• 전기의세계
• /
• 제49권9호
• /
• pp.9-16
• /
• 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
• /
• 제1권1호
• /
• pp.41-59
• /
• 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.

• 대한전자공학회논문지
• /
• 제25권6호
• /
• pp.614-628
• /
• 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.

• 제어로봇시스템학회논문지
• /
• 제21권3호
• /
• pp.199-209
• /
• 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
• /
• 제어로봇시스템학회 2004년도 ICCAS
• /
• pp.444-447
• /
• 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.

• 재무관리연구
• /
• 제24권2호
• /
• pp.183-206
• /
• 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.

• 제어로봇시스템학회논문지
• /
• 제11권9호
• /
• pp.755-760
• /
• 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.

• 무역학회지
• /
• 제47권5호
• /
• pp.21-37
• /
• 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.

• 한국태양에너지학회 논문집
• /
• 제40권5호
• /
• pp.13-22
• /
• 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.

• 대한교통학회지
• /
• 제20권4호
• /
• pp.135-150
• /
• 2002

기 제안된 수리적 동적통행배정모형은 전체 시뮬레이션 기간동안 시간종속적 교통수요와 교통망의 교통상황이 이미 안정되어 있고 장래에도 예측가능 하다는 가정을 전제로 개발되었다. 이러한 가정은 실제 시시각각으로 변화하는 교통수요와 교통상황의 예측 불가능함 고려할 때 비현실적이라고 할 수 있다. 한편, Rolling Horizon Implementation(RHI)은 기종점간의 수요행렬(trip matrix)과 교통상황(traffic condition)이 단기간의 예측시간동안 현재의 예측정보를 기반으로 신뢰성 있게 모니터링 될 수 있고, 그 시점에서 보다 미래로 연장된 시간으로는 불확실성(uncertainty)의 증가를 고려한다는 가정을 전제로 제안되었다. 따라서, RHI개념과 부합되는 수리적 동적통행배정모형은 시뮬레이션 출발시점에 수요와 교통상황에 대한 확정적 정보가 이미 획득되어 있고, 그 기간이후의 정보에 대해서는 시간이 흐름에 따른 정보의 유용성을 근거로 각 운전자 그룹이 인지 (Perceived)하는 가로망의 통행비용(travel cost)을 최소화되도록 차량을 배정하는 것으로, 실시간적으로 인지된 교통수요와 교통망에 대한 정보를 통행배정초기에 입력변수로 사용하여 실시간 교통정보모형으로서 운영가능 하다는 장점을 제공한다. 본 연구는 수리적 동적통행배정모형이 RHI개념과 부합되어 교통상황과 수요변화를 실시간적으로 반영하여 운영되도록 모형의 기능을 확장하는 데 있다. 이를 위해, 다계층 이용자(multiple user classes) 동적통행배정모형을 변동등식(variational equality)이론에 근거한 모형식을 기반으로, 실시간 통행배정에서 발생하는 종점에 도착하지 못한 차량(unfinished trips)과 이들의 재배정(rerouting strategy) 문제를 인식하고, 이 차량들을 링크상의 교통량 전파조건(flow propagation constraint)을 토대로 다음 통행배정 시간대의 실시간 수요로서 반영할 수 있는 방안을 제시한다.