• Title/Summary/Keyword: Discrete and Finite Time Horizon

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Receding Horizon Finite Memory Controls for Output Feedback Controls of Discrete-Time State Space Models

  • Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.1896-1900
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    • 2003
  • In this paper, a new type of output feedback control, called a receding horizon finite memory control (RHFMC), is proposed for stochastic discrete-time state space systems. Constraints such as linearity and finite memory structure with respect to an input and an output, and unbiasedness from the optimal state feedback control are required in advance. The proposed RHFMC is chosen to minimize an optimal criterion with these constraints. The RHFMC is obtained in an explicit closed form using the output and input information on the recent time interval. It is shown that the RHFMC consists of a receding horizon control and an FIR filter. The stability of the RHFMC is investigated for stochastic systems.

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Robust FIR filter for Linear Discrete-time System

  • Quan, Zhong-Hua;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2548-2551
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    • 2005
  • In this paper, a robust receding horizon finite impulse response(FIR) filter is proposed for a class of linear discrete time systems with uncertainty satisfying an integral quadratic constraint. The robust state estimation problem involves constructing the set of all possible states at the current time consistent with given system input, output measurements and the integral quadratic constraint.

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Some Properties on Receding Horizon $H_{\infty}$ Control for Nonlinear Discrete-time Systems

  • Ahn, Choon-Ki;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.460-465
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    • 2004
  • In this paper, we present some properties on receding horizon $H_{\infty}$ control for nonlinear discrete-time systems. First, we propose the nonlinear inequality condition on the terminal cost for nonlinear discrete-time systems. Under this condition, noninceasing monotonicity of the saddle point value of the finite horizon dynamic game is shown to be guaranteed. We show that the derived condition on the terminal cost ensures the closed-loop internal stability. The proposed receding horizon $H_{\infty}$ control guarantees the infinite horizon $H_{\infty}$ norm bound of the closed-loop systems. Also, using this cost monotonicity condition, we can guarantee the asymptotic infinite horizon optimality of the receding horizon value function. With the additional condition, the global result and the input-to-state stable property of the receding horizon value function are also given. Finally, we derive the stability margin for the saddle point value based receding horizon controller. The proposed result has a larger stability region than the existing inverse optimality based results.

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Location of the Distribution Centers in a Discrete Dynamic Distribution System (이산형 동적 물류시스템에서 물류센터의 위치)

  • Chang, Suk-Hwa
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.31 no.2
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    • pp.19-27
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    • 2008
  • This paper addresses determining the location of the distribution centers in a discrete dynamic distribution system. In discrete and finite time horizon, the demands of retailers are dynamic for the periods. Some locations among the retailers can be chosen for the role of the distribution centers at the beginning of each period. The distribution centers have to be located at the location of minimizing logistics cost. Logistics cost factors are the operation cost and the fixed cost of distribution center, and the transportation cost. The distribution centers of minimizing sum of operation cost, fixed cost and transportation cost are determined among retailers in each period for the planning period. A mathematical model was formulated and a dynamic programming based algorithm was developed. A numerical example was shown to explain our problem.

Finite-Horizon Online Transmission Scheduling on an Energy Harvesting Communication Link with a Discrete Set of Rates

  • Bacinoglu, Baran Tan;Uysal-Biyikoglu, Elif
    • Journal of Communications and Networks
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    • v.16 no.3
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    • pp.293-300
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    • 2014
  • As energy harvesting communication systems emerge, there is a need for transmission schemes that dynamically adapt to the energy harvesting process. In this paper, after exhibiting a finite-horizon online throughput-maximizing scheduling problem formulation and the structure of its optimal solution within a dynamic programming formulation, a low complexity online scheduling policy is proposed. The policy exploits the existence of thresholds for choosing rate and power levels as a function of stored energy, harvest state and time until the end of the horizon. The policy, which is based on computing an expected threshold, performs close to optimal on a wide range of example energy harvest patterns. Moreover, it achieves higher throughput values for a given delay, than throughput-optimal online policies developed based on infinite-horizon formulations in recent literature. The solution is extended to include ergodic time-varying (fading) channels, and a corresponding low complexity policy is proposed and evaluated for this case as well.

Receding horizon tracking controller and its stability properties

  • Kwon, Wook-Hyun;Byun, Dae-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10a
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    • pp.801-806
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    • 1987
  • The receding horizon tracking control for the discrete time invariant systems is presented in this paper. This control law is derived with the receding horizon concept from the standard tracking problems. Stability properties of this control law are analyzed. It is shown that there exists a finite horizon index for which the closed loop systems are always asymptotically stable. The receding horizon tracking control is a kind of predictive control and will add a new clan to many existing predictive controls, with which some comparisons are made.

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A Model of Dynamic Transportation Planning of the Distribution System Using Genetic Algorithm (유전 알고리듬을 이용한 물류시스템의 동적 수송계획 모형)

  • Chang Suk-Hwa
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.27 no.2
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    • pp.102-113
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    • 2004
  • This paper addresses the transportation planning that is based on genetic algorithm for determining transportation time and transportation amount of minimizing cost of distribution system. The vehicle routing of minimizing the transportation distance of vehicle is determined. A distribution system is consisted of a distribution center and many retailers. The model is assumed that the time horizon is discrete and finite, and the demand of retailers is dynamic and deterministic. Products are transported from distribution center to retailers according to transportation planning. Cost factors are the transportation cost and the inventory cost, which transportation cost is proportional to transportation distance of vehicle when products are transported from distribution center to retailers, and inventory cost is proportional to inventory amounts of retailers. Transportation time to retailers is represented as a genetic string. The encoding of the solutions into binary strings is presented, as well as the genetic operators used by the algorithm. A mathematical model is developed. Genetic algorithm procedure is suggested, and a illustrative example is shown to explain the procedure.

An Optimal FIR Filter for Discrete Time-varying State Space Models (이산 시변 상태공간 모델을 위한 최적 유한 임펄스 응답 필터)

  • Kwon, Bo-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.12
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    • pp.1183-1187
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    • 2011
  • In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

AN ORDER LEVEL INVENTORY MODEL FOR PERISHABLE SEASONAL PRODUCTS WITH DEMAND FLUCTUATION

  • Panda, S.;Basu, M.
    • Journal of applied mathematics & informatics
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    • v.26 no.3_4
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    • pp.615-625
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    • 2008
  • A single item order level inventory model for perishable products is considered in which a constant fraction of on hand inventory spoils per unit time. Demand linearly depends on time. The fluctuation of demand is taken into account to determine minimum total cost of the system. Both discrete and continuous fluctuations are considered. The model is developed and solved analytically for infinite time horizon. A numerical example is presented for finite time horizon. Sensitivity analysis of the model is carried out.

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Receding horizon controller deign for fuzzy systems with input constraints

  • Jeong, Seung-Cheol;Choi, Doo-Jin;Park, Poo-Gyeon
    • 제어로봇시스템학회:학술대회논문집
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    • 2002.10a
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    • pp.83.4-83
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    • 2002
  • $\bullet$ We present a state-feedback RHC for discrete-time TS fuzzy systems with input constriants. $\bullet$ The controller employ the current and one-step past information on the fuzzy weighting functions. $\bullet$ It is obtained from the finite horizon optimization problem with the invariant ellipsoid constraint $\bullet$ Under parameterized LMI conditions on the terminal weighting matrix $\bullet$ The closed-loop system stability is guaranteed. $\bullet$ The parameterized linear matrix inequalities are relaxed to a finite number of solvable LMIs.

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