• Title/Summary/Keyword: uncertain linear equation

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Design of Suboptimal Robust Kalman Filter via Linear Matrix Inequality (선형 행렬 부등식을 이용한 준최적 강인 칼만 필터의 설계)

  • Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.5
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    • pp.560-570
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    • 1999
  • This paper formulates the suboptimal robust Kalman filtering problem into two coupled Linear Matrix Inequality (LMI) problems by applying Lyapunov theory to the augmented system which is composed of the state equation in the uncertain linear system and the estimation error dynamics. This formulations not only provide the sufficient conditions for the existence of the desired filter, but also construct the suboptimal robust Kalman filter. The proposed filter can guarantee the optimized upper bound of the estimation error variance for uncertain systems with parametric uncertainties in both the state and measurement matrices. In addition, this paper shows how the problem of finding the minimizing solution subject to Quadratic Matrix Inequality (QMI), which cannot be easily transformed into LMI using the usual Schur complement formula, can be successfully modified into a generic LMI problem.

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Ellipsoidal bounds for static response of framed structures against interactive uncertainties

  • Kanno, Yoshihiro;Takewaki, Izuru
    • Interaction and multiscale mechanics
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    • v.1 no.1
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    • pp.103-121
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    • 2008
  • This paper presents an optimization-based method for computing a minimal bounding ellipsoid that contains the set of static responses of an uncertain braced frame. Based on a non-stochastic modeling of uncertainty, we assume that the parameters both of brace stiffnesses and external forces are uncertain but bounded. A brace member represents the sum of the stiffness of the actual brace and the contributions of some non-structural elements, and hence we assume that the axial stiffness of each brace is uncertain. By using the $\mathcal{S}$-lemma, we formulate a semidefinite programming (SDP) problem which provides an outer approximation of the minimal bounding ellipsoid. The minimum bounding ellipsoids are computed for a braced frame under several uncertain circumstances.

Modeling radon diffusion equation in soil pore matrix by using uncertainty based orthogonal polynomials in Galerkin's method

  • Rao, T.D.;Chakraverty, S.
    • Coupled systems mechanics
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    • v.6 no.4
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    • pp.487-499
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    • 2017
  • This paper investigates the approximate solution bounds of radon diffusion equation in soil pore matrix coupled with uncertainty. These problems have been modeled by few researchers by considering the parameters as crisp, which may not give the correct essence of the uncertainty. Here, the interval uncertainties are handled by parametric form and solution of the relevant uncertain diffusion equation is found by using Galerkin's Method. The shape functions are taken as the linear combination of orthogonal polynomials which are generated based on the parametric form of the interval uncertainty. Uncertain bounds are computed and results are compared in special cases viz. with the crisp solution.

A Nonlinear Transformation Approach to Adaptive Output Feedback Control of Uncertain Nonlinear Systems

  • Ahn, Choon-Ki;Kim, Beom-Soo;Lim, Myo-Taeg
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.48.1-48
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    • 2001
  • In this paper, we present a global adaptive output feedback control scheme for a class of uncertain nonlinear systems to which adaptive observer backstepping method may not be applicable directly. The allowed output feedback structure includes quadratic and multiplicative dependency of unmeasured states. Our novel design technique employs a change of coordinates and adaptive backstepping. With these proposed tools, we can remove linear and quadratic dependence on the unmeasured states in the state equation. Also, the multiplication of the two unmeasured states can be eliminated ...

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A Poof of Utkin's Theorem for a SI Uncertain Linear Case (Utkin 정리의 단일입력 불확실 선형 시스템에 대한 증명)

  • Lee, Jung-Hoon
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.48 no.6
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    • pp.8-14
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    • 2011
  • In this note, a proof of Utkin's theorem is presented for SI(Single input) uncertain linear systems. The invariance theorem with respect to the two transformation methods so called the two diagonalization methods is proved clearly and comparatively for SI uncertain linear systems. With respect to the sliding surface transformation, the equation of the sliding mode i.e., the sliding surface is invariant. The control inputs by the two transformation methods both have the same gains. By means of the two transformation methods, the same results can be obtained. Through an illustrative example and simulation study, the usefulness of the main results is verified.

Asymmetric Robustness Bounds of Eigenvalue Distribution for Uncertain Linear Systems (불확실한 선형시스템 고유값 배치의 비대칭 강인한계)

  • 이재천
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.7
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    • pp.794-799
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    • 1999
  • This study deals with robustness bounds estimation for uncertain linear systems with structured perturbations where the eigenvalues of the perturbed systems are guaranteed to stay in a prescribed region. Based upon the Lyapunov approach, new theorems to estimate allowable perturbation parameter bounds are derived. The theorems are referred to as the zero-order or first-order asymmetric robustness measure depending on the order of the P matrix in the sense of Taylor series expansion of perturbed Lyapunov equation. It is proven that Gao's theorem for the estimation of stability robustness bounds is a special case of proposed zero-order asymmetric robustness measure for eigenvalue assignment. Robustness bounds of perturbed parameters measured by the proposed techniques are asymmetric around the origin and less conservative than those of conventional methods. Numerical examples are given to illustrate proposed methods.

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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
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    • v.3 no.1
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    • pp.17-22
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    • 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.

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Robust Stability of Large-Scale Uncertain Linear Systems with Time-Varying Delays (시변 시간지연을 갖는 대규모 불확정성 선형 시스템의 강인 안정성)

  • Kim, Jae-Sung;Cho, Hyun-Chul;Lee, Hee-Song;Kim, Jin-Hoon
    • Proceedings of the KIEE Conference
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    • 1998.11b
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    • pp.463-465
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    • 1998
  • In this paper, we consider the problem of robust stability of large-scale uncertain linear systems with time-varying delays. The considered uncertainties are both unstructured uncertainty which is only known its norm bound and structured uncertainty which is known its structure. Based on Lyapunov stability theorem and $H_{\infty}$ theory. we present uncertainty upper bound that guarantee the robust stability of systems. Especially, robustness bound are obtained directly without solving the Lyapunov equation. Finally, we show the usefulness of our results by numerical example.

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Design of Incoming Ballistic Missile Tracking Systems Using Extended Robust Kalman Filter (확장 강인 칼만 필터를 이용한 접근 탄도 미사일 추적 시스템 설계)

  • 이현석;나원상;진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.188-188
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    • 2000
  • The most important problem in target tracking can be said to be modeling the tracking system correctly. Although the simple linear dynamic equation for this model has used until now, the satisfactory performance could not be obtained owing to uncertainties of the real systems in the case of designing the filters baged on the dynamic equations. In this paper, we propose the extended robust Kalman filter (ERKF) which can be applied to the real target tracking system with the parameter uncertainties. A nonlinear dynamic equation with parameter uncertainties is used to express the uncertain system model mathematically, and a measurement equation is represented by a nonlinear equation to show data from the radar in a Cartesian coordinate frame. To solve the robust nonlinear filtering problem, we derive the extended robust Kalman filter equation using the Krein space approach and sum quadratic constraint. We show the proposed filter has better performance than the existing extended Kalman filter (EKF) via 3-dimensional target tracking example.

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Nonlinear control for robot manipulator (로보트 매니퓰레이터에 대한 비선형 제어)

  • 이종용;이승원;이상효
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10a
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    • pp.263-268
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    • 1990
  • This paper deals with the manipulator with actuator described by equation D over bar(q) $q^{...}$ = u-p over bar (q, $q^{.}$, $q^{..}$) with a control input u. We imploy a simple method of control design which bas two stages. First, a global linearization is performed to yield a decoupled controllable linear system. Then a controller is designed for this linear system. We provide a rigorous analysis Of the effect of uncertain dynamics, which we study using robustness results In time domain based on a Lyapunav equation and the total stability theorem. I)sing this approach we simulate the performance of controller about a robotic manipulator with actuator.tor.r.

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