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Investigation and appreciation of optimal output feedback. Volume 1: A convergent algorithm for the stochastic infinite-time discrete optimal output feedback problem

The stochastic, infinite time, discrete output feedback problem for time invariant linear systems is examined. Two sets of sufficient conditions for the existence of a stable, globally optimal solution are presented. An expression for the total change in the cost function due to a change in the feedback gain is obtained. This expression is used to show that a sequence of gains can be obtained by an algorithm, so that the corresponding cost sequence is monotonically decreasing and the corresponding sequence of the cost gradient converges to zero. The algorithm is guaranteed to obtain a critical point of the cost function. The computational steps necessary to implement the algorithm on a computer are presented. The results are applied to a digital outer loop flight control problem. The numerical results for this 13th order problem indicate a rate of convergence considerably faster than two other algorithms used for comparison.

Halyo, N.↗

Parallel/distributed direct method for solving linear systems

A new family of parallel schemes for directly solving linear systems is presented and analyzed. It is shown that these schemes exhibit a near optimal performance and enjoy several important features: (1) For large enough linear systems, the design of the appropriate paralleled algorithm is insensitive to the number of processors as its performance grows monotonically with them; (2) It is especially good for large matrices, with dimensions large relative to the number of processors in the system; (3) It can be used in both distributed parallel computing environments and tightly coupled parallel computing systems; and (4) This set of algorithms can be mapped onto any parallel architecture without any major programming difficulties or algorithmical changes.

Lin, Avi↗

A Higher Harmonic Optimal Controller to Optimise Rotorcraft Aeromechanical Behaviour

Three methods to optimize rotorcraft aeromechanical behavior for those cases where the rotorcraft plant can be adequately represented by a linear model system matrix were identified and implemented in a stand-alone code. These methods determine the optimal control vector which minimizes the vibration metric subject to constraints at discrete time points, and differ from the commonly used non-optimal constraint penalty methods such as those employed by conventional controllers in that the constraints are handled as actual constraints to an optimization problem rather than as just additional terms in the performance index. The first method is to use a Non-linear Programming algorithm to solve the problem directly. The second method is to solve the full set of non-linear equations which define the necessary conditions for optimality. The third method is to solve each of the possible reduced sets of equations defining the necessary conditions for optimality when the constraints are pre-selected to be either active or inactive, and then to simply select the best solution. The effects of maneuvers and aeroelasticity on the systems matrix are modelled by using a pseudo-random pseudo-row-dependency scheme to define the systems matrix. Cases run to date indicate that the first method of solution is reliable, robust, and easiest to use, and that it was superior to the conventional controllers which were considered.

Leyland, Jane Anne↗

Factorization and the synthesis of optimal feedback gains for distributed parameter systems

An approach based on Volterra factorization leads to a new methodology for the analysis and synthesis of the optimal feedback gain in the finite-time linear quadratic control problem for distributed parameter systems. The approach circumvents the need for solving and analyzing Riccati equations and provides a more transparent connection between the system dynamics and the optimal gain. The general results are further extended and specialized for the case where the underlying state is characterized by autonomous differential-delay dynamics. Numerical examples are given to illustrate the second-order convergence rate that is derived for an approximation scheme for the optimal feedback gain in the differential-delay problem.

Milman, Mark H.↗

Biochemical inhibition of acid phosphatase activity in two mountain spruce forest soils

The product inhibition of the 4-Methylumbelliferyl phosphate (MUB-P) decay rate, a measure of potential acid phosphatase activity, has not been considered in most of the published kinetic studies. The aim of this study was to determine the type and strength of the product inhibition in order to better define reaction conditions at which the acid phosphatase activity assay produces unbiased results. The MUB-P decay rate was measured in the forest floor and topsoil organic horizons of two spruce forest catchments at different initial MUB-P and P-PO4 3- concentrations. Furthermore, the type and strength of the inhibition was analyzed by non-linear regression. We found that MUB-P decay was competitively inhibited by the P-PO4 3- but also by dissolved organic P. By using estimated kinetic parameters, we calculated an underestimation of potential acid phosphatase activity by up to ~20% at concentrations of added MUB-P as high as 300 µmol g-1 dry weight and an incubation time one hour due to background inorganic and organic P concentrations in range of units of µmol per gram of dry soil. We discuss approaches that can be used to minimize the underestimation and show that the previously defined recommendations might not be always sufficient to avoid the bias. Therefore, we recommend to analyze progress curves at a wide range of initial MUB-P concentrations using non-linear methods when the enzyme assay is optimized for a given soil. When changes in inorganic and/or organic P concentrations are expected, we further recommend measuring background inorganic and organic P concentrations.

59 BASIC BIOLOGICAL SCIENCES↗

Krylov subspace recycling for evolving structures

Krylov subspace recycling is a powerful tool when solving a long series of large, sparse linear systems that change only slowly over time. In PDE constrained shape optimization, these series appear naturally, as typically hundreds or thousands of optimization steps are needed with only small changes in the geometry. In this setting, however, applying Krylov subspace recycling can be a difficult task. As the geometry evolves, in general, so does the finite element mesh defined on or representing this geometry, including the numbers of nodes and elements and element connectivity. This is especially the case if re-meshing techniques are used. As a result, the number of algebraic degrees of freedom in the system changes, and in general the linear system matrices resulting from the finite element discretization change size from one optimization step to the next. Changes in the mesh connectivity also lead to structural changes in the matrices. In the case of re-meshing, even if the geometry changes only a little, the corresponding mesh might differ substantially from the previous one. Obviously, this prevents any straightforward mapping of the approximate invariant subspace of the linear system matrix (the focus of recycling in this work) from one optimization step to the next; similar problems arise for other selected subspaces. In this paper, we present an algorithm to map an approximate invariant subspace of the linear system matrix for the previous optimization step to an approximate invariant subspace of the linear system matrix for the current optimization step, for general meshes. This is achieved by exploiting the map from coefficient vectors to finite element functions on the mesh, combined with interpolation or approximation of functions on the finite element mesh. We demonstrate the effectiveness of our approach numerically with several proof of concept studies for a specific meshing technique.

42 ENGINEERING↗

Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs

A lower bound for a finite-scenario-based chance-constrained program is the quantile value corresponding to the sorted optimal objective values of scenario subproblems. This quantile bound can be improved by grouping subsets of scenarios at the expense of solving larger subproblems. The quality of the bound depends on how the scenarios are grouped. In this paper, we formulate a mixed-integer bilevel program that optimally groups scenarios to tighten the quantile bounds. For general chance-constrained programs, we propose a branch-and-cut algorithm to optimize the bilevel program, and for chance-constrained linear programs, a mixed-integer linear-programming reformulation is derived. Here, we also propose several heuristics for grouping similar or dissimilar scenarios. Our computational results demonstrate that optimal grouping bounds are much tighter than heuristic bounds, resulting in smaller root-node gaps and better performance of scenario decomposition for solving chance-constrained 0-1 programs. Also, the optimal grouping bounds can be greatly strengthened using larger group size.

97 MATHEMATICS AND COMPUTING↗

Sensitivity of control-augmented structure obtained by a system decomposition method

The verification of a method for computing sensitivity derivatives of a coupled system is presented. The method deals with a system whose analysis can be partitioned into subsets that correspond to disciplines and/or physical subsystems that exchange input-output data with each other. The method uses the partial sensitivity derivatives of the output with respect to input obtained for each subset separately to assemble a set of linear, simultaneous, algebraic equations that are solved for the derivatives of the coupled system response. This sensitivity analysis is verified using an example of a cantilever beam augmented with an active control system to limit the beam's dynamic displacements under an excitation force. The verification shows good agreement of the method with reference data obtained by a finite difference technique involving entire system analysis. The usefulness of a system sensitivity method in optimization applications by employing a piecewise-linear approach to the same numerical example is demonstrated. The method's principal merits are its intrinsically superior accuracy in comparison with the finite difference technique, and its compatibility with the traditional division of work in complex engineering tasks among specialty groups.

Sobieszczanskisobieski, Jaroslaw↗

Sensitivity of control-augmented structure obtained by a system decomposition method

The verification of a method for computing sensitivity derivatives of a coupled system is presented. The method deals with a system whose analysis can be partitioned into subsets that correspond to disciplines and/or physical subsystems that exchange input-output data with each other. The method uses the partial sensitivity derivatives of the output with respect to input obtained for each subset separately to assemble a set of linear, simultaneous, algebraic equations that are solved for the derivatives of the coupled system response. This sensitivity analysis is verified using an example of a cantilever beam augmented with an active control system to limit the beam's dynamic displacements under an excitation force. The verification shows good agreement of the method with reference data obtained by a finite difference technique involving entire system analysis. The usefulness of a system sensitivity method in optimization applications by employing a piecewise-linear approach to the same numerical example is demonstrated. The method's principal merits are its intrinsically superior accuracy in comparison with the finite difference technique, and its compatibility with the traditional division of work in complex engineering tasks among specialty groups.

Sobieszczanski-Sobieski, Jaroslaw↗

Optical Performance Prediction of Hyperlight Energy Collector With a New Optimized Secondary Reflector

This paper assesses the optical performance of a new linear Fresnel collector by Hyperlight Energy. It uses water as construction material to carry mini-size reflectors to save the cost. The secondary reflector adopts an optimal profile derived through a new adaptive optimization method by NREL. The optical performance of the optimal secondary reflector profile is also calculated at varying incidence angles. The results show that the secondary reflector profile possesses a constantly high performance over a wide range of incidence angle and exhibits its robustness.

Zhu, Guangdong↗

Design Considerations of a Coordinative Demand Charge Mitigation Strategy

This paper presents a coordinative demand charge mitigation (DCM) strategy for reducing electricity consumption during system peak periods. Available DCM resources include batteries, diesel generators, controllable loads, and conservation voltage reduction. All resources are directly controlled by load serving entities. A mixed integer linear programming based energy management algorithm is developed to optimally coordinate of DCM resources considering the load payback effect. To better capture system peak periods, two different kinds of load forecast are used: the day-ahead load forecast and the peak-hour probability forecast. Five DCM strategies are compared for reconciling the discrepancy between the two forecasting results. The DCM strategies are tested using actual utility data. Simulation results show that the proposed algorithm can effectively mitigate the demand charge while preventing the system peak from being shifted to the payback hours. We also identify the diminishing return effect, which can help load serving entities optimize the size of their DCM resources.

Hu, Rongxing↗

Synthesis of control laws for optimally designed large space structures

In this study, the vibration control of large space structures using the linear quadratic regulator technique is investigated. Emphasis is made on the control of both optimally designed structures and also the original (uniform) structures using the cantilever beam as an example. The open loop and closed loop eigenvalues are compared and the transient responses are obtained to determine the effectiveness of the control system design.

Satyanarayana, K.↗

Compressible degree of freedom (CDOF): A potential strategy for improving wave energy capture

The addition of a compressible degree of freedom (CDOF) has been shown to significantly increase the power absorption compared to a traditional rigid WEC of the same shape and mass for a variety of architectures. The present study demonstrates that a compressible point absorber, with a passive power-take-off (PTO) and optimized damping, can also achieve at the same performance levels or better than an optimally controlled rigid point absorber using reactive power from the PTO. Eliminating the need for a reactive PTO would substantially reduce costs by reducing PTO design complexity. In addition, it would negate the documented problems of reactive PTO efficiencies on absorbed power. Improvements to performance were quantified in the present study by comparing a compressible point absorber to a conventional rigid one with the same shape and mass. Wave energy is converted to mechanical energy in both cases using a linear damper PTO, with the PTO coefficient optimized for each resonance frequency and compressible volume. The large compressible volumes required to tune the compressible point absorber to the desired frequency are a practical limitation that needs to be addressed with further research; especially for low frequencies. If fact, all compressible volumes exceed the submerged volume of the point absorber by significant amounts; requiring auxiliary compressible volume storage units that are connected to the air chamber in the submerged portion of the point absorber. While realistic, these auxiliary units would increase the Cap Ex and Op Ex costs, potentially reducing the aforementioned benefits gained by CDOF. However, alternative approaches can be developed to implement CDOF without the large compressible volume requirements, including the development of flexible surface panels tuned with mechanical springs.

42 ENGINEERING↗

A feedback linearization approach to spacecraft control using momentum exchange devices

Recent developments in the area of nonlinear control theory have shown how coordiante changes in the state and input spaces can be used with nonlinear feedback to transform certain nonlinear ordinary differential equations into equivalent linear equations. These feedback linearization techniques are applied to resolve two problems arising in the control of spacecraft equipped with control moment gyroscopes (CMGs). The first application involves the computation of rate commands for the gimbals that rotate the individual gyroscopes to produce commanded torques on the spacecraft. The second application is to the long-term management of stored momentum in the system of control moment gyroscopes using environmental torques acting on the vehicle. An approach to distributing control effort among a group of redundant actuators is described that uses feedback linearization techniques to parameterize sets of controls which influence a specified subsystem in a desired way. The approach is adapted for use in spacecraft control with double-gimballed gyroscopes to produce an algorithm that avoids problematic gimbal configurations by approximating sets of gimbal rates that drive CMG rotors into desirable configurations. The momentum management problem is stated as a trajectory optimization problem with a nonlinear dynamical constraint. Feedback linearization and collocation are used to transform this problem into an unconstrainted nonlinear program. The approach to trajectory optimization is fast and robust. A number of examples are presented showing applications to the proposed NASA space station.

Dzielski, John Edward↗

SU-E-T-110: Development of An Independent, Monte Carlo, Dose Calculation, Quality Assurance Tool for Clinical Trials

Purpose: To develop a comprehensive end-to-end test for Varian's TrueBeam linear accelerator for head and neck IMRT using a custom phantom designed to utilize multiple dosimetry devices. Purpose: To commission a multiple-source Monte Carlo model of Elekta linear accelerator beams of nominal energies 6MV and 10MV. Methods: A three source, Monte Carlo model of Elekta 6 and 10MV therapeutic x-ray beams was developed. Energy spectra of two photon sources corresponding to primary photons created in the target and scattered photons originating in the linear accelerator head were determined by an optimization process that fit the relative fluence of 0.25 MeV energy bins to the product of Fatigue-Life and Fermi functions to match calculated percent depth dose (PDD) data with that measured in a water tank for a 10x10cm2 field. Off-axis effects were modeled by a 3rd degree polynomial used to describe the off-axis half-value layer as a function of off-axis angle and fitting the off-axis fluence to a piecewise linear function to match calculated dose profiles with measured dose profiles for a 40×40cm2 field. The model was validated by comparing calculated PDDs and dose profiles for field sizes ranging from 3×3cm2 to 30×30cm2 to those obtained from measurements. A benchmarking study compared calculated data to measurements for IMRT plans delivered to anthropomorphic phantoms. Results: Along the central axis of the beam 99.6% and 99.7% of all data passed the 2%/2mm gamma criterion for 6 and 10MV models, respectively. Dose profiles at depths of dmax, through 25cm agreed with measured data for 99.4% and 99.6% of data tested for 6 and 10MV models, respectively. A comparison of calculated dose to film measurement in a head and neck phantom showed an average of 85.3% and 90.5% of pixels passing a 3%/2mm gamma criterion for 6 and 10MV models respectively. Conclusion: A Monte Carlo multiple-source model for Elekta 6 and 10MV therapeutic x-ray beams has been developed as a quality assurance tool for clinical trials.

60 APPLIED LIFE SCIENCES↗

Optimal moving grids for time-dependent partial differential equations

Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.

Wathen, A. J.↗

Optimal moving grids for time-dependent partial differential equations

Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.

Wathen, A. J.↗