46 research outputs found

    Array algorithms for H^2 and H^∞ estimation

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    Currently, the preferred method for implementing H^2 estimation algorithms is what is called the array form, and includes two main families: square-root array algorithms, that are typically more stable than conventional ones, and fast array algorithms, which, when the system is time-invariant, typically offer an order of magnitude reduction in the computational effort. Using our recent observation that H^∞ filtering coincides with Kalman filtering in Krein space, in this chapter we develop array algorithms for H^∞ filtering. These can be regarded as natural generalizations of their H^2 counterparts, and involve propagating the indefinite square roots of the quantities of interest. The H^∞ square-root and fast array algorithms both have the interesting feature that one does not need to explicitly check for the positivity conditions required for the existence of H^∞ filters. These conditions are built into the algorithms themselves so that an H^∞ estimator of the desired level exists if, and only if, the algorithms can be executed. However, since H^∞ square-root algorithms predominantly use J-unitary transformations, rather than the unitary transformations required in the H^2 case, further investigation is needed to determine the numerical behavior of such algorithms

    Frequency response of sampled-data systems

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    An Approximately Optimal Algorithm for Scheduling Phasor Data Transmissions in Smart Grid Networks

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    In this paper, we devise a scheduling algorithm for ordering transmission of synchrophasor data from the substation to the control center in as short a time frame as possible, within the realtime hierarchical communications infrastructure in the electric grid. The problem is cast in the framework of the classic job scheduling with precedence constraints. The optimization setup comprises the number of phasor measurement units (PMUs) to be installed on the grid, a weight associated with each PMU, processing time at the control center for the PMUs, and precedence constraints between the PMUs. The solution to the PMU placement problem yields the optimum number of PMUs to be installed on the grid, while the processing times are picked uniformly at random from a predefined set. The weight associated with each PMU and the precedence constraints are both assumed known. The scheduling problem is provably NP-hard, so we resort to approximation algorithms which provide solutions that are suboptimal yet possessing polynomial time complexity. A lower bound on the optimal schedule is derived using branch and bound techniques, and its performance evaluated using standard IEEE test bus systems. The scheduling policy is power grid-centric, since it takes into account the electrical properties of the network under consideration

    A global identifiability condition for consensus networks on tree graphs

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    In this paper we present a sufficient condition that guarantees identifiability of linear network dynamic systems exhibiting continuous-time weighted consensus protocols with acyclic structure. Each edge of the underlying network graph G is defined by a constant parameter, referred to as the weight of the edge, while each node is defined by a scalar state whose dynamics evolve as the weighted linear combination of its difference with the states of its neighboring nodes. Following the classical definitions of identifiability and indistinguishability, we first derive a condition that ensures the identifiability of the edge weights of G in terms of the associated transfer function. Using this characterization, we propose a sensor placement algorithm that guarantees identifiability of the edge weights. We describe our results using illustrative examples

    State-space solutions to standard H2 and H-infinity control problems

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