• Title/Summary/Keyword: Uncertainty Bound

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Design of Suboptimal Robust Kalman Filter for Linear Systems with Parameter Uncertainty (파라미터 불확실성을 갖는 선형 시스템에 대한 준최적 강인 칼만필터 설계)

  • Jin, Seung-Hee;Kim, Kyung-Keun;Park, Jin-Bae;Yoon, Tae-Sung
    • Proceedings of the KIEE Conference
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    • 1997.07b
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    • pp.620-623
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    • 1997
  • This paper is concerned with the design of a suboptimal Kalman filter with robust state estimation performance for system models represented in the state space, which are subjected to parameter uncertainties in both the state and measurement matrices. Under the assumption that the uncertain system is quadratically stable, if the augmented system composed of the uncertain system and the filter is controllable, the proposed filter can provide the upper bound of the estimation error variance for all admissible uncertain parameters. This upper bound can be represented as the convex function of a parameter introduced in the design procedure, and the optimized upper bound of the estimation error variance can also be found via the optimization of this convex function.

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Bayesian Reliability Analysis Using Kriging Dimension Reduction Method (KDRM) (크리깅 기반 차원감소법을 이용한 베이지안 신뢰도 해석)

  • An, Da-Wn;Choi, Joo-Ho;Won, Jun-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2008.04a
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    • pp.602-607
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    • 2008
  • A technique for reliability-based design optimization(RBDO) is developed based on the Bayesian approach, which can deal with the epistemic uncertainty arising due to the limited number of data. Until recently, the conventional RBDO was implemented mostly by assuming the uncertainty as aleatory which means the statistical properties are completely known. In practice, however, this is not the case due to the insufficient data for estimating the statistical information, which makes the existing RBDO methods less useful. In this study, a Bayesian reliability is introduced to take account of the epistemic uncertainty, which is defined as the lower confidence bound of the probability distribution of the original reliability. In this case, the Bayesian reliability requires double loop of the conventional reliability analyses, which can be computationally expensive. Kriging based dimension reduction method(KDRM), which is a new efficient tool for the reliability analysis, is employed to this end. The proposed method is illustrated using a couple of numerical examples.

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Robust control design for robots with uncertainty and joint-flexibility (불확실성 및 관절 유연성을 고려한 로봇의 견실제어기 설계)

  • M.C. Han
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.5
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    • pp.117-125
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    • 1995
  • An improved robust control law is proposed for uncertain rigid robots. The uncertainty is nonlinear and (possibly fast) time-varying. Therefore, the uncertain factors such as imperfect modeling, friction, payload change, and external disturbances are all addressed. Based on the possible bound of the uncertainty, the controller is constructed. For uncertain flexible-joint robots, some feedback control terms are then added to the proposed robust control law in order to stabilize the elastic vibrations at the joints. To show that the proposed control laws are indeed applicable, the stability study based on Lyapunov function, a singular perturbation approach, and simulation results are presented.

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A Study on Robust Stability of Uncertain Linear Systems with Time-delay (시간지연을 갖는 불확정성 선형 시스템의 강인 안정성에 관한 연구)

  • Lee, Hee-Song;Ma, Sam-Sun;Ryu, Jeong-Woong;Kim, Jin-Hoon
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.5
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    • pp.615-621
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    • 1999
  • In this paper, we consider the robust stability of uncertain linear systems with time-delay in the time domain. The considered uncertainties are both the unstructured uncertainty which is only Known its norm bound and the structured uncertainty which is known its structured. Based on Lyapunov stability theorem and{{{{ { H}_{$\infty$ } }}}} theory known as Strictly Bounded Real Lemma (SBRL), we present new conditions that guarantee the robust stability of system. Also, we extend this to multiple time-varying delays systems and large-scale systems, respectively. Finally, we show the usefulness of our results by numerical examples.

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Design of Sliding Mode Controller with Uncertainty Adaptation

  • Kim, Min-Chan;Nam, Jing-Rak;Park, Seung-Kyu;Kwak, Gun-Pyong
    • Journal of information and communication convergence engineering
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    • v.4 no.3
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    • pp.118-122
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    • 2006
  • In this paper, a sliding mode control method with uncertainty adaptation is proposed by introducing the virtual state. Because upper bound of the uncertainty is very difficult to know, we estimate this by using the simple adaptation law and design the sliding surface which has dynamic of nominal system. An optimal controller is used by nominal controller. And if initial values of the virtual state are chosen properly, the reaching phase is removed.

Optimal design of Base Isolation System considering uncertain bounded system parameters

  • Roy, Bijan Kumar;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • v.46 no.1
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    • pp.19-37
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    • 2013
  • The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.

An Extended Kalman Filter Robust to Linearization Error (선형화 오차에 강인한 확장칼만필터)

  • Hong, Hyun-Su;Lee, Jang-Gyu;Park, Chan-Gook
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.2
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    • pp.93-100
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    • 2006
  • In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

Application of Chernoff bound to passive system reliability evaluation for probabilistic safety assessment of nuclear power plants

  • So, Eunseo;Kim, Man Cheol
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.2915-2923
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    • 2022
  • There is an increasing interest in passive safety systems to minimize the need for operator intervention or external power sources in nuclear power plants. Because a passive system has a weak driving force, there is greater uncertainty in the performance compared with an active system. In previous studies, several methods have been suggested to evaluate passive system reliability, and many of them estimated the failure probability using thermal-hydraulic analyses and the Monte Carlo method. However, if the functional failure of a passive system is rare, it is difficult to estimate the failure probability using conventional methods owing to their high computational time. In this paper, a procedure for the application of the Chernoff bound to the evaluation of passive system reliability is proposed. A feasibility study of the procedure was conducted on a passive decay heat removal system of a micro modular reactor in its conceptual design phase, and it was demonstrated that the passive system reliability can be evaluated without performing a large number of thermal-hydraulic analyses or Monte Carlo simulations when the system has a small failure probability. Accordingly, the advantages and constraints of applying the Chernoff bound for passive system reliability evaluation are discussed in this paper.

Robust Nonlinear Multivariable Control for the Hard Nonlinear System with Structured Uncertainty (구조화된 불확실성을 갖는 하드 비선형 시스템에 대한 강인한 다변수 비선형 제어)

  • 한성익;김종식
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.12
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    • pp.128-141
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    • 1998
  • We propose the robust nonlinear controller design methodology for the multivariable system which has hard nonlinearities (Coulomb friction, dead-zone, etc) and the structured real parameter uncertainty. The hard nonlinearity can be linearized by the RIDF technique and structured real parameter uncertainty can be modelled as the sense of Peterson-Hollot's quadratic Lyapunov bound. For this system, we apply the robust QLQG/H$_{\infty}$ control and then can obtain four Riccati equations. Because of the system's nonlinearity, however, one Riccati equation contains the nonlinear correction term that is very difficult to solve numerically, In order to treat this problem, using some transformations to Riccati equations, the nonlinear correction term can be eliminated. Then, only two Riccati equations need to design a controller. Finally, the robust nonlinear controller is synthesized via IRIDF techniques. To test this proposed control method, we consider the direct-drive robot manipulator system that has Coulomb frictions and varying inertia.

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Adaptive Neural Network Control for an Autonomous Underwater Vehicle (신경회로망을 이용한 자율무인잠수정의 적응제어)

  • 이계홍;이판묵;이상정
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.12
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    • pp.1023-1030
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    • 2002
  • Since the dynamics of autonomous underwater vehicles (AUVs) are highly nonlinear and their hydrodynamic coefficients vary with different vehicle's operating conditions, high performance control systems of AUVs are needed to have the capacities of teaming and adapting to the variations of the vehicle's dynamics. In this paper, a linearly parameterized neural network (LPNN) is used to approximate the uncertainties of the vehicle dynamics, where the basis function vector of the network is constructed according to the vehicle's physical properties. The network's reconstruction errors and the disturbances in the vehicle dynamics are assumed be bounded although the bound may be unknown. To attenuate this unknown bounded uncertainty, a certain estimation scheme for this unknown bound is introduced combined with a sliding mode scheme. The proposed controller is proven to guarantee that all signals in the closed-loop system are uniformly ultimately bounded (UUB). Numerical simulation studies are performed to illustrate the effectiveness of the proposed control scheme.