2 research outputs found

    Neural-Network Vector Controller for Permanent-Magnet Synchronous Motor Drives: Simulated and Hardware-Validated Results

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    This paper focuses on current control in a permanentmagnet synchronous motor (PMSM). The paper has two main objectives: The first objective is to develop a neural-network (NN) vector controller to overcome the decoupling inaccuracy problem associated with conventional PI-based vector-control methods. The NN is developed using the full dynamic equation of a PMSM, and trained to implement optimal control based on approximate dynamic programming. The second objective is to evaluate the robust and adaptive performance of the NN controller against that of the conventional standard vector controller under motor parameter variation and dynamic control conditions by (a) simulating the behavior of a PMSM typically used in realistic electric vehicle applications and (b) building an experimental system for hardware validation as well as combined hardware and simulation evaluation. The results demonstrate that the NN controller outperforms conventional vector controllers in both simulation and hardware implementation

    Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets

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    [EN] We consider a quasi-metric topological structure for the construction of a new reinforcement learning model in the framework of financial markets. It is based on a Lipschitz type extension of reward functions defined in metric spaces. Specifically, the McShane and Whitney extensions are considered for a reward function which is defined by the total evaluation of the benefits produced by the investment decision at a given time. We define the metric as a linear combination of a Euclidean distance and an angular metric component. All information about the evolution of the system from the beginning of the time interval is used to support the extension of the reward function, but in addition this data set is enriched by adding some artificially produced states. Thus, the main novelty of our method is the way we produce more states-which we call "dreams"-to enrich learning. Using some known states of the dynamical system that represents the evolution of the financial market, we use our technique to simulate new states by interpolating real states and introducing some random variables. These new states are used to feed a learning algorithm designed to improve the investment strategy by following a typical reinforcement learning scheme. (C) 2020 Elsevier B.V. All rights reserved.This work was supported by the Ministerio de Ciencia, Innovacion y Universidades, Agencial Estatal de Investigaciones and FEDER (Spain) (grant number MTM2016-77054-C2-1-P.)Calabuig, JM.; Falciani, H.; SĂĄnchez PĂ©rez, EA. (2020). Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets. Neurocomputing. 398:172-184. https://doi.org/10.1016/j.neucom.2020.02.052S172184398Aliprantis, C., & Burkinshaw, O. (2003). Locally Solid Riesz Spaces with Applications to Economics. 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