• Title/Summary/Keyword: Riccati Equation

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AN APPROACH TO WALSH FUNCTIONS FOR OPTIMAL CONTROL OF DETERMINISTIC SYSTEMS (확정계의 최적제어를 위한 WALSH함수 접근)

  • Ahn, Doo-Soo;Bae, Jong-Il;Lee, Myung-Kyu;Kim, Jong-Boo;Lee, Seung
    • Proceedings of the KIEE Conference
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    • 1989.07a
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    • pp.116-120
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    • 1989
  • The optimal control problem of linear Lumped Parameter Systems (LPS) and Distributed Parameter Systems (DPS) is studied by employing the technique of Walsh functions (WF). By the using the elegant operational properties of WF, a direct computational algorithm for evaluating the optimal control and trajectory of LPS and DPS is developed. Without the need of solving the traditional matrix Riccati equation, the WF approach in shown very simple in form and convenient for use of a computer. The approximation is in the sense of least squares employing WF as the basis and the results are in the piecewise constant and discrete form.

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Hierarchical Optimal Control of Large Scale System via Single Term Walsh Series (Walsh함수 단일항전개에 의한 대규모 시스템의 계층별 최적제어)

  • Ahn, Doo-Soo;Lee, Han-Seok;Lee, Hae-Ki
    • Proceedings of the KIEE Conference
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    • 1992.07a
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    • pp.276-278
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    • 1992
  • This paper presents a method of hierachical optimal control for time invariant large scale systems via Single Term Walsh Series. It is well known that the optimal control of a large scale system with quadratic performance criteria often involves the determination of time varying feedback gain matrix by solving the matrix Riccati differential equation, which is usually quite difficult. Therefore, in order to solve the problem, this paper is introduced to Single Term Walsh Series. The advantages of proposed method are simple and attractive for the control of large scale system in computation.

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A New Nonlinear Feedback Controller Eventually Converges to SDRE Based Optimal Controller

  • Yim, Sang-Bin;Oh, Jun-Ho
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.172.2-172
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    • 2001
  • We introduce a new stable feedback controller eventually converges to a conventional SDRE(State Dependent Riccati Equation) based optimal (suboptimal) controller. On conventional SDRE, the optimal control input should be obtained by backward integration of the SDRE at each control point. The proposed controller is given by direct forward integration of a proposed SDRE. This fact enables fast computation and easy implementation. On concerning a state dependent system, the proposed controller may be a candidate to the conventional SDRE based optimal controller if the system is slow varying with states. Though the controller is fast and easy to implement it is not able to cope with a fast varying system. We introduce an optimality index, which indicates how far the proposed controller is deviated from the solution of the convectional SDRE. If the index escapes a ...

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Robust H$_{\infty}$ Control Method for Bilinear Systems

  • Kim, Beom-Soo;Lim, Myo-Taeg
    • International Journal of Control, Automation, and Systems
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    • v.1 no.2
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    • pp.171-177
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    • 2003
  • In this paper, we investigate a robust $H_{\infty}$ state feedback control technique for continuous time bilinear systems with an additive disturbance input. The nonlinear robust $H_{\infty}$control for bilinear systems requires a solution to the state dependent algebraic Riccati equation (SDARE). We present a new robust $H_{\infty}$control technique based on the successive approximation method for solving the SDARE by converting bilinear systems into time-varying linear systems. The proposed control method guarantees robust stability for closed loop bilinear systems. The proposed algorithm is verified by numerical examples.

Mixed $\textrm{H}_2/\textrm{H}_infty$ Control with Pole Placement : A Convex Optimization Approach

  • Bambang, Riyanto;Shimemura, Etsujiro;Uchida, Kenko
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.197-202
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    • 1992
  • In this paper, we consider the synthesis of mixed H$_{2}$/H$_{\infty}$ controllers such that the closed-loop poles are located in a specified region in the complex plane. Using solution to a generalized Riccati equation and a change of variable technique, it is shown that this synthesis problem can be reduced to a convex optimization problem over a bounded subset of matrices. This convex programming can be further reduced to Generalized Eigenvalue Minimization Problem where Interior Point method has been recently developed to efficiently solve this problem..

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A Study on the Stability Magin of the LQ Regulator : Time Domain Analysis (LQ 조절기의 안정도 영역에 관한 연구 : 시간 영역에서의 해석)

  • 김상우;권욱현;이상정
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.125-129
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    • 1987
  • The stability margin of the LQ regulator is investigated in the time domain. it is shown that the same guaranteed gain margin as that of the frequency domain analysis can be obtained with simple assumptions for the continuous time systems. It is also shown that the allowable modelling error bound can be expressed in terms of system matrices and Riccati equation solution. Guaranteed qain. margin and the allowable modelling error bound for the discrete time systems are also obtained by the similar procedures. In this case, through the some examples, the gain margin is shown to be less conservative than the frequency domain analysis result.

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A Tuning Algorithm for LQ-PID Controllers using the Combined Time - and Frequency-Domain Control Method

  • Kim, Chang-Hyun;Lee, Ju;Lee, Hyung-Woo
    • Journal of Electrical Engineering and Technology
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    • v.10 no.3
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    • pp.1244-1254
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    • 2015
  • This paper proposes a new method for tuning a linear quadratic - proportional integral derivative controller for second order systems to simultaneously meet the time and frequency domain design specifications. The suitable loop-shape of the controlled system and the desired step response are considered as specifications in the time and frequency domains, respectively. The weighting factors, Q and R of the LQ controller are determined by the algebraic Riccati equation with respect to the limiting behavior and target function matching. Numerical examples show the effectiveness of the proposed LQ-PID tuning method

THE VARIATIONAL HOMOTOPY PERTURBATION METHOD FOR ANALYTIC TREATMENT FOR LINEAR AND NONLINEAR ORDINARY DIFFERENTIAL EQUATIONS

  • Matinfar, Mashallah;Mahdavi, M.;Raeisi, Z.
    • Journal of applied mathematics & informatics
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    • v.28 no.3_4
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    • pp.845-862
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    • 2010
  • In a recent paper, M.A. Noor et al. (Hindawi publishing corporation, Mathematical Problems in Engineering, Volume 2008, Article ID 696734, 11 pages, doi:10.1155/2008/696734) proposed the variational homotopy perturbation method (VHPM) for solving higher dimentional initial boundary value problems. In this paper, we consider the proposed method for analytic treatment of the linear and nonlinear ordinary differential equations, homogeneous or inhomogeneous. The results reveal that the proposed method is very effective and simple and can be applied for other linear and nonlinear problems in mathematical.

A Study on the Design of Estimator for Velocity Control of Electro-hydraulic Servo System (유압 서보시스템의 속도제어를 위한 관측기 설계에 관한 연구)

  • Song, Chang-Seop;Yun, Jang-Sang;Shin, Dae-Young
    • Journal of the Korean Society for Precision Engineering
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    • v.8 no.3
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    • pp.64-72
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    • 1991
  • This paper deals with the state estimator and controller. All state variables' feedback in the system were used to improve electro hydraulic servo sysem were used to improve electro hydraulic servo system's responese charact- eristics. Many gains of the state variables'and estimator's are produced by the algebraic Riccati equation, and every state variables'optimal gain and estimator gain is selected by trial and error method. For the designed estimator performance's examination, this paper simulate the time response for the step input, the reduced velocity output in subjected to load torque, and the time response for the step input in changing the inertiamoment.

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Robust $H_{\infty}$ Control for Bilinear Systems via State Feedback (상태 피드백에 의한 쌍일차 계통의 강인 $H_{\infty}$ 제어)

  • Kim, Young-Joong;Kim, Beom-Soo;Lim, Myo-Taeg
    • Proceedings of the KIEE Conference
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    • 2002.07d
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    • pp.2037-2039
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    • 2002
  • This paper focuses on robust $H_{\infty}$ control for bilinear systems with time-varying parameter uncertainties via state feedback. The suitable robustly stabilizing feedback control law can be constructed in term of solution to a state variable x-dependent quadratic Riccati equation using successive approximation technique. Also, the state feedback control law robustly stabilizes the plant and guarantees a robust $H_{\infty}$ performance for the closed-loop bilinear system with parameter uncertainties and exogenous disturbance.

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