Search results for: optimal control theory.
6344 Retaining Structural System Active Vibration Control
Authors: Ming-Hui Lee, Shou-Jen Hsu
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This study presents an active vibration control technique to reduce the earthquake responses of a retained structural system. The proposed technique is a synthesis of the adaptive input estimation method (AIEM) and linear quadratic Gaussian (LQG) controller. The AIEM can estimate an unknown system input online. The LQG controller offers optimal control forces to suppress wall-structural system vibration. The numerical results show robust performance in the active vibration control technique.Keywords: Active vibration control, AIEM, LQG, Optimal control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18696343 Study on Optimal Control Strategy of PM2.5 in Wuhan, China
Authors: Qiuling Xie, Shanliang Zhu, Zongdi Sun
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In this paper, we analyzed the correlation relationship among PM2.5 from other five Air Quality Indices (AQIs) based on the grey relational degree, and built a multivariate nonlinear regression equation model of PM2.5 and the five monitoring indexes. For the optimal control problem of PM2.5, we took the partial large Cauchy distribution of membership equation as satisfaction function. We established a nonlinear programming model with the goal of maximum performance to price ratio. And the optimal control scheme is given.
Keywords: Grey relational degree, multiple linear regression, membership function, nonlinear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14086342 A Direct Probabilistic Optimization Method for Constrained Optimal Control Problem
Authors: Akbar Banitalebi, Mohd Ismail Abd Aziz, Rohanin Ahmad
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A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.
Keywords: Optimal Control Problem, Constraints, Direct Methods, Stochastic Algorithm
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16966341 Optimal Control Strategy for High Performance EV Interior Permanent Magnet Synchronous Motor
Authors: Mehdi Karbalaye Zadeh, Ehsan M. Siavashi
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The controllable electrical loss which consists of the copper loss and iron loss can be minimized by the optimal control of the armature current vector. The control algorithm of current vector minimizing the electrical loss is proposed and the optimal current vector can be decided according to the operating speed and the load conditions. The proposed control algorithm is applied to the experimental PM motor drive system and this paper presents a modern approach of speed control for permanent magnet synchronous motor (PMSM) applied for Electric Vehicle using a nonlinear control. The regulation algorithms are based on the feedback linearization technique. The direct component of the current is controlled to be zero which insures the maximum torque operation. The near unity power factor operation is also achieved. More over, among EV-s motor electric propulsion features, the energy efficiency is a basic characteristic that is influenced by vehicle dynamics and system architecture. For this reason, the EV dynamics are taken into account.Keywords: PMSM, Electric Vehicle, Optimal control, Traction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17676340 Controllability of Efficiency of Antiviral Therapy in Hepatitis B Virus Infections
Authors: Shyam S.N. Perera
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An optimal control problem for a mathematical model of efficiency of antiviral therapy in hepatitis B virus infections is considered. The aim of the study is to control the new viral production, block the new infection cells and maintain the number of uninfected cells in the given range. The optimal controls represent the efficiency of antiviral therapy in inhibiting viral production and preventing new infections. Defining the cost functional, the optimal control problem is converted into the constrained optimization problem and the first order optimality system is derived. For the numerical simulation, we propose the steepest descent algorithm based on the adjoint variable method. A computer program in MATLAB is developed for the numerical simulations.
Keywords: Virus infection model, Optimal control, Adjoint system, Steepest descent
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12536339 Optimal Parameters of Double Moving Average Control Chart
Authors: Y. Areepong
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The objective of this paper is to present explicit analytical formulas for evaluating important characteristics of Double Moving Average control chart (DMA) for Poisson distribution. The most popular characteristics of a control chart are Average Run Length ( 0 ARL ) - the mean of observations that are taken before a system is signaled to be out-of control when it is actually still incontrol, and Average Delay time ( 1 ARL ) - mean delay of true alarm times. An important property required of 0 ARL is that it should be sufficiently large when the process is in-control to reduce a number of false alarms. On the other side, if the process is actually out-ofcontrol then 1 ARL should be as small as possible. In particular, the explicit analytical formulas for evaluating 0 ARL and 1 ARL be able to get a set of optimal parameters which depend on a width of the moving average ( w ) and width of control limit ( H ) for designing DMA chart with minimum of 1 ARLKeywords: Optimal parameters, Average Run Length, Average Delay time, Double Moving Average chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23266338 Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization
Authors: Tomoaki Hashimoto
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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints, random dither quantization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11556337 Sensitizing Rules for Fuzzy Control Charts
Authors: N. Pekin Alakoç, A. Apaydın
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Quality control charts indicate out of control conditions if any nonrandom pattern of the points is observed or any point is plotted beyond the control limits. Nonrandom patterns of Shewhart control charts are tested with sensitizing rules. When the processes are defined with fuzzy set theory, traditional sensitizing rules are insufficient for defining all out of control conditions. This is due to the fact that fuzzy numbers increase the number of out of control conditions. The purpose of the study is to develop a set of fuzzy sensitizing rules, which increase the flexibility and sensitivity of fuzzy control charts. Fuzzy sensitizing rules simplify the identification of out of control situations that results in a decrease in the calculation time and number of evaluations in fuzzy control chart approach.Keywords: Fuzzy set theory, Quality control charts, Run Rules, Unnatural patterns.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35416336 Developing New Algorithm and Its Application on Optimal Control of Pumps in Water Distribution Network
Authors: R. Rajabpour, N. Talebbeydokhti, M. H. Ahmadi
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In recent years, new techniques for solving complex problems in engineering are proposed. One of these techniques is JPSO algorithm. With innovative changes in the nature of the jump algorithm JPSO, it is possible to construct a graph-based solution with a new algorithm called G-JPSO. In this paper, a new algorithm to solve the optimal control problem Fletcher-Powell and optimal control of pumps in water distribution network was evaluated. Optimal control of pumps comprise of optimum timetable operation (status on and off) for each of the pumps at the desired time interval. Maximum number of status on and off for each pumps imposed to the objective function as another constraint. To determine the optimal operation of pumps, a model-based optimization-simulation algorithm was developed based on G-JPSO and JPSO algorithms. The proposed algorithm results were compared well with the ant colony algorithm, genetic and JPSO results. This shows the robustness of proposed algorithm in finding near optimum solutions with reasonable computational cost.Keywords: G-JPSO, operation, optimization, pumping station, water distribution networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16376335 The Optimal Equilibrium Capacity of Information Hiding Based on Game Theory
Authors: Ziquan Hu, Kun She, Shahzad Ali, Kai Yan
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Game theory could be used to analyze the conflicted issues in the field of information hiding. In this paper, 2-phase game can be used to build the embedder-attacker system to analyze the limits of hiding capacity of embedding algorithms: the embedder minimizes the expected damage and the attacker maximizes it. In the system, the embedder first consumes its resource to build embedded units (EU) and insert the secret information into EU. Then the attacker distributes its resource evenly to the attacked EU. The expected equilibrium damage, which is maximum damage in value from the point of view of the attacker and minimum from the embedder against the attacker, is evaluated by the case when the attacker attacks a subset from all the EU. Furthermore, the optimal equilibrium capacity of hiding information is calculated through the optimal number of EU with the embedded secret information. Finally, illustrative examples of the optimal equilibrium capacity are presented.Keywords: 2-Phase Game, Expected Equilibrium damage, InformationHiding, Optimal Equilibrium Capacity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16216334 Optimal Placement of Piezoelectric Actuators on Plate Structures for Active Vibration Control Using Modified Control Matrix and Singular Value Decomposition Approach
Authors: Deepak Chhabra, Gian Bhushan, Pankaj Chandna
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The present work deals with the optimal placement of piezoelectric actuators on a thin plate using Modified Control Matrix and Singular Value Decomposition (MCSVD) approach. The problem has been formulated using the finite element method using ten piezoelectric actuators on simply supported plate to suppress first six modes. The sizes of ten actuators are combined to outline one actuator by adding the ten columns of control matrix to form a column matrix. The singular value of column control matrix is considered as the fitness function and optimal positions of the actuators are obtained by maximizing it with GA. Vibration suppression has been studied for simply supported plate with piezoelectric patches in optimal positions using Linear Quadratic regulator) scheme. It is observed that MCSVD approach has given the position of patches adjacent to each-other, symmetric to the centre axis and given greater vibration suppression than other previously published results on SVD.
Keywords: Closed loop Average dB gain, Genetic Algorithm (GA), LQR Controller, MCSVD, Optimal positions, Singular Value Decomposition (SVD) Approaches.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30736333 Model Predictive Control Using Thermal Inputs for Crystal Growth Dynamics
Authors: Takashi Shimizu, Tomoaki Hashimoto
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Recently, crystal growth technologies have made progress by the requirement for the high quality of crystal materials. To control the crystal growth dynamics actively by external forces is useuful for reducing composition non-uniformity. In this study, a control method based on model predictive control using thermal inputs is proposed for crystal growth dynamics of semiconductor materials. The control system of crystal growth dynamics considered here is governed by the continuity, momentum, energy, and mass transport equations. To establish the control method for such thermal fluid systems, we adopt model predictive control known as a kind of optimal feedback control in which the control performance over a finite future is optimized with a performance index that has a moving initial time and terminal time. The objective of this study is to establish a model predictive control method for crystal growth dynamics of semiconductor materials.Keywords: Model predictive control, optimal control, crystal growth, process control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8296332 Overview of Different Approaches Used in Optimal Operation Control of Hybrid Renewable Energy Systems
Authors: K. Kusakana
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A hybrid energy system is a combination of renewable energy sources with back up, as well as a storage system used to respond to given load energy requirements. Given that the electrical output of each renewable source is fluctuating with changes in weather conditions, and since the load demand also varies with time; one of the main attributes of hybrid systems is to be able to respond to the load demand at any time by optimally controlling each energy source, storage and back-up system. The induced optimization problem is to compute the optimal operation control of the system with the aim of minimizing operation costs while efficiently and reliably responding to the load energy requirement. Current optimization research and development on hybrid systems are mainly focusing on the sizing aspect. Thus, the aim of this paper is to report on the state-of-the-art of optimal operation control of hybrid renewable energy systems. This paper also discusses different challenges encountered, as well as future developments that can help in improving the optimal operation control of hybrid renewable energy systems.
Keywords: Renewable energies, hybrid systems, optimization, operation control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21076331 Optimal Controllers with Actuator Saturation for Nonlinear Structures
Authors: M. Mohebbi, K. Shakeri
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Since the actuator capacity is limited, in the real application of active control systems under sever earthquakes it is conceivable that the actuators saturate, hence the actuator saturation should be considered as a constraint in design of optimal controllers. In this paper optimal design of active controllers for nonlinear structures by considering actuator saturation, has been studied. The proposed method for designing optimal controllers is based on defining an optimization problem which the objective has been to minimize the maximum displacement of structure when a limited capacity for actuator has been used. To this end a single degree of freedom (SDF) structure with a bilinear hysteretic behavior has been simulated under a white noise ground acceleration of different amplitudes. Active tendon control mechanism, comprised of prestressed tendons and an actuator, and extended nonlinear Newmark method based instantaneous optimal control algorithm have been used. To achieve the best results, the weights corresponding to displacement, velocity, acceleration and control force in the performance index have been optimized by the Distributed Genetic Algorithm (DGA). Results show the effectiveness of the proposed method in considering actuator saturation. Also based on the numerical simulations it can be concluded that the actuator capacity and the average value of required control force are two important factors in designing nonlinear controllers which consider the actuator saturation.Keywords: Active control, Actuator Saturation, Distributedgeneticalgorithms, Nonlinear.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16036330 An Identification Method of Geological Boundary Using Elastic Waves
Authors: Masamitsu Chikaraishi, Mutsuto Kawahara
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This paper focuses on a technique for identifying the geological boundary of the ground strata in front of a tunnel excavation site using the first order adjoint method based on the optimal control theory. The geological boundary is defined as the boundary which is different layers of elastic modulus. At tunnel excavations, it is important to presume the ground situation ahead of the cutting face beforehand. Excavating into weak strata or fault fracture zones may cause extension of the construction work and human suffering. A theory for determining the geological boundary of the ground in a numerical manner is investigated, employing excavating blasts and its vibration waves as the observation references. According to the optimal control theory, the performance function described by the square sum of the residuals between computed and observed velocities is minimized. The boundary layer is determined by minimizing the performance function. The elastic analysis governed by the Navier equation is carried out, assuming the ground as an elastic body with linear viscous damping. To identify the boundary, the gradient of the performance function with respect to the geological boundary can be calculated using the adjoint equation. The weighed gradient method is effectively applied to the minimization algorithm. To solve the governing and adjoint equations, the Galerkin finite element method and the average acceleration method are employed for the spatial and temporal discretizations, respectively. Based on the method presented in this paper, the different boundary of three strata can be identified. For the numerical studies, the Suemune tunnel excavation site is employed. At first, the blasting force is identified in order to perform the accuracy improvement of analysis. We identify the geological boundary after the estimation of blasting force. With this identification procedure, the numerical analysis results which almost correspond with the observation data were provided.
Keywords: Parameter identification, finite element method, average acceleration method, first order adjoint equation method, weighted gradient method, geological boundary, navier equation, optimal control theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15846329 Operations Research Applications in Audit Planning and Scheduling
Authors: Abdel-Aziz M. Mohamed
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This paper presents a state-of-the-art survey of the operations research models developed for internal audit planning. Two alternative approaches have been followed in the literature for audit planning: (1) identifying the optimal audit frequency; and (2) determining the optimal audit resource allocation. The first approach identifies the elapsed time between two successive audits, which can be presented as the optimal number of audits in a given planning horizon, or the optimal number of transactions after which an audit should be performed. It also includes the optimal audit schedule. The second approach determines the optimal allocation of audit frequency among all auditable units in the firm. In our review, we discuss both the deterministic and probabilistic models developed for audit planning. In addition, game theory models are reviewed to find the optimal auditing strategy based on the interactions between the auditors and the clients.Keywords: Operations research applications, audit frequency, audit planning, audit-staff scheduling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29346328 Optimal Sliding Mode Controller for Knee Flexion During Walking
Authors: Gabriel Sitler, Yousef Sardahi, Asad Salem
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This paper presents an optimal and robust sliding mode controller (SMC) to regulate the position of the knee joint angle for patients suffering from knee injuries. The controller imitates the role of active orthoses that produce the joint torques required to overcome gravity and loading forces and regain natural human movements. To this end, a mathematical model of the shank, the lower part of the leg, is derived first and then used for the control system design and computer simulations. The design of the controller is carried out in optimal and multi-objective settings. Four objectives are considered: minimization of the control effort and tracking error; and maximization of the control signal smoothness and closed-loop system’s speed of response. Optimal solutions in terms of the Pareto set and its image, the Pareto front, are obtained. The results show that there are trade-offs among the design objectives and many optimal solutions from which the decision-maker can choose to implement. Also, computer simulations conducted at different points from the Pareto set and assuming knee squat movement demonstrate competing relationships among the design goals. In addition, the proposed control algorithm shows robustness in tracking a standard gait signal when accounting for uncertainty in the shank’s parameters.
Keywords: Optimal control, multi-objective optimization, sliding mode control, wearable knee exoskeletons.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1816327 Minimum-Fuel Optimal Trajectory for Reusable First-Stage Rocket Landing Using Particle Swarm Optimization
Authors: Kevin Spencer G. Anglim, Zhenyu Zhang, Qingbin Gao
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Reusable launch vehicles (RLVs) present a more environmentally-friendly approach to accessing space when compared to traditional launch vehicles that are discarded after each flight. This paper studies the recyclable nature of RLVs by presenting a solution method for determining minimum-fuel optimal trajectories using principles from optimal control theory and particle swarm optimization (PSO). This problem is formulated as a minimum-landing error powered descent problem where it is desired to move the RLV from a fixed set of initial conditions to three different sets of terminal conditions. However, unlike other powered descent studies, this paper considers the highly nonlinear effects caused by atmospheric drag, which are often ignored for studies on the Moon or on Mars. Rather than optimizing the controls directly, the throttle control is assumed to be bang-off-bang with a predetermined thrust direction for each phase of flight. The PSO method is verified in a one-dimensional comparison study, and it is then applied to the two-dimensional cases, the results of which are illustrated.Keywords: Minimum-fuel optimal trajectory, particle swarm optimization, reusable rocket, SpaceX.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20136326 Optimal Criteria for Non-Minimal Phase Plants
Authors: Z. Nemec, R. Matousek
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The paper describes the evaluation of quality of control for cases of controlled non-minimal phase plants. Control circuits containing non-minimal phase plants have different properties, they manifest reversed reaction at the beginning of unit step response. For these types of plants are developed special criterion of quality of control, which considers the difference and can be helpful for synthesis of optimal controller tuning. All results are clearly presented using Matlab/Simulink models.Keywords: control design, non-minimal phase system, optimalcriteria, power plant, heating plant, water turbine, Matlab, Simulink.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20656325 Modeling and Simulation of Robotic Arm Movement using Soft Computing
Authors: V. K. Banga, Jasjit Kaur, R. Kumar, Y. Singh
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In this research paper we have presented control architecture for robotic arm movement and trajectory planning using Fuzzy Logic (FL) and Genetic Algorithms (GAs). This architecture is used to compensate the uncertainties like; movement, friction and settling time in robotic arm movement. The genetic algorithms and fuzzy logic is used to meet the objective of optimal control movement of robotic arm. This proposed technique represents a general model for redundant structures and may extend to other structures. Results show optimal angular movement of joints as result of evolutionary process. This technique has edge over the other techniques as minimum mathematics complexity used.Keywords: Kinematics, Genetic algorithms (GAs), Fuzzy logic(FL), Optimal control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30096324 A Shape Optimization Method in Viscous Flow Using Acoustic Velocity and Four-step Explicit Scheme
Authors: Yoichi Hikino, Mutsuto Kawahara
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The purpose of this study is to derive optimal shapes of a body located in viscous flows by the finite element method using the acoustic velocity and the four-step explicit scheme. The formulation is based on an optimal control theory in which a performance function of the fluid force is introduced. The performance function should be minimized satisfying the state equation. This problem can be transformed into the minimization problem without constraint conditions by using the adjoint equation with adjoint variables corresponding to the state equation. The performance function is defined by the drag and lift forces acting on the body. The weighted gradient method is applied as a minimization technique, the Galerkin finite element method is used as a spatial discretization and the four-step explicit scheme is used as a temporal discretization to solve the state equation and the adjoint equation. As the interpolation, the orthogonal basis bubble function for velocity and the linear function for pressure are employed. In case that the orthogonal basis bubble function is used, the mass matrix can be diagonalized without any artificial centralization. The shape optimization is performed by the presented method.Keywords: Shape Optimization, Optimal Control Theory, Finite Element Method, Weighted Gradient Method, Fluid Force, Orthogonal Basis Bubble Function, Four-step Explicit Scheme, Acoustic Velocity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14646323 Optimal Trajectory Finding of IDP Ventilation Control with Outdoor Air Information and Indoor Health Risk Index
Authors: Minjeong Kim, Seungchul Lee, Iman Janghorban Esfahani, Jeong Tai Kim, Chang Kyoo Yoo
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This study was carried out for an underground subway station at Seoul Metro, Korea. The optimal set-points of the ventilation control system are determined every 3 hours, then, the ventilation controller adjusts the ventilation fan speed according to the optimal set-point changes. Compared to manual ventilation system which is operated irrespective of the OAQ, the IDP-based ventilation control system saves 3.7% of the energy consumption. Compared to the fixed set-point controller which is operated irrespective of the IAQ diurnal variation, the IDP-based controller shows better performance with a 2% decrease in energy consumption, maintaining the comfortable IAQ range inside the station.
Keywords: Indoor air quality, iterative dynamic algorithm, outdoor air information, ventilation control system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17186322 A Study of Under Actuator Dynamic System by Comparing between Minimum Energy and Minimum Jerk Problems
Authors: Tawiwat V., Phermsak S., Noppasit C.
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This paper deals with under actuator dynamic systems such as spring-mass-damper system when the number of control variable is less than the number of state variable. In order to apply optimal control, the controllability must be checked. There are many objective functions to be selected as the goal of the optimal control such as minimum energy, maximum energy and minimum jerk. As the objective function is the first priority, if one like to have the second goal to be applied; however, it could not fit in the objective function format and also avoiding the vector cost for the objective, this paper will illustrate the problem of under actuator dynamic systems with the easiest to deal with comparing between minimum energy and minimum jerk.
Keywords: Under actuator, Dynamic optimal control, Minimumjerk, Minimum energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13226321 Optimal Control of Volterra Integro-Differential Systems Based On Legendre Wavelets and Collocation Method
Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh
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In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet together with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.
Keywords: Collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28946320 Improved Simultaneous Performance in the Time Domain and in the Frequency Domain
Authors: Azeddine Ghodbane, David Bensoussan, Maher Hammami
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In this study, we introduce an alternative adaptive architecture that enhances both time and frequency performance, helpfully mitigating the effects of disturbances from the input plant and external disturbances affecting the output. To facilitate superior performance in both the time and frequency domains, we have developed a user-friendly interactive design methods using the GeoGebra platform.
Keywords: Control theory, decentralized control, sensitivity theory, input-output stability theory, robust multivariable feedback control design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2106319 Application of Legendre Transformation to Portfolio Optimization
Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin
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This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.
Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 676318 Computational Simulations on Stability of Model Predictive Control for Linear Discrete-time Stochastic Systems
Authors: Tomoaki Hashimoto
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Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the effectiveness of the obtained stability condition.Keywords: Computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18466317 Stability of Stochastic Model Predictive Control for Schrödinger Equation with Finite Approximation
Authors: Tomoaki Hashimoto
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Recent technological advance has prompted significant interest in developing the control theory of quantum systems. Following the increasing interest in the control of quantum dynamics, this paper examines the control problem of Schrödinger equation because quantum dynamics is basically governed by Schrödinger equation. From the practical point of view, stochastic disturbances cannot be avoided in the implementation of control method for quantum systems. Thus, we consider here the robust stabilization problem of Schrödinger equation against stochastic disturbances. In this paper, we adopt model predictive control method in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. The objective of this study is to derive the stability criterion for model predictive control of Schrödinger equation under stochastic disturbances.Keywords: Optimal control, stochastic systems, quantum systems, stabilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23556316 Simulation of the Performance of Novel Nonlinear Optimal Control Technique on Two Cart-inverted Pendulum System
Authors: B. Baigzadeh, V.Nazarzehi, H.Khaloozadeh
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The two cart inverted pendulum system is a good bench mark for testing the performance of system dynamics and control engineering principles. Devasia introduced this system to study the asymptotic tracking problem for nonlinear systems. In this paper the problem of asymptotic tracking of the two-cart with an inverted-pendulum system to a sinusoidal reference inputs via introducing a novel method for solving finite-horizon nonlinear optimal control problems is presented. In this method, an iterative method applied to state dependent Riccati equation (SDRE) to obtain a reliable algorithm. The superiority of this technique has been shown by simulation and comparison with the nonlinear approach.Keywords: Nonlinear optimal control, State dependent Riccatiequation, Asymptotic tracking, inverted pendulum
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15896315 Optimal Voltage and Frequency Control of a Microgrid Using the Harmony Search Algorithm
Authors: Hossein Abbasi
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The stability is an important topic to plan and manage the energy in the microgrids as the same as the conventional power systems. The voltage and frequency stability is one of the most important issues recently studied in microgrids. The objectives of this paper are the modelling and designing of the components and optimal controllers for the voltage and frequency control of the AC/DC hybrid microgrid under the different disturbances. Since the PI controllers have the advantages of simple structure and easy implementation, so they are designed and modeled in this paper. The harmony search (HS) algorithm is used to optimize the controllers’ parameters. According to the achieved results, the PI controllers have a good performance in voltage and frequency control of the microgrid.
Keywords: Frequency control, HS algorithm, microgrid, PI controller, voltage control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1365