• 제목/요약/키워드: The Riccati equation

검색결과 161건 처리시간 0.028초

Hilbert Space에서 대수 Riccati 방정식으로 얻어지는 교란된 Co-Semigroup의 상한에 대한 연구 (A study on upper bounds of the perturbed co-semigroups via the algebraic riccati equation in hilbert space)

  • 박동조
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
    • /
    • pp.68-72
    • /
    • 1986
  • Upper bounds of the perturbed Co-semigroups of the infinite dimensional systems are investigated by using the algebraic Riccati equation(ARE). In the case that the solution P of the ARE is strictly positive, the perturbed semigroups are uniformly bounded. A sufficient condition for the solution P to be strictly positive is provided. The uniform boundedness plays an important role in extending approximately weak stability to weak stability on th whole space. Exponential Stability of the perturbed semigroups is studied by using the Young's inequlity. Some further discussions on the uniform boundedness of the perturbed semigroups are given.

  • PDF

Riccati Equation and Positivity of Operator Matrices

  • Fujii, Jun Ichi;Fujii, Masatoshi;Nakamoto, Ritsuo
    • Kyungpook Mathematical Journal
    • /
    • 제49권4호
    • /
    • pp.595-603
    • /
    • 2009
  • We show that for an algebraic Riccati equation $X^*B^{-1}X-T^*X-X^*T=C$, its solutions are given by X = W + BT for some solution W of $X^*B^{-1}X$ = $C+T^*BT$. To generalize this, we give an equivalent condition for $\(\array{B&W\\W*&A}\)\;{\geq}\;0$ for given positive operators B and A, by which it can be regarded as Riccati inequality $X^*B^{-1}X{\leq}A$. As an application, the harmonic mean B ! C is explicitly written even if B and C are noninvertible.

VOLUME PROBLEMS ON LORENTZIAN MANIFOLDS

  • Kim, Seon-Bu
    • 대한수학회논문집
    • /
    • 제10권1호
    • /
    • pp.163-173
    • /
    • 1995
  • Inspired in [2,9,10,17], pp. E. Ehrlich and S. B. Kim in [4] cultivated the Riccati equation related to the Raychaudhuri equation of General Relativity for the stable Jacobi tensor along the geodesics to extend the Hawking-Penrose conjugacy theorem to $$ f(t) = Ric(c(t)',c'(t)) + tr(\sigma(A)^2) $$ where $\sigma(A)$ is the shear tensor of A for the stable Jacobi tensor A with $A(t_0) = Id$ along the complete Riemannian or complete nonspacelike geodesics c.

  • PDF

Series Solution of High Order Abel, Bernoulli, Chini and Riccati Equations

  • Henk, Koppelaar;Peyman, Nasehpour
    • Kyungpook Mathematical Journal
    • /
    • 제62권4호
    • /
    • pp.729-736
    • /
    • 2022
  • To help solving intractable nonlinear evolution equations (NLEEs) of waves in the field of fluid dynamics we develop an algorithm to find new high order solutions of the class of Abel, Bernoulli, Chini and Riccati equations of the form y' = ayn + by + c, n > 1, with constant coefficients a, b, c. The role of this class of equations in NLEEs is explained in the introduction below. The basic algorithm to compute the coefficients of the power series solutions of the class, emerged long ago and is further developed in this paper. Practical application for hitherto unknown solutions is exemplified.

이산 대수 Rccati방정식의 해의 존재 영역 확장 및 $H_{\infty}$베어기 설계 응용 (Extensions of the solution region for a discrete algebraic riccati equation and its application to$H_{\infty}$ controller design)

  • 권욱현;박부견;김상우
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
    • /
    • pp.461-466
    • /
    • 1989
  • This paper describes some properties of a discrete algebraic Riccati equation and its application to $H^{\infty}$ control design. The conditions, under which an input weighting matrix can be found for a negative output weighting matrix in order that a solution P for a discrete algebraic equation may exist, are suggested in case of a stable A. This result is applied to a $H^{\infty}$ controller design for the special case of nonsingular B. It is based on a state feedback control law whose objective is to reduce the effect of input disterbances below a prespecified level. This law requires the solution of a modified algebraic Riccati equation, which provides an method for the $H^{\infty}$ optimization control problem approximately.ly.

  • PDF

QLQG/$H_{\infty}$ 제어를 이용한 다변수 하드비선형 제어기 설계 (Design of the multivariable hard nonlinear controller using QLQG/$H_{\infty}$ control)

  • 한성익;김종식
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
    • /
    • pp.81-84
    • /
    • 1996
  • We propose the robust nonlinear controller design methodology, the $H_{\infty}$ constrained quasi - linear quadratic Gaussian control (QLQG/ $H_{\infty}$), for the statistically-linearized multivariable system with hard nonlinearties such as Coulomb friction, deadzone, etc. The $H_{\infty}$ performance constraint is involved in the optimization process by replacing the covariance Lyapunov equation with the Riccati equation whose solution leads to an upper bound of the QLQG performance. Because of the system's nonlinearity, however, one equation among three Riccati equations contain the nonlinear correction terms that are very difficult to solve numerically. To treat this problem, we use simple algebraic techniques. With some analytic transformation for Riccati equations, the nonlinear correction terms can be so eliminated that the set of a linear controller to the different operating points are designed. Synthesizing these via inverse random input describing function (IRIDF) technique, the final nonlinear controller can be designed.

  • PDF

New Upper Matrix Bounds for the Solution of the Continuous Algebraic Riccati Matrix Equation

  • Davies, Richard Keith;Shi, Peng;Wiltshire, Ron
    • International Journal of Control, Automation, and Systems
    • /
    • 제6권5호
    • /
    • pp.776-784
    • /
    • 2008
  • In this paper, new upper matrix bounds for the solution of the continuous algebraic Riccati equation (CARE) are derived. Following the derivation of each bound, iterative algorithms are developed for obtaining sharper solution estimates. These bounds improve the restriction of the results proposed in a previous paper, and are more general. The proposed bounds are always calculated if the stabilizing solution of the CARE exists. Finally, numerical examples are given to demonstrate the effectiveness of the present schemes.

비선형 관측기를 이용한 스트랩다운 관성항법시스템 구성 (Design of a SDINS using the nonlinear observer)

  • 유명종;이장규;박찬국;심덕선
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
    • /
    • pp.27-27
    • /
    • 2000
  • The nonlinear observers are proposed for a nonlinear system. To improve the characteristics such as a stability, a convergence, and an H$\sub$$\infty$/ filter performance criterion, we utilize and H$\sub$$\infty$/ filter Riccati equation or a modified H$\sub$$\infty$/ filter Riccati equation with a freedom parameter. Using the Lyapunov, the characteristics of the observer are analyzed. Then the in-flight alignment for a strapdown inertial navigation system(SDINS) is designed using the observer proposed. Simulation results show that the observer with the modified H$\sub$$\infty$/ fitter Riccati equation effectively improve the performance of the in-flight alignment.

  • PDF

Generalized aspects of Riccati equation focused on the roles of its solution in control problem

  • Dong, Tian;Michio, Ohta
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
    • /
    • pp.20-23
    • /
    • 1994
  • It is well known that the Boyd's theorem states the relation between the imaginary eigenvalues of discriminant H of Riccati equation (A, R, Q) and the singular value of transfer function, but it is only available for R .geq. 0 and Q .geq. 0. In this paper, we extend Boyd's theorem for two case, that is, R is symmetric, Q is sign definite, and R is sign definite, Q is symmetric. We give under the condition that there is a real symmetric solution of Riccati equation the relation between H has imaginary eigenvalue and the maximum eigenvalue of transfer functoin. Finally, we give a necessary and sufficient condition to determine whether H has imaginary eigenvalue under some conditions.

  • PDF

SDRE 기법을 이용한 헬리콥터 비선형 최적제어기 설계 연구 (Research on the Design of Helicopter Nonlinear Optimal Controller using SDRE Technique)

  • 양창덕;김민재;이정환;홍지승;김창주
    • 한국항공우주학회지
    • /
    • 제36권12호
    • /
    • pp.1152-1162
    • /
    • 2008
  • 본 논문은 헬리콥터 비선형 제어기 설계를 위한 State-Dependent Riccati Equation (SDRE) 기법을 다루었다. SDRE 제어기법은 비선형 운동방정식에 대해 선형 시스템과 같은 구조를 갖는 방정식을 필요하기 때문에 State-Dependent Coefficient (SDC) factorization 기법을 개발하여 비선형 운동방정식으로부터 이러한 구조의 방정식을 유도하였다. SDRE제어기를 온라인상에서 설계하는데 필요한 대수 Riccati 방정식의 효율적인 수치해법을 연구하였다. 본 연구에서 제안된 수치기법을 헬리콥터의 경로추종문제로 적용하였으며, 고 신뢰도의 헬리콥터 수학적 모델을 적용하여 실시간으로 SDRE 제어기를 설계할 수 있는 방안을 제안하였다.