• 제목/요약/키워드: indefinite problem

검색결과 33건 처리시간 0.018초

INDEFINITE STOCHASTIC OPTIMAL LQR CONTROL WITH CROSS TERM UNDER IQ CONSTRAINTS

  • Luo, Cheng-Xin;Feng, En-Min
    • Journal of applied mathematics & informatics
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    • 제15권1_2호
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    • pp.185-200
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    • 2004
  • A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

INDEFINITE STOCHASTIC LQ CONTROL WITH CROSS TERM VIA SEMIDEFINITE PROGRAMMING

  • Luo, Chengxin;Feng, Enmin
    • Journal of applied mathematics & informatics
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    • 제13권1_2호
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    • pp.85-97
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    • 2003
  • An indefinite stochastic linear-quadratic(LQ) optimal control problem with cross term over an infinite time horizon is studied, allowing the weighting matrices to be indefinite. A systematic approach to the problem based on semidefinite programming (SDP) and .elated duality analysis is developed. Several implication relations among the SDP complementary duality, the existence of the solution to the generalized Riccati equation and the optimality of LQ problem are discussed. Based on these relations, a numerical procedure that provides a thorough treatment of the LQ problem via primal-dual SDP is given: it identifies a stabilizing optimal feedback control or determines the problem has no optimal solution. An example is provided to illustrate the results obtained.

A Paradox in an Indefinite Quadratic Transportation Problem

  • Arora, S.R.;Khurana, Archana
    • Management Science and Financial Engineering
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    • 제7권2호
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    • pp.13-30
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    • 2001
  • This paper discusses a paradox in an Indefinite Quadratic transportation Problem. Here, the objective function is the product of two linear functions. A paradox arises when the transportation problem admits of a total cost which is lower than the optimum cost, by transporting larger quantities of goods over the same route. A sufficient condition for the existence of a paradox is established. Paradoxical Range of flow is obtained for any given flow in which the corresponding objective function value is less than the optimum value of the given transportation problem. It is illustrated with the help of a numerical example.

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SPACE-LIKE COMPLEX SUBMANIFOLDS OF AN INDEFINITE K HLER MANIFOLD

  • Kwon, Jung-Hwan;Pyo, Yong-Soo;Shin, Kyoung-Hwa
    • 대한수학회지
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    • 제36권6호
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    • pp.1145-1168
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    • 1999
  • The purpose of this paper is to study the complete submanifolds with restricted space-like and time-like holomorphic bisectional curvatures in an indefinite locally symmetric K hler manifold.

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和算家的累约术 (Indefinite Problem in Wasan)

  • Qu, Anjing
    • 한국수학사학회지
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    • 제26권5_6호
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    • pp.329-343
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    • 2013
  • Japanese mathematics, namely Wasan, was well-developed before the Meiji period. Takebe Katahiro (1664-1739) and Nakane Genkei (1662-1733), among a great number of mathematicians in Wasan, maybe the most famous ones. Taking Takebe and Nakane's indefinite problems as examples, the similarities and differences are made between Wasan and Chinese mathematics. According to investigating the sources and attitudes to these problems which both Japanese and Chinese mathematicians dealt with, the paper tries to show how and why Japanese mathematicians accepted Chinese tradition and beyond. As a typical sample of the succession of Chinese tradition, Wasan will help people to understand the real meaning of Chinese tradition deeper.

부정 내적 공간에서의 $H^\infty$필터의 일반화를 통한 분산 $H^\infty$상태 추정기의 설계 (Design of decentralized $H^\infty$ state estimator using the generalization of $H^\infty$ filter in indefinite inner product spaces)

  • 김경근;진승희;최윤호;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.1464-1468
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    • 1997
  • We propose a decentralized state estimation method in the multisensor state estimation problem. The proposed method bounds teh maximum energy gain from uknown external disturbances to the estimation errors in the suboptimal case. And we formulate aternative H/sip .inf./ filter gain equatiions with teh idea that the suboptimal H.$^{\infty}$ filter is the special form of Kalman filter filter whose state equations are defined in indefinite inner product spaces. Using alternative filter gain equations we design the decentralized $H^{\infty}$ state estimator which is composed of local filters and central fusion filter that are suboptimal in the $H^{\infty}$ sense. In addition, the proposed update equations between global and local data can reduce unnecessary calculation burden efficently.y.

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부정내적공간에서의 강인칼만필터 설계 (Robust Kalman Filter Design in Indefinite inner product space)

  • 이태훈;윤태성;박진배
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 합동 추계학술대회 논문집 정보 및 제어부문
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    • pp.104-109
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    • 2002
  • A new robust Kalman filter is designed for the linear discrete-time system with norm-bounded parametric uncertainties. Sum quadratic constraint, which describes the uncertainties of the system, is converted into an indefinite quadratic form to be minimized in indefinite inner product space. This minimization problem is solved by the new robust Kalman filter. Since the new filter is obtained by simply modifying the conventional Kalman filter, robust filtering scheme can be more readily designed using the proposed method in comparison with the existing robust Kalman filters. A numerical example demonstrates the robustness and the improvement of the proposed filter compared with the existing filters.

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