• Title/Summary/Keyword: Optimal value function

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Optimal Control of Nonlinear Systems Using The New Integral Operational Matrix of Block Pulse Functions (새로운 블럭펄스 적분연산행렬을 이용한 비선형계 최적제어)

  • Cho Young-ho;Shim Jae-sun
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.52 no.4
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    • pp.198-204
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    • 2003
  • In this paper, we presented a new algebraic iterative algorithm for the optimal control of the nonlinear systems. The algorithm is based on two steps. The first step transforms nonlinear optimal control problem into a sequence of linear optimal control problem using the quasilinearization method. In the second step, TPBCP(two point boundary condition problem) is solved by algebraic equations instead of differential equations using the new integral operational matrix of BPF(block pulse functions). The proposed algorithm is simple and efficient in computation for the optimal control of nonlinear systems and is less error value than that by the conventional matrix. In computer simulation, the algorithm was verified through the optimal control design of synchronous machine connected to an infinite bus.

A study on the optimal design of automobile suspension system (자동차 懸架裝置의 최적설계에 관한 연구)

  • Kim, Ho-Ryong;Choi, Sub
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.11 no.3
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    • pp.437-443
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    • 1987
  • An optimal design to improve the ride quality was performed with the time and frequency domain analysis based on both of deterministic and random road profiles. The objective function is established to minimize the absorbed power while the constraints are taken so as to satisfy the condition for the stability of vehicle. The result of the optimal design shows that the rms for the acceleration of a driver and his seat is within the critical values for the ride quality from ISO. The optimal values obtained show that the maximum absolute acceleration of the driver and his seat has significantly been reduced and the reference limits on the relative displacement have satisfied their feasibility. As the optimal value according to a specific speed is the results from the optimization process, a global optimum value should be determined to be the one which gives th minimum values of total sum of absorbed power with respect to various speed.

Application of model reduction technique and structural subsection technique on optimal sensor placement of truss structures

  • Lu, Lingling;Wang, Xi;Liao, Lijuan;Wei, Yanpeng;Huang, Chenguang;Liu, Yanchi
    • Smart Structures and Systems
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    • v.15 no.2
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    • pp.355-373
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    • 2015
  • An optimal sensor placement (OSP) method based on structural subsection technique (SST) and model reduction technique was proposed for modal identification of truss structures, which was conducted using genetic algorithm (GA). The constraints of GA variables were determined by SST in advance. Subsequently, according to model reduction technique, the optimal group of master degrees of freedom and the optimal objective function value were obtained using GA in a case of the given number of sensors. Correspondingly, the optimal number of sensors was determined according to optimal objective function values in cases of the different number of sensors. The proposed method was applied on a scaled jacket offshore platform to get its optimal number of sensors and the corresponding optimal sensor layout. Then modal kinetic energy and modal assurance criterion were adopted to evaluate vibration energy and mode independence property. The experiment was also conducted to verify the effectiveness of the selected optimal sensor layout. The results showed that experimental modes agreed reasonably well with numerical results. Moreover the influence of the proposed method using different optimal algorithms and model reduction technique on optimal results was also compared. The results showed that the influence was very little.

The Characterization of Optimal Control Using Delay Differential Operator

  • Shim, Jaedong
    • Journal of the Chungcheong Mathematical Society
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    • v.7 no.1
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    • pp.123-139
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    • 1994
  • In this paper we are concerned with optimal control problems whose costs are quadratic and whose states are governed by linear delay differential equations and general boundary conditions. The basic new idea of this paper is to introduce a new class of linear operators in such a way that the state equation subject to a starting function can be viewed as an inhomogeneous boundary value problem in the new linear operator equation. In this way we avoid the usual semigroup theory treatment to the problem and use only linear operator theory.

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BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET

  • Shin, Dong-Hoon
    • The Pure and Applied Mathematics
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    • v.18 no.2
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    • pp.129-139
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    • 2011
  • We consider an optimal trading rule in this paper. We assume that the underlying asset follows a mean-reverting process and the transaction consists of one buying and one selling. To maximize the profit, we find price levels to buy low and to sell high. Associated HJB equations are used to formulate the value function. A verification theorem is provided for sufficient conditions. We conclude the paper with a numerical example.

Optimal Controller for Near-Space Interceptor with Actuator Saturation

  • Fan, Guo-Long;Liang, Xiao-Geng;Hou, Zhen-Qian;Yang, Jun
    • International Journal of Aeronautical and Space Sciences
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    • v.14 no.3
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    • pp.256-263
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    • 2013
  • The saturation of the actuator impairs the response performance of the near space interceptor control system. A control system based on the properties of linear tracking system is designed for this problem. The properties are that the maximum value of the pseudo-Lyapunov function of the linear tracking control system do not present at the initial state but at the steady state, based on which the bounded stability problem is converted into linear tracking problem. The pseudo-Lyapunov function of the linear tracking system contain the input variables; the amplitude and frequency of the input variables affect the stability of the nonlinear control system. Designate expected closed-loop poles area for different input commands and obtain a controller which is function of input variables. The coupling between variables and linear matrices make the control system design problem non-convex. The non-convex problem is converted into a convex LMI according to the Shur complement lemma and iterative algorithm. Finally the simulation shows that the designed optimal control system is quick and accurate; the rationality of the presented design techniques is validated.

Mechanical Property and Process Variables Optimization of Tube-to-Tube Friction Welding for Steel Pipe with 36 mm External Diameter (외경 36mm 강관의 관대관 마찰용접 특성과 공정 변수 최적화)

  • Kong, Yu-Sik;Park, Young Whan
    • Journal of Power System Engineering
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    • v.18 no.2
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    • pp.50-56
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    • 2014
  • Friction welding is a very useful joining process to weld metals which have axially symmetric cross section. In this paper, for the friction welding with tube-to-tube shape, the feasibility of industry application was determined using analyzing mechanical properties of weld and optimized welding variables was suggested. In order to accomplish this object, rotating speed, friction heating pressure, and friction heating time were selected as the major process variables and the experiment was performed in three levels of each parameter. Weld characteristic was investigated in terms of weld shape and metal loss, and 7mm of metal loss was regarded as the optimal metal loss. By tensile test, tensile strength and yielding strength was measured and fracture was occurred at base metal. In order to optimize the welding condition, fitness function was defined with respect to metal loss and yielding strength and the fitness values for each welding condition could be calculated in experimental range. Consequently, we set the optimal welding condition as the point which had maximum value of fitness function. As the result of this paper the optimal welding variables could be suggested as rotating speed was 1300 rpm, friction heating pressure was 15 MPa, and friction heating time was 10 sec.

A data-adaptive maximum penalized likelihood estimation for the generalized extreme value distribution

  • Lee, Youngsaeng;Shin, Yonggwan;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.493-505
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    • 2017
  • Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

Decision function for optimal smoothing parameter of asymmetrically reweighted penalized least squares (Asymetrically reweighted penalized least squares에서 최적의 평활화 매개변수를 위한 결정함수)

  • Park, Aa-Ron;Park, Jun-Kyu;Ko, Dae-Young;Kim, Sun-Geum;Baek, Sung-June
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.20 no.3
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    • pp.500-506
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    • 2019
  • In this study, we present a decision function of optimal smoothing parameter for baseline correction using Asymmetrically reweighted penalized least squares (arPLS). Baseline correction is very important due to influence on performance of spectral analysis in application of spectroscopy. Baseline is often estimated by parameter selection using visual inspection on analyte spectrum. It is a highly subjective procedure and can be tedious work especially with a large number of data. For these reasons, an objective procedure is necessary to determine optimal parameter value for baseline correction. The proposed function is defined by modeling the median value of possible parameter range as the length and order of the background signal. The median value increases as the length of the signal increases and decreases as the degree of the signal increases. The simulated data produced a total of 112 signals combined for the 7 lengths of the signal, adding analytic signals and linear and quadratic, cubic and 4th order curve baseline respectively. According to the experimental results using simulated data with linear, quadratic, cubic and 4th order curved baseline, and real Raman spectra, we confirmed that the proposed function can be effectively applied to optimal parameter selection for baseline correction using arPLS.

Synthesis of 4 bar linkage using genetic algorithm and overlay method (유전알고리즘과 겹쳐 그리기 법을 이용한 4절 링크 합성)

  • Yoon, Sung-Joon;Kim, Jun-Hwan
    • Proceeding of EDISON Challenge
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    • 2015.03a
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    • pp.476-478
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    • 2015
  • This paper deals with synthesis of 4 bar linkage by using optimum design. To design 4 bar linkage, overlay method is proposed and for optimization, genetic algorithm is applied with objective function. The accuracy of this method will be determined by errors between real value and test value. We will use Chebychev spacing to get 3 precision positions of input angles. The output angles will be determined by the function that the designer wants input and output relations to be. It will be applied to example to show the accuracy of this method. The advantages of using this method are that it is fast to get optimal solution and it is simple to use.

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