2,828 research outputs found
A comparison of several techniques for designing controllers of uncertain dynamic systems
In recent years, a number of techniques have been developed for the design of linear, constant gain feedback controllers for systems with imprecisely Known parameters. In this paper, several of these techniques are compared in the context of the design of a lateral autopilot for a rudderless remotely piloted vehicle with uncertain aerodynamic coefficients. Properties of the design techniques on which the comparison is based include closed-loop system performance at nominal and off-nominal parameter values, computational cost and complexity, ease of implementation in a real system, and generality of the parameter uncertainty which can be dealt with
On the Minimization of Convex Functionals of Probability Distributions Under Band Constraints
The problem of minimizing convex functionals of probability distributions is
solved under the assumption that the density of every distribution is bounded
from above and below. A system of sufficient and necessary first-order
optimality conditions as well as a bound on the optimality gap of feasible
candidate solutions are derived. Based on these results, two numerical
algorithms are proposed that iteratively solve the system of optimality
conditions on a grid of discrete points. Both algorithms use a block coordinate
descent strategy and terminate once the optimality gap falls below the desired
tolerance. While the first algorithm is conceptually simpler and more
efficient, it is not guaranteed to converge for objective functions that are
not strictly convex. This shortcoming is overcome in the second algorithm,
which uses an additional outer proximal iteration, and, which is proven to
converge under mild assumptions. Two examples are given to demonstrate the
theoretical usefulness of the optimality conditions as well as the high
efficiency and accuracy of the proposed numerical algorithms.Comment: 13 pages, 5 figures, 2 tables, published in the IEEE Transactions on
Signal Processing. In previous versions, the example in Section VI.B
contained some mistakes and inaccuracies, which have been fixed in this
versio
Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
Copyright [2002] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are established in terms of two discrete Riccati difference equations. A numerical example is given to show the applicability of the presented method
A two-stage probability based, conservatism reduction methodology for traditional Minimax robust control system design
A two-stage, probability-based controller design methodology is proposed to reduce the conservatism from traditional robust minimax controller design method, by relaxing the norm-bounded parameter uncertainty constraint and incorporating uncertain parameters' probabilistic information.Ph.D
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