A dual optimization approach to inverse quadratic eigenvalue problems with partial eigenstructure

The inverse quadratic eigenvalue problem (IQEP) arises in the field of structural dynamics. It aims to find three symmetric matrices, known as the mass, the damping, and the stiffness matrices, such that they are closest to the given analytical matrices and satisfy the measured data. The difficulty of this problem lies in the fact that in applications the mass matrix should be positive definite and the stiffness matrix positive semidefinite. Based on an equivalent dual optimization version of the IQEP, we present a quadratically convergent Newton-type method. Our numerical experiments confirm the high efficiency of the proposed method

Method and system for detecting a failure or performance degradation in a dynamic system such as a flight vehicle

A method and system for detecting a failure or performance degradation in a dynamic system having sensors for measuring state variables and providing corresponding output signals in response to one or more system input signals are provided. The method includes calculating estimated gains of a filter and selecting an appropriate linear model for processing the output signals based on the input signals. The step of calculating utilizes one or more models of the dynamic system to obtain estimated signals. The method further includes calculating output error residuals based on the output signals and the estimated signals. The method also includes detecting one or more hypothesized failures or performance degradations of a component or subsystem of the dynamic system based on the error residuals. The step of calculating the estimated values is performed optimally with respect to one or more of: noise, uncertainty of parameters of the models and un-modeled dynamics of the dynamic system which may be a flight vehicle or financial market or modeled financial system

Applications of the alternating direction method of multipliers to the semidefinite inverse quadratic eigenvalue problem with a partial eigenstructure

National Natural Science Foundation of China [11271308]; Natural Science Foundation of Fujian Province of China for Distinguished Young Scholars [2010J06002]; NCET; General Research Fund from Hong Kong Research Grants Council [203712]This paper shows that the alternating direction method of multipliers (ADMM) is efficient for solving the semidefinite inverse quadratic eigenvalue problem (SDIQEP) with a partial eigenstructure. We derive several ADMM-based iterative schemes for SDIQEP and demonstrate their efficiency for large-scale cases of SDIQEP numerically

Observer based active fault tolerant control of descriptor systems

The active fault tolerant control (AFTC) uses the information provided by fault detection and fault diagnosis (FDD) or fault estimation (FE) systems offering an opportunity to improve the safety, reliability and survivability for complex modern systems. However, in the majority of the literature the roles of FDD/FE and reconfigurable control are described as separate design issues often using a standard state space (i.e. non-descriptor) system model approach. These separate FDD/FE and reconfigurable control designs may not achieve desired stability and robustness performance when combined within a closed-loop system.This work describes a new approach to the integration of FE and fault compensation as a form of AFTC within the context of a descriptor system rather than standard state space system. The proposed descriptor system approach has an integrated controller and observer design strategy offering better design flexibility compared with the equivalent approach using a standard state space system. An extended state observer (ESO) is developed to achieve state and fault estimation based on a joint linear matrix inequality (LMI) approach to pole-placement and H∞ optimization to minimize the effects of bounded exogenous disturbance and modelling uncertainty. A novel proportional derivative (PD)-ESO is introduced to achieve enhanced estimation performance, making use of the additional derivative gain. The proposed approaches are evaluated using a common numerical example adapted from the recent literature and the simulation results demonstrate clearly the feasibility and power of the integrated estimation and control AFTC strategy. The proposed AFTC design strategy is extended to an LPV descriptor system framework as a way of dealing with the robustness and stability of the system with bounded parameter variations arising from the non-linear system, where a numerical example demonstrates the feasibility of the use of the PD-ESO for FE and compensation integrated within the AFTC system.A non-linear offshore wind turbine benchmark system is studied as an application of the proposed design strategy. The proposed AFTC scheme uses the existing industry standard wind turbine generator angular speed reference control system as a “baseline” control within the AFTC scheme. The simulation results demonstrate the added value of the new AFTC system in terms of good fault tolerance properties, compared with the existing baseline system

Optimal control with structure constraints and its application to the design of passive mechanical systems

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering; and, (S.M.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2002.Page 214 blank.Includes bibliographical references.Structured control (static output feedback, reduced-order control, and decentralized feedback) is one of the most important open problems in control theory and practice. In this thesis, various techniques for synthesis of structured controllers are surveyed and investigated, including H2 optimization, H[infinity] optimization, L1 control, eigenvalue and eigenstructure treatment, and multiobjective control. Unstructured control-full- state feedback and full-order control-is also discussed. Riccati-based synthesis, linear matrix inequalities (LMI), homotopy methods, gradient- and subgradientbased optimization are used. Some new algorithms and extensions are proposed, such as a subgradient-based method to maximize the minimal damping with structured feedback, a multiplier method for structured optimal H2 control with pole regional placement, and the LMI-based H2/H[infinity]/pole suboptimal synthesis with static output feedback. Recent advances in related areas are comprehensively surveyed and future research directions are suggested. In this thesis we cast the parameter optimization of passive mechanical systems as a decentralized control problem in state space, so that we can apply various decentralized control techniques to the parameter design which might be very hard traditionally. More practical constraints for mechanical system design are considered; for example, the parameters are restricted to be nonnegative, symmetric, or within some physically-achievable ranges. Marginally statable systems and hysterically damped systems are also discussed. Numerical examples and experimental results are given to illustrate the successful application of decentralized control techniques to the design of passive mechanical systems, such as multi-degree-of-freedom tuned-mass dampers, passive vehicle suspensions, and others.by Lei Zuo.S.M

Symmetric Tridiagonal Inverse Quadratic Eigenvalue Problems with Partial Eigendata

In this paper we concern the inverse problem of constructing the n-by-n real symmetric tridiagonal matrices C and K so that the monic quadratic pencil Q(¸) := ¸2I + ¸C + K (where I is the identity matrix) possesses the given partial eigendata. We ¯rst provide the su±cient and necessary conditions for the existence of an exact solution to the inverse problem from the self-conjugate set of prescribed four eigenpairs. To ¯nd a physical solution for the inverse problem where the matrices C and K are weakly diagonally dominant and have positive diagonal elements and negative o®-diagonal elements, we consider the inverse problem from the partial measured noisy eigendata. We propose a regularized smoothing Newton method for solving the inverse problem. The global and quadratic convergence of our approach is established under some mild assumptions. Some numerical examples and a practical engineering application in vibrations show the e±ciency of our method