A new method of recursive estimation in discrete linear systems
Gain of optimal filter and predictor, using recursive estimation in discrete linear systems
Kashyap, R. L.↗
SEARCH · Engineering Papers
Results for “Linear Optimization”
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On the adaptive control of linear systems using the open-loop-feedback-optimal approach.
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first order systems are presented.
Ku, R.↗
On the adaptive control of linear systems using the open-loop-feedback-optimal approach.
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with uncertain or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (OLFO) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.
Ku, R.↗
Closed-form solutions for linear regulator-design of mechanical systems including optimal weighting matrix selection
This paper addresses the restriction of Linear Quadratic Regulator (LQR) solutions to the algebraic Riccati Equation to design spaces which can be implemented as passive structural members and/or dampers. A general closed-form solution to the optimal free-decay control problem is presented which is tailored for structural-mechanical systems. The solution includes, as subsets, special cases such as the Rayleigh Dissipation Function and total energy. Weighting matrix selection is a constrained choice among several parameters to obtain desired physical relationships. The closed-form solution is also applicable to active control design for systems where perfect, collocated actuator-sensor pairs exist. Some examples of simple spring mass systems are shown to illustrate key points.
Hanks, Brantley R.↗
Combining PCA and nonlinear fitting of peak models to re-evaluate C 1s XPS spectrum of cellulose
Cellulose is an example of a material that responds to XPS by the creation of new chemistry not present in the as-received sample. While improvements in instrumentation may be seen in general as beneficial to surface science, recent studies have shown that the consequences for some materials are detrimental. Here, in this work, these problems are illustrated through an analysis of cellulose spectra obtained during a degradation study. C 1s spectra are decomposed into two well-formed component curves that are open to chemical interpretation. In particular, a component-curve representative of pure cellulose is obtained as well as a second component curve that implies cellulose is degraded through the creation of carbon chemistry involving C—O, C$=$O and O—C$=$O. Since cellulose is a crystalline material, formed through the alignment of molecules under the influence of hydrogen bonds, the analysis and findings presented in this paper are relevant to any material analyzed by XPS whose properties are dependent on hydrogen bonds. The analysis techniques are based on an informed vectorial approach, which extracts directly from data spectral shapes that are used to monitor sample degradation via linear least squares optimization. Related mathematics of Principal Component Analysis and linear analysis are presented.
36 MATERIALS SCIENCE↗
Optimized Non-Obstructive Particle Damping (NOPD) Treatment for Composite Honeycomb Structures
Non-Obstructive Particle Damping (NOPD) technology is a passive vibration damping approach whereby metallic or non-metallic particles in spherical or irregular shapes, of heavy or light consistency, and even liquid particles are placed inside cavities or attached to structures by an appropriate means at strategic locations, to absorb vibration energy. The objective of the work described herein is the development of a design optimization procedure and discussion of test results for such a NOPD treatment on honeycomb (HC) composite structures, based on finite element modeling (FEM) analyses, optimization and tests. Modeling and predictions were performed and tests were carried out to correlate the test data with the FEM. The optimization procedure consisted of defining a global objective function, using finite difference methods, to determine the optimal values of the design variables through quadratic linear programming. The optimization process was carried out by targeting the highest dynamic displacements of several vibration modes of the structure and finding an optimal treatment configuration that will minimize them. An optimal design was thus derived and laboratory tests were conducted to evaluate its performance under different vibration environments. Three honeycomb composite beams, with Nomex core and aluminum face sheets, empty (untreated), uniformly treated with NOPD, and optimally treated with NOPD, according to the analytically predicted optimal design configuration, were tested in the laboratory. It is shown that the beam with optimal treatment has the lowest response amplitude. Described below are results of modal vibration tests and FEM analyses from predictions of the modal characteristics of honeycomb beams under zero, 50% uniform treatment and an optimal NOPD treatment design configuration and verification with test data.
Panossian, H.↗
Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem of optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems
We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the following sense: we seek experimental designs that minimize the posterior uncertainty in the experiment end-goal, e.g. a quantity of interest (QoI), rather than the estimated parameter itself. This is suitable for scenarios in which the solution of an inverse problem is an intermediate step and the estimated parameter is then used to compute a QoI. In such problems, a GOODE approach has two benefits: the designs can avoid wastage of experimental resources by a targeted collection of data, and the resulting design criteria are computationally easier to evaluate due to the often low-dimensionality of the QoIs. We present two modified design criteria, A-GOODE and D-GOODE, which are natural analogues of classical Bayesian A- and D-optimal criteria. We analyze the connections to other ODE criteria, and provide interpretations for the GOODE criteria by using tools from information theory. Then, we develop an efficient gradient-based optimization framework for solving the GOODE optimization problems. Additionally, we present comprehensive numerical experiments testing the various aspects of the presented approach. The driving application is the optimal placement of sensors to identify the source of contaminants in a diffusion and transport problem. As a result, we enforce sparsity of the sensor placements using an L1-norm penalty approach, and propose a practical strategy for specifying the associated penalty parameter.
97 MATHEMATICS AND COMPUTING↗
Optimizing acoustical treatment
A mathematical linear programming model is presented for optimizing acoustical treatment and interior decoration of concert and other public halls. This method provides the designer with a range of acoustically correct solutions at increased economical efficiency. The mathematical model uses geometrical data about the room, recommended reverberation time values, the architect's choice of given sound absorbing structures and finishing materials. The model permits inclusion of aesthetical considerations about conditioning, proportioning, or, on the contrary, reciprocal exclusion of any classes of material and/or sound absorbing structure.
Beuran, N.↗
Control-System Design Program
Control-theory design package, Optimal Regulator Algorithms for Control of Linear Systems (ORACLS), developed to aid in design of controllers and optimal filters for systems modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, Linear-Quadratic-Gaussian (LQG) problem, most widely accepted method of determining optimal control policy. Provides for solution to time-in-variant continuous or discrete LQG problems. Attractive to control-system designer providing rigorous tool for dealing with multi-input and multi-output dynamic systems in continuous and discrete form. CDO version written in FORTRAN IV. VAX version written in FORTRAN 77.
Frisch, Harold P.↗
Connected Traffic Signal Coordination Optimization Framework through Network-Wide Adaptive Linear Quadratic Regulator–Based Control Strategy
Traffic congestion in metropolitan areas causes several significant challenges, such as longer travel times, decreased productivity, increased fuel consumption and vehicle emissions, and even severe injuries during crashes. Traffic signal control is a management approach to reduce traffic congestion and allocate the appropriate right of way for safety and mobility efficiency, both in temporal and spatial domains. Here, this study proposes a network-wide adaptive signal control coordination optimization framework based on the linear quadratic regulator algorithm. The traffic flow conditions driven by signal control inputs are formulated based on their network-wide state-space representation. After modeling traffic control regulation constraints, an adaptive linear quadratic regulator algorithm is designed to maximize the network-wide total throughput under the current conditions. Optimal signal control split time durations for multiple intersections in the network are derived by solving the algebraic Riccati equation. Furthermore, the recursive least square parameter estimation method is employed to quantify dynamic traffic condition changes. To verify the effectiveness of this proposed signal control framework, both simulation and real-world experimental tests are conducted for multiple intersections in downtown Chattanooga, Tennessee, United States. In preparation for real-world experimental tests, pipelines for real-time data processing implementation and historical traffic flow data analysis are conducted. The test results demonstrate that the proposed control framework achieves a decrease in travel time by up to 19.4%, total time spent (TTS) by up to 11.9%, and relative queue balance (RQB) by up to 15.6%. The research findings indicate that the proposed signal control framework can be generalized to handle large scale signal control optimization network-wide.
97 MATHEMATICS AND COMPUTING↗
A study of the use of linear programming techniques to improve the performance in design optimization problems
This project has two objectives. The first is to determine whether linear programming techniques can improve performance when handling design optimization problems with a large number of design variables and constraints relative to the feasible directions algorithm. The second purpose is to determine whether using the Kreisselmeier-Steinhauser (KS) function to replace the constraints with one constraint will reduce the cost of total optimization. Comparisons are made using solutions obtained with linear and non-linear methods. The results indicate that there is no cost saving using the linear method or in using the KS function to replace constraints.
Young, Katherine C.↗
Optimization problems governed by systems of PDEs with uncertainties
This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.
Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗
An approach to sub-optimal feedback control of non-linear systems.
Nonlinear system suboptimal feedback control technique based on method for determining approximate solutions for Hamilton-Jacobi- Bellman equation
OPTIMAL CONTROL↗
Optimal policies for identification of stochastic linear systems
The problem of designing closed-loop policies for identification of multiinput-multioutput linear discrete-time systems with random time-varying parameters is considered in this paper using a Bayesian approach. A sensitivity index gives a measure of performance for the closed-loop laws. The computation of the optimal laws is shown to be nontrivial, an exercise in stochastic control, but open-loop, affine, and open-loop feedback optimal inputs are shown to yield tractable problems. Numerical examples are given. For time-invariant systems, the criterion considered is shown to be related to the trace of the information matrix associated with the system.
Lopez-Toledo, A. A.↗
Optimal Transmission Switching Using the IV-ACOPF Linearization
In this paper we seek to investigate the performance of transmission switching using the iterative linear program approximation to the Current Voltage AC Optimal Power Flow (IV-ACOPF). Several different methods of using this switching are investigated to find a method that addresses the MIP challenges and is both fast and accurate. We consider opening only one line, opening up to five lines, and progressively opening one line at a time. The linear method with switching is much faster than the nonlinear ACOPF and generally finds solutions within 1% of the nonlinear ACOPF.
29 ENERGY PLANNING, POLICY, AND ECONOMY↗
Linear quadratic tracking problems in Hilbert space - Application to optimal active noise suppression
A unified treatment of the linear quadratic tracking (LQT) problem, in which a control system's dynamics are modeled by a linear evolution equation with a nonhomogeneous component that is linearly dependent on the control function u, is presented; the treatment proceeds from the theoretical formulation to a numerical approximation framework. Attention is given to two categories of LQT problems in an infinite time interval: the finite energy and the finite average energy. The behavior of the optimal solution for finite time-interval problems as the length of the interval tends to infinity is discussed. Also presented are the formulations and properties of LQT problems in a finite time interval.
Banks, H. T.↗