• 전기의세계
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• v.49 no.9
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• pp.9-16
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• 2000

A receding horizon $H_{\infty}$ predictive control method is derived by solving a min-max problem in non-recursive forms. The min-max cost index is converted to a quadratic form which for systems with input saturation can be minimized using QP. Through the use of closed-loop prediction the prediction of states the use of closed-loop prediction the prediction of states in the presence of disturbances are made non-conservative and it become possible to get a tighter $H_{\infty}$ norm bound. Stability conditions and $H_{\infty}$ norm bounds on disturbance rejection are obtained in infinite horizon sence. Polyhedral types of feasible sets for sets and disturbances are adopted to deal with the input constraints. The weight selection procedures are given in terms of LMIs and the algorithm is formulated so that it can be solved via QP. This work is a modified version of an earlier work which was based on ellipsoidal type feasible sets[15].

• Advances in robotics research
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• v.1 no.1
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• pp.41-59
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• 2014

This paper deals with the problem of steering a group of mobile robots along a reference path while maintaining a desired geometric formation. To solve this problem, the overall formation is decomposed into numerous geometric patterns composed of pairs of robots, and the state of the geometric patterns is defined. A control algorithm for the problem is proposed based on the Nash equilibrium strategies incorporating receding horizon control (RHC), also known as model predictive control (MPC). Each robot calculates a control input over a finite prediction horizon and transmits this control input to its neighbor. Considering the motion of the other robots in the prediction horizon, each robot calculates the optimal control strategy to achieve its goals: tracking a reference path and maintaining a desired formation. The performance of the proposed algorithm is validated using numerical simulations.

• Journal of the Korean Institute of Telematics and Electronics
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• v.25 no.6
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• pp.614-628
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• 1988

In the original incremental Extended Horizon Control, the control inputs are computed recursively each step in the prediction horizon. But in this paper, we propose another incremental Extended Horizon Self-tuning Control version in which control inputs can be computed directly in any time interval. The effectiveness of this algorithm in a variable time delay or load disturbances environment is demonstrated by computer simulation. The controlled plant is a nonminimum phase system.

• Journal of Institute of Control, Robotics and Systems
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• v.21 no.3
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• pp.199-209
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• 2015

This paper presents a model predictive control (MPC) approach to control the steering angle in an autonomous vehicle. In designing a highly automated driving control algorithm, one of the research issues is to cope with probable risky situations for enhancement of safety. While human drivers maneuver the vehicle, they determine the appropriate steering angle and acceleration based on the predictable trajectories of surrounding vehicles. Likewise, it is required that the automated driving control algorithm should determine the desired steering angle and acceleration with the consideration of not only the current states of surrounding vehicles but also their predictable behaviors. Then, in order to guarantee safety to the possible change of traffic situation surrounding the subject vehicle during a finite time-horizon, we define a safe driving envelope with the consideration of probable risky behaviors among the predicted probable behaviors of surrounding vehicles over a finite prediction horizon. For the control of the vehicle while satisfying the safe driving envelope and system constraints over a finite prediction horizon, a MPC approach is used in this research. At each time step, MPC based controller computes the desired steering angle to keep the subject vehicle in the safe driving envelope over a finite prediction horizon. Simulation and experimental tests show the effectiveness of the proposed algorithm.

• 제어로봇시스템학회:학술대회논문집
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• 2004.08a
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• pp.444-447
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• 2004

A new approach to compute the control moves in Extended Dynamic Matrix Control (EDMC) is presented. In this approach, the number of variables, determined in the inner loop of the control algorithm using iterative methods, is reduced from P , the prediction horizon to M , the control horizon. Since M is usually much smaller than P , this modifies the control algorithm from computational point of view. To justify the modification, the computational requirements are compared to those of the existing EDMC algorithm.

• The Korean Journal of Financial Management
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• v.24 no.2
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• pp.183-206
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• 2007

The price-dividend ratio is one of the most frequently used financial variables to predict long-horizon stock return. However, the persistency of the price-dividend ratio is found to cause the spuriousness of the stock return prediction regression. The stable relationship between the stock price and the dividend, however, seems to weaken after World War II and to experience structural break. In this paper, we identify a structural change in the cointegrating relationship between the log of the stock price and the log of the dividend. Confirming a structural break in 1962, we subdivide the sample and apply the fully modified estimator to correct for the nonstationarity of the regressor. With the subdivided sample, we exercise the nonparametric bootstrap procedure to derive the empirical distribution of the test statistics and fail to find return predictability in each subsample period.

• Journal of Institute of Control, Robotics and Systems
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• v.11 no.9
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• pp.755-760
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• 2005

This paper proposes an improved implementation algorithm for the continuous-time receding horizon control (RHC). The proposed algorithm has a feature that it has better control performance than the existing algorithm. Main idea of the proposed algorithm is that we can approximate the original RHC problem better by assuming the predicted input trajectory on the prediction horizon has a continuous form, which is constructed from linear interpolation of finite number of vectors. This, in turn, leads to improved control performance. We derive a predictor such that it takes linear interpolation into account and proposes the method by which we can express the cost exactly. Through simulation study fur an inverted pendulum, we illustrate that the proposed algorithm has the better control performance than the existing one.

• Korea Trade Review
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• v.47 no.5
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• pp.21-37
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• 2022

Baltic Dry Index (BDI) is difficult to forecast because of the high volatility and complexity. To improve the BDI forecasting ability, this study apply Bayesian variable selection method with a large number of predictors. Our estimation results based on the BDI and all predictors from January 2000 to September 2021 indicate that the out-of-sample prediction ability of the ADL model with the variable selection is superior to that of the AR model in terms of point and density forecasting. We also find that critical predictors for the BDI change over forecasts horizon. The lagged BDI are being selected as an key predictor at all forecasts horizon, but commodity price, the clarksea index, and interest rates have additional information to predict BDI at mid-term horizon. This implies that time variations of predictors should be considered to predict the BDI.

• Journal of the Korean Solar Energy Society
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• v.40 no.5
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• pp.13-22
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• 2020

Day ahead forecast is necessary for the electricity market to stabilize the electricity penetration. Numerical weather prediction is usually employed to produce the solar irradiance as well as electric power forecast for longer than 12 hours forecast horizon. Korea Meteorological Administration operates the UM-LDAPS model to produce the 36 hours forecast of hourly total irradiance 4 times a day. This study interpolates the hourly total irradiance into 15 minute instantaneous irradiance and then compare them with observed solar irradiance at four ground stations at 1 minute resolution. Numerical weather prediction model employed here was produced at 00 UTC or 18 UTC from January to December, 2018. To compare the statistical model for the forecast horizon less than 3 hours, smart persistent model is used as a reference model. Relative root mean square error of 15 minute instantaneous irradiance are averaged over all ground stations as being 18.4% and 19.6% initialized at 18 and 00 UTC, respectively. Numerical weather prediction is better than smart persistent model at 1 hour after simulation began.

• Journal of Korean Society of Transportation
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• v.20 no.4
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• pp.135-150
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• 2002

The basic assumption of analytical Dynamic Traffic Assignment models is that traffic demand and network conditions are known as a priori and unchanging during the whole planning horizon. This assumption may not be realistic in the practical traffic situation because traffic demand and network conditions nay vary from time to time. The rolling horizon implementation recognizes a fact : The Prediction of origin-destination(OD) matrices and network conditions is usually more accurate in a short period of time, while further into the whole horizon there exists a substantial uncertainty. In the rolling horizon implementation, therefore, rather than assuming time-dependent OD matrices and network conditions are known at the beginning of the horizon, it is assumed that the deterministic information of OD and traffic conditions for a short period are possessed, whereas information beyond this short period will not be available until the time rolls forward. This paper introduces rolling horizon implementation to enable a multi-class analytical DTA model to respond operationally to dynamic variations of both traffic demand and network conditions. In the paper, implementation procedure is discussed in detail, and practical solutions for some raised issues of 1) unfinished trips and 2) rerouting strategy of these trips, are proposed. Computational examples and results are presented and analyzed.