• 제목/요약/키워드: positive definite matrix

검색결과 105건 처리시간 0.027초

Dynamic Optimization Algorithm of Constrained Motion

  • Eun, Hee-Chang;Yang, Keun-Heok;Chung, Heon-Soo
    • Journal of Mechanical Science and Technology
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    • 제16권8호
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    • pp.1072-1078
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    • 2002
  • The constrained motion requires the determination of constraint force acting on unconstrained systems for satisfying given constraints. Most of the methods to decide the force depend on numerical approaches such that the Lagrange multiplier method, and the other methods need vector analysis or complicated intermediate process. In 1992, Udwadia and Kalaba presented the generalized inverse method to describe the constrained motion as well as to calculate the constraint force. The generalized inverse method has the advantages which do not require any linearization process for the control of nonlinear systems and can explicitly describe the motion of holonomically and/or nongolonomically constrained systems. In this paper, an explicit equation to describe the constrained motion is derived by minimizing the performance index, which is a function of constraint force vector, with respect to the constraint force. At this time, it is shown that the positive-definite weighting matrix in the performance index must be the inverse of mass matrix on the basis of the Gauss's principle and the derived differential equation coincides with the generalized inverse method. The effectiveness of this method is illustrated by means of two numerical applications.

Robust Control of Linear Systems Under Structured Nonlinear Time-Varying Perturbations II : Synthesis via Convex Optimazation

  • Bambang, Riyanto-T.;Shimemura, Etsujiro
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.100-104
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    • 1993
  • In Part 1, we derived robust stability conditions for an LTI interconnected to time-varying nonlinear perturbations belonging to several classes of nonlinearities. These conditions were presented in terms of positive definite solutions to LMI. In this paper we address a problem of synthesizing feedback controllers for linear time-invariant systems under structured time-varying uncertainties, combined with a worst-case H$_{2}$ performance. This problem is introduced in [7, 8, 15, 35] in case of time-invariant uncertainties, where the necessary conditions involve highly coupled linear and nonlinear matrix equations. Such coupled equations are in general difficult to solve. A convex optimization approach will be employed in this synthesis problem in order to avoid solving highly coupled nonlinear matrix equations that commonly arises in multiobjective synthesis problem. Using LMI formulation, this convex optimization problem can in turn be cast as generalized eigenvalue minimization problem, where an attractive algorithm based on the method of centers has been recently introduced to find its solution [30, 361. In the present paper we will restrict our discussion to state feedback case with Popov multipliers. A more general case of output feedback and other types of multipliers will be addressed in a future paper.

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A Minimum Degree Ordering Algorithm using the Lower and Upper Bounds of Degrees

  • Park, Chan-Kyoo;Doh, Seungyong;Park, Soondal;Kim, Woo-Je
    • Management Science and Financial Engineering
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    • 제8권1호
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    • pp.1-19
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    • 2002
  • Ordering is used to reduce the amount of fill-ins in the Cholesky factor of a symmetric positive definite matrix. One of the most efficient ordering methods is the minimum degree ordering algorithm(MDO). In this paper, we provide a few techniques that improve the performance of MDO implemented with the clique storage scheme. First, the absorption of nodes in the cliques is developed which reduces the number of cliques and the amount of storage space required for MDO. Second, we present a modified minimum degree ordering algorithm of which the number of degree updates can be reduced by introducing the lower bounds of degrees. Third, using both the lower and upper bounds of degrees, we develop an approximate minimum degree ordering algorithm. Experimental results show that the proposed algorithm is competitive with the minimum degree ordering algorithm that uses quotient graphs from the points of the ordering time and the nonzeros in the Cholesky factor.

Output feedback $H^{\inty}$ Control for Linear Systems with Time-varying Delayed State

  • Jeung, Eun-Tae;Oh, Do-Chang;Kim, Jong-Hae;Park, Hong-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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    • pp.48-51
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    • 1996
  • This note considers the $H^{\infty}$ controller design problem for linear systems with time-varying delays in states. We obtain sufficient conditions for the existence of k-th order $H^{\infty}$ controllers in terms of three linear matrix ineualities(LMIs). These sufficient conditions are dependent on the maximum value of the time derivative of time-varying delay. Furthermore, we briefly explain how to construct such controllers from the positive definite solutions of their LMIs and give an example.e.

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상태와 제어입력에 시간지연을 가지는 선형 시스템의 출력궤환 H^\infty 제어 (Output feedback $H^{\infty}$ contol for linear systems with delayed state and control input)

  • 정은태;권성하;박홍배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.688-691
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    • 1997
  • This paper presents an $H^{\infty}$ controller design method for linear time-invariant systems with delayed state and control. Using the second method of Lyapunov, the stability for delayed systems is discussed. For delayed systems, we derive a sufficient condition of the bounded real lemma(BRL) which is similar to BRL for nondelayed systems. And the sufficient conditions for the existence of an output feedback $H^{\infty}$ controller of any order are given in terms of three linear matrix inequalities(LMls). Futhermore, we briefly explain how to construct such controllers from the positive definite solutions of their LMIs and give a simple example to illustrate the validity of the proposed design procedure.e.

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Robust Two Degree of Freedom $H_\infty$ Control for Uncertain Systems

  • Kang, Young-Jung;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.355-359
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    • 1993
  • This paper deals with the problem of robust TDF(Two Degree of Freedom) H$_{\infty}$ control design for a linear system with parameter uncertainty in the state space model. The uncertain system considered here is with the time-invariant norm-bounded parameter uncertainty in the state matrix. A TDF H$_{\infty}$ control design is presented which robustly stabilizes the plant, guarantees the robust H$_{\infty}$ performance and improves the tracking performance for the closed-loop system in the face of parameter uncertainty. It is shwon that a suitable stabilizing control law can be constructed in terms of a positive definite solution to a certain parameter-dependent algebraic Riccati equation and a good tracking performance can be constructed in terms of suitable feedforward control law.aw.

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A GENERALIZATION OF LOCAL SYMMETRIC AND SKEW-SYMMETRIC SPLITTING ITERATION METHODS FOR GENERALIZED SADDLE POINT PROBLEMS

  • Li, Jian-Lei;Luo, Dang;Zhang, Zhi-Jiang
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1167-1178
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    • 2011
  • In this paper, we further investigate the local Hermitian and skew-Hermitian splitting (LHSS) iteration method and the modified LHSS (MLHSS) iteration method for solving generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. When A is non-symmetric positive definite, the convergence conditions are obtained, which generalize some results of Jiang and Cao [M.-Q. Jiang and Y. Cao, On local Hermitian and Skew-Hermitian splitting iteration methods for generalized saddle point problems, J. Comput. Appl. Math., 2009(231): 973-982] for the generalized saddle point problems to generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. Numerical experiments show the effectiveness of the iterative methods.

최소 제곱 무요소법을 이용한 선형 탄성 변형 해석 (The Least-Squares Meshfree Method for Linear Elasticity)

  • 권기찬;박상훈;윤성기
    • 대한기계학회논문집A
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    • 제26권11호
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    • pp.2312-2321
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    • 2002
  • The first-order least-squares meshfree method for linear elasticity is presented. The conventional and the compatibility-imposed least-squares formulations are studied on the convergence behavior of the solution and the robustness to integration error. Since the least-squares formulation is a type of mixed formulation and induces positive-definite system matrix, by using shape functions of same order for both primal and dual variables, higher rate of convergence is obtained for dual variables than Galerkin formulation. Numerical examples also show that the presented formulations do not exhibit any volumetric locking for the incompressible materials.

A PROXIMAL POINT-TYPE ALGORITHM FOR PSEUDOMONOTONE EQUILIBRIUM PROBLEMS

  • Kim, Jong-Kyu;Anh, Pham Ngoc;Hyun, Ho-Geun
    • 대한수학회보
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    • 제49권4호
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    • pp.749-759
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    • 2012
  • A globally convergent algorithm for solving equilibrium problems is proposed. The algorithm is based on a proximal point algorithm (shortly (PPA)) with a positive definite matrix M which is not necessarily symmetric. The proximal function in existing (PPA) usually is the gradient of a quadratic function, namely, ${\nabla}({\parallel}x{\parallel}^2_M)$. This leads to a proximal point-type algorithm. We first solve pseudomonotone equilibrium problems without Lipschitzian assumption and prove the convergence of algorithms. Next, we couple this technique with the Banach contraction method for multivalued variational inequalities. Finally some computational results are given.

FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

  • Ko, Mi-Hwa
    • 대한수학회논문집
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    • 제21권4호
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    • pp.779-786
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    • 2006
  • Let $\mathbb{X}_t$ be an m-dimensional linear process defined by $\mathbb{X}_t=\sum{_{j=0}^\infty}\;A_j\;\mathbb{Z}_{t-j}$, t = 1, 2, $\ldots$, where $\mathbb{Z}_t$ is a sequence of m-dimensional random vectors with mean 0 : $m\times1$ and positive definite covariance matrix $\Gamma:m{\times}m$ and $\{A_j\}$ is a sequence of coefficient matrices. In this paper we give sufficient conditions so that $\sum{_{t=1}^{[ns]}\mathbb{X}_t$ (properly normalized) converges weakly to Wiener measure if the corresponding result for $\sum{_{t=1}^{[ns]}\mathbb{Z}_t$ is true.