• 제목/요약/키워드: linear time

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A Stability Region of Time-varying Perturbations by Using Generalized Eigenvalue Problem (일반화된 고유치 문제를 이용한 시변 섭동의 안정 범위)

  • Lee, Dal-Ho;Han, Hyung-Seok
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.11
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    • pp.901-906
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    • 2005
  • The stability robustness problem of continuous linear systems with nominal and delayed time-varying perturbations is considered. In the previous results, the entire bound was derived only for the overall perturbations without separation of the perturbations. In this paper, the sufficient condition for stability of the system with two perturbations, which are nominal and delayed, is expressed as linear matrix inequalities(LMIs). The corresponding stability bounds fer those two perturbations are determined by LMI(Linear Matrix Inequality)-based generalized eigenvalue problem. Numerical examples are given to compare with the previous results and show the effectiveness of the proposed.

Mixed $H^2/H^{\infty}$ Filter Design for Linear Parameter Varying System (선형 파라마터 변이 시스템에 대한 혼합 $H^2/H^{\infty}$ 필터 설계)

  • 이갑래;윤한오
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.34S no.11
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    • pp.73-79
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    • 1997
  • This paepr is concerned with the design of linear parameter varying filter that ensures H$^{2}$/$H^{\infty}$ performance for a class of linear parameter varying(LPV) plants. The state space matrices of plant are assumed to be dependent affinely on a vector of time varying parameter, and each parameter is assumed to be measured in real time. Using the linear matrix inequalities(LMIs), we can solve the synthesis problem and the solution of LMIs is carried out off-line. The designed filter is parameter varying and automatically scheduled along parameter trajectories. Because the solution of LMIs is carried out off-line, computation time of filter gain is reduced. The validity of the proposed algorithm is verifed through computer simulation..

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Adaptive Fault-Tolerant Dynamic Output Feedback Control for a Class of Linear Time-Delay Systems

  • Ye, Dan;Yang, Guang-Hong
    • International Journal of Control, Automation, and Systems
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    • v.6 no.2
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    • pp.149-159
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    • 2008
  • This paper considers the problem of adaptive fault-tolerant guaranteed cost controller design via dynamic output feedback for a class of linear time-delay systems against actuator faults. A new variable gain controller is established, whose gains are tuned by the designed adaptive laws. More relaxed sufficient conditions are derived in terms of linear matrix inequalities (LMIs), compared with the corresponding fault-tolerant controller with fixed gains. A real application example about river pollution process is presented to show the effectiveness of the proposed method.

Grouping stocks using dynamic linear models

  • Sihyeon, Kim;Byeongchan, Seong
    • Communications for Statistical Applications and Methods
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    • v.29 no.6
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    • pp.695-708
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    • 2022
  • Recently, several studies have been conducted using state space model. In this study, a dynamic linear model with state space model form is applied to stock data. The monthly returns for 135 Korean stocks are fitted to a dynamic linear model, to obtain an estimate of the time-varying 𝛽-coefficient time-series. The model formula used for the return is a capital asset pricing model formula explained in economics. In particular, the transition equation of the state space model form is appropriately modified to satisfy the assumptions of the error term. k-shape clustering is performed to classify the 135 estimated 𝛽 time-series into several groups. As a result of the clustering, four clusters are obtained, each consisting of approximately 30 stocks. It is found that the distribution is different for each group, so that it is well grouped to have its own characteristics. In addition, a common pattern is observed for each group, which could be interpreted appropriately.

Advanced Alignment-Based Scheduling with Varying Production Rates for Horizontal Construction Projects

  • Greg Duffy;Asregedew Woldesenbet;David Hyung Seok Jeong;Garold D. Oberlender
    • International conference on construction engineering and project management
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    • 2013.01a
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    • pp.403-411
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    • 2013
  • Horizontal construction projects such as oil and gas pipeline projects typically involve repetitive-work activities with the same crew and equipment from one end of the project to the other. Repetitive scheduling also known as linear scheduling is known to have superior schedule management capabilities specifically for such horizontal construction projects. This study discusses on expanding the capabilities of repetitive scheduling to account for the variance in production rates and visual representation by developing an automated alignment based linear scheduling program for applying temporal and spatial changes in production rates. The study outlines a framework to apply changes in productions rates when and where they will occur along the horizontal alignment of the project and illustrates the complexity of construction through the time-location chart through a new linear scheduling model, Linear Scheduling Model with Varying Production Rates (LSMVPR). The program uses empirically derived production rate equations with appropriate variables as an input at the appropriate time and location based on actual 750 mile natural gas liquids pipeline project starting in Wyoming and terminating in the center of Kansas. The study showed that the changes in production rates due to time and location resulted in a close approximation of the actual progress of work as compared to the planned progress and can be modeled for use in predicting future linear construction projects. LSMVPR allows the scheduler to develop schedule durations based on minimal project information. The model also allows the scheduler to analyze the impact of various routes or start dates for construction and the corresponding impact on the schedule. In addition, the graphical format lets the construction team to visualize the obstacles in the project when and where they occur due to a new feature called the Activity Performance Index (API). This index is used to shade the linear scheduling chart by time and location with the variation in color indicating the variance in predicted production rate from the desired production rate.

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Output feedback $H^{\inty}$ Control for Linear Systems with Time-varying Delayed State

  • Jeung, Eun-Tae;Oh, Do-Chang;Kim, Jong-Hae;Park, Hong-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.48-51
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    • 1996
  • This note considers the $H^{\infty}$ controller design problem for linear systems with time-varying delays in states. We obtain sufficient conditions for the existence of k-th order $H^{\infty}$ controllers in terms of three linear matrix ineualities(LMIs). These sufficient conditions are dependent on the maximum value of the time derivative of time-varying delay. Furthermore, we briefly explain how to construct such controllers from the positive definite solutions of their LMIs and give an example.e.

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Discrete-Time Robust Guaranteed Cost Filtering for Convex Bounded Uncertain Systems With Time Delay

  • Kim, Jong-Hae
    • Transactions on Control, Automation and Systems Engineering
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    • v.4 no.4
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    • pp.324-329
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    • 2002
  • In this paper, the guaranteed cost filtering design method for linear time delay systems with convex bounded uncertainties in discrete-time case is presented. The uncertain parameters are assumed to be unknown but belonging to known convex compact set of polytotype less conservative than norm bounded parameter uncertainty. The main purpose is to design a stable filter which minimizes the guaranteed cost. The sufficient condition for the existence of filter, the guaranteed cost filter design method, and the upper bound of the guaranteed cost are proposed. Since the proposed sufficient conditions are LMI(linear matrix inequality) forms in terms of all finding variables, all solutions can be obtained simultaneously by means of powerful convex programming tools with global convergence assured. Finally, a numerical example is given to check the validity of the proposed method.

Robust Discretization of LTI Systems with Polytopic Uncertainties and Aperiodic Sampling

  • Lee, Dong Hwan;Park, Jin Bae;Joo, Young Hoon
    • Journal of Electrical Engineering and Technology
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    • v.10 no.3
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    • pp.1255-1263
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    • 2015
  • In the previous work, the authors studied the problem of robust discretization of linear time-invariant systems with polytopic uncertainties, where linear matrix inequality (LMI) conditions were developed to find an approximate discrete-time (DT) model of a continuous-time (CT) system with uncertainties in polytopic domain. The system matrices of obtained DT model preserved the polytopic structures of the original CT system. In this paper, we extend the previous approach to solve the problem of robust discretization of polytopic uncertain systems with aperiodic sampling. In contrast with the previous work, the sampling period is assumed to be unknown, time-varying, but contained within a known interval. The solution procedures are presented in terms of unidimensional optimizations subject to LMI constraints which are numerically tractable via LMI solvers. Finally, an example is given to show the validity of the proposed techniques.

Complete Time Algorithm for Stadium Construction Scheduling Problem

  • Lee, Sang-Un
    • Journal of the Korea Society of Computer and Information
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    • v.20 no.9
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    • pp.81-86
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    • 2015
  • This paper suggests heuristic algorithm with linear time complexity to decide the normal and optimal point at minimum loss/maximum profit maximum shortest scheduling problem with additional loss cost and bonus profit cost. This algorithm computes only the earliest ending time for each node. Therefore, this algorithm can be get the critical path and project duration within O(n) time complexity and reduces the five steps of critical path method to one step. The proposed algorithm can be show the result more visually than linear programming and critical path method. For real experimental data, the proposed algorithm obtains the same solution as linear programming more quickly.

Design of Robust Controller for Uncertain Large-scale Systems with Time-delays (시간지연을 갖는 불확정성 대규모 시스템의 강인 제어기 설계)

  • Lee, Hui-Song;Kim, Jin-Hun
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.49 no.1
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    • pp.26-32
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    • 2000
  • In this paper, we consider to robust controller design problem for the linear large scale systems with the uncertainties and the time-delays. The considered time-delays are that exist in the state and the input of the subsystems and the interconnected subsystems. And the considered uncertainties are two general types that exist in the system, input and interconnected matrices. Based on the linear matrix inequality(LMI) and Lyapunov theorem, we present sufficient conditions for the existence of a controller that guarantees the asymptotic stability of systems regardless of the uncertainties and the time-delays. Also, the controller can be easily obtained by checking the feasibility of the LMI's. Finally, we show the usefulness of our results by an example.

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