• 제목/요약/키워드: stochastic LQR control

검색결과 7건 처리시간 0.019초

INDEFINITE STOCHASTIC OPTIMAL LQR CONTROL WITH CROSS TERM UNDER IQ CONSTRAINTS

  • Luo, Cheng-Xin;Feng, En-Min
    • Journal of applied mathematics & informatics
    • /
    • 제15권1_2호
    • /
    • pp.185-200
    • /
    • 2004
  • A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

Determination of the Weighting Parameters of the LQR System for Nuclear Reactor Power Control Using the Stochastic Searching Methods

  • Lee, Yoon-Joon;Cho, Kyung-Ho
    • Nuclear Engineering and Technology
    • /
    • 제29권1호
    • /
    • pp.68-77
    • /
    • 1997
  • The reactor power control system is described in the fashion of the order increased LQR system. To obtain the optimal state feedback gain vectors, the weighting matrix of the performance function should be determined. Since the contentional method has some limitations, stochastic searching methods are investigated to optimize the LQR weighting matrix using the modified genetic algorithm combined with the simulated annealing, a new optimizing tool named the hybrid MGA-SA is developed to determine the weighting parameters of the LQR system. This optimizing tool provides a more systematic approach in designing the LQR system. Since it can be easily incorporated with any forms of the cost function, it also provides the great flexibility in the optimization problems.

  • PDF

A Simultaneous Perturbation Stochastic Approximation (SPSA)-Based Model Approximation and its Application for Power System Stabilizers

  • Ko, Hee-Sang;Lee, Kwang-Y.;Kim, Ho-Chan
    • International Journal of Control, Automation, and Systems
    • /
    • 제6권4호
    • /
    • pp.506-514
    • /
    • 2008
  • This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

확률적 가진입력을 받는 건축구조물의 최대응답 제한을 위한 선형이차안정기의 최적설계 (Optimal Design of Linear Quadratic Regulator Restrict Maximum Responses of Building Structures Subject to Stochastic Excitation)

  • 박지훈;황재승;민경원
    • 한국지진공학회논문집
    • /
    • 제5권6호
    • /
    • pp.37-46
    • /
    • 2001
  • 본 연구에서는 부분적으로 정상상태 확률과정으로 모델링할 수 있는 가진입력에 대하여 확률적으로 정의된 구조물의 최대응답에 대한 구속조건을 만족시키면서 제어력을 최소화 할 수 있는 최적설계 방법을 제안한다. 최적화 과정에서 안정성의 확보를 위해 제어기를 전상태 피드백 LQR제어기의 형태로 한정하였으며 가중치 행렬을 설계변수로 하고 Riccati 행렬을 매개변수로 하여 목적함수와 구속조건 함수 및 그 기울기를 계산한다. 제안된 방법을 통해 설계된 전상태 피드백 LQR제어기는 목표 응답성능을 만족시킬 수 있었고 이에 필요한 최대 제어력을 확률적으로 정량화하여 제어금기의 제작에 유용한 자료가 될 수 있도록 하였다. 상태변수 추정을 위해 독립적으로 설계된 Kalman 필터와 최적화된 LQR 제어기가 결합된 LQG 제어기 및 그 차수를 축소시킨 제어기는 모두 큰 성능의 저하가 없었으며 따라서 제안된 설계방법을 이용하여 구조물의 최대응답에 관한 구속조건을 만족시키는 출력 피드백 제어기 설계가 충분히 가능함을 확인하였다.

  • PDF

Control of the flexible system under irregular disturbance by using of 『random gain』

  • Cho, Yun-Hyun;Yang, Jae-Hyuk;Kim, Dae-Jung;Park, Sang-Tae;Chung, Jae-Wook;Hoon Heo
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1998년도 제13차 학술회의논문집
    • /
    • pp.435-439
    • /
    • 1998
  • A control strategy for flexible structure under irregular disturbance by using of$\boxDr$random gain$\boxUl$is developed and implemented. System equation is transformed to stochastic domain by F-P-K approach from physical domain. A controller is designed in the stochastic domain, accordingly system is controlled by$\boxDr$random gain$\boxUl$in time domain. In the paper, a new control technique is successfully employed for flexible system under white noise, and the result is verified by Monte-Carlo simulation and compared with the performance via LQR controller.

  • PDF

확률적 가진압력을 받는 건축구조물의 최대응답 제한을 위한 선형이차안정기의 최적설계 (Optimal Design of Linear Quadratic Regulator Restrict Maximum Responses of Building Structures Subject to Stochastic Excitation)

  • 박지훈;황재승;민경원;조소훈
    • 한국지진공학회:학술대회논문집
    • /
    • 한국지진공학회 2001년도 추계 학술발표회 논문집 Proceedings of EESK Conference-Fall 2001
    • /
    • pp.373-380
    • /
    • 2001
  • In this research, a controller design method based on optimization is proposed that can satisfy constraints on maximum responses of building structures subject to ground excitation modeled by partially stationary stochastic process. The class of controllers to be optimized is restricted to LQR. Weighting matrix on controlled outputs is used as design variable. Objective function constraint functions and their gradients are computed parameterizing control gain with Riccati matrix. Full state feedback controllers designed by Proposed optimization method satisfy various design objectives and their necessary maximum control forces are computed fur the production of actuator. Probabilities of maximum responses match statistical data from simulation results well.

  • PDF

Design of LQR controller for active suspension system of Partially Filled Tank Cars

  • Feizi, Mohammad Mahdi;Rezvani, Mohammad Ali
    • Structural Engineering and Mechanics
    • /
    • 제49권3호
    • /
    • pp.329-353
    • /
    • 2014
  • Increasing usage of tank cars and their intrinsic instability due to sloshing of contents have caused growing maintenance costs as well as more frequent hazards and defects like derailment and fatigue of bogies and axels. Therefore, varieties of passive solutions have been represented to improve dynamical parameters. In this task, assuming 22 degrees of freedom, dynamic analysis of partially filled tank car traveling on a curved track is investigated. In order to consider stochastic geometry of track; irregularities have been derived randomly by Mont Carlo method. More over the fluid tank model with 1 degree of freedom is also presented by equivalent mechanical approach in terms of pendulum. An active suspension system for described car is designed by using linear quadratic optimal control theory to decrease destructive effects of fluid sloshing. Eventually, the performance of the active suspension system has been compared with that of the passive one and a study is carried out on how active suspension may affect the dynamical parameters such as displacements and Nadal's derailment index.