose the optimal input variables and order. Evolutionary (genetic) algorithm is a random search optimization technique. The evolved PNN with optimally chosen input variables and order is not fixed in advance but becomes fully optimized automatically during the identification process. Gas furnace and pH neutralization processes are used in conventional PNN version are modeled. It shows that the designed PNN architecture with evolutionary structure optimization can produce the model with higher accuracy than previous PNN and other works.

Non-fragile Guaranteed Cost Controller Design for Uncertain Time-delay Systems via Delayed Feedback (지연귀환을 통한 불확실 시간지연 시스템의 비약성 성능보장 제어기 설계)

  • Kwon, Oh-Min;Park, Ju-Hyun
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.57 no.3
    • /
    • pp.458-465
    • /
    • 2008
  • In this paper, we propose a non-fragile guaranteed cost controller design method for uncertain linear systems with constant delyas in state. The norm bounded and time-varying uncertainties are subjected to system and controller design matrices. A quadratic cost function is considered as the performance measure for the system. Based on the Lyapunov method, an LMI(Linear Matrix Inequality) optimization problem is established to design the controller which uses information of delayed state and minimizes the upper bound of the quadratic cost function for all admissible system uncertainties and controller gain variations. Numerical examples show the effectiveness of the proposed method.

Robust Mixed H2/H Filter Design for Uncertain Fuzzy Systems (불확실한 퍼지시스템의 견실한 혼합 H2/H 필터 설계)

  • Yoo, Seog-Hwan;Choi, Byung-Jae
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.14 no.5
    • /
    • pp.557-562
    • /
    • 2004
  • This paper deals with a robust mixed ${H_2}/{H_{\infty}}$ filter design problem for a nonlinear dynamic system modeled as a T-S fuzzy system. Integral quadratic constraints are used to describe various kinds of uncertainties of the plant. A sufficient condition for solvability is given in terms of linear matrix inequality problem which can be efficiently solved using a convex optimization technique. In order to demonstrate the Proposed method, a numerical design example is provided.

A New Unified Method for Anti-windup and Bumpless Transfer (누적방지 무충돌전환을 위한 새로운 통합형 기법)

  • Kim, Tae-Shin;Kwon, Oh-Kyu
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.15 no.7
    • /
    • pp.655-660
    • /
    • 2009
  • In many real applications, the discrepancy problem between controller outputs and plant inputs or the abrupt variation problem of controller outputs can occur. These problems have a negative effect on control performance and stability. It is well-known that two phenomena called 'windup' and 'bump' cause these problems. So far these problems have been studied separately in each side of the anti-windup and the bumpless transfer. This paper proposes a new unified method combines the anti-windup and the bumpless transfer method using the linear quadratic minimization and a proper state space model representation for the anti-windup controller. The proposed method has a feature that it takes account of both the anti-windup and the bumpless transfer in one formula. Finally, we exemplify the performance of the proposed method via numerical examples using the controller switching between the anti-windup PID controller and the anti-windup LQ controller.

A study on stability bounds of time-varying perturbations (시변 섭동의 안정범위에 관한 연구)

  • Kim, Byung-Soo;Han, Hyung-Seok;Lee, Jang-Gyu
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.3 no.1
    • /
    • pp.17-22
    • /
    • 1997
  • The stability robustness problem of linear discrete-time systems with time-varying perturbations is considered. By using Lyapunov direct method, the perturbation bounds for guaranteeing the quadratic stability of the uncertain systems are derived. In the previous results, the perturbation bounds are derived by the quadratic equation stemmed from Lyapunov method. In this paper, the bounds are obtained by a numerical optimization technique. Linear matrix inequalities are proposed to compute the perturbation bounds. It is demonstrated that the suggested bound is less conservative for the uncertain systems with unstructured perturbations and seems to be maximal in many examples. Furthermore, the suggested bound is shown to be maximal for the special classes of structured perturbations.

  • PDF

A TRUST REGION METHOD FOR SOLVING THE DECENTRALIZED STATIC OUTPUT FEEDBACK DESIGN PROBLEM

  • MOSTAFA EL-SAYED M.E.
    • Journal of applied mathematics & informatics
    • /
    • v.18 no.1_2
    • /
    • pp.1-23
    • /
    • 2005
  • The decentralized static output feedback design problem is considered. A constrained trust region method is developed that solves this optimal control problem when a complete set of state variables is not available. The considered problem is interpreted as a non-linear (non-convex) constrained matrix optimization problem. Then, a decentralized constrained trust region method is developed for this problem class exploiting the diagonal structure of the problem and using inexact computations. Finally, numerical results are given for the proposed method.

ONNEGATIVE MINIMUM BIASED ESTIMATION IN VARIANCE COMPONENT MODELS

  • Lee, Jong-Hoo
    • East Asian mathematical journal
    • /
    • v.5 no.1
    • /
    • pp.95-110
    • /
    • 1989
  • In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translaion and have minimum bias (analogously to estimation theory of mean value parameters). Here the minimum is taken over an appropriate cone of positive semidefinite matrices, after having made a reduction by invariance. Among these estimators, which always exist the one of minimum norm is characterized. This characterization is achieved by systems of necessary and sufficient condition, and by a cone restricted pseudoinverse. In models where the decomposing covariance matrices span a commutative quadratic subspace, a representation of the considered estimator is derived that requires merely to solve an ordinary convex quadratic optimization problem. As an example, we present the two way nested classification random model. An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator, for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced two way nested classification model with ramdom effects if considered.

  • PDF

Controller optimization with constraints on probabilistic peak responses

  • Park, Ji-Hun;Min, Kyung-Won;Park, Hong-Gun
    • Structural Engineering and Mechanics
    • /
    • v.17 no.3_4
    • /
    • pp.593-609
    • /
    • 2004
  • Peak response is a more suitable index than mean response in the light of structural safety. In this study, a controller optimization method is proposed to restrict peak responses of building structures subject to earthquake excitations, which are modeled as partially stationary stochastic process. The constraints are given with specified failure probabilities of peak responses. LQR is chosen to assure stability in numerical process of optimization. Optimization problem is formulated with weightings on controlled outputs as design variables and gradients of objective and constraint functions are derived. Full state feedback controllers designed by the proposed method satisfy various design objectives and output feedback controllers using LQG also yield similar results without significant performance deterioration.