On the design of linear systems with piecewise constant feedback gains.
Linear regulator systems design with piecewise constant feedback gains determined by convergent digital computational algorithm
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Linear regulator systems design with piecewise constant feedback gains determined by convergent digital computational algorithm
The problem of determining the linear time-invariant compensator of a specified dimension which minimizes the asymptotic expected value of a quadratic form in the state variables of a linear stochastic system of arbitrary order, is considered. It is shown that under appropriate assumptions, the solution of this problem can be interpreted as a minimum-order observer-based or dual observer-based compensator for an optimally aggregated model of the plant.
Loci points of state space determination in time optimal control of stationary linear systems
State-space methods for designing digital computer simulation of time invariant linear systems
Most of the known results concerning convergence of iterative methods for solving linear systems involve either positive definiteness or monotonicity. In this paper a new concept, called K-semipositivity, is introduced, which provides a link between convergence theory, monotonicity, and positive definiteness. By using this concept, together with partial orderings in Euclidean n-space, several new convergence theorems are proved. Application to Jacobi's methods and the theory of regular splittings shows the usefulness of these new results.
A method of determining the stability of linear systems with many constant time delays is developed. This technique, an extension of the tau-decomposition method, is used to examine not only the stability but also the relative stability of retarded systems with many delays and a class of neutral equations with one delay. Analytical equations are derived for partitioning the delay space of a retarded system with two time delays. The stability of the system in each of the regions defined by the partitioning curves in the parameter plane is determined using the extended tau-decomposition method. In addition, relative stability boundaries are defined using the extended tau-decompositon method in association with parameter plane techniques. Several applications of the extended tau-decomposition method are presented and compared with stability results obtained from other analyses. In all cases the results obtained using the method outlined herein coincide with and extend those of previous investigations. The extended tau-decomposition method applied to systems with time delays requires less computational effort and yields more complete stability analyses than previous techniques.
The present investigation is concerned with a comparison of methods for solving linear algebraic systems which arise from finite difference discretizations of the elliptic convection-diffusion equation in a planar region Omega with Dirichlet boundary conditions. Such linear systems are typically of the form Ax = b where A is an N x N sparse nonsymmetric matrix. In a discussion of discretizations, it is assumed that a regular rectilinear mesh of width h has been imposed on Omega. The discretizations considered include central differences, upstream differences, and modified upstream differences. Six methods for solving Ax = b are considered. Three variants of Gaussian elimination have been chosen as representatives of state-of-the-art software for direct methods under different assumptions about pivoting. Three iterative methods are also included.
Time optimal control function and optimal trajectories solved for second order linear system with constant time delay
Recursive estimation equation giving algorithms for prediction, filtering, and signal smoothing in discrete linear systems
Simulation of multiphase flow in the subsurface is well-known to be computationally challenging. While there have been many studies that have explored approaches to overcoming these challenges, they often utilize relatively simple case studies. In this paper, we focus on the unique numerical challenges posed by modeling large-scale engineered subsurface systems, characterized by discrete features embedded in a heterogeneous natural subsurface setting. The man-made features such as shafts, tunnels, and barriers often cause multiple challenges in modeling the domain for multiphase porous media flow. This flow scenario can have a wide range of applications such as nuclear waste repositories, enhanced recovery of a petroleum reservoir, geothermal engineering, and carbon sequestration. An example of these severe numerical challenges is the case of performance assessment (PA) for Waste Isolation Pilot Plant (WIPP), the only operating deep geological repository in the US, which simulates extreme material properties of bedded salt rock formation and extreme contrast due to open excavation next to the formation. The models have extremes not only of permeability and porosity but also of the constitutive models needed for multiphase flow; additionally, they have process models like salt creep closure reducing porosity over time, fracturing in clay and anhydrite interbeds of the bedded salt, gas generation from the waste materials, and unintentional human borehole intrusions in some scenarios. Numerical simulations require the solution of coupled systems of nonlinear PDEs; in our work, we use the open-source simulator PFLOTRAN which is based on Finite Volume discretization. The solution of the nonlinear equations requires use of the Newton-Raphson iteration at each time step, which entails the solution of the linearized Jacobian system at each iteration. The effects of all the processes (i.e., large number of unknowns, highly nonlinear constitutive relations, large contrasts in material properties in short distances) lead to an ill-conditioned Jacobian matrix that severely challenges traditional linear solver, i.e., stabilized biconjugate gradient with block Jacobi incomplete LU preconditioner (BCGS-ILU) leading to non-convergence for traditional Newton-Raphson nonlinear solver causing unacceptably long computation time for each model. This paper presents linear solvers such as constrained pressure residual (CPR) two-stage preconditioner with alternate-block-factorization (ABF) and quasi- implicit pressure and explicit saturation (QIMPES) decouplers and flexible generalized residual solver (FGMRES). The new general-purpose nonlinear solver, Newton trust-region dogleg Cauchy (NTRDC), is also introduced to resolve extreme nonlinearities in the models. We demonstrate the effectiveness of each method relative to the default BCGS-Newton solver. The two best cases had nearly 50 times speed-up and achieved completion of a simulation in 14 hours that never completed due to non-convergence with the default solver. We also investigate the strong scalability of each method and discuss some of the deficiencies found for Block Jacobi preconditioner using parallel domain decomposition, and node packing effects of modern processor architecture.
The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the well-known Kalman filter. However, its performance can suffer when the ensemble size is smaller than the state space, as is often necessary for computationally burdensome models. This scenario means that the empirical estimate of the state covariance is not full rank and possibly quite noisy. To solve this problem in this high dimensional regime, we propose a computationally fast and easy to implement algorithm called the penalized ensemble Kalman filter (PEnKF). Under certain conditions, it can be theoretically proven that the PEnKF will be accurate (the estimation error will converge to zero) despite having fewer ensemble members than state dimensions. Further, as contrasted to localization methods, the proposed approach learns the covariance structure associated with the dynamical system. These theoretical results are supported with simulations of several non-linear and high dimensional systems.
Kalman filter set for state vector and observation error variance estimation in discrete- time linear system, using empirical Bayes techniques
Report presents theoretical study of some issues of controllability and observability of system represented by linear, time-invariant mathematical model of the form. x = Ax + Bu, y = Cx + Du, x(0) = xo where x is n-dimensional vector representing state of system; u is p-dimensional vector representing control input to system; y is q-dimensional vector representing output of system; n,p, and q are integers; x(0) is intial (zero-time) state vector; and set of matrices (A,B,C,D) said to constitute state-space representation of system.
Computational algorithm for determining piecewise-constant feedback gains for linear system optimal control
Loops and paths in Mason signal flow graph of linear systems using algorithm with remote time shared digital computation
Optical stationary control of linear control system with state dependent Gaussian noise
Applications of partial orderings to study of positive definiteness, monotonicity, and convergence of iterative methods for linear systems
Asymptotic properties and simulation of adaptive stochastic control for linear systems