• Title/Summary/Keyword: Uncertainty Bound

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Analysis on Upper and Lower Bounds of Stochastic LP Problems (확률적 선형계획문제의 상한과 하한한계 분석)

  • 이상진
    • Journal of the Korean Operations Research and Management Science Society
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    • v.27 no.3
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    • pp.145-156
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    • 2002
  • Business managers are often required to use LP problems to deal with uncertainty inherent in decision making due to rapid changes in today's business environments. Uncertain parameters can be easily formulated in the two-stage stochastic LP problems. However, since solution methods are complex and time-consuming, a common approach has been to use modified formulations to provide upper and lower bounds on the two-stage stochastic LP problem. One approach is to use an expected value problem, which provides upper and lower bounds. Another approach is to use “walt-and-see” problem to provide upper and lower bounds. The objective of this paper is to propose a modified approach of “wait-and-see” problem to provide an upper bound and to compare the relative error of optimal value with various upper and lower bounds. A computing experiment is implemented to show the relative error of optimal value with various upper and lower bounds and computing times.

A calculation method of root loci band and its applications to robust control system design

  • Okuyama, Yoshifumi;Chen, Hong;Takemori, Fumiaki
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.350-353
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    • 1994
  • This paper presents a method to calculate the characteristic root areas and loci band of control systems with uncertainties. First, equations of boundary curves of root areas in the case of additive and multiplicative perturbation are derived. Then, an algorithm for the calculation of the array of closed curves is presented. When the upper bound of the absolute values of frequency responses for the uncertain part, is also frequency-dependent, the frequency-dependent, terms are included in the characteristic equation of the nominal system. This lead to the boundary equations of the root, areas for control systems with frequency-dependent uncertainty. Numerical examples of the control systems with multiplicative perturbations including frequency-dependent terms are presented to verify this calculation method. Finally, its applications to the design of robust control systems, e.g., passive adaptive control systems are also discussed.

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Development of Mixed $H_2$/$H_{\infty}$ Controller Design Algorithms for Singular Systems with Time Delay

  • Kim, Jong-Hae
    • Transactions on Control, Automation and Systems Engineering
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    • v.3 no.3
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    • pp.139-145
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    • 2001
  • In this paper, we consider the H$_2$(or guaranteed cost control) and H$_{\infty}$ controller design methods for singular(or descriptor) systems with input time delay. Also, a mixed H$_2$and H$_{\infty}$ controller design algorithm is treated by combination of the proposed H$_2$and H$_{\infty}$ controller design method. The sufficient conditions for the existence of controllers and controller design methods are introduced at each Lemma and Theorem. Furthermore, we present optimization problems to get the upper bound of performance measures. The proposed methods are checked by examples.

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Fuzzy Robust $H^{\infty}$ Controller Design for Discrete Uncertain Nonlinear Systems with Time Delays (시간지연을 가지는 비선형 불확실성 이산 시스템의 퍼지 견실 $H^{\infty}$ 제어기 설계)

  • 이형호;조상현이갑래박홍배
    • Proceedings of the IEEK Conference
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    • 1998.06a
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    • pp.227-230
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    • 1998
  • In this paper, we propose the design method of fuzzy robust H$\infty$ controller for the uncertain nonlinear discete-time systems with time delay. First, we represent a nonlinear plant with a modified T-S(Takagi-Sugeno) fuzzy model. Then design method utilizing the concept of PDC (parallel distributed compensation) is employed. For the modified T-S fuzzy model with uncertainty and delay, the sufficient condition of the quadratic stabilization with an H$\infty$ norm bound is presented in terms of Lyapunov stability theory and fuzzy robust H$\infty$ controller design method is given by LMI(linear matrix inequality) approach. Also an illustrative example is given to demonstrate the result of the proposed method.

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The Interpretation Stability Uncertain Bound for the Uncertain Linear Systems via Lyapunov Equations (Lyapunov 방정식을 이용한 불확실한 선형 시스템의 안정한 섭동 유계 해석)

  • Cho, Do-Hyeoun;Lee, Sang-Hun;Lee, Jong-Yong
    • 전자공학회논문지 IE
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    • v.44 no.4
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    • pp.26-29
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    • 2007
  • In this paper, we use Lyapunov equations and functions to consider the linear systems with perturbed system matrices. And we consider that what choice of Lyapunov function V would allow the largest perturbation and still guarantee that V is negative definite. We find that this is determined by testing for the existence of solutions to a related quadratic equation with matrix coefficients and unknowns the matrix Riccati equation.

MIMO Robust Adaptive Fuzzy Controller

  • Zhang, Huaguang;Bien, Zeungnam;Yinguo, Piao
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1997.10a
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    • pp.341-345
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    • 1997
  • A novel fuzzy basis function vector-based adaptive control approach for Multi-input and Multi-output(MIMO) system is presented in this paper, in which the nonlinear plants is first linearised, the fuzzy basis function vector is then introduced to adaptively learn the upper bound of the system uncertainty vector, and its output is used as the parameters of the compensator in the sense that both the asymptotic error convergence can be obtained for the colsed loop nonlinear control system.

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Selection of data set with fuzzy entropy function (퍼지 엔트로피 함수를 이용한 데이터추출)

  • Lee, Sang-Hyuk;Cheon, Seong-Pyo;Kim, Sung-Shin
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2004.04a
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    • pp.349-352
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    • 2004
  • In this literature, the selection of data set among the universe set is carried out with the fuzzy entropy function. By the definition of fuzzy entropy, we have proposed the fuzzy entropy function and the proposed fuzzy entropy function is proved through the definition. The proposed fuzzy entropy function calculate the certainty or uncertainty value of data set, hence we can choose the data set that satisfying certain bound or reference. Therefore the reliable data set can be obtained by the proposed fuzzy entropy function. With the simple example we verify that the proposed fuzzy entropy function select reliable data set.

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Selection of data set with fuzzy entropy function

  • Lee, Sang-Hyuk;Cheon, Seong-Pyo;Kim, Sung shin
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.5
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    • pp.655-659
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    • 2004
  • In this literature, the selection of data set among the universe set is carried out with the fuzzy entropy function. By the definition of fuzzy entropy, the fuzzy entropy function is proposed and the proposed fuzzy entropy function is proved through the definition. The proposed fuzzy entropy function calculate the certainty or uncertainty value of data set, hence we can choose the data set that satisfying certain bound or reference. Therefore the reliable data set can be obtained by the proposed fuzzy entropy function. With the simple example we verify that the proposed fuzzy entropy function select reliable data set.

Nonfragile Guaranteed Cost Controller Design for Uncertain Large-Scale Systems (섭동을 갖는 대규모 시스템의 비약성 성능보장 제어기 설계)

  • Park, Ju-Hyeon
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.51 no.11
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    • pp.503-509
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    • 2002
  • In this paper, the robust non-fragile guaranteed cost control problem is studied for a class of linear large-scale systems with uncertainties and a given quadratic cost functions. The uncertainty in the system is assumed to be norm-bounded and time-varying. Also, the state-feedback gains for subsystems of the large-scale system are assumed to have norm-bounded controller gain variations. The problem is to design a state feedback control laws such that the closed-loop system is asymptotically stable and the closed-loop cost function value is not more than a specified upper bound for all admissible uncertainties and controller gain variations. Sufficient conditions for the existence of such controllers are derived based on the linear matrix inequality (LMI) approach combined with the Lyapunov method. A parameterized characterization of the robust non-fragile guaranteed cost controllers is given in terms of the feasible solutions to a certain LMI. A numerical example is given to illustrate the proposed method.

Robust Controller Design of Nuclear Power Reactor by Parametric Method

  • Yoon-Joon Lee;Man-Gyun Na
    • Nuclear Engineering and Technology
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    • v.34 no.5
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    • pp.436-444
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    • 2002
  • The robust controller for the nuclear reactor power control system is designed. Since the reactor model is not exact, it is necessary to design the robust controller that can work in the real situations of perturbations. The reactor model is described in the form of transfer function and the bound of each coefficient is determined to set up the linear interval system. By the Kharitonov and the edge theorem, a frequency based design template is made and applied to the determination of the controller. The controller designed by this method is simpler than that obtained by the H$_{\infty}$. Although the controller is designed with the basis of high power, it could be used even at low power.n at low power.