WorldWideScience

Sample records for constrained discrete-time optimal

  1. Adaptive Constrained Optimal Control Design for Data-Based Nonlinear Discrete-Time Systems With Critic-Only Structure.

    Science.gov (United States)

    Luo, Biao; Liu, Derong; Wu, Huai-Ning

    2018-06-01

    Reinforcement learning has proved to be a powerful tool to solve optimal control problems over the past few years. However, the data-based constrained optimal control problem of nonaffine nonlinear discrete-time systems has rarely been studied yet. To solve this problem, an adaptive optimal control approach is developed by using the value iteration-based Q-learning (VIQL) with the critic-only structure. Most of the existing constrained control methods require the use of a certain performance index and only suit for linear or affine nonlinear systems, which is unreasonable in practice. To overcome this problem, the system transformation is first introduced with the general performance index. Then, the constrained optimal control problem is converted to an unconstrained optimal control problem. By introducing the action-state value function, i.e., Q-function, the VIQL algorithm is proposed to learn the optimal Q-function of the data-based unconstrained optimal control problem. The convergence results of the VIQL algorithm are established with an easy-to-realize initial condition . To implement the VIQL algorithm, the critic-only structure is developed, where only one neural network is required to approximate the Q-function. The converged Q-function obtained from the critic-only VIQL method is employed to design the adaptive constrained optimal controller based on the gradient descent scheme. Finally, the effectiveness of the developed adaptive control method is tested on three examples with computer simulation.

  2. Invariant set computation for constrained uncertain discrete-time systems

    NARCIS (Netherlands)

    Athanasopoulos, N.; Bitsoris, G.

    2010-01-01

    In this article a novel approach to the determination of polytopic invariant sets for constrained discrete-time linear uncertain systems is presented. First, the problem of stabilizing a prespecified initial condition set in the presence of input and state constraints is addressed. Second, the

  3. Integrals of Motion for Discrete-Time Optimal Control Problems

    OpenAIRE

    Torres, Delfim F. M.

    2003-01-01

    We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the discrete time Lagrangian and discrete time control system. As corollaries, results for first-order and higher-order discrete problems of the calculus of variations are obtained.

  4. On the application of Discrete Time Optimal Control Concepts to ...

    African Journals Online (AJOL)

    On the application of Discrete Time Optimal Control Concepts to Economic Problems. ... Journal of the Nigerian Association of Mathematical Physics ... Abstract. An extension of the use of the maximum principle to solve Discrete-time Optimal Control Problems (DTOCP), in which the state equations are in the form of general ...

  5. Discrete-time optimal control and games on large intervals

    CERN Document Server

    Zaslavski, Alexander J

    2017-01-01

    Devoted to the structure of approximate solutions of discrete-time optimal control problems and approximate solutions of dynamic discrete-time two-player zero-sum games, this book presents results on properties of approximate solutions in an interval that is independent lengthwise, for all sufficiently large intervals. Results concerning the so-called turnpike property of optimal control problems and zero-sum games in the regions close to the endpoints of the time intervals are the main focus of this book. The description of the structure of approximate solutions on sufficiently large intervals and its stability will interest graduate students and mathematicians in optimal control and game theory, engineering, and economics. This book begins with a brief overview and moves on to analyze the structure of approximate solutions of autonomous nonconcave discrete-time optimal control Lagrange problems.Next the structures of approximate solutions of autonomous discrete-time optimal control problems that are discret...

  6. Discrete-time inverse optimal control for nonlinear systems

    CERN Document Server

    Sanchez, Edgar N

    2013-01-01

    Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). Th

  7. Engineering applications of discrete-time optimal control

    DEFF Research Database (Denmark)

    Vidal, Rene Victor Valqui; Ravn, Hans V.

    1990-01-01

    Many problems of design and operation of engineering systems can be formulated as optimal control problems where time has been discretisized. This is also true even if 'time' is not involved in the formulation of the problem, but rather another one-dimensional parameter. This paper gives a review...... of some well-known and new results in discrete time optimal control methods applicable to practical problem solving within engineering. Emphasis is placed on dynamic programming, the classical maximum principle and generalized versions of the maximum principle for optimal control of discrete time systems...

  8. Optimal Robust Fault Detection for Linear Discrete Time Systems

    Directory of Open Access Journals (Sweden)

    Nike Liu

    2008-01-01

    Full Text Available This paper considers robust fault-detection problems for linear discrete time systems. It is shown that the optimal robust detection filters for several well-recognized robust fault-detection problems, such as ℋ−/ℋ∞, ℋ2/ℋ∞, and ℋ∞/ℋ∞ problems, are the same and can be obtained by solving a standard algebraic Riccati equation. Optimal filters are also derived for many other optimization criteria and it is shown that some well-studied and seeming-sensible optimization criteria for fault-detection filter design could lead to (optimal but useless fault-detection filters.

  9. The constrained discrete-time state-dependent Riccati equation technique for uncertain nonlinear systems

    Science.gov (United States)

    Chang, Insu

    The objective of the thesis is to introduce a relatively general nonlinear controller/estimator synthesis framework using a special type of the state-dependent Riccati equation technique. The continuous time state-dependent Riccati equation (SDRE) technique is extended to discrete-time under input and state constraints, yielding constrained (C) discrete-time (D) SDRE, referred to as CD-SDRE. For the latter, stability analysis and calculation of a region of attraction are carried out. The derivation of the D-SDRE under state-dependent weights is provided. Stability of the D-SDRE feedback system is established using Lyapunov stability approach. Receding horizon strategy is used to take into account the constraints on D-SDRE controller. Stability condition of the CD-SDRE controller is analyzed by using a switched system. The use of CD-SDRE scheme in the presence of constraints is then systematically demonstrated by applying this scheme to problems of spacecraft formation orbit reconfiguration under limited performance on thrusters. Simulation results demonstrate the efficacy and reliability of the proposed CD-SDRE. The CD-SDRE technique is further investigated in a case where there are uncertainties in nonlinear systems to be controlled. First, the system stability under each of the controllers in the robust CD-SDRE technique is separately established. The stability of the closed-loop system under the robust CD-SDRE controller is then proven based on the stability of each control system comprising switching configuration. A high fidelity dynamical model of spacecraft attitude motion in 3-dimensional space is derived with a partially filled fuel tank, assumed to have the first fuel slosh mode. The proposed robust CD-SDRE controller is then applied to the spacecraft attitude control system to stabilize its motion in the presence of uncertainties characterized by the first fuel slosh mode. The performance of the robust CD-SDRE technique is discussed. Subsequently

  10. Sampled-data and discrete-time H2 optimal control

    NARCIS (Netherlands)

    Trentelman, Harry L.; Stoorvogel, Anton A.

    1993-01-01

    This paper deals with the sampled-data H2 optimal control problem. Given a linear time-invariant continuous-time system, the problem of minimizing the H2 performance over all sampled-data controllers with a fixed sampling period can be reduced to a pure discrete-time H2 optimal control problem. This

  11. Continuous and Discrete-Time Optimal Controls for an Isolated Signalized Intersection

    Directory of Open Access Journals (Sweden)

    Jiyuan Tan

    2017-01-01

    Full Text Available A classical control problem for an isolated oversaturated intersection is revisited with a focus on the optimal control policy to minimize total delay. The difference and connection between existing continuous-time planning models and recently proposed discrete-time planning models are studied. A gradient descent algorithm is proposed to convert the optimal control plan of the continuous-time model to the plan of the discrete-time model in many cases. Analytic proof and numerical tests for the algorithm are also presented. The findings shed light on the links between two kinds of models.

  12. Robust self-triggered model predictive control for constrained discrete-time LTI systems based on homothetic tubes

    NARCIS (Netherlands)

    Aydiner, E.; Brunner, F.D.; Heemels, W.P.M.H.; Allgower, F.

    2015-01-01

    In this paper we present a robust self-triggered model predictive control (MPC) scheme for discrete-time linear time-invariant systems subject to input and state constraints and additive disturbances. In self-triggered model predictive control, at every sampling instant an optimization problem based

  13. Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.

    Science.gov (United States)

    Wei, Qinglai; Li, Benkai; Song, Ruizhuo

    2018-04-01

    In this paper, a generalized policy iteration (GPI) algorithm with approximation errors is developed for solving infinite horizon optimal control problems for nonlinear systems. The developed stable GPI algorithm provides a general structure of discrete-time iterative adaptive dynamic programming algorithms, by which most of the discrete-time reinforcement learning algorithms can be described using the GPI structure. It is for the first time that approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The admissibility of the approximate iterative control law can be guaranteed if the approximation errors satisfy the admissibility criteria. The convergence of the developed algorithm is established, which shows that the iterative value function is convergent to a finite neighborhood of the optimal performance index function, if the approximate errors satisfy the convergence criterion. Finally, numerical examples and comparisons are presented.

  14. Optimal control of LQR for discrete time-varying systems with input delays

    Science.gov (United States)

    Yin, Yue-Zhu; Yang, Zhong-Lian; Yin, Zhi-Xiang; Xu, Feng

    2018-04-01

    In this work, we consider the optimal control problem of linear quadratic regulation for discrete time-variant systems with single input and multiple input delays. An innovative and simple method to derive the optimal controller is given. The studied problem is first equivalently converted into a problem subject to a constraint condition. Last, with the established duality, the problem is transformed into a static mathematical optimisation problem without input delays. The optimal control input solution to minimise performance index function is derived by solving this optimisation problem with two methods. A numerical simulation example is carried out and its results show that our two approaches are both feasible and very effective.

  15. Design of an Optimal Preview Controller for Linear Discrete-Time Descriptor Noncausal Multirate Systems

    Directory of Open Access Journals (Sweden)

    Mengjuan Cao

    2014-01-01

    Full Text Available The linear discrete-time descriptor noncausal multirate system is considered for the presentation of a new design approach for optimal preview control. First, according to the characteristics of causal controllability and causal observability, the descriptor noncausal system is constructed into a descriptor causal closed-loop system. Second, by using the characteristics of the causal system and elementary transformation, the descriptor causal closed-loop system is transformed into a normal system. Then, taking advantage of the discrete lifting technique, the normal multirate system is converted to a single-rate system. By making use of the standard preview control method, we construct the descriptor augmented error system. The quadratic performance index for the multirate system is given, which can be changed into one for the single-rate system. In addition, a new single-rate system is obtained, the optimal control law of which is given. Returning to the original system, the optimal preview controller for linear discrete-time descriptor noncausal multirate systems is derived. The stabilizability and detectability of the lifted single-rate system are discussed in detail. The optimal preview control design techniques are illustrated by simulation results for a simple example.

  16. Evolutionary constrained optimization

    CERN Document Server

    Deb, Kalyanmoy

    2015-01-01

    This book makes available a self-contained collection of modern research addressing the general constrained optimization problems using evolutionary algorithms. Broadly the topics covered include constraint handling for single and multi-objective optimizations; penalty function based methodology; multi-objective based methodology; new constraint handling mechanism; hybrid methodology; scaling issues in constrained optimization; design of scalable test problems; parameter adaptation in constrained optimization; handling of integer, discrete and mix variables in addition to continuous variables; application of constraint handling techniques to real-world problems; and constrained optimization in dynamic environment. There is also a separate chapter on hybrid optimization, which is gaining lots of popularity nowadays due to its capability of bridging the gap between evolutionary and classical optimization. The material in the book is useful to researchers, novice, and experts alike. The book will also be useful...

  17. Design of an optimal preview controller for linear discrete-time descriptor systems with state delay

    Science.gov (United States)

    Cao, Mengjuan; Liao, Fucheng

    2015-04-01

    In this paper, the linear discrete-time descriptor system with state delay is studied, and a design method for an optimal preview controller is proposed. First, by using the discrete lifting technique, the original system is transformed into a general descriptor system without state delay in form. Then, taking advantage of the first-order forward difference operator, we construct a descriptor augmented error system, including the state vectors of the lifted system, error vectors, and desired target signals. Rigorous mathematical proofs are given for the regularity, stabilisability, causal controllability, and causal observability of the descriptor augmented error system. Based on these, the optimal preview controller with preview feedforward compensation for the original system is obtained by using the standard optimal regulator theory of the descriptor system. The effectiveness of the proposed method is shown by numerical simulation.

  18. Road maintenance optimization through a discrete-time semi-Markov decision process

    International Nuclear Information System (INIS)

    Zhang Xueqing; Gao Hui

    2012-01-01

    Optimization models are necessary for efficient and cost-effective maintenance of a road network. In this regard, road deterioration is commonly modeled as a discrete-time Markov process such that an optimal maintenance policy can be obtained based on the Markov decision process, or as a renewal process such that an optimal maintenance policy can be obtained based on the renewal theory. However, the discrete-time Markov process cannot capture the real time at which the state transits while the renewal process considers only one state and one maintenance action. In this paper, road deterioration is modeled as a semi-Markov process in which the state transition has the Markov property and the holding time in each state is assumed to follow a discrete Weibull distribution. Based on this semi-Markov process, linear programming models are formulated for both infinite and finite planning horizons in order to derive optimal maintenance policies to minimize the life-cycle cost of a road network. A hypothetical road network is used to illustrate the application of the proposed optimization models. The results indicate that these linear programming models are practical for the maintenance of a road network having a large number of road segments and that they are convenient to incorporate various constraints on the decision process, for example, performance requirements and available budgets. Although the optimal maintenance policies obtained for the road network are randomized stationary policies, the extent of this randomness in decision making is limited. The maintenance actions are deterministic for most states and the randomness in selecting actions occurs only for a few states.

  19. LQR-Based Optimal Distributed Cooperative Design for Linear Discrete-Time Multiagent Systems.

    Science.gov (United States)

    Zhang, Huaguang; Feng, Tao; Liang, Hongjing; Luo, Yanhong

    2017-03-01

    In this paper, a novel linear quadratic regulator (LQR)-based optimal distributed cooperative design method is developed for synchronization control of general linear discrete-time multiagent systems on a fixed, directed graph. Sufficient conditions are derived for synchronization, which restrict the graph eigenvalues into a bounded circular region in the complex plane. The synchronizing speed issue is also considered, and it turns out that the synchronizing region reduces as the synchronizing speed becomes faster. To obtain more desirable synchronizing capacity, the weighting matrices are selected by sufficiently utilizing the guaranteed gain margin of the optimal regulators. Based on the developed LQR-based cooperative design framework, an approximate dynamic programming technique is successfully introduced to overcome the (partially or completely) model-free cooperative design for linear multiagent systems. Finally, two numerical examples are given to illustrate the effectiveness of the proposed design methods.

  20. Optimal maintenance policy for a system subject to damage in a discrete time process

    International Nuclear Information System (INIS)

    Chien, Yu-Hung; Sheu, Shey-Huei; Zhang, Zhe George

    2012-01-01

    Consider a system operating over n discrete time periods (n=1, 2, …). Each operation period causes a random amount of damage to the system which accumulates over time periods. The system fails when the cumulative damage exceeds a failure level ζ and a corrective maintenance (CM) action is immediately taken. To prevent such a failure, a preventive maintenance (PM) may be performed. In an operation period without a CM or PM, a regular maintenance (RM) is conducted at the end of that period to maintain the operation of the system. We propose a maintenance policy which prescribes a PM when the accumulated damage exceeds a pre-specified level δ ( ⁎ and N ⁎ and discuss some useful properties about them. It has been shown that a δ-based PM outperforms a N-based PM in terms of cost minimization. Numerical examples are presented to demonstrate the optimization of this class of maintenance policies.

  1. Actor-critic-based optimal tracking for partially unknown nonlinear discrete-time systems.

    Science.gov (United States)

    Kiumarsi, Bahare; Lewis, Frank L

    2015-01-01

    This paper presents a partially model-free adaptive optimal control solution to the deterministic nonlinear discrete-time (DT) tracking control problem in the presence of input constraints. The tracking error dynamics and reference trajectory dynamics are first combined to form an augmented system. Then, a new discounted performance function based on the augmented system is presented for the optimal nonlinear tracking problem. In contrast to the standard solution, which finds the feedforward and feedback terms of the control input separately, the minimization of the proposed discounted performance function gives both feedback and feedforward parts of the control input simultaneously. This enables us to encode the input constraints into the optimization problem using a nonquadratic performance function. The DT tracking Bellman equation and tracking Hamilton-Jacobi-Bellman (HJB) are derived. An actor-critic-based reinforcement learning algorithm is used to learn the solution to the tracking HJB equation online without requiring knowledge of the system drift dynamics. That is, two neural networks (NNs), namely, actor NN and critic NN, are tuned online and simultaneously to generate the optimal bounded control policy. A simulation example is given to show the effectiveness of the proposed method.

  2. Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems.

    Science.gov (United States)

    Wei, Qinglai; Liu, Derong; Lin, Hanquan

    2016-03-01

    In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.

  3. A current value Hamiltonian Approach for Discrete time Optimal Control Problems arising in Economic Growth

    OpenAIRE

    Naz, Rehana

    2018-01-01

    Pontrygin-type maximum principle is extended for the present value Hamiltonian systems and current value Hamiltonian systems of nonlinear difference equations for uniform time step $h$. A new method termed as a discrete time current value Hamiltonian method is established for the construction of first integrals for current value Hamiltonian systems of ordinary difference equations arising in Economic growth theory.

  4. Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market

    Directory of Open Access Journals (Sweden)

    Norman Josephy

    2011-01-01

    Full Text Available We present a method of optimal hedging and pricing of equity-linked life insurance products in an incomplete discrete-time financial market. A pure endowment life insurance contract with guarantee is used as an example. The financial market incompleteness is caused by the assumption that the underlying risky asset price ratios are distributed in a compact interval, generalizing the assumptions of multinomial incomplete market models. For a range of initial hedging capitals for the embedded financial option, we numerically solve an optimal hedging problem and determine a risk-return profile of each optimal non-self-financing hedging strategy. The fair price of the insurance contract is determined according to the insurer's risk-return preferences. Illustrative numerical results of testing our algorithm on hypothetical insurance contracts are documented. A discussion and a test of a hedging strategy recalibration technique for long-term contracts are presented.

  5. Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

    Energy Technology Data Exchange (ETDEWEB)

    Vanderbei, Robert J., E-mail: rvdb@princeton.edu [Princeton University, Department of Operations Research and Financial Engineering (United States); P Latin-Small-Letter-Dotless-I nar, Mustafa C., E-mail: mustafap@bilkent.edu.tr [Bilkent University, Department of Industrial Engineering (Turkey); Bozkaya, Efe B. [Sabanc Latin-Small-Letter-Dotless-I University, Faculty of Administrative Sciences (Turkey)

    2013-02-15

    An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.

  6. Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

    International Nuclear Information System (INIS)

    Vanderbei, Robert J.; Pınar, Mustafa Ç.; Bozkaya, Efe B.

    2013-01-01

    An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.

  7. Constrained quadratic stabilization of discrete-time uncertain nonlinear multi-model systems using piecewise affine state-feedback

    Directory of Open Access Journals (Sweden)

    Olav Slupphaug

    1999-07-01

    Full Text Available In this paper a method for nonlinear robust stabilization based on solving a bilinear matrix inequality (BMI feasibility problem is developed. Robustness against model uncertainty is handled. In different non-overlapping regions of the state-space called clusters the plant is assumed to be an element in a polytope which vertices (local models are affine systems. In the clusters containing the origin in their closure, the local models are restricted to be linear systems. The clusters cover the region of interest in the state-space. An affine state-feedback is associated with each cluster. By utilizing the affinity of the local models and the state-feedback, a set of linear matrix inequalities (LMIs combined with a single nonconvex BMI are obtained which, if feasible, guarantee quadratic stability of the origin of the closed-loop. The feasibility problem is attacked by a branch-and-bound based global approach. If the feasibility check is successful, the Liapunov matrix and the piecewise affine state-feedback are given directly by the feasible solution. Control constraints are shown to be representable by LMIs or BMIs, and an application of the control design method to robustify constrained nonlinear model predictive control is presented. Also, the control design method is applied to a simple example.

  8. Optimal State Estimation for Discrete-Time Markov Jump Systems with Missing Observations

    Directory of Open Access Journals (Sweden)

    Qing Sun

    2014-01-01

    Full Text Available This paper is concerned with the optimal linear estimation for a class of direct-time Markov jump systems with missing observations. An observer-based approach of fault detection and isolation (FDI is investigated as a detection mechanic of fault case. For systems with known information, a conditional prediction of observations is applied and fault observations are replaced and isolated; then, an FDI linear minimum mean square error estimation (LMMSE can be developed by comprehensive utilizing of the correct information offered by systems. A recursive equation of filtering based on the geometric arguments can be obtained. Meanwhile, a stability of the state estimator will be guaranteed under appropriate assumption.

  9. Linearly constrained minimax optimization

    DEFF Research Database (Denmark)

    Madsen, Kaj; Schjær-Jacobsen, Hans

    1978-01-01

    We present an algorithm for nonlinear minimax optimization subject to linear equality and inequality constraints which requires first order partial derivatives. The algorithm is based on successive linear approximations to the functions defining the problem. The resulting linear subproblems...

  10. Constrained Optimal Transport

    Science.gov (United States)

    Ekren, Ibrahim; Soner, H. Mete

    2018-03-01

    The classical duality theory of Kantorovich (C R (Doklady) Acad Sci URSS (NS) 37:199-201, 1942) and Kellerer (Z Wahrsch Verw Gebiete 67(4):399-432, 1984) for classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach lattice X with an order unit. The problem is given as the supremum over a convex subset of the positive unit sphere of the topological dual of X and the dual problem is defined on the bi-dual of X. These results are then applied to several extensions of the classical optimal transport.

  11. Slope constrained Topology Optimization

    DEFF Research Database (Denmark)

    Petersson, J.; Sigmund, Ole

    1998-01-01

    The problem of minimum compliance topology optimization of an elastic continuum is considered. A general continuous density-energy relation is assumed, including variable thickness sheet models and artificial power laws. To ensure existence of solutions, the design set is restricted by enforcing...

  12. A new epidemic modeling approach: Multi-regions discrete-time model with travel-blocking vicinity optimal control strategy.

    Science.gov (United States)

    Zakary, Omar; Rachik, Mostafa; Elmouki, Ilias

    2017-08-01

    First, we devise in this paper, a multi-regions discrete-time model which describes the spatial-temporal spread of an epidemic which starts from one region and enters to regions which are connected with their neighbors by any kind of anthropological movement. We suppose homogeneous Susceptible-Infected-Removed (SIR) populations, and we consider in our simulations, a grid of colored cells, which represents the whole domain affected by the epidemic while each cell can represent a sub-domain or region. Second, in order to minimize the number of infected individuals in one region, we propose an optimal control approach based on a travel-blocking vicinity strategy which aims to control only one cell by restricting movements of infected people coming from all neighboring cells. Thus, we show the influence of the optimal control approach on the controlled cell. We should also note that the cellular modeling approach we propose here, can also describes infection dynamics of regions which are not necessarily attached one to an other, even if no empty space can be viewed between cells. The theoretical method we follow for the characterization of the travel-locking optimal controls, is based on a discrete version of Pontryagin's maximum principle while the numerical approach applied to the multi-points boundary value problems we obtain here, is based on discrete progressive-regressive iterative schemes. We illustrate our modeling and control approaches by giving an example of 100 regions.

  13. Trends in PDE constrained optimization

    CERN Document Server

    Benner, Peter; Engell, Sebastian; Griewank, Andreas; Harbrecht, Helmut; Hinze, Michael; Rannacher, Rolf; Ulbrich, Stefan

    2014-01-01

    Optimization problems subject to constraints governed by partial differential equations (PDEs) are among the most challenging problems in the context of industrial, economical and medical applications. Almost the entire range of problems in this field of research was studied and further explored as part of the Deutsche Forschungsgemeinschaft (DFG) priority program 1253 on “Optimization with Partial Differential Equations” from 2006 to 2013. The investigations were motivated by the fascinating potential applications and challenging mathematical problems that arise in the field of PDE constrained optimization. New analytic and algorithmic paradigms have been developed, implemented and validated in the context of real-world applications. In this special volume, contributions from more than fifteen German universities combine the results of this interdisciplinary program with a focus on applied mathematics.   The book is divided into five sections on “Constrained Optimization, Identification and Control”...

  14. Applied discrete-time queues

    CERN Document Server

    Alfa, Attahiru S

    2016-01-01

    This book introduces the theoretical fundamentals for modeling queues in discrete-time, and the basic procedures for developing queuing models in discrete-time. There is a focus on applications in modern telecommunication systems. It presents how most queueing models in discrete-time can be set up as discrete-time Markov chains. Techniques such as matrix-analytic methods (MAM) that can used to analyze the resulting Markov chains are included. This book covers single node systems, tandem system and queueing networks. It shows how queues with time-varying parameters can be analyzed, and illustrates numerical issues associated with computations for the discrete-time queueing systems. Optimal control of queues is also covered. Applied Discrete-Time Queues targets researchers, advanced-level students and analysts in the field of telecommunication networks. It is suitable as a reference book and can also be used as a secondary text book in computer engineering and computer science. Examples and exercises are includ...

  15. A generalization of Fatou's lemma for extended real-valued functions on σ-finite measure spaces: with an application to infinite-horizon optimization in discrete time.

    Science.gov (United States)

    Kamihigashi, Takashi

    2017-01-01

    Given a sequence [Formula: see text] of measurable functions on a σ -finite measure space such that the integral of each [Formula: see text] as well as that of [Formula: see text] exists in [Formula: see text], we provide a sufficient condition for the following inequality to hold: [Formula: see text] Our condition is considerably weaker than sufficient conditions known in the literature such as uniform integrability (in the case of a finite measure) and equi-integrability. As an application, we obtain a new result on the existence of an optimal path for deterministic infinite-horizon optimization problems in discrete time.

  16. Discrete-Time Systems

    Indian Academy of Sciences (India)

    We also describe discrete-time systems in terms of difference ... A more modern alternative, especially for larger systems, is to convert ... In other words, ..... picture?) State-variable equations are also called state-space equations because the ...

  17. Order-constrained linear optimization.

    Science.gov (United States)

    Tidwell, Joe W; Dougherty, Michael R; Chrabaszcz, Jeffrey S; Thomas, Rick P

    2017-11-01

    Despite the fact that data and theories in the social, behavioural, and health sciences are often represented on an ordinal scale, there has been relatively little emphasis on modelling ordinal properties. The most common analytic framework used in psychological science is the general linear model, whose variants include ANOVA, MANOVA, and ordinary linear regression. While these methods are designed to provide the best fit to the metric properties of the data, they are not designed to maximally model ordinal properties. In this paper, we develop an order-constrained linear least-squares (OCLO) optimization algorithm that maximizes the linear least-squares fit to the data conditional on maximizing the ordinal fit based on Kendall's τ. The algorithm builds on the maximum rank correlation estimator (Han, 1987, Journal of Econometrics, 35, 303) and the general monotone model (Dougherty & Thomas, 2012, Psychological Review, 119, 321). Analyses of simulated data indicate that when modelling data that adhere to the assumptions of ordinary least squares, OCLO shows minimal bias, little increase in variance, and almost no loss in out-of-sample predictive accuracy. In contrast, under conditions in which data include a small number of extreme scores (fat-tailed distributions), OCLO shows less bias and variance, and substantially better out-of-sample predictive accuracy, even when the outliers are removed. We show that the advantages of OCLO over ordinary least squares in predicting new observations hold across a variety of scenarios in which researchers must decide to retain or eliminate extreme scores when fitting data. © 2017 The British Psychological Society.

  18. Security constrained optimal power flow by modern optimization tools

    African Journals Online (AJOL)

    Security constrained optimal power flow by modern optimization tools. ... International Journal of Engineering, Science and Technology ... If you would like more information about how to print, save, and work with PDFs, Highwire Press ...

  19. A note on the optimal pricing strategy in the discrete-time Geo/Geo/1 queuing system with sojourn time-dependent reward

    Directory of Open Access Journals (Sweden)

    Doo Ho Lee

    Full Text Available This work studies the optimal pricing strategy in a discrete-time Geo/Geo/1 queuing system under the sojourn time-dependent reward. We consider two types of pricing schemes. The first one is called the ex-post payment scheme where the server charges a price that is proportional to the time a customer spends in the system, and the second one is called ex-ante payment scheme where the server charges a flat price for all services. In each pricing scheme, a departing customer receives the reward that is inversely proportional to his/her sojourn time. The server should make the optimal pricing decisions in order to maximize its expected profits per time unit in each pricing scheme. This work also investigates customer's equilibrium joining or balking behavior under server's optimal pricing strategy. Numerical experiments are also conducted to validate our analysis. Keywords: Optimal pricing, Equilibrium behavior, Geo/Geo/1 queue, Sojourn time-dependent reward

  20. Neural-Network-Based Robust Optimal Tracking Control for MIMO Discrete-Time Systems With Unknown Uncertainty Using Adaptive Critic Design.

    Science.gov (United States)

    Liu, Lei; Wang, Zhanshan; Zhang, Huaguang

    2018-04-01

    This paper is concerned with the robust optimal tracking control strategy for a class of nonlinear multi-input multi-output discrete-time systems with unknown uncertainty via adaptive critic design (ACD) scheme. The main purpose is to establish an adaptive actor-critic control method, so that the cost function in the procedure of dealing with uncertainty is minimum and the closed-loop system is stable. Based on the neural network approximator, an action network is applied to generate the optimal control signal and a critic network is used to approximate the cost function, respectively. In contrast to the previous methods, the main features of this paper are: 1) the ACD scheme is integrated into the controllers to cope with the uncertainty and 2) a novel cost function, which is not in quadric form, is proposed so that the total cost in the design procedure is reduced. It is proved that the optimal control signals and the tracking errors are uniformly ultimately bounded even when the uncertainty exists. Finally, a numerical simulation is developed to show the effectiveness of the present approach.

  1. Neuroevolutionary Constrained Optimization for Content Creation

    DEFF Research Database (Denmark)

    Liapis, Antonios; Yannakakis, Georgios N.; Togelius, Julian

    2011-01-01

    and thruster types and topologies) independently of game physics and steering strategies. According to the proposed framework, the designer picks a set of requirements for the spaceship that a constrained optimizer attempts to satisfy. The constraint satisfaction approach followed is based on neuroevolution...... and survival tasks and are also visually appealing....

  2. Principles of discrete time mechanics

    CERN Document Server

    Jaroszkiewicz, George

    2014-01-01

    Could time be discrete on some unimaginably small scale? Exploring the idea in depth, this unique introduction to discrete time mechanics systematically builds the theory up from scratch, beginning with the historical, physical and mathematical background to the chronon hypothesis. Covering classical and quantum discrete time mechanics, this book presents all the tools needed to formulate and develop applications of discrete time mechanics in a number of areas, including spreadsheet mechanics, classical and quantum register mechanics, and classical and quantum mechanics and field theories. A consistent emphasis on contextuality and the observer-system relationship is maintained throughout.

  3. Constrained Optimization and Optimal Control for Partial Differential Equations

    CERN Document Server

    Leugering, Günter; Griewank, Andreas

    2012-01-01

    This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The cont

  4. Constrained optimization via simulation models for new product innovation

    Science.gov (United States)

    Pujowidianto, Nugroho A.

    2017-11-01

    We consider the problem of constrained optimization where the decision makers aim to optimize the primary performance measure while constraining the secondary performance measures. This paper provides a brief overview of stochastically constrained optimization via discrete event simulation. Most review papers tend to be methodology-based. This review attempts to be problem-based as decision makers may have already decided on the problem formulation. We consider constrained optimization models as there are usually constraints on secondary performance measures as trade-off in new product development. It starts by laying out different possible methods and the reasons using constrained optimization via simulation models. It is then followed by the review of different simulation optimization approach to address constrained optimization depending on the number of decision variables, the type of constraints, and the risk preferences of the decision makers in handling uncertainties.

  5. A model for optimal constrained adaptive testing

    NARCIS (Netherlands)

    van der Linden, Willem J.; Reese, Lynda M.

    2001-01-01

    A model for constrained computerized adaptive testing is proposed in which the information on the test at the ability estimate is maximized subject to a large variety of possible constraints on the contents of the test. At each item-selection step, a full test is first assembled to have maximum

  6. A model for optimal constrained adaptive testing

    NARCIS (Netherlands)

    van der Linden, Willem J.; Reese, Lynda M.

    1997-01-01

    A model for constrained computerized adaptive testing is proposed in which the information in the test at the ability estimate is maximized subject to a large variety of possible constraints on the contents of the test. At each item-selection step, a full test is first assembled to have maximum

  7. Chance constrained uncertain classification via robust optimization

    NARCIS (Netherlands)

    Ben-Tal, A.; Bhadra, S.; Bhattacharayya, C.; Saketha Nat, J.

    2011-01-01

    This paper studies the problem of constructing robust classifiers when the training is plagued with uncertainty. The problem is posed as a Chance-Constrained Program (CCP) which ensures that the uncertain data points are classified correctly with high probability. Unfortunately such a CCP turns out

  8. Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems

    National Research Council Canada - National Science Library

    Abramson, Mark A; Audet, Charles; Dennis, Jr, J. E

    2004-01-01

    .... This class combines and extends the Audet-Dennis Generalized Pattern Search (GPS) algorithms for bound constrained mixed variable optimization, and their GPS-filter algorithms for general nonlinear constraints...

  9. Constrained Dynamic Optimality and Binomial Terminal Wealth

    DEFF Research Database (Denmark)

    Pedersen, J. L.; Peskir, G.

    2018-01-01

    with interest rate $r \\in {R}$). Letting $P_{t,x}$ denote a probability measure under which $X^u$ takes value $x$ at time $t,$ we study the dynamic version of the nonlinear optimal control problem $\\inf_u\\, Var{t,X_t^u}(X_T^u)$ where the infimum is taken over admissible controls $u$ subject to $X_t^u \\ge e...... a martingale method combined with Lagrange multipliers, we derive the dynamically optimal control $u_*^d$ in closed form and prove that the dynamically optimal terminal wealth $X_T^d$ can only take two values $g$ and $\\beta$. This binomial nature of the dynamically optimal strategy stands in sharp contrast...... with other known portfolio selection strategies encountered in the literature. A direct comparison shows that the dynamically optimal (time-consistent) strategy outperforms the statically optimal (time-inconsistent) strategy in the problem....

  10. Constrained Optimization of MIMO Training Sequences

    Directory of Open Access Journals (Sweden)

    Coon Justin P

    2007-01-01

    Full Text Available Multiple-input multiple-output (MIMO systems have shown a huge potential for increased spectral efficiency and throughput. With an increasing number of transmitting antennas comes the burden of providing training for channel estimation for coherent detection. In some special cases optimal, in the sense of mean-squared error (MSE, training sequences have been designed. However, in many practical systems it is not feasible to analytically find optimal solutions and numerical techniques must be used. In this paper, two systems (unique word (UW single carrier and OFDM with nulled subcarriers are considered and a method of designing near-optimal training sequences using nonlinear optimization techniques is proposed. In particular, interior-point (IP algorithms such as the barrier method are discussed. Although the two systems seem unrelated, the cost function, which is the MSE of the channel estimate, is shown to be effectively the same for each scenario. Also, additional constraints, such as peak-to-average power ratio (PAPR, are considered and shown to be easily included in the optimization process. Numerical examples illustrate the effectiveness of the designed training sequences, both in terms of MSE and bit-error rate (BER.

  11. Chance-constrained optimization of demand response to price signals

    DEFF Research Database (Denmark)

    Dorini, Gianluca Fabio; Pinson, Pierre; Madsen, Henrik

    2013-01-01

    within a recursive least squares (RLS) framework using data measurable at the grid level, in an adaptive fashion. Optimal price signals are generated by embedding the FIR models within a chance-constrained optimization framework. The objective is to keep the price signal as unchanged as possible from...

  12. Effective Teaching of Economics: A Constrained Optimization Problem?

    Science.gov (United States)

    Hultberg, Patrik T.; Calonge, David Santandreu

    2017-01-01

    One of the fundamental tenets of economics is that decisions are often the result of optimization problems subject to resource constraints. Consumers optimize utility, subject to constraints imposed by prices and income. As economics faculty, instructors attempt to maximize student learning while being constrained by their own and students'…

  13. Sequential unconstrained minimization algorithms for constrained optimization

    International Nuclear Information System (INIS)

    Byrne, Charles

    2008-01-01

    The problem of minimizing a function f(x):R J → R, subject to constraints on the vector variable x, occurs frequently in inverse problems. Even without constraints, finding a minimizer of f(x) may require iterative methods. We consider here a general class of iterative algorithms that find a solution to the constrained minimization problem as the limit of a sequence of vectors, each solving an unconstrained minimization problem. Our sequential unconstrained minimization algorithm (SUMMA) is an iterative procedure for constrained minimization. At the kth step we minimize the function G k (x)=f(x)+g k (x), to obtain x k . The auxiliary functions g k (x):D subset of R J → R + are nonnegative on the set D, each x k is assumed to lie within D, and the objective is to minimize the continuous function f:R J → R over x in the set C = D-bar, the closure of D. We assume that such minimizers exist, and denote one such by x-circumflex. We assume that the functions g k (x) satisfy the inequalities 0≤g k (x)≤G k-1 (x)-G k-1 (x k-1 ), for k = 2, 3, .... Using this assumption, we show that the sequence {(x k )} is decreasing and converges to f(x-circumflex). If the restriction of f(x) to D has bounded level sets, which happens if x-circumflex is unique and f(x) is closed, proper and convex, then the sequence {x k } is bounded, and f(x*)=f(x-circumflex), for any cluster point x*. Therefore, if x-circumflex is unique, x* = x-circumflex and {x k } → x-circumflex. When x-circumflex is not unique, convergence can still be obtained, in particular cases. The SUMMA includes, as particular cases, the well-known barrier- and penalty-function methods, the simultaneous multiplicative algebraic reconstruction technique (SMART), the proximal minimization algorithm of Censor and Zenios, the entropic proximal methods of Teboulle, as well as certain cases of gradient descent and the Newton–Raphson method. The proof techniques used for SUMMA can be extended to obtain related results

  14. New Exact Penalty Functions for Nonlinear Constrained Optimization Problems

    Directory of Open Access Journals (Sweden)

    Bingzhuang Liu

    2014-01-01

    Full Text Available For two kinds of nonlinear constrained optimization problems, we propose two simple penalty functions, respectively, by augmenting the dimension of the primal problem with a variable that controls the weight of the penalty terms. Both of the penalty functions enjoy improved smoothness. Under mild conditions, it can be proved that our penalty functions are both exact in the sense that local minimizers of the associated penalty problem are precisely the local minimizers of the original constrained problem.

  15. Constrained ripple optimization of Tokamak bundle divertors

    International Nuclear Information System (INIS)

    Hively, L.M.; Rome, J.A.; Lynch, V.E.; Lyon, J.F.; Fowler, R.H.; Peng, Y-K.M.; Dory, R.A.

    1983-02-01

    Magnetic field ripple from a tokamak bundle divertor is localized to a small toroidal sector and must be treated differently from the usual (distributed) toroidal field (TF) coil ripple. Generally, in a tokamak with an unoptimized divertor design, all of the banana-trapped fast ions are quickly lost due to banana drift diffusion or to trapping between the 1/R variation in absolute value vector B ω B and local field maxima due to the divertor. A computer code has been written to optimize automatically on-axis ripple subject to these constraints, while varying up to nine design parameters. Optimum configurations have low on-axis ripple ( 0 ) are lost. However, because finite-sized TF coils have not been used in this study, the flux bundle is not expanded

  16. A generalization of Fatou’s lemma for extended real-valued functions on σ-finite measure spaces: with an application to infinite-horizon optimization in discrete time

    Directory of Open Access Journals (Sweden)

    Takashi Kamihigashi

    2017-01-01

    Full Text Available Abstract Given a sequence { f n } n ∈ N $\\{f_{n}\\}_{n \\in \\mathbb {N}}$ of measurable functions on a σ-finite measure space such that the integral of each f n $f_{n}$ as well as that of lim sup n ↑ ∞ f n $\\limsup_{n \\uparrow\\infty} f_{n}$ exists in R ‾ $\\overline{\\mathbb {R}}$ , we provide a sufficient condition for the following inequality to hold: lim sup n ↑ ∞ ∫ f n d μ ≤ ∫ lim sup n ↑ ∞ f n d μ . $$ \\limsup_{n \\uparrow\\infty} \\int f_{n} \\,d\\mu\\leq \\int\\limsup_{n \\uparrow\\infty} f_{n} \\,d\\mu. $$ Our condition is considerably weaker than sufficient conditions known in the literature such as uniform integrability (in the case of a finite measure and equi-integrability. As an application, we obtain a new result on the existence of an optimal path for deterministic infinite-horizon optimization problems in discrete time.

  17. Security constrained optimal power flow by modern optimization tools

    African Journals Online (AJOL)

    The main objective of an optimal power flow (OPF) functions is to optimize .... It is characterized as propagation of plants and this happens by gametes union. ... ss and different variables, for example, wind, nearby fertilization can have a critic.

  18. Optimal Power Constrained Distributed Detection over a Noisy Multiaccess Channel

    Directory of Open Access Journals (Sweden)

    Zhiwen Hu

    2015-01-01

    Full Text Available The problem of optimal power constrained distributed detection over a noisy multiaccess channel (MAC is addressed. Under local power constraints, we define the transformation function for sensor to realize the mapping from local decision to transmitted waveform. The deflection coefficient maximization (DCM is used to optimize the performance of power constrained fusion system. Using optimality conditions, we derive the closed-form solution to the considered problem. Monte Carlo simulations are carried out to evaluate the performance of the proposed new method. Simulation results show that the proposed method could significantly improve the detection performance of the fusion system with low signal-to-noise ratio (SNR. We also show that the proposed new method has a robust detection performance for broad SNR region.

  19. Discrete-time nonlinear sliding mode controller

    African Journals Online (AJOL)

    user

    Keywords: Discrete-time delay system, Sliding mode control, nonlinear sliding ... of engineering systems such as chemical process control, delay in the actuator ...... instrumentation from Motilal Nehru National Institute of Technology (MNNIT),.

  20. Quadratic Term Structure Models in Discrete Time

    OpenAIRE

    Marco Realdon

    2006-01-01

    This paper extends the results on quadratic term structure models in continuos time to the discrete time setting. The continuos time setting can be seen as a special case of the discrete time one. Recursive closed form solutions for zero coupon bonds are provided even in the presence of multiple correlated underlying factors. Pricing bond options requires simple integration. Model parameters may well be time dependent without scuppering such tractability. Model estimation does not require a r...

  1. Symmetries in discrete-time mechanics

    International Nuclear Information System (INIS)

    Khorrami, M.

    1996-01-01

    Based on a general formulation for discrete-time quantum mechanics, introduced by M. Khorrami (Annals Phys. 224 (1995), 101), symmetries in discrete-time quantum mechanics are investigated. It is shown that any classical continuous symmetry leads to a conserved quantity in classical mechanics, as well as quantum mechanics. The transformed wave function, however, has the correct evolution if and only if the symmetry is nonanomalous. Copyright copyright 1996 Academic Press, Inc

  2. Quasicanonical structure of optimal control in constrained discrete systems

    Science.gov (United States)

    Sieniutycz, S.

    2003-06-01

    This paper considers discrete processes governed by difference rather than differential equations for the state transformation. The basic question asked is if and when Hamiltonian canonical structures are possible in optimal discrete systems. Considering constrained discrete control, general optimization algorithms are derived that constitute suitable theoretical and computational tools when evaluating extremum properties of constrained physical models. The mathematical basis of the general theory is the Bellman method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage criterion which allows a variation of the terminal state that is otherwise fixed in the Bellman's method. Two relatively unknown, powerful optimization algorithms are obtained: an unconventional discrete formalism of optimization based on a Hamiltonian for multistage systems with unconstrained intervals of holdup time, and the time interval constrained extension of the formalism. These results are general; namely, one arrives at: the discrete canonical Hamilton equations, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory along with all basic results of variational calculus. Vast spectrum of applications of the theory is briefly discussed.

  3. A Globally Convergent Parallel SSLE Algorithm for Inequality Constrained Optimization

    Directory of Open Access Journals (Sweden)

    Zhijun Luo

    2014-01-01

    Full Text Available A new parallel variable distribution algorithm based on interior point SSLE algorithm is proposed for solving inequality constrained optimization problems under the condition that the constraints are block-separable by the technology of sequential system of linear equation. Each iteration of this algorithm only needs to solve three systems of linear equations with the same coefficient matrix to obtain the descent direction. Furthermore, under certain conditions, the global convergence is achieved.

  4. Superalloy design - A Monte Carlo constrained optimization method

    CSIR Research Space (South Africa)

    Stander, CM

    1996-01-01

    Full Text Available optimization method C. M. Stander Division of Materials Science and Technology, CSIR, PO Box 395, Pretoria, Republic of South Africa Received 74 March 1996; accepted 24 June 1996 A method, based on Monte Carlo constrained... successful hit, i.e. when Liow < LMP,,, < Lhiph, and for all the properties, Pj?, < P, < Pi@?. If successful this hit falls within the ROA. Repeat steps 4 and 5 to find at least ten (or more) successful hits with values...

  5. Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers

    Czech Academy of Sciences Publication Activity Database

    Adam, Lukáš; Branda, Martin

    2016-01-01

    Roč. 170, č. 2 (2016), s. 419-436 ISSN 0022-3239 R&D Projects: GA ČR GA15-00735S Institutional support: RVO:67985556 Keywords : Chance constrained programming * Optimality conditions * Regularization * Algorithms * Free MATLAB codes Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.289, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/adam-0460909.pdf

  6. Constrained multi-objective optimization of storage ring lattices

    Science.gov (United States)

    Husain, Riyasat; Ghodke, A. D.

    2018-03-01

    The storage ring lattice optimization is a class of constrained multi-objective optimization problem, where in addition to low beam emittance, a large dynamic aperture for good injection efficiency and improved beam lifetime are also desirable. The convergence and computation times are of great concern for the optimization algorithms, as various objectives are to be optimized and a number of accelerator parameters to be varied over a large span with several constraints. In this paper, a study of storage ring lattice optimization using differential evolution is presented. The optimization results are compared with two most widely used optimization techniques in accelerators-genetic algorithm and particle swarm optimization. It is found that the differential evolution produces a better Pareto optimal front in reasonable computation time between two conflicting objectives-beam emittance and dispersion function in the straight section. The differential evolution was used, extensively, for the optimization of linear and nonlinear lattices of Indus-2 for exploring various operational modes within the magnet power supply capabilities.

  7. On the optimal identification of tag sets in time-constrained RFID configurations.

    Science.gov (United States)

    Vales-Alonso, Javier; Bueno-Delgado, María Victoria; Egea-López, Esteban; Alcaraz, Juan José; Pérez-Mañogil, Juan Manuel

    2011-01-01

    In Radio Frequency Identification facilities the identification delay of a set of tags is mainly caused by the random access nature of the reading protocol, yielding a random identification time of the set of tags. In this paper, the cumulative distribution function of the identification time is evaluated using a discrete time Markov chain for single-set time-constrained passive RFID systems, namely those ones where a single group of tags is assumed to be in the reading area and only for a bounded time (sojourn time) before leaving. In these scenarios some tags in a set may leave the reader coverage area unidentified. The probability of this event is obtained from the cumulative distribution function of the identification time as a function of the sojourn time. This result provides a suitable criterion to minimize the probability of losing tags. Besides, an identification strategy based on splitting the set of tags in smaller subsets is also considered. Results demonstrate that there are optimal splitting configurations that reduce the overall identification time while keeping the same probability of losing tags.

  8. Stress-constrained topology optimization for compliant mechanism design

    DEFF Research Database (Denmark)

    de Leon, Daniel M.; Alexandersen, Joe; Jun, Jun S.

    2015-01-01

    This article presents an application of stress-constrained topology optimization to compliant mechanism design. An output displacement maximization formulation is used, together with the SIMP approach and a projection method to ensure convergence to nearly discrete designs. The maximum stress...... is approximated using a normalized version of the commonly-used p-norm of the effective von Mises stresses. The usual problems associated with topology optimization for compliant mechanism design: one-node and/or intermediate density hinges are alleviated by the stress constraint. However, it is also shown...

  9. Thermally-Constrained Fuel-Optimal ISS Maneuvers

    Science.gov (United States)

    Bhatt, Sagar; Svecz, Andrew; Alaniz, Abran; Jang, Jiann-Woei; Nguyen, Louis; Spanos, Pol

    2015-01-01

    Optimal Propellant Maneuvers (OPMs) are now being used to rotate the International Space Station (ISS) and have saved hundreds of kilograms of propellant over the last two years. The savings are achieved by commanding the ISS to follow a pre-planned attitude trajectory optimized to take advantage of environmental torques. The trajectory is obtained by solving an optimal control problem. Prior to use on orbit, OPM trajectories are screened to ensure a static sun vector (SSV) does not occur during the maneuver. The SSV is an indicator that the ISS hardware temperatures may exceed thermal limits, causing damage to the components. In this paper, thermally-constrained fuel-optimal trajectories are presented that avoid an SSV and can be used throughout the year while still reducing propellant consumption significantly.

  10. Bidirectional Dynamic Diversity Evolutionary Algorithm for Constrained Optimization

    Directory of Open Access Journals (Sweden)

    Weishang Gao

    2013-01-01

    Full Text Available Evolutionary algorithms (EAs were shown to be effective for complex constrained optimization problems. However, inflexible exploration-exploitation and improper penalty in EAs with penalty function would lead to losing the global optimum nearby or on the constrained boundary. To determine an appropriate penalty coefficient is also difficult in most studies. In this paper, we propose a bidirectional dynamic diversity evolutionary algorithm (Bi-DDEA with multiagents guiding exploration-exploitation through local extrema to the global optimum in suitable steps. In Bi-DDEA potential advantage is detected by three kinds of agents. The scale and the density of agents will change dynamically according to the emerging of potential optimal area, which play an important role of flexible exploration-exploitation. Meanwhile, a novel double optimum estimation strategy with objective fitness and penalty fitness is suggested to compute, respectively, the dominance trend of agents in feasible region and forbidden region. This bidirectional evolving with multiagents can not only effectively avoid the problem of determining penalty coefficient but also quickly converge to the global optimum nearby or on the constrained boundary. By examining the rapidity and veracity of Bi-DDEA across benchmark functions, the proposed method is shown to be effective.

  11. Direct output feedback control of discrete-time systems

    International Nuclear Information System (INIS)

    Lin, C.C.; Chung, L.L.; Lu, K.H.

    1993-01-01

    An optimal direct output feedback control algorithm is developed for discrete-time systems with the consideration of time delay in control force action. Optimal constant output feedback gains are obtained through variational process such that certain prescribed quadratic performance index is minimized. Discrete-time control forces are then calculated from the multiplication of output measurements by these pre-calculated feedback gains. According to the proposed algorithm, structural system is assured to remain stable even in the presence of time delay. The number of sensors and controllers may be very small as compared with the dimension of states. Numerical results show that direct velocity feedback control is more sensitive to time delay than state feedback but, is still quite effective in reducing the dynamic responses under earthquake excitation. (author)

  12. Discrete-time rewards model-checked

    NARCIS (Netherlands)

    Larsen, K.G.; Andova, S.; Niebert, Peter; Hermanns, H.; Katoen, Joost P.

    2003-01-01

    This paper presents a model-checking approach for analyzing discrete-time Markov reward models. For this purpose, the temporal logic probabilistic CTL is extended with reward constraints. This allows to formulate complex measures – involving expected as well as accumulated rewards – in a precise and

  13. Hybrid discrete-time neural networks.

    Science.gov (United States)

    Cao, Hongjun; Ibarz, Borja

    2010-11-13

    Hybrid dynamical systems combine evolution equations with state transitions. When the evolution equations are discrete-time (also called map-based), the result is a hybrid discrete-time system. A class of biological neural network models that has recently received some attention falls within this category: map-based neuron models connected by means of fast threshold modulation (FTM). FTM is a connection scheme that aims to mimic the switching dynamics of a neuron subject to synaptic inputs. The dynamic equations of the neuron adopt different forms according to the state (either firing or not firing) and type (excitatory or inhibitory) of their presynaptic neighbours. Therefore, the mathematical model of one such network is a combination of discrete-time evolution equations with transitions between states, constituting a hybrid discrete-time (map-based) neural network. In this paper, we review previous work within the context of these models, exemplifying useful techniques to analyse them. Typical map-based neuron models are low-dimensional and amenable to phase-plane analysis. In bursting models, fast-slow decomposition can be used to reduce dimensionality further, so that the dynamics of a pair of connected neurons can be easily understood. We also discuss a model that includes electrical synapses in addition to chemical synapses with FTM. Furthermore, we describe how master stability functions can predict the stability of synchronized states in these networks. The main results are extended to larger map-based neural networks.

  14. Adaptive Multi-Agent Systems for Constrained Optimization

    Science.gov (United States)

    Macready, William; Bieniawski, Stefan; Wolpert, David H.

    2004-01-01

    Product Distribution (PD) theory is a new framework for analyzing and controlling distributed systems. Here we demonstrate its use for distributed stochastic optimization. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. The updating of the Lagrange parameters in the Lagrangian can be viewed as a form of automated annealing, that focuses the MAS more and more on the optimal pure strategy. This provides a simple way to map the solution of any constrained optimization problem onto the equilibrium of a Multi-Agent System (MAS). We present computer experiments involving both the Queen s problem and K-SAT validating the predictions of PD theory and its use for off-the-shelf distributed adaptive optimization.

  15. Fast optimization of statistical potentials for structurally constrained phylogenetic models

    Directory of Open Access Journals (Sweden)

    Rodrigue Nicolas

    2009-09-01

    Full Text Available Abstract Background Statistical approaches for protein design are relevant in the field of molecular evolutionary studies. In recent years, new, so-called structurally constrained (SC models of protein-coding sequence evolution have been proposed, which use statistical potentials to assess sequence-structure compatibility. In a previous work, we defined a statistical framework for optimizing knowledge-based potentials especially suited to SC models. Our method used the maximum likelihood principle and provided what we call the joint potentials. However, the method required numerical estimations by the use of computationally heavy Markov Chain Monte Carlo sampling algorithms. Results Here, we develop an alternative optimization procedure, based on a leave-one-out argument coupled to fast gradient descent algorithms. We assess that the leave-one-out potential yields very similar results to the joint approach developed previously, both in terms of the resulting potential parameters, and by Bayes factor evaluation in a phylogenetic context. On the other hand, the leave-one-out approach results in a considerable computational benefit (up to a 1,000 fold decrease in computational time for the optimization procedure. Conclusion Due to its computational speed, the optimization method we propose offers an attractive alternative for the design and empirical evaluation of alternative forms of potentials, using large data sets and high-dimensional parameterizations.

  16. Discrete time analysis of a repairable machine

    OpenAIRE

    Alfa, Attahiru Sule; Castro, I. T.

    2002-01-01

    We consider, in discrete time, a single machine system that operates for a period of time represented by a general distribution. This machine is subject to failures during operations and the occurrence of these failures depends on how many times the machine has previously failed. Some failures are repairable and the repair times may or may not depend on the number of times the machine was previously repaired. Repair times also have a general distribution. The operating times...

  17. Single-crossover recombination in discrete time.

    Science.gov (United States)

    von Wangenheim, Ute; Baake, Ellen; Baake, Michael

    2010-05-01

    Modelling the process of recombination leads to a large coupled nonlinear dynamical system. Here, we consider a particular case of recombination in discrete time, allowing only for single crossovers. While the analogous dynamics in continuous time admits a closed solution (Baake and Baake in Can J Math 55:3-41, 2003), this no longer works for discrete time. A more general model (i.e. without the restriction to single crossovers) has been studied before (Bennett in Ann Hum Genet 18:311-317, 1954; Dawson in Theor Popul Biol 58:1-20, 2000; Linear Algebra Appl 348:115-137, 2002) and was solved algorithmically by means of Haldane linearisation. Using the special formalism introduced by Baake and Baake (Can J Math 55:3-41, 2003), we obtain further insight into the single-crossover dynamics and the particular difficulties that arise in discrete time. We then transform the equations to a solvable system in a two-step procedure: linearisation followed by diagonalisation. Still, the coefficients of the second step must be determined in a recursive manner, but once this is done for a given system, they allow for an explicit solution valid for all times.

  18. Coevolutionary particle swarm optimization using Gaussian distribution for solving constrained optimization problems.

    Science.gov (United States)

    Krohling, Renato A; Coelho, Leandro dos Santos

    2006-12-01

    In this correspondence, an approach based on coevolutionary particle swarm optimization to solve constrained optimization problems formulated as min-max problems is presented. In standard or canonical particle swarm optimization (PSO), a uniform probability distribution is used to generate random numbers for the accelerating coefficients of the local and global terms. We propose a Gaussian probability distribution to generate the accelerating coefficients of PSO. Two populations of PSO using Gaussian distribution are used on the optimization algorithm that is tested on a suite of well-known benchmark constrained optimization problems. Results have been compared with the canonical PSO (constriction factor) and with a coevolutionary genetic algorithm. Simulation results show the suitability of the proposed algorithm in terms of effectiveness and robustness.

  19. Discrete-time control system design with applications

    CERN Document Server

    Rabbath, C A

    2014-01-01

    This book presents practical techniques of discrete-time control system design. In general, the design techniques lead to low-order dynamic compensators that ensure satisfactory closed-loop performance for a wide range of sampling rates. The theory is given in the form of theorems, lemmas, and propositions. The design of the control systems is presented as step-by-step procedures and algorithms. The proposed feedback control schemes are applied to well-known dynamic system models. This book also discusses: Closed-loop performance of generic models of mobile robot and airborne pursuer dynamic systems under discrete-time feedback control with limited computing capabilities Concepts of discrete-time models and sampled-data models of continuous-time systems, for both single- and dual-rate operation Local versus global digital redesign Optimal, closed-loop digital redesign methods Plant input mapping design Generalized holds and samplers for use in feedback control loops, Numerical simulation of fixed-point arithm...

  20. Pareto-optimal estimates that constrain mean California precipitation change

    Science.gov (United States)

    Langenbrunner, B.; Neelin, J. D.

    2017-12-01

    Global climate model (GCM) projections of greenhouse gas-induced precipitation change can exhibit notable uncertainty at the regional scale, particularly in regions where the mean change is small compared to internal variability. This is especially true for California, which is located in a transition zone between robust precipitation increases to the north and decreases to the south, and where GCMs from the Climate Model Intercomparison Project phase 5 (CMIP5) archive show no consensus on mean change (in either magnitude or sign) across the central and southern parts of the state. With the goal of constraining this uncertainty, we apply a multiobjective approach to a large set of subensembles (subsets of models from the full CMIP5 ensemble). These constraints are based on subensemble performance in three fields important to California precipitation: tropical Pacific sea surface temperatures, upper-level zonal winds in the midlatitude Pacific, and precipitation over the state. An evolutionary algorithm is used to sort through and identify the set of Pareto-optimal subensembles across these three measures in the historical climatology, and we use this information to constrain end-of-century California wet season precipitation change. This technique narrows the range of projections throughout the state and increases confidence in estimates of positive mean change. Furthermore, these methods complement and generalize emergent constraint approaches that aim to restrict uncertainty in end-of-century projections, and they have applications to even broader aspects of uncertainty quantification, including parameter sensitivity and model calibration.

  1. Block-triangular preconditioners for PDE-constrained optimization

    KAUST Repository

    Rees, Tyrone; Stoll, Martin

    2010-01-01

    In this paper we investigate the possibility of using a block-triangular preconditioner for saddle point problems arising in PDE-constrained optimization. In particular, we focus on a conjugate gradient-type method introduced by Bramble and Pasciak that uses self-adjointness of the preconditioned system in a non-standard inner product. We show when the Chebyshev semi-iteration is used as a preconditioner for the relevant matrix blocks involving the finite element mass matrix that the main drawback of the Bramble-Pasciak method-the appropriate scaling of the preconditioners-is easily overcome. We present an eigenvalue analysis for the block-triangular preconditioners that gives convergence bounds in the non-standard inner product and illustrates their competitiveness on a number of computed examples. Copyright © 2010 John Wiley & Sons, Ltd.

  2. Block-triangular preconditioners for PDE-constrained optimization

    KAUST Repository

    Rees, Tyrone

    2010-11-26

    In this paper we investigate the possibility of using a block-triangular preconditioner for saddle point problems arising in PDE-constrained optimization. In particular, we focus on a conjugate gradient-type method introduced by Bramble and Pasciak that uses self-adjointness of the preconditioned system in a non-standard inner product. We show when the Chebyshev semi-iteration is used as a preconditioner for the relevant matrix blocks involving the finite element mass matrix that the main drawback of the Bramble-Pasciak method-the appropriate scaling of the preconditioners-is easily overcome. We present an eigenvalue analysis for the block-triangular preconditioners that gives convergence bounds in the non-standard inner product and illustrates their competitiveness on a number of computed examples. Copyright © 2010 John Wiley & Sons, Ltd.

  3. Optimal dispatch in dynamic security constrained open power market

    International Nuclear Information System (INIS)

    Singh, S.N.; David, A.K.

    2002-01-01

    Power system security is a new concern in the competitive power market operation, because the integration of the system controller and the generation owner has been broken. This paper presents an approach for dynamic security constrained optimal dispatch in restructured power market environment. The transient energy margin using transient energy function (TEF) approach has been used to calculate the stability margin of the system and a hybrid method is applied to calculate the approximate unstable equilibrium point (UEP) that is used to calculate the exact UEP and thus, the energy margin using TEF. The case study results illustrated on two systems shows that the operating mechanisms are compatible with the new business environment. (author)

  4. A New Interpolation Approach for Linearly Constrained Convex Optimization

    KAUST Repository

    Espinoza, Francisco

    2012-08-01

    In this thesis we propose a new class of Linearly Constrained Convex Optimization methods based on the use of a generalization of Shepard\\'s interpolation formula. We prove the properties of the surface such as the interpolation property at the boundary of the feasible region and the convergence of the gradient to the null space of the constraints at the boundary. We explore several descent techniques such as steepest descent, two quasi-Newton methods and the Newton\\'s method. Moreover, we implement in the Matlab language several versions of the method, particularly for the case of Quadratic Programming with bounded variables. Finally, we carry out performance tests against Matab Optimization Toolbox methods for convex optimization and implementations of the standard log-barrier and active-set methods. We conclude that the steepest descent technique seems to be the best choice so far for our method and that it is competitive with other standard methods both in performance and empirical growth order.

  5. Speeding Up Network Simulations Using Discrete Time

    OpenAIRE

    Lucas, Aaron; Armbruster, Benjamin

    2013-01-01

    We develop a way of simulating disease spread in networks faster at the cost of some accuracy. Instead of a discrete event simulation (DES) we use a discrete time simulation. This aggregates events into time periods. We prove a bound on the accuracy attained. We also discuss the choice of step size and do an analytical comparison of the computational costs. Our error bound concept comes from the theory of numerical methods for SDEs and the basic proof structure comes from the theory of numeri...

  6. Construction of Discrete Time Shadow Price

    International Nuclear Information System (INIS)

    Rogala, Tomasz; Stettner, Lukasz

    2015-01-01

    In the paper expected utility from consumption over finite time horizon for discrete time markets with bid and ask prices and strictly concave utility function is considered. The notion of weak shadow price, i.e. an illiquid price, depending on the portfolio, under which the model without bid and ask price is equivalent to the model with bid and ask price is introduced. Existence and the form of weak shadow price is shown. Using weak shadow price usual (called in the paper strong) shadow price is then constructed

  7. Discrete-Time Biomedical Signal Encryption

    Directory of Open Access Journals (Sweden)

    Victor Grigoraş

    2017-12-01

    Full Text Available Chaotic modulation is a strong method of improving communication security. Analog and discrete chaotic systems are presented in actual literature. Due to the expansion of digital communication, discrete-time systems become more efficient and closer to actual technology. The present contribution offers an in-depth analysis of the effects chaos encryption produce on 1D and 2D biomedical signals. The performed simulations show that modulating signals are precisely recovered by the synchronizing receiver if discrete systems are digitally implemented and the coefficients precisely correspond. Channel noise is also applied and its effects on biomedical signal demodulation are highlighted.

  8. Electrochemomechanical constrained multiobjective optimization of PPy/MWCNT actuators

    International Nuclear Information System (INIS)

    Khalili, N; Naguib, H E; Kwon, R H

    2014-01-01

    Polypyrrole (PPy) conducting polymers have shown a great potential for the fabrication of conjugated polymer-based actuating devices. Consequently, they have been a key point in developing many advanced emerging applications such as biomedical devices and biomimetic robotics. When designing an actuator, taking all of the related decision variables, their roles and relationships into consideration is of pivotal importance to determine the actuator’s final performance. Therefore, the central focus of this study is to develop an electrochemomechanical constrained multiobjective optimization model of a PPy/MWCNTs trilayer actuator. For this purpose, the objective functions are designed to capture the three main characteristics of these actuators, namely their tip vertical displacement, blocking force and response time. To obtain the optimum range of the designated decision variables within the feasible domain, a multiobjective optimization algorithm is applied while appropriate constraints are imposed. The optimum points form a Pareto surface on which they are consistently spread. The numerical results are presented; these results enable one to design an actuator with consideration to the desired output performances. For the experimental analysis, a multilayer bending-type actuator is fabricated, which is composed of a PVDF layer and two layers of PPy with an incorporated layer of multi-walled carbon nanotubes deposited on each side of the PVDF membrane. The numerical results are experimentally verified; in order to determine the performance of the fabricated actuator, its outputs are compared with a neat PPy actuator’s experimental and numerical counterparts. (paper)

  9. Solution for state constrained optimal control problems applied to power split control for hybrid vehicles

    NARCIS (Netherlands)

    Keulen, van T.A.C.; Gillot, J.; Jager, de A.G.; Steinbuch, M.

    2014-01-01

    This paper presents a numerical solution for scalar state constrained optimal control problems. The algorithm rewrites the constrained optimal control problem as a sequence of unconstrained optimal control problems which can be solved recursively as a two point boundary value problem. The solution

  10. Amodified probabilistic genetic algorithm for the solution of complex constrained optimization problems

    OpenAIRE

    Vorozheikin, A.; Gonchar, T.; Panfilov, I.; Sopov, E.; Sopov, S.

    2009-01-01

    A new algorithm for the solution of complex constrained optimization problems based on the probabilistic genetic algorithm with optimal solution prediction is proposed. The efficiency investigation results in comparison with standard genetic algorithm are presented.

  11. Design optimization of axial flow hydraulic turbine runner: Part II - multi-objective constrained optimization method

    Science.gov (United States)

    Peng, Guoyi; Cao, Shuliang; Ishizuka, Masaru; Hayama, Shinji

    2002-06-01

    This paper is concerned with the design optimization of axial flow hydraulic turbine runner blade geometry. In order to obtain a better design plan with good performance, a new comprehensive performance optimization procedure has been presented by combining a multi-variable multi-objective constrained optimization model with a Q3D inverse computation and a performance prediction procedure. With careful analysis of the inverse design of axial hydraulic turbine runner, the total hydraulic loss and the cavitation coefficient are taken as optimization objectives and a comprehensive objective function is defined using the weight factors. Parameters of a newly proposed blade bound circulation distribution function and parameters describing positions of blade leading and training edges in the meridional flow passage are taken as optimization variables.The optimization procedure has been applied to the design optimization of a Kaplan runner with specific speed of 440 kW. Numerical results show that the performance of designed runner is successfully improved through optimization computation. The optimization model is found to be validated and it has the feature of good convergence. With the multi-objective optimization model, it is possible to control the performance of designed runner by adjusting the value of weight factors defining the comprehensive objective function. Copyright

  12. Depletion mapping and constrained optimization to support managing groundwater extraction

    Science.gov (United States)

    Fienen, Michael N.; Bradbury, Kenneth R.; Kniffin, Maribeth; Barlow, Paul M.

    2018-01-01

    Groundwater models often serve as management tools to evaluate competing water uses including ecosystems, irrigated agriculture, industry, municipal supply, and others. Depletion potential mapping—showing the model-calculated potential impacts that wells have on stream baseflow—can form the basis for multiple potential management approaches in an oversubscribed basin. Specific management approaches can include scenarios proposed by stakeholders, systematic changes in well pumping based on depletion potential, and formal constrained optimization, which can be used to quantify the tradeoff between water use and stream baseflow. Variables such as the maximum amount of reduction allowed in each well and various groupings of wells using, for example, K-means clustering considering spatial proximity and depletion potential are considered. These approaches provide a potential starting point and guidance for resource managers and stakeholders to make decisions about groundwater management in a basin, spreading responsibility in different ways. We illustrate these approaches in the Little Plover River basin in central Wisconsin, United States—home to a rich agricultural tradition, with farmland and urban areas both in close proximity to a groundwater-dependent trout stream. Groundwater withdrawals have reduced baseflow supplying the Little Plover River below a legally established minimum. The techniques in this work were developed in response to engaged stakeholders with various interests and goals for the basin. They sought to develop a collaborative management plan at a watershed scale that restores the flow rate in the river in a manner that incorporates principles of shared governance and results in effective and minimally disruptive changes in groundwater extraction practices.

  13. Adaptive Event-Triggered Control Based on Heuristic Dynamic Programming for Nonlinear Discrete-Time Systems.

    Science.gov (United States)

    Dong, Lu; Zhong, Xiangnan; Sun, Changyin; He, Haibo

    2017-07-01

    This paper presents the design of a novel adaptive event-triggered control method based on the heuristic dynamic programming (HDP) technique for nonlinear discrete-time systems with unknown system dynamics. In the proposed method, the control law is only updated when the event-triggered condition is violated. Compared with the periodic updates in the traditional adaptive dynamic programming (ADP) control, the proposed method can reduce the computation and transmission cost. An actor-critic framework is used to learn the optimal event-triggered control law and the value function. Furthermore, a model network is designed to estimate the system state vector. The main contribution of this paper is to design a new trigger threshold for discrete-time systems. A detailed Lyapunov stability analysis shows that our proposed event-triggered controller can asymptotically stabilize the discrete-time systems. Finally, we test our method on two different discrete-time systems, and the simulation results are included.

  14. Optimization of an implicit constrained multi-physics system for motor wheels of electric vehicle

    International Nuclear Information System (INIS)

    Lei, Fei; Du, Bin; Liu, Xin; Xie, Xiaoping; Chai, Tian

    2016-01-01

    In this paper, implicit constrained multi-physics model of a motor wheel for an electric vehicle is built and then optimized. A novel optimization approach is proposed to solve the compliance problem between implicit constraints and stochastic global optimization. Firstly, multi-physics model of motor wheel is built from the theories of structural mechanics, electromagnetism and thermal physics. Then, implicit constraints are applied from the vehicle performances and magnetic characteristics. Implicit constrained optimization is carried out by a series of unconstrained optimization and verifications. In practice, sequentially updated subspaces are designed to completely substitute the original design space in local areas. In each subspace, a solution is obtained and is then verified by the implicit constraints. Optimal solutions which satisfy the implicit constraints are accepted as final candidates. The final global optimal solution is optimized from those candidates. Discussions are carried out to discover the differences between optimal solutions with unconstrained problem and different implicit constrained problems. Results show that the implicit constraints have significant influences on the optimal solution and the proposed approach is effective in finding the optimals. - Highlights: • An implicit constrained multi-physics model is built for sizing a motor wheel. • Vehicle dynamic performances are applied as implicit constraints for nonlinear system. • An efficient novel optimization is proposed to explore the constrained design space. • The motor wheel is optimized to achieve maximum efficiency on vehicle dynamics. • Influences of implicit constraints on vehicle performances are compared and analyzed.

  15. An elitist teaching-learning-based optimization algorithm for solving complex constrained optimization problems

    Directory of Open Access Journals (Sweden)

    Vivek Patel

    2012-08-01

    Full Text Available Nature inspired population based algorithms is a research field which simulates different natural phenomena to solve a wide range of problems. Researchers have proposed several algorithms considering different natural phenomena. Teaching-Learning-based optimization (TLBO is one of the recently proposed population based algorithm which simulates the teaching-learning process of the class room. This algorithm does not require any algorithm-specific control parameters. In this paper, elitism concept is introduced in the TLBO algorithm and its effect on the performance of the algorithm is investigated. The effects of common controlling parameters such as the population size and the number of generations on the performance of the algorithm are also investigated. The proposed algorithm is tested on 35 constrained benchmark functions with different characteristics and the performance of the algorithm is compared with that of other well known optimization algorithms. The proposed algorithm can be applied to various optimization problems of the industrial environment.

  16. Selection of magnetorheological brake types via optimal design considering maximum torque and constrained volume

    International Nuclear Information System (INIS)

    Nguyen, Q H; Choi, S B

    2012-01-01

    This research focuses on optimal design of different types of magnetorheological brakes (MRBs), from which an optimal selection of MRB types is identified. In the optimization, common types of MRB such as disc-type, drum-type, hybrid-types, and T-shaped type are considered. The optimization problem is to find the optimal value of significant geometric dimensions of the MRB that can produce a maximum braking torque. The MRB is constrained in a cylindrical volume of a specific radius and length. After a brief description of the configuration of MRB types, the braking torques of the MRBs are derived based on the Herschel–Bulkley model of the MR fluid. The optimal design of MRBs constrained in a specific cylindrical volume is then analysed. The objective of the optimization is to maximize the braking torque while the torque ratio (the ratio of maximum braking torque and the zero-field friction torque) is constrained to be greater than a certain value. A finite element analysis integrated with an optimization tool is employed to obtain optimal solutions of the MRBs. Optimal solutions of MRBs constrained in different volumes are obtained based on the proposed optimization procedure. From the results, discussions on the optimal selection of MRB types depending on constrained volumes are given. (paper)

  17. Fuzzy chance constrained linear programming model for scrap charge optimization in steel production

    DEFF Research Database (Denmark)

    Rong, Aiying; Lahdelma, Risto

    2008-01-01

    the uncertainty based on fuzzy set theory and constrain the failure risk based on a possibility measure. Consequently, the scrap charge optimization problem is modeled as a fuzzy chance constrained linear programming problem. Since the constraints of the model mainly address the specification of the product...

  18. Modified Backtracking Search Optimization Algorithm Inspired by Simulated Annealing for Constrained Engineering Optimization Problems

    Directory of Open Access Journals (Sweden)

    Hailong Wang

    2018-01-01

    Full Text Available The backtracking search optimization algorithm (BSA is a population-based evolutionary algorithm for numerical optimization problems. BSA has a powerful global exploration capacity while its local exploitation capability is relatively poor. This affects the convergence speed of the algorithm. In this paper, we propose a modified BSA inspired by simulated annealing (BSAISA to overcome the deficiency of BSA. In the BSAISA, the amplitude control factor (F is modified based on the Metropolis criterion in simulated annealing. The redesigned F could be adaptively decreased as the number of iterations increases and it does not introduce extra parameters. A self-adaptive ε-constrained method is used to handle the strict constraints. We compared the performance of the proposed BSAISA with BSA and other well-known algorithms when solving thirteen constrained benchmarks and five engineering design problems. The simulation results demonstrated that BSAISA is more effective than BSA and more competitive with other well-known algorithms in terms of convergence speed.

  19. A Framework for Constrained Optimization Problems Based on a Modified Particle Swarm Optimization

    Directory of Open Access Journals (Sweden)

    Biwei Tang

    2016-01-01

    Full Text Available This paper develops a particle swarm optimization (PSO based framework for constrained optimization problems (COPs. Aiming at enhancing the performance of PSO, a modified PSO algorithm, named SASPSO 2011, is proposed by adding a newly developed self-adaptive strategy to the standard particle swarm optimization 2011 (SPSO 2011 algorithm. Since the convergence of PSO is of great importance and significantly influences the performance of PSO, this paper first theoretically investigates the convergence of SASPSO 2011. Then, a parameter selection principle guaranteeing the convergence of SASPSO 2011 is provided. Subsequently, a SASPSO 2011-based framework is established to solve COPs. Attempting to increase the diversity of solutions and decrease optimization difficulties, the adaptive relaxation method, which is combined with the feasibility-based rule, is applied to handle constraints of COPs and evaluate candidate solutions in the developed framework. Finally, the proposed method is verified through 4 benchmark test functions and 2 real-world engineering problems against six PSO variants and some well-known methods proposed in the literature. Simulation results confirm that the proposed method is highly competitive in terms of the solution quality and can be considered as a vital alternative to solve COPs.

  20. Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Admissibility and Termination Analysis.

    Science.gov (United States)

    Wei, Qinglai; Liu, Derong; Lin, Qiao

    In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.

  1. Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

    Science.gov (United States)

    Chen, Wei

    2015-07-01

    In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.

  2. A One-Layer Recurrent Neural Network for Constrained Complex-Variable Convex Optimization.

    Science.gov (United States)

    Qin, Sitian; Feng, Jiqiang; Song, Jiahui; Wen, Xingnan; Xu, Chen

    2018-03-01

    In this paper, based on calculus and penalty method, a one-layer recurrent neural network is proposed for solving constrained complex-variable convex optimization. It is proved that for any initial point from a given domain, the state of the proposed neural network reaches the feasible region in finite time and converges to an optimal solution of the constrained complex-variable convex optimization finally. In contrast to existing neural networks for complex-variable convex optimization, the proposed neural network has a lower model complexity and better convergence. Some numerical examples and application are presented to substantiate the effectiveness of the proposed neural network.

  3. Process algebra with timing : real time and discrete time

    NARCIS (Netherlands)

    Baeten, J.C.M.; Middelburg, C.A.; Bergstra, J.A.; Ponse, A.J.; Smolka, S.A.

    2001-01-01

    We present real time and discrete time versions of ACP with absolute timing and relative timing. The starting-point is a new real time version with absolute timing, called ACPsat, featuring urgent actions and a delay operator. The discrete time versions are conservative extensions of the discrete

  4. Process algebra with timing: Real time and discrete time

    NARCIS (Netherlands)

    Baeten, J.C.M.; Middelburg, C.A.

    1999-01-01

    We present real time and discrete time versions of ACP with absolute timing and relative timing. The startingpoint is a new real time version with absolute timing, called ACPsat , featuring urgent actions and a delay operator. The discrete time versions are conservative extensions of the discrete

  5. Constraining neutron guide optimizations with phase-space considerations

    Energy Technology Data Exchange (ETDEWEB)

    Bertelsen, Mads, E-mail: mads.bertelsen@gmail.com; Lefmann, Kim

    2016-09-11

    We introduce a method named the Minimalist Principle that serves to reduce the parameter space for neutron guide optimization when the required beam divergence is limited. The reduced parameter space will restrict the optimization to guides with a minimal neutron intake that are still theoretically able to deliver the maximal possible performance. The geometrical constraints are derived using phase-space propagation from moderator to guide and from guide to sample, while assuming that the optimized guides will achieve perfect transport of the limited neutron intake. Guide systems optimized using these constraints are shown to provide performance close to guides optimized without any constraints, however the divergence received at the sample is limited to the desired interval, even when the neutron transport is not limited by the supermirrors used in the guide. As the constraints strongly limit the parameter space for the optimizer, two control parameters are introduced that can be used to adjust the selected subspace, effectively balancing between maximizing neutron transport and avoiding background from unnecessary neutrons. One parameter is needed to describe the expected focusing abilities of the guide to be optimized, going from perfectly focusing to no correlation between position and velocity. The second parameter controls neutron intake into the guide, so that one can select exactly how aggressively the background should be limited. We show examples of guides optimized using these constraints which demonstrates the higher signal to noise than conventional optimizations. Furthermore the parameter controlling neutron intake is explored which shows that the simulated optimal neutron intake is close to the analytically predicted, when assuming that the guide is dominated by multiple scattering events.

  6. A theory of Markovian time-inconsistent stochastic control in discrete time

    DEFF Research Database (Denmark)

    Bjork, Tomas; Murgoci, Agatha

    2014-01-01

    We develop a theory for a general class of discrete-time stochastic control problems that, in various ways, are time-inconsistent in the sense that they do not admit a Bellman optimality principle. We attack these problems by viewing them within a game theoretic framework, and we look for subgame...

  7. A constrained optimization algorithm for total energy minimization in electronic structure calculations

    International Nuclear Information System (INIS)

    Yang Chao; Meza, Juan C.; Wang Linwang

    2006-01-01

    A new direct constrained optimization algorithm for minimizing the Kohn-Sham (KS) total energy functional is presented in this paper. The key ingredients of this algorithm involve projecting the total energy functional into a sequence of subspaces of small dimensions and seeking the minimizer of total energy functional within each subspace. The minimizer of a subspace energy functional not only provides a search direction along which the KS total energy functional decreases but also gives an optimal 'step-length' to move along this search direction. Numerical examples are provided to demonstrate that this new direct constrained optimization algorithm can be more efficient than the self-consistent field (SCF) iteration

  8. Order-Constrained Solutions in K-Means Clustering: Even Better than Being Globally Optimal

    Science.gov (United States)

    Steinley, Douglas; Hubert, Lawrence

    2008-01-01

    This paper proposes an order-constrained K-means cluster analysis strategy, and implements that strategy through an auxiliary quadratic assignment optimization heuristic that identifies an initial object order. A subsequent dynamic programming recursion is applied to optimally subdivide the object set subject to the order constraint. We show that…

  9. Constrained Burn Optimization for the International Space Station

    Science.gov (United States)

    Brown, Aaron J.; Jones, Brandon A.

    2017-01-01

    In long-term trajectory planning for the International Space Station (ISS), translational burns are currently targeted sequentially to meet the immediate trajectory constraints, rather than simultaneously to meet all constraints, do not employ gradient-based search techniques, and are not optimized for a minimum total deltav (v) solution. An analytic formulation of the constraint gradients is developed and used in an optimization solver to overcome these obstacles. Two trajectory examples are explored, highlighting the advantage of the proposed method over the current approach, as well as the potential v and propellant savings in the event of propellant shortages.

  10. Constrained optimal motion planning for autonomous vehicles using PRONTO

    NARCIS (Netherlands)

    Aguiar, A.P.; Bayer, F.A.; Hauser, J.; Häusler, A.J.; Notarstefano, G.; Pascoal, A.M.; Rucco, A.; Saccon, A.

    2017-01-01

    This chapter provides an overview of the authors’ efforts in vehicle trajectory exploration and motion planning based on PRONTO, a numerical method for solving optimal control problems developed over the last two decades. The chapter reviews the basics of PRONTO, providing the appropriate references

  11. Human fetal growth is constrained below optimal for perinatal survival

    NARCIS (Netherlands)

    Vasak, B.; Koenen, S. V.; Koster, M. P. H.; Hukkelhoven, C. W. P. M.; Franx, A.; Hanson, M. A.; Visser, GHA

    ObjectiveThe use of fetal growth charts assumes that the optimal size at birth is at the 50(th) birth-weight centile, but interaction between maternal constraints on fetal growth and the risks associated with small and large fetal size at birth may indicate that this assumption is not valid for

  12. Efficient relaxations for joint chance constrained AC optimal power flow

    Energy Technology Data Exchange (ETDEWEB)

    Baker, Kyri; Toomey, Bridget

    2017-07-01

    Evolving power systems with increasing levels of stochasticity call for a need to solve optimal power flow problems with large quantities of random variables. Weather forecasts, electricity prices, and shifting load patterns introduce higher levels of uncertainty and can yield optimization problems that are difficult to solve in an efficient manner. Solution methods for single chance constraints in optimal power flow problems have been considered in the literature, ensuring single constraints are satisfied with a prescribed probability; however, joint chance constraints, ensuring multiple constraints are simultaneously satisfied, have predominantly been solved via scenario-based approaches or by utilizing Boole's inequality as an upper bound. In this paper, joint chance constraints are used to solve an AC optimal power flow problem while preventing overvoltages in distribution grids under high penetrations of photovoltaic systems. A tighter version of Boole's inequality is derived and used to provide a new upper bound on the joint chance constraint, and simulation results are shown demonstrating the benefit of the proposed upper bound. The new framework allows for a less conservative and more computationally efficient solution to considering joint chance constraints, specifically regarding preventing overvoltages.

  13. Improved Sensitivity Relations in State Constrained Optimal Control

    International Nuclear Information System (INIS)

    Bettiol, Piernicola; Frankowska, Hélène; Vinter, Richard B.

    2015-01-01

    Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjoint state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because

  14. On synchronized regions of discrete-time complex dynamical networks

    International Nuclear Information System (INIS)

    Duan Zhisheng; Chen Guanrong

    2011-01-01

    In this paper, the local synchronization of discrete-time complex networks is studied. First, it is shown that for any natural number n, there exists a discrete-time network which has at least left floor n/2 right floor +1 disconnected synchronized regions for local synchronization, which implies the possibility of intermittent synchronization behaviors. Different from the continuous-time networks, the existence of an unbounded synchronized region is impossible for discrete-time networks. The convexity of the synchronized regions is also characterized based on the stability of a class of matrix pencils, which is useful for enlarging the stability region so as to improve the network synchronizability.

  15. Preconditioning for partial differential equation constrained optimization with control constraints

    KAUST Repository

    Stoll, Martin; Wathen, Andy

    2011-01-01

    Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.

  16. Preconditioning for partial differential equation constrained optimization with control constraints

    KAUST Repository

    Stoll, Martin

    2011-10-18

    Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.

  17. Kinetic Constrained Optimization of the Golf Swing Hub Path

    Directory of Open Access Journals (Sweden)

    Steven M. Nesbit

    2014-12-01

    Full Text Available This study details an optimization of the golf swing, where the hand path and club angular trajectories are manipulated. The optimization goal was to maximize club head velocity at impact within the interaction kinetic limitations (force, torque, work, and power of the golfer as determined through the analysis of a typical swing using a two-dimensional dynamic model. The study was applied to four subjects with diverse swing capabilities and styles. It was determined that it is possible for all subjects to increase their club head velocity at impact within their respective kinetic limitations through combined modifications to their respective hand path and club angular trajectories. The manner of the modifications, the degree of velocity improvement, the amount of kinetic reduction, and the associated kinetic limitation quantities were subject dependent. By artificially minimizing selected kinetic inputs within the optimization algorithm, it was possible to identify swing trajectory characteristics that indicated relative kinetic weaknesses of a subject. Practical implications are offered based upon the findings of the study.

  18. Constrained Fuzzy Predictive Control Using Particle Swarm Optimization

    Directory of Open Access Journals (Sweden)

    Oussama Ait Sahed

    2015-01-01

    Full Text Available A fuzzy predictive controller using particle swarm optimization (PSO approach is proposed. The aim is to develop an efficient algorithm that is able to handle the relatively complex optimization problem with minimal computational time. This can be achieved using reduced population size and small number of iterations. In this algorithm, instead of using the uniform distribution as in the conventional PSO algorithm, the initial particles positions are distributed according to the normal distribution law, within the area around the best position. The radius limiting this area is adaptively changed according to the tracking error values. Moreover, the choice of the initial best position is based on prior knowledge about the search space landscape and the fact that in most practical applications the dynamic optimization problem changes are gradual. The efficiency of the proposed control algorithm is evaluated by considering the control of the model of a 4 × 4 Multi-Input Multi-Output industrial boiler. This model is characterized by being nonlinear with high interactions between its inputs and outputs, having a nonminimum phase behaviour, and containing instabilities and time delays. The obtained results are compared to those of the control algorithms based on the conventional PSO and the linear approach.

  19. Topology Optimization of Constrained Layer Damping on Plates Using Method of Moving Asymptote (MMA Approach

    Directory of Open Access Journals (Sweden)

    Zheng Ling

    2011-01-01

    Full Text Available Damping treatments have been extensively used as a powerful means to damp out structural resonant vibrations. Usually, damping materials are fully covered on the surface of plates. The drawbacks of this conventional treatment are also obvious due to an added mass and excess material consumption. Therefore, it is not always economical and effective from an optimization design view. In this paper, a topology optimization approach is presented to maximize the modal damping ratio of the plate with constrained layer damping treatment. The governing equation of motion of the plate is derived on the basis of energy approach. A finite element model to describe dynamic performances of the plate is developed and used along with an optimization algorithm in order to determine the optimal topologies of constrained layer damping layout on the plate. The damping of visco-elastic layer is modeled by the complex modulus formula. Considering the vibration and energy dissipation mode of the plate with constrained layer damping treatment, damping material density and volume factor are considered as design variable and constraint respectively. Meantime, the modal damping ratio of the plate is assigned as the objective function in the topology optimization approach. The sensitivity of modal damping ratio to design variable is further derived and Method of Moving Asymptote (MMA is adopted to search the optimized topologies of constrained layer damping layout on the plate. Numerical examples are used to demonstrate the effectiveness of the proposed topology optimization approach. The results show that vibration energy dissipation of the plates can be enhanced by the optimal constrained layer damping layout. This optimal technology can be further extended to vibration attenuation of sandwich cylindrical shells which constitute the major building block of many critical structures such as cabins of aircrafts, hulls of submarines and bodies of rockets and missiles as an

  20. Kinetic constrained optimization of the golf swing hub path.

    Science.gov (United States)

    Nesbit, Steven M; McGinnis, Ryan S

    2014-12-01

    This study details an optimization of the golf swing, where the hand path and club angular trajectories are manipulated. The optimization goal was to maximize club head velocity at impact within the interaction kinetic limitations (force, torque, work, and power) of the golfer as determined through the analysis of a typical swing using a two-dimensional dynamic model. The study was applied to four subjects with diverse swing capabilities and styles. It was determined that it is possible for all subjects to increase their club head velocity at impact within their respective kinetic limitations through combined modifications to their respective hand path and club angular trajectories. The manner of the modifications, the degree of velocity improvement, the amount of kinetic reduction, and the associated kinetic limitation quantities were subject dependent. By artificially minimizing selected kinetic inputs within the optimization algorithm, it was possible to identify swing trajectory characteristics that indicated relative kinetic weaknesses of a subject. Practical implications are offered based upon the findings of the study. Key PointsThe hand path trajectory is an important characteristic of the golf swing and greatly affects club head velocity and golfer/club energy transfer.It is possible to increase the energy transfer from the golfer to the club by modifying the hand path and swing trajectories without increasing the kinetic output demands on the golfer.It is possible to identify relative kinetic output strengths and weakness of a golfer through assessment of the hand path and swing trajectories.Increasing any one of the kinetic outputs of the golfer can potentially increase the club head velocity at impact.The hand path trajectory has important influences over the club swing trajectory.

  1. Cryptanalysis of a discrete-time synchronous chaotic encryption system

    International Nuclear Information System (INIS)

    Arroyo, David; Alvarez, Gonzalo; Li Shujun; Li Chengqing; Nunez, Juana

    2008-01-01

    Recently a chaotic cryptosystem based on discrete-time synchronization has been proposed. Some weaknesses of that new encryption system are addressed and exploited in order to successfully cryptanalyze the system

  2. On periodic orbits in discrete-time cascade systems

    Directory of Open Access Journals (Sweden)

    Huimin Li

    2006-01-01

    Full Text Available We present some results on existence, minimum period, number of periodic orbits, and stability of periodic orbits in discrete-time cascade systems. Some examples are presented to illustrate these results.

  3. Discrete-Time Filter Synthesis using Product of Gegenbauer Polynomials

    OpenAIRE

    N. Stojanovic; N. Stamenkovic; I. Krstic

    2016-01-01

    A new approximation to design continuoustime and discrete-time low-pass filters, presented in this paper, based on the product of Gegenbauer polynomials, provides the ability of more flexible adjustment of passband and stopband responses. The design is achieved taking into account a prescribed specification, leading to a better trade-off among the magnitude and group delay responses. Many well-known continuous-time and discrete-time transitional filter based on the classical polynomial approx...

  4. Stabilization of discrete-time LTI positive systems

    Directory of Open Access Journals (Sweden)

    Krokavec Dušan

    2017-12-01

    Full Text Available The paper mitigates the existing conditions reported in the previous literature for control design of discrete-time linear positive systems. Incorporating an associated structure of linear matrix inequalities, combined with the Lyapunov inequality guaranteing asymptotic stability of discrete-time positive system structures, new conditions are presented with which the state-feedback controllers and the system state observers can be designed. Associated solutions of the proposed design conditions are illustrated by numerical illustrative examples.

  5. Constrained optimization of test intervals using a steady-state genetic algorithm

    International Nuclear Information System (INIS)

    Martorell, S.; Carlos, S.; Sanchez, A.; Serradell, V.

    2000-01-01

    There is a growing interest from both the regulatory authorities and the nuclear industry to stimulate the use of Probabilistic Risk Analysis (PRA) for risk-informed applications at Nuclear Power Plants (NPPs). Nowadays, special attention is being paid on analyzing plant-specific changes to Test Intervals (TIs) within the Technical Specifications (TSs) of NPPs and it seems to be a consensus on the need of making these requirements more risk-effective and less costly. Resource versus risk-control effectiveness principles formally enters in optimization problems. This paper presents an approach for using the PRA models in conducting the constrained optimization of TIs based on a steady-state genetic algorithm (SSGA) where the cost or the burden is to be minimized while the risk or performance is constrained to be at a given level, or vice versa. The paper encompasses first with the problem formulation, where the objective function and constraints that apply in the constrained optimization of TIs based on risk and cost models at system level are derived. Next, the foundation of the optimizer is given, which is derived by customizing a SSGA in order to allow optimizing TIs under constraints. Also, a case study is performed using this approach, which shows the benefits of adopting both PRA models and genetic algorithms, in particular for the constrained optimization of TIs, although it is also expected a great benefit of using this approach to solve other engineering optimization problems. However, care must be taken in using genetic algorithms in constrained optimization problems as it is concluded in this paper

  6. A Simply Constrained Optimization Reformulation of KKT Systems Arising from Variational Inequalities

    International Nuclear Information System (INIS)

    Facchinei, F.; Fischer, A.; Kanzow, C.; Peng, J.-M.

    1999-01-01

    The Karush-Kuhn-Tucker (KKT) conditions can be regarded as optimality conditions for both variational inequalities and constrained optimization problems. In order to overcome some drawbacks of recently proposed reformulations of KKT systems, we propose casting KKT systems as a minimization problem with nonnegativity constraints on some of the variables. We prove that, under fairly mild assumptions, every stationary point of this constrained minimization problem is a solution of the KKT conditions. Based on this reformulation, a new algorithm for the solution of the KKT conditions is suggested and shown to have some strong global and local convergence properties

  7. A one-layer recurrent neural network for constrained nonsmooth invex optimization.

    Science.gov (United States)

    Li, Guocheng; Yan, Zheng; Wang, Jun

    2014-02-01

    Invexity is an important notion in nonconvex optimization. In this paper, a one-layer recurrent neural network is proposed for solving constrained nonsmooth invex optimization problems, designed based on an exact penalty function method. It is proved herein that any state of the proposed neural network is globally convergent to the optimal solution set of constrained invex optimization problems, with a sufficiently large penalty parameter. In addition, any neural state is globally convergent to the unique optimal solution, provided that the objective function and constraint functions are pseudoconvex. Moreover, any neural state is globally convergent to the feasible region in finite time and stays there thereafter. The lower bounds of the penalty parameter and convergence time are also estimated. Two numerical examples are provided to illustrate the performances of the proposed neural network. Copyright © 2013 Elsevier Ltd. All rights reserved.

  8. Integrated Multidisciplinary Constrained Optimization of Offshore Support Structures

    International Nuclear Information System (INIS)

    Haghi, Rad; Molenaar, David P; Ashuri, Turaj; Van der Valk, Paul L C

    2014-01-01

    In the current offshore wind turbine support structure design method, the tower and foundation, which form the support structure are designed separately by the turbine and foundation designer. This method yields a suboptimal design and it results in a heavy, overdesigned and expensive support structure. This paper presents an integrated multidisciplinary approach to design the tower and foundation simultaneously. Aerodynamics, hydrodynamics, structure and soil mechanics are the modeled disciplines to capture the full dynamic behavior of the foundation and tower under different environmental conditions. The objective function to be minimized is the mass of the support structure. The model includes various design constraints: local and global buckling, modal frequencies, and fatigue damage along different stations of the structure. To show the usefulness of the method, an existing SWT-3.6-107 offshore wind turbine where its tower and foundation are designed separately is used as a case study. The result of the integrated multidisciplinary design optimization shows 12.1% reduction in the mass of the support structure, while satisfying all the design constraints

  9. Composite Differential Evolution with Modified Oracle Penalty Method for Constrained Optimization Problems

    Directory of Open Access Journals (Sweden)

    Minggang Dong

    2014-01-01

    Full Text Available Motivated by recent advancements in differential evolution and constraints handling methods, this paper presents a novel modified oracle penalty function-based composite differential evolution (MOCoDE for constrained optimization problems (COPs. More specifically, the original oracle penalty function approach is modified so as to satisfy the optimization criterion of COPs; then the modified oracle penalty function is incorporated in composite DE. Furthermore, in order to solve more complex COPs with discrete, integer, or binary variables, a discrete variable handling technique is introduced into MOCoDE to solve complex COPs with mix variables. This method is assessed on eleven constrained optimization benchmark functions and seven well-studied engineering problems in real life. Experimental results demonstrate that MOCoDE achieves competitive performance with respect to some other state-of-the-art approaches in constrained optimization evolutionary algorithms. Moreover, the strengths of the proposed method include few parameters and its ease of implementation, rendering it applicable to real life. Therefore, MOCoDE can be an efficient alternative to solving constrained optimization problems.

  10. Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems

    Czech Academy of Sciences Publication Activity Database

    Axelsson, Owe; Farouq, S.; Neytcheva, M.

    2017-01-01

    Roč. 74, č. 1 (2017), s. 19-37 ISSN 1017-1398 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution method s * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.241, year: 2016 https://link.springer.com/article/10.1007%2Fs11075-016-0136-5

  11. Mixed Integer PDE Constrained Optimization for the Control of a Wildfire Hazard

    Science.gov (United States)

    2017-01-01

    Constrained Optimization for the Control of a Wildfire Hazard Herausgegeben von der Professor fur Angewandte Mathematik Professor Dr. rer. nat. Armin...and H.H. Tan . Finite difference methods for solving the two-dimensional advection-diffusion equation. Int. J. Numer. Meth. Fluids, 9:75-98, 1989. 6

  12. Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems

    Czech Academy of Sciences Publication Activity Database

    Axelsson, Owe; Farouq, S.; Neytcheva, M.

    2017-01-01

    Roč. 74, č. 1 (2017), s. 19-37 ISSN 1017-1398 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution methods * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.241, year: 2016 https://link.springer.com/article/10.1007%2Fs11075-016-0136-5

  13. Metal artifact reduction in x-ray computed tomography (CT) by constrained optimization

    International Nuclear Information System (INIS)

    Zhang Xiaomeng; Wang Jing; Xing Lei

    2011-01-01

    Purpose: The streak artifacts caused by metal implants have long been recognized as a problem that limits various applications of CT imaging. In this work, the authors propose an iterative metal artifact reduction algorithm based on constrained optimization. Methods: After the shape and location of metal objects in the image domain is determined automatically by the binary metal identification algorithm and the segmentation of ''metal shadows'' in projection domain is done, constrained optimization is used for image reconstruction. It minimizes a predefined function that reflects a priori knowledge of the image, subject to the constraint that the estimated projection data are within a specified tolerance of the available metal-shadow-excluded projection data, with image non-negativity enforced. The minimization problem is solved through the alternation of projection-onto-convex-sets and the steepest gradient descent of the objective function. The constrained optimization algorithm is evaluated with a penalized smoothness objective. Results: The study shows that the proposed method is capable of significantly reducing metal artifacts, suppressing noise, and improving soft-tissue visibility. It outperforms the FBP-type methods and ART and EM methods and yields artifacts-free images. Conclusions: Constrained optimization is an effective way to deal with CT reconstruction with embedded metal objects. Although the method is presented in the context of metal artifacts, it is applicable to general ''missing data'' image reconstruction problems.

  14. Volume-constrained optimization of magnetorheological and electrorheological valves and dampers

    Science.gov (United States)

    Rosenfeld, Nicholas C.; Wereley, Norman M.

    2004-12-01

    This paper presents a case study of magnetorheological (MR) and electrorheological (ER) valve design within a constrained cylindrical volume. The primary purpose of this study is to establish general design guidelines for volume-constrained MR valves. Additionally, this study compares the performance of volume-constrained MR valves against similarly constrained ER valves. Starting from basic design guidelines for an MR valve, a method for constructing candidate volume-constrained valve geometries is presented. A magnetic FEM program is then used to evaluate the magnetic properties of the candidate valves. An optimized MR valve is chosen by evaluating non-dimensional parameters describing the candidate valves' damping performance. A derivation of the non-dimensional damping coefficient for valves with both active and passive volumes is presented to allow comparison of valves with differing proportions of active and passive volumes. The performance of the optimized MR valve is then compared to that of a geometrically similar ER valve using both analytical and numerical techniques. An analytical equation relating the damping performances of geometrically similar MR and ER valves in as a function of fluid yield stresses and relative active fluid volume, and numerical calculations are provided to calculate each valve's damping performance and to validate the analytical calculations.

  15. Image denoising: Learning the noise model via nonsmooth PDE-constrained optimization

    KAUST Repository

    Reyes, Juan Carlos De los; Schö nlieb, Carola-Bibiane

    2013-01-01

    We propose a nonsmooth PDE-constrained optimization approach for the determination of the correct noise model in total variation (TV) image denoising. An optimization problem for the determination of the weights corresponding to different types of noise distributions is stated and existence of an optimal solution is proved. A tailored regularization approach for the approximation of the optimal parameter values is proposed thereafter and its consistency studied. Additionally, the differentiability of the solution operator is proved and an optimality system characterizing the optimal solutions of each regularized problem is derived. The optimal parameter values are numerically computed by using a quasi-Newton method, together with semismooth Newton type algorithms for the solution of the TV-subproblems. © 2013 American Institute of Mathematical Sciences.

  16. Image denoising: Learning the noise model via nonsmooth PDE-constrained optimization

    KAUST Repository

    Reyes, Juan Carlos De los

    2013-11-01

    We propose a nonsmooth PDE-constrained optimization approach for the determination of the correct noise model in total variation (TV) image denoising. An optimization problem for the determination of the weights corresponding to different types of noise distributions is stated and existence of an optimal solution is proved. A tailored regularization approach for the approximation of the optimal parameter values is proposed thereafter and its consistency studied. Additionally, the differentiability of the solution operator is proved and an optimality system characterizing the optimal solutions of each regularized problem is derived. The optimal parameter values are numerically computed by using a quasi-Newton method, together with semismooth Newton type algorithms for the solution of the TV-subproblems. © 2013 American Institute of Mathematical Sciences.

  17. Partition-based discrete-time quantum walks

    Science.gov (United States)

    Konno, Norio; Portugal, Renato; Sato, Iwao; Segawa, Etsuo

    2018-04-01

    We introduce a family of discrete-time quantum walks, called two-partition model, based on two equivalence-class partitions of the computational basis, which establish the notion of local dynamics. This family encompasses most versions of unitary discrete-time quantum walks driven by two local operators studied in literature, such as the coined model, Szegedy's model, and the 2-tessellable staggered model. We also analyze the connection of those models with the two-step coined model, which is driven by the square of the evolution operator of the standard discrete-time coined walk. We prove formally that the two-step coined model, an extension of Szegedy model for multigraphs, and the two-tessellable staggered model are unitarily equivalent. Then, selecting one specific model among those families is a matter of taste not generality.

  18. Subspace Barzilai-Borwein Gradient Method for Large-Scale Bound Constrained Optimization

    International Nuclear Information System (INIS)

    Xiao Yunhai; Hu Qingjie

    2008-01-01

    An active set subspace Barzilai-Borwein gradient algorithm for large-scale bound constrained optimization is proposed. The active sets are estimated by an identification technique. The search direction consists of two parts: some of the components are simply defined; the other components are determined by the Barzilai-Borwein gradient method. In this work, a nonmonotone line search strategy that guarantees global convergence is used. Preliminary numerical results show that the proposed method is promising, and competitive with the well-known method SPG on a subset of bound constrained problems from CUTEr collection

  19. A penalty method for PDE-constrained optimization in inverse problems

    International Nuclear Information System (INIS)

    Leeuwen, T van; Herrmann, F J

    2016-01-01

    Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for several right-hand sides. Such PDE-constrained problems can be solved by finding a stationary point of the Lagrangian, which entails simultaneously updating the parameters and the (adjoint) state variables. For large-scale problems, such an all-at-once approach is not feasible as it requires storing all the state variables. In this case one usually resorts to a reduced approach where the constraints are explicitly eliminated (at each iteration) by solving the PDEs. These two approaches, and variations thereof, are the main workhorses for solving PDE-constrained optimization problems arising from inverse problems. In this paper, we present an alternative method that aims to combine the advantages of both approaches. Our method is based on a quadratic penalty formulation of the constrained optimization problem. By eliminating the state variable, we develop an efficient algorithm that has roughly the same computational complexity as the conventional reduced approach while exploiting a larger search space. Numerical results show that this method indeed reduces some of the nonlinearity of the problem and is less sensitive to the initial iterate. (paper)

  20. A multi-objective improved teaching-learning based optimization algorithm for unconstrained and constrained optimization problems

    Directory of Open Access Journals (Sweden)

    R. Venkata Rao

    2014-01-01

    Full Text Available The present work proposes a multi-objective improved teaching-learning based optimization (MO-ITLBO algorithm for unconstrained and constrained multi-objective function optimization. The MO-ITLBO algorithm is the improved version of basic teaching-learning based optimization (TLBO algorithm adapted for multi-objective problems. The basic TLBO algorithm is improved to enhance its exploration and exploitation capacities by introducing the concept of number of teachers, adaptive teaching factor, tutorial training and self-motivated learning. The MO-ITLBO algorithm uses a grid-based approach to adaptively assess the non-dominated solutions (i.e. Pareto front maintained in an external archive. The performance of the MO-ITLBO algorithm is assessed by implementing it on unconstrained and constrained test problems proposed for the Congress on Evolutionary Computation 2009 (CEC 2009 competition. The performance assessment is done by using the inverted generational distance (IGD measure. The IGD measures obtained by using the MO-ITLBO algorithm are compared with the IGD measures of the other state-of-the-art algorithms available in the literature. Finally, Lexicographic ordering is used to assess the overall performance of competitive algorithms. Results have shown that the proposed MO-ITLBO algorithm has obtained the 1st rank in the optimization of unconstrained test functions and the 3rd rank in the optimization of constrained test functions.

  1. On the Solution of the Eigenvalue Assignment Problem for Discrete-Time Systems

    Directory of Open Access Journals (Sweden)

    El-Sayed M. E. Mostafa

    2017-01-01

    Full Text Available The output feedback eigenvalue assignment problem for discrete-time systems is considered. The problem is formulated first as an unconstrained minimization problem, where a three-term nonlinear conjugate gradient method is proposed to find a local solution. In addition, a cut to the objective function is included, yielding an inequality constrained minimization problem, where a logarithmic barrier method is proposed for finding the local solution. The conjugate gradient method is further extended to tackle the eigenvalue assignment problem for the two cases of decentralized control systems and control systems with time delay. The performance of the methods is illustrated through various test examples.

  2. Discrete-Time Filter Synthesis using Product of Gegenbauer Polynomials

    Directory of Open Access Journals (Sweden)

    N. Stojanovic

    2016-09-01

    Full Text Available A new approximation to design continuoustime and discrete-time low-pass filters, presented in this paper, based on the product of Gegenbauer polynomials, provides the ability of more flexible adjustment of passband and stopband responses. The design is achieved taking into account a prescribed specification, leading to a better trade-off among the magnitude and group delay responses. Many well-known continuous-time and discrete-time transitional filter based on the classical polynomial approximations(Chebyshev, Legendre, Butterworth are shown to be a special cases of proposed approximation method.

  3. Discrete time and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  4. An L∞/L1-Constrained Quadratic Optimization Problem with Applications to Neural Networks

    International Nuclear Information System (INIS)

    Leizarowitz, Arie; Rubinstein, Jacob

    2003-01-01

    Pattern formation in associative neural networks is related to a quadratic optimization problem. Biological considerations imply that the functional is constrained in the L ∞ norm and in the L 1 norm. We consider such optimization problems. We derive the Euler-Lagrange equations, and construct basic properties of the maximizers. We study in some detail the case where the kernel of the quadratic functional is finite-dimensional. In this case the optimization problem can be fully characterized by the geometry of a certain convex and compact finite-dimensional set

  5. Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

    Energy Technology Data Exchange (ETDEWEB)

    Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com [Laboratoire de Probabilités et Modèles Aléatoires, CNRS, UMR 7599, Université Paris Diderot (France)

    2016-12-15

    We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

  6. Robust Active MPC Synchronization for Two Discrete-Time Chaotic Systems with Bounded Disturbance

    Directory of Open Access Journals (Sweden)

    Longge Zhang

    2017-01-01

    Full Text Available This paper proposes a synchronization scheme for two discrete-time chaotic systems with bounded disturbance. By using active control method and imposing some restriction on the error state, the computation of controller’s feedback matrix is converted to the min-max optimization problem. The theoretical results are derived with the aid of predictive model predictive paradigm and linear matrix inequality technique. Two example simulations are performed to show the effectiveness of the designed control method.

  7. Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

    International Nuclear Information System (INIS)

    Pham, Huyên; Wei, Xiaoli

    2016-01-01

    We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

  8. Discrete time process algebra and the semantics of SDL

    NARCIS (Netherlands)

    J.A. Bergstra; C.A. Middelburg; Y.S. Usenko (Yaroslav)

    1998-01-01

    htmlabstractWe present an extension of discrete time process algebra with relative timing where recursion, propositional signals and conditions, a counting process creation operator, and the state operator are combined. Except the counting process creation operator, which subsumes the original

  9. Cryptanalyzing a discrete-time chaos synchronization secure communication system

    International Nuclear Information System (INIS)

    Alvarez, G.; Montoya, F.; Romera, M.; Pastor, G.

    2004-01-01

    This paper describes the security weakness of a recently proposed secure communication method based on discrete-time chaos synchronization. We show that the security is compromised even without precise knowledge of the chaotic system used. We also make many suggestions to improve its security in future versions

  10. Cycles of a discrete time bipolar artificial neural network

    International Nuclear Information System (INIS)

    Cheng Suisun; Chen, J.-S.; Yueh, W.-C.

    2009-01-01

    A discrete time bipolar neural network depending on two parameters is studied. It is observed that its dynamical behaviors can be classified into six cases. For each case, the long time behaviors can be summarized in terms of fixed points, periodic points, basin of attractions, and related initial distributions. Mathematical reasons are supplied for these observations and applications in cellular automata are illustrated.

  11. Recursive smoothers for hidden discrete-time Markov chains

    Directory of Open Access Journals (Sweden)

    Lakhdar Aggoun

    2005-01-01

    Full Text Available We consider a discrete-time Markov chain observed through another Markov chain. The proposed model extends models discussed by Elliott et al. (1995. We propose improved recursive formulae to update smoothed estimates of processes related to the model. These recursive estimates are used to update the parameter of the model via the expectation maximization (EM algorithm.

  12. Nonparametric volatility density estimation for discrete time models

    NARCIS (Netherlands)

    Es, van Bert; Spreij, P.J.C.; Zanten, van J.H.

    2005-01-01

    We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time instants. A Fourier-type deconvolution kernel density estimator based on the logarithm of the squared process is proposed

  13. Stable cycling in discrete-time genetic models.

    OpenAIRE

    Hastings, A

    1981-01-01

    Examples of stable cycling are discussed for two-locus, two-allele, deterministic, discrete-time models with constant fitnesses. The cases that cycle were found by using numerical techniques to search for stable Hopf bifurcations. One consequence of the results is that apparent cases of directional selection may be due to stable cycling.

  14. Stable cycling in discrete-time genetic models.

    Science.gov (United States)

    Hastings, A

    1981-11-01

    Examples of stable cycling are discussed for two-locus, two-allele, deterministic, discrete-time models with constant fitnesses. The cases that cycle were found by using numerical techniques to search for stable Hopf bifurcations. One consequence of the results is that apparent cases of directional selection may be due to stable cycling.

  15. A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization.

    Science.gov (United States)

    Liu, Qingshan; Guo, Zhishan; Wang, Jun

    2012-02-01

    In this paper, a one-layer recurrent neural network is proposed for solving pseudoconvex optimization problems subject to linear equality and bound constraints. Compared with the existing neural networks for optimization (e.g., the projection neural networks), the proposed neural network is capable of solving more general pseudoconvex optimization problems with equality and bound constraints. Moreover, it is capable of solving constrained fractional programming problems as a special case. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed as long as the designed parameters in the model are larger than the derived lower bounds. Numerical examples with simulation results illustrate the effectiveness and characteristics of the proposed neural network. In addition, an application for dynamic portfolio optimization is discussed. Copyright © 2011 Elsevier Ltd. All rights reserved.

  16. Coordinated trajectory planning of dual-arm space robot using constrained particle swarm optimization

    Science.gov (United States)

    Wang, Mingming; Luo, Jianjun; Yuan, Jianping; Walter, Ulrich

    2018-05-01

    Application of the multi-arm space robot will be more effective than single arm especially when the target is tumbling. This paper investigates the application of particle swarm optimization (PSO) strategy to coordinated trajectory planning of the dual-arm space robot in free-floating mode. In order to overcome the dynamics singularities issue, the direct kinematics equations in conjunction with constrained PSO are employed for coordinated trajectory planning of dual-arm space robot. The joint trajectories are parametrized with Bézier curve to simplify the calculation. Constrained PSO scheme with adaptive inertia weight is implemented to find the optimal solution of joint trajectories while specific objectives and imposed constraints are satisfied. The proposed method is not sensitive to the singularity issue due to the application of forward kinematic equations. Simulation results are presented for coordinated trajectory planning of two kinematically redundant manipulators mounted on a free-floating spacecraft and demonstrate the effectiveness of the proposed method.

  17. On meeting capital requirements with a chance-constrained optimization model.

    Science.gov (United States)

    Atta Mills, Ebenezer Fiifi Emire; Yu, Bo; Gu, Lanlan

    2016-01-01

    This paper deals with a capital to risk asset ratio chance-constrained optimization model in the presence of loans, treasury bill, fixed assets and non-interest earning assets. To model the dynamics of loans, we introduce a modified CreditMetrics approach. This leads to development of a deterministic convex counterpart of capital to risk asset ratio chance constraint. We pursue the scope of analyzing our model under the worst-case scenario i.e. loan default. The theoretical model is analyzed by applying numerical procedures, in order to administer valuable insights from a financial outlook. Our results suggest that, our capital to risk asset ratio chance-constrained optimization model guarantees banks of meeting capital requirements of Basel III with a likelihood of 95 % irrespective of changes in future market value of assets.

  18. A first-order multigrid method for bound-constrained convex optimization

    Czech Academy of Sciences Publication Activity Database

    Kočvara, Michal; Mohammed, S.

    2016-01-01

    Roč. 31, č. 3 (2016), s. 622-644 ISSN 1055-6788 R&D Projects: GA ČR(CZ) GAP201/12/0671 Grant - others:European Commission - EC(XE) 313781 Institutional support: RVO:67985556 Keywords : bound-constrained optimization * multigrid methods * linear complementarity problems Subject RIV: BA - General Mathematics Impact factor: 1.023, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/kocvara-0460326.pdf

  19. Joint Optimal Production Planning for Complex Supply Chains Constrained by Carbon Emission Abatement Policies

    OpenAIRE

    He, Longfei; Xu, Zhaoguang; Niu, Zhanwen

    2014-01-01

    We focus on the joint production planning of complex supply chains facing stochastic demands and being constrained by carbon emission reduction policies. We pick two typical carbon emission reduction policies to research how emission regulation influences the profit and carbon footprint of a typical supply chain. We use the input-output model to capture the interrelated demand link between an arbitrary pair of two nodes in scenarios without or with carbon emission constraints. We design optim...

  20. Exponential stability result for discrete-time stochastic fuzzy uncertain neural networks

    International Nuclear Information System (INIS)

    Mathiyalagan, K.; Sakthivel, R.; Marshal Anthoni, S.

    2012-01-01

    This Letter addresses the stability analysis problem for a class of uncertain discrete-time stochastic fuzzy neural networks (DSFNNs) with time-varying delays. By constructing a new Lyapunov–Krasovskii functional combined with the free weighting matrix technique, a new set of delay-dependent sufficient conditions for the robust exponential stability of the considered DSFNNs is established in terms of Linear Matrix Inequalities (LMIs). Finally, numerical examples with simulation results are provided to illustrate the applicability and usefulness of the obtained theory. -- Highlights: ► Applications of neural networks require the knowledge of dynamic behaviors. ► Exponential stability of discrete-time stochastic fuzzy neural networks is studied. ► Linear matrix inequality optimization approach is used to obtain the result. ► Delay-dependent stability criterion is established in terms of LMIs. ► Examples with simulation are provided to show the effectiveness of the result.

  1. Discrete time-crystalline order in black diamond

    Science.gov (United States)

    Zhou, Hengyun; Choi, Soonwon; Choi, Joonhee; Landig, Renate; Kucsko, Georg; Isoya, Junichi; Jelezko, Fedor; Onoda, Shinobu; Sumiya, Hitoshi; Khemani, Vedika; von Keyserlingk, Curt; Yao, Norman; Demler, Eugene; Lukin, Mikhail D.

    2017-04-01

    The interplay of periodic driving, disorder, and strong interactions has recently been predicted to result in exotic ``time-crystalline'' phases, which spontaneously break the discrete time-translation symmetry of the underlying drive. Here, we report the experimental observation of such discrete time-crystalline order in a driven, disordered ensemble of 106 dipolar spin impurities in diamond at room-temperature. We observe long-lived temporal correlations at integer multiples of the fundamental driving period, experimentally identify the phase boundary and find that the temporal order is protected by strong interactions; this order is remarkably stable against perturbations, even in the presence of slow thermalization. Our work opens the door to exploring dynamical phases of matter and controlling interacting, disordered many-body systems.

  2. A discrete-time adaptive control scheme for robot manipulators

    Science.gov (United States)

    Tarokh, M.

    1990-01-01

    A discrete-time model reference adaptive control scheme is developed for trajectory tracking of robot manipulators. The scheme utilizes feedback, feedforward, and auxiliary signals, obtained from joint angle measurement through simple expressions. Hyperstability theory is utilized to derive the adaptation laws for the controller gain matrices. It is shown that trajectory tracking is achieved despite gross robot parameter variation and uncertainties. The method offers considerable design flexibility and enables the designer to improve the performance of the control system by adjusting free design parameters. The discrete-time adaptation algorithm is extremely simple and is therefore suitable for real-time implementation. Simulations and experimental results are given to demonstrate the performance of the scheme.

  3. Parrondo's game using a discrete-time quantum walk

    International Nuclear Information System (INIS)

    Chandrashekar, C.M.; Banerjee, Subhashish

    2011-01-01

    We present a new form of a Parrondo game using discrete-time quantum walk on a line. The two players A and B with different quantum coins operators, individually losing the game can develop a strategy to emerge as joint winners by using their coins alternatively, or in combination for each step of the quantum walk evolution. We also present a strategy for a player A (B) to have a winning probability more than player B (A). Significance of the game strategy in information theory and physical applications are also discussed. - Highlights: → Novel form of Parrondo's game on a single particle discrete-time quantum walk. → Strategies for players to emerge as individual winners or as joint winners. → General framework for controlling and using quantum walk with multiple coins. → Strategies can be used in algorithms and situations involving directed motion.

  4. Discrete-Time LPV Current Control of an Induction Motor

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon; Trangbæk, Klaus

    2003-01-01

    In this paper we apply a new method for gain-scheduled output feedback control of nonlinear systems to current control of an induction motor. The method relies on recently developed controller synthesis results for linear parameter-varying (LPV) systems, where the controller synthesis is formulated...... as a set of linear matrix inequalities with full-block multipliers. A standard nonlinear model of the motor is constructed and written on LPV form. We then show that, although originally developed in continuous time, the controller synthesis results can be applied to a discrete-time model as well without...... further complications. The synthesis method is applied to the model, yielding an LPV discrete-time controller. Finally, the efficiency of the control scheme is validated via simulations as well as on the actual induction motor, both in open-loop current control and when an outer speed control loop...

  5. Disease Extinction Versus Persistence in Discrete-Time Epidemic Models.

    Science.gov (United States)

    van den Driessche, P; Yakubu, Abdul-Aziz

    2018-04-12

    We focus on discrete-time infectious disease models in populations that are governed by constant, geometric, Beverton-Holt or Ricker demographic equations, and give a method for computing the basic reproduction number, [Formula: see text]. When [Formula: see text] and the demographic population dynamics are asymptotically constant or under geometric growth (non-oscillatory), we prove global asymptotic stability of the disease-free equilibrium of the disease models. Under the same demographic assumption, when [Formula: see text], we prove uniform persistence of the disease. We apply our theoretical results to specific discrete-time epidemic models that are formulated for SEIR infections, cholera in humans and anthrax in animals. Our simulations show that a unique endemic equilibrium of each of the three specific disease models is asymptotically stable whenever [Formula: see text].

  6. Discrete-Time Nonlinear Control of VSC-HVDC System

    Directory of Open Access Journals (Sweden)

    TianTian Qian

    2015-01-01

    Full Text Available Because VSC-HVDC is a kind of strong nonlinear, coupling, and multi-input multioutput (MIMO system, its control problem is always attracting much attention from scholars. And a lot of papers have done research on its control strategy in the continuous-time domain. But the control system is implemented through the computer discrete sampling in practical engineering. It is necessary to study the mathematical model and control algorithm in the discrete-time domain. The discrete mathematical model based on output feedback linearization and discrete sliding mode control algorithm is proposed in this paper. And to ensure the effectiveness of the control system in the quasi sliding mode state, the fast output sampling method is used in the output feedback. The results from simulation experiment in MATLAB/SIMULINK prove that the proposed discrete control algorithm can make the VSC-HVDC system have good static, dynamic, and robust characteristics in discrete-time domain.

  7. Game theory to characterize solutions of a discrete-time Hamilton-Jacobi equation

    International Nuclear Information System (INIS)

    Toledo, Porfirio

    2013-01-01

    We study the behavior of solutions of a discrete-time Hamilton-Jacobi equation in a minimax framework of game theory. The solutions of this problem represent the optimal payoff of a zero-sum game of two players, where the number of moves between the players converges to infinity. A real number, called the critical value, plays a central role in this work; this number is the asymptotic average action of optimal trajectories. The aim of this paper is to show the existence and characterization of solutions of a Hamilton-Jacobi equation for this kind of games

  8. Zak Phase in Discrete-Time Quantum Walks

    OpenAIRE

    Puentes, G.; Santillán, O.

    2015-01-01

    We report on a simple scheme that may present a non-trivial geometric Zak phase ($\\Phi_{Zak}$) structure, which is based on a discrete-time quantum walk architecture. By detecting the Zak phase difference between two trajectories connecting adjacent Dirac points where the quasi-energy gap closes for opposite values of quasi-momentum ($k$), it is possible to identify geometric invariants. These geometric invariants correspond to $|\\Phi_{Zak}^{+(-)}-\\Phi_{Zak}^{-(+)}|=\\pi$ and $|\\Phi_{Zak}^{+(-...

  9. Sensitive Constrained Optimal PMU Allocation with Complete Observability for State Estimation Solution

    Directory of Open Access Journals (Sweden)

    R. Manam

    2017-12-01

    Full Text Available In this paper, a sensitive constrained integer linear programming approach is formulated for the optimal allocation of Phasor Measurement Units (PMUs in a power system network to obtain state estimation. In this approach, sensitive buses along with zero injection buses (ZIB are considered for optimal allocation of PMUs in the network to generate state estimation solutions. Sensitive buses are evolved from the mean of bus voltages subjected to increase of load consistently up to 50%. Sensitive buses are ranked in order to place PMUs. Sensitive constrained optimal PMU allocation in case of single line and no line contingency are considered in observability analysis to ensure protection and control of power system from abnormal conditions. Modeling of ZIB constraints is included to minimize the number of PMU network allocations. This paper presents optimal allocation of PMU at sensitive buses with zero injection modeling, considering cost criteria and redundancy to increase the accuracy of state estimation solution without losing observability of the whole system. Simulations are carried out on IEEE 14, 30 and 57 bus systems and results obtained are compared with traditional and other state estimation methods available in the literature, to demonstrate the effectiveness of the proposed method.

  10. CLFs-based optimization control for a class of constrained visual servoing systems.

    Science.gov (United States)

    Song, Xiulan; Miaomiao, Fu

    2017-03-01

    In this paper, we use the control Lyapunov function (CLF) technique to present an optimized visual servo control method for constrained eye-in-hand robot visual servoing systems. With the knowledge of camera intrinsic parameters and depth of target changes, visual servo control laws (i.e. translation speed) with adjustable parameters are derived by image point features and some known CLF of the visual servoing system. The Fibonacci method is employed to online compute the optimal value of those adjustable parameters, which yields an optimized control law to satisfy constraints of the visual servoing system. The Lyapunov's theorem and the properties of CLF are used to establish stability of the constrained visual servoing system in the closed-loop with the optimized control law. One merit of the presented method is that there is no requirement of online calculating the pseudo-inverse of the image Jacobian's matrix and the homography matrix. Simulation and experimental results illustrated the effectiveness of the method proposed here. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

  11. Constrained Optimization Based on Hybrid Evolutionary Algorithm and Adaptive Constraint-Handling Technique

    DEFF Research Database (Denmark)

    Wang, Yong; Cai, Zixing; Zhou, Yuren

    2009-01-01

    A novel approach to deal with numerical and engineering constrained optimization problems, which incorporates a hybrid evolutionary algorithm and an adaptive constraint-handling technique, is presented in this paper. The hybrid evolutionary algorithm simultaneously uses simplex crossover and two...... mutation operators to generate the offspring population. Additionally, the adaptive constraint-handling technique consists of three main situations. In detail, at each situation, one constraint-handling mechanism is designed based on current population state. Experiments on 13 benchmark test functions...... and four well-known constrained design problems verify the effectiveness and efficiency of the proposed method. The experimental results show that integrating the hybrid evolutionary algorithm with the adaptive constraint-handling technique is beneficial, and the proposed method achieves competitive...

  12. A First-order Prediction-Correction Algorithm for Time-varying (Constrained) Optimization: Preprint

    Energy Technology Data Exchange (ETDEWEB)

    Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Simonetto, Andrea [Universite catholique de Louvain

    2017-07-25

    This paper focuses on the design of online algorithms based on prediction-correction steps to track the optimal solution of a time-varying constrained problem. Existing prediction-correction methods have been shown to work well for unconstrained convex problems and for settings where obtaining the inverse of the Hessian of the cost function can be computationally affordable. The prediction-correction algorithm proposed in this paper addresses the limitations of existing methods by tackling constrained problems and by designing a first-order prediction step that relies on the Hessian of the cost function (and do not require the computation of its inverse). Analytical results are established to quantify the tracking error. Numerical simulations corroborate the analytical results and showcase performance and benefits of the algorithms.

  13. Local and global dynamics of Ramsey model: From continuous to discrete time.

    Science.gov (United States)

    Guzowska, Malgorzata; Michetti, Elisabetta

    2018-05-01

    The choice of time as a discrete or continuous variable may radically affect equilibrium stability in an endogenous growth model with durable consumption. In the continuous-time Ramsey model [F. P. Ramsey, Econ. J. 38(152), 543-559 (1928)], the steady state is locally saddle-path stable with monotonic convergence. However, in the discrete-time version, the steady state may be unstable or saddle-path stable with monotonic or oscillatory convergence or periodic solutions [see R.-A. Dana et al., Handbook on Optimal Growth 1 (Springer, 2006) and G. Sorger, Working Paper No. 1505 (2015)]. When this occurs, the discrete-time counterpart of the continuous-time model is not consistent with the initial framework. In order to obtain a discrete-time Ramsey model preserving the main properties of the continuous-time counterpart, we use a general backward and forward discretisation as initially proposed by Bosi and Ragot [Theor. Econ. Lett. 2(1), 10-15 (2012)]. The main result of the study here presented is that, with this hybrid discretisation method, fixed points and local dynamics do not change. For what it concerns global dynamics, i.e., long-run behavior for initial conditions taken on the state space, we mainly perform numerical analysis with the main scope of comparing both qualitative and quantitative evolution of the two systems, also varying some parameters of interest.

  14. Generation and reserve dispatch in a competitive market using constrained particle swarm optimization

    International Nuclear Information System (INIS)

    Azadani, E. Nasr; Hosseinian, S.H.; Moradzadeh, B.

    2010-01-01

    Competitive bidding for energy and ancillary services is increasingly recognized as an important part of electricity markets. In addition, the transmission capacity limits should be considered to optimize the total market cost. In this paper, a new approach based on constrained particle swarm optimization (CPSO) is developed to deal with the multi-product (energy and reserve) and multi-area electricity market dispatch problem. Constraint handling is based on particle ranking and uniform distribution. CPSO method offers a new solution for optimizing the total market cost in a multi-area competitive electricity market considering the system constraints. The proposed technique shows promising performance for smooth and non smooth cost function as well. Three different systems are examined to demonstrate the effectiveness and the accuracy of the proposed algorithm. (author)

  15. Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem

    Directory of Open Access Journals (Sweden)

    Sengupta Raghu Nandan

    2017-02-01

    Full Text Available We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO method wherein financial script/asset loss return distributions are considered as extreme valued. The objective function is a convex combination of portfolio’s CVaR and expected value of loss return, subject to a set of randomly perturbed chance constraints with specified probability values. The robust deterministic counterpart of the model takes the form of Second Order Cone Programming (SOCP problem. Results from extensive simulation runs show the efficacy of our proposed models, as it helps the investor to (i utilize extensive simulation studies to draw insights into the effect of randomness in portfolio decision making process, (ii incorporate different risk appetite scenarios to find the optimal solutions for the financial portfolio allocation problem and (iii compare the risk and return profiles of the investments made in both deterministic as well as in uncertain and highly volatile financial markets.

  16. Solving Multi-Resource Constrained Project Scheduling Problem using Ant Colony Optimization

    Directory of Open Access Journals (Sweden)

    Hsiang-Hsi Huang

    2015-01-01

    Full Text Available This paper applied Ant Colony Optimization (ACO to develop a resource constraints scheduling model to achieve the resource allocation optimization and the shortest completion time of a project under resource constraints and the activities precedence requirement for projects. Resource leveling is also discussed and has to be achieved under the resource allocation optimization in this research. Testing cases and examples adopted from the international test bank were studied for verifying the effectiveness of the proposed model. The results showed that the solutions of different cases all have a better performance within a reasonable time. These can be obtained through ACO algorithm under the same constrained conditions. A program was written for the proposed model that is able to automatically produce the project resource requirement figure after the project duration is solved.

  17. Constrained Quadratic Programming and Neurodynamics-Based Solver for Energy Optimization of Biped Walking Robots

    Directory of Open Access Journals (Sweden)

    Liyang Wang

    2017-01-01

    Full Text Available The application of biped robots is always trapped by their high energy consumption. This paper makes a contribution by optimizing the joint torques to decrease the energy consumption without changing the biped gaits. In this work, a constrained quadratic programming (QP problem for energy optimization is formulated. A neurodynamics-based solver is presented to solve the QP problem. Differing from the existing literatures, the proposed neurodynamics-based energy optimization (NEO strategy minimizes the energy consumption and guarantees the following three important constraints simultaneously: (i the force-moment equilibrium equation of biped robots, (ii frictions applied by each leg on the ground to hold the biped robot without slippage and tipping over, and (iii physical limits of the motors. Simulations demonstrate that the proposed strategy is effective for energy-efficient biped walking.

  18. Topology Optimization for Minimizing the Resonant Response of Plates with Constrained Layer Damping Treatment

    Directory of Open Access Journals (Sweden)

    Zhanpeng Fang

    2015-01-01

    Full Text Available A topology optimization method is proposed to minimize the resonant response of plates with constrained layer damping (CLD treatment under specified broadband harmonic excitations. The topology optimization problem is formulated and the square of displacement resonant response in frequency domain at the specified point is considered as the objective function. Two sensitivity analysis methods are investigated and discussed. The derivative of modal damp ratio is not considered in the conventional sensitivity analysis method. An improved sensitivity analysis method considering the derivative of modal damp ratio is developed to improve the computational accuracy of the sensitivity. The evolutionary structural optimization (ESO method is used to search the optimal layout of CLD material on plates. Numerical examples and experimental results show that the optimal layout of CLD treatment on the plate from the proposed topology optimization using the conventional sensitivity analysis or the improved sensitivity analysis can reduce the displacement resonant response. However, the optimization method using the improved sensitivity analysis can produce a higher modal damping ratio than that using the conventional sensitivity analysis and develop a smaller displacement resonant response.

  19. Fuzzy Constrained Predictive Optimal Control of High Speed Train with Actuator Dynamics

    Directory of Open Access Journals (Sweden)

    Xi Wang

    2016-01-01

    Full Text Available We investigate the problem of fuzzy constrained predictive optimal control of high speed train considering the effect of actuator dynamics. The dynamics feature of the high speed train is modeled as a cascade of cars connected by flexible couplers, and the formulation is mathematically transformed into a Takagi-Sugeno (T-S fuzzy model. The goal of this study is to design a state feedback control law at each decision step to enhance safety, comfort, and energy efficiency of high speed train subject to safety constraints on the control input. Based on Lyapunov stability theory, the problem of optimizing an upper bound on the cruise control cost function subject to input constraints is reduced to a convex optimization problem involving linear matrix inequalities (LMIs. Furthermore, we analyze the influences of second-order actuator dynamics on the fuzzy constrained predictive controller, which shows risk of potentially deteriorating the overall system. Employing backstepping method, an actuator compensator is proposed to accommodate for the influence of the actuator dynamics. The experimental results show that with the proposed approach high speed train can track the desired speed, the relative coupler displacement between the neighbouring cars is stable at the equilibrium state, and the influence of actuator dynamics is reduced, which demonstrate the validity and effectiveness of the proposed approaches.

  20. Constrained multi-objective optimization of radial expanders in organic Rankine cycles by firefly algorithm

    International Nuclear Information System (INIS)

    Bahadormanesh, Nikrouz; Rahat, Shayan; Yarali, Milad

    2017-01-01

    Highlights: • A multi-objective optimization for radial expander in Organic Rankine Cycles is implemented. • By using firefly algorithm, Pareto front based on the size of turbine and thermal efficiency is produced. • Tension and vibration constrains have a significant effect on optimum design points. - Abstract: Organic Rankine Cycles are viable energy conversion systems in sustainable energy systems due to their compatibility with low-temperature heat sources. In the present study, one dimensional model of radial expanders in conjunction with a thermodynamic model of organic Rankine cycles is prepared. After verification, by defining thermal efficiency of the cycle and size parameter of a radial turbine as the objective functions, a multi-objective optimization was conducted regarding tension and vibration constraints for 4 different organic working fluids (R22, R245fa, R236fa and N-Pentane). In addition to mass flow rate, evaporator temperature, maximum pressure of cycle and turbo-machinery design parameters are selected as the decision variables. Regarding Pareto fronts, by a little increase in size of radial expanders, it is feasible to reach high efficiency. Moreover, by assessing the distribution of decision variables, the variables that play a major role in trending between the objective functions are found. Effects of mechanical and vibration constrains on optimum decision variables are investigated. The results of optimization can be considered as an initial values for design of radial turbines for Organic Rankine Cycles.

  1. PAPR-Constrained Pareto-Optimal Waveform Design for OFDM-STAP Radar

    Energy Technology Data Exchange (ETDEWEB)

    Sen, Satyabrata [ORNL

    2014-01-01

    We propose a peak-to-average power ratio (PAPR) constrained Pareto-optimal waveform design approach for an orthogonal frequency division multiplexing (OFDM) radar signal to detect a target using the space-time adaptive processing (STAP) technique. The use of an OFDM signal does not only increase the frequency diversity of our system, but also enables us to adaptively design the OFDM coefficients in order to further improve the system performance. First, we develop a parametric OFDM-STAP measurement model by considering the effects of signaldependent clutter and colored noise. Then, we observe that the resulting STAP-performance can be improved by maximizing the output signal-to-interference-plus-noise ratio (SINR) with respect to the signal parameters. However, in practical scenarios, the computation of output SINR depends on the estimated values of the spatial and temporal frequencies and target scattering responses. Therefore, we formulate a PAPR-constrained multi-objective optimization (MOO) problem to design the OFDM spectral parameters by simultaneously optimizing four objective functions: maximizing the output SINR, minimizing two separate Cramer-Rao bounds (CRBs) on the normalized spatial and temporal frequencies, and minimizing the trace of CRB matrix on the target scattering coefficients estimations. We present several numerical examples to demonstrate the achieved performance improvement due to the adaptive waveform design.

  2. Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

    Science.gov (United States)

    2014-01-01

    Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645

  3. Firefly algorithm for cardinality constrained mean-variance portfolio optimization problem with entropy diversity constraint.

    Science.gov (United States)

    Bacanin, Nebojsa; Tuba, Milan

    2014-01-01

    Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.

  4. A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.

    Science.gov (United States)

    Quan, Quan; Cai, Kai-Yuan

    2016-02-01

    In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.

  5. OPTIMIZED PARTICLE SWARM OPTIMIZATION BASED DEADLINE CONSTRAINED TASK SCHEDULING IN HYBRID CLOUD

    Directory of Open Access Journals (Sweden)

    Dhananjay Kumar

    2016-01-01

    Full Text Available Cloud Computing is a dominant way of sharing of computing resources that can be configured and provisioned easily. Task scheduling in Hybrid cloud is a challenge as it suffers from producing the best QoS (Quality of Service when there is a high demand. In this paper a new resource allocation algorithm, to find the best External Cloud provider when the intermediate provider’s resources aren’t enough to satisfy the customer’s demand is proposed. The proposed algorithm called Optimized Particle Swarm Optimization (OPSO combines the two metaheuristic algorithms namely Particle Swarm Optimization and Ant Colony Optimization (ACO. These metaheuristic algorithms are used for the purpose of optimization in the search space of the required solution, to find the best resource from the pool of resources and to obtain maximum profit even when the number of tasks submitted for execution is very high. This optimization is performed to allocate job requests to internal and external cloud providers to obtain maximum profit. It helps to improve the system performance by improving the CPU utilization, and handle multiple requests at the same time. The simulation result shows that an OPSO yields 0.1% - 5% profit to the intermediate cloud provider compared with standard PSO and ACO algorithms and it also increases the CPU utilization by 0.1%.

  6. A time-varying extremum-seeking control approach for discrete-time systems with application to model predictive control

    NARCIS (Netherlands)

    Guay, M.; Beerens, R.; Nijmeijer, H.

    2014-01-01

    This paper considers the solution of a real-time optimization problem using adaptive extremum seeking control for a class of unknown discrete-time nonlinear systems. It is assumed that the equations describing the dynamics of the nonlinear system and the cost function to be minimized are unknown and

  7. Stability Constrained Efficiency Optimization for Droop Controlled DC-DC Conversion System

    DEFF Research Database (Denmark)

    Meng, Lexuan; Dragicevic, Tomislav; Guerrero, Josep M.

    2013-01-01

    implementing tertiary regulation. Moreover, system dynamic is affected when shifting VRs. Therefore, the stability is considered in optimization by constraining the eigenvalues arising from dynamic state space model of the system. Genetic algorithm is used in searching for global efficiency optimum while....... As the efficiency of each converter changes with output power, virtual resistances (VRs) are set as decision variables for adjusting power sharing proportion among converters. It is noteworthy that apart from restoring the voltage deviation, secondary control plays an important role to stabilize dc bus voltage when...

  8. State control of discrete-time linear systems to be bound in state variables by equality constraints

    International Nuclear Information System (INIS)

    Filasová, Anna; Krokavec, Dušan; Serbák, Vladimír

    2014-01-01

    The paper is concerned with the problem of designing the discrete-time equivalent PI controller to control the discrete-time linear systems in such a way that the closed-loop state variables satisfy the prescribed equality constraints. Since the problem is generally singular, using standard form of the Lyapunov function and a symmetric positive definite slack matrix, the design conditions are proposed in the form of the enhanced Lyapunov inequality. The results, offering the conditions of the control existence and the optimal performance with respect to the prescribed equality constraints for square discrete-time linear systems, are illustrated with the numerical example to note effectiveness and applicability of the considered approach

  9. SU-E-I-23: A General KV Constrained Optimization of CNR for CT Abdominal Imaging

    International Nuclear Information System (INIS)

    Weir, V; Zhang, J

    2015-01-01

    Purpose: While Tube current modulation has been well accepted for CT dose reduction, kV adjusting in clinical settings is still at its early stage. This is mainly due to the limited kV options of most current CT scanners. kV adjusting can potentially reduce radiation dose and optimize image quality. This study is to optimize CT abdomen imaging acquisition based on the assumption of a continuous kV, with the goal to provide the best contrast to noise ratio (CNR). Methods: For a given dose (CTDIvol) level, the CNRs at different kV and pitches were measured with an ACR GAMMEX phantom. The phantom was scanned in a Siemens Sensation 64 scanner and a GE VCT 64 scanner. A constrained mathematical optimization was used to find the kV which led to the highest CNR for the anatomy and pitch setting. Parametric equations were obtained from polynomial fitting of plots of kVs vs CNRs. A suitable constraint region for optimization was chosen. Subsequent optimization yielded a peak CNR at a particular kV for different collimations and pitch setting. Results: The constrained mathematical optimization approach yields kV of 114.83 and 113.46, with CNRs of 1.27 and 1.11 at the pitch of 1.2 and 1.4, respectively, for the Siemens Sensation 64 scanner with the collimation of 32 x 0.625mm. An optimized kV of 134.25 and 1.51 CNR is obtained for a GE VCT 64 slice scanner with a collimation of 32 x 0.625mm and a pitch of 0.969. At 0.516 pitch and 32 x 0.625 mm an optimized kV of 133.75 and a CNR of 1.14 was found for the GE VCT 64 slice scanner. Conclusion: CNR in CT image acquisition can be further optimized with a continuous kV option instead of current discrete or fixed kV settings. A continuous kV option is a key for individualized CT protocols

  10. SU-E-I-23: A General KV Constrained Optimization of CNR for CT Abdominal Imaging

    Energy Technology Data Exchange (ETDEWEB)

    Weir, V; Zhang, J [University of Kentucky, Lexington, KY (United States)

    2015-06-15

    Purpose: While Tube current modulation has been well accepted for CT dose reduction, kV adjusting in clinical settings is still at its early stage. This is mainly due to the limited kV options of most current CT scanners. kV adjusting can potentially reduce radiation dose and optimize image quality. This study is to optimize CT abdomen imaging acquisition based on the assumption of a continuous kV, with the goal to provide the best contrast to noise ratio (CNR). Methods: For a given dose (CTDIvol) level, the CNRs at different kV and pitches were measured with an ACR GAMMEX phantom. The phantom was scanned in a Siemens Sensation 64 scanner and a GE VCT 64 scanner. A constrained mathematical optimization was used to find the kV which led to the highest CNR for the anatomy and pitch setting. Parametric equations were obtained from polynomial fitting of plots of kVs vs CNRs. A suitable constraint region for optimization was chosen. Subsequent optimization yielded a peak CNR at a particular kV for different collimations and pitch setting. Results: The constrained mathematical optimization approach yields kV of 114.83 and 113.46, with CNRs of 1.27 and 1.11 at the pitch of 1.2 and 1.4, respectively, for the Siemens Sensation 64 scanner with the collimation of 32 x 0.625mm. An optimized kV of 134.25 and 1.51 CNR is obtained for a GE VCT 64 slice scanner with a collimation of 32 x 0.625mm and a pitch of 0.969. At 0.516 pitch and 32 x 0.625 mm an optimized kV of 133.75 and a CNR of 1.14 was found for the GE VCT 64 slice scanner. Conclusion: CNR in CT image acquisition can be further optimized with a continuous kV option instead of current discrete or fixed kV settings. A continuous kV option is a key for individualized CT protocols.

  11. Mapping of uncertainty relations between continuous and discrete time.

    Science.gov (United States)

    Chiuchiù, Davide; Pigolotti, Simone

    2018-03-01

    Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.

  12. Global consensus for discrete-time competitive systems

    International Nuclear Information System (INIS)

    Shih, C.-W.; Tseng, J.-P.

    2009-01-01

    Grossberg established a remarkable convergence theorem for a class of competitive systems without knowing and using Lyapunov function for the systems. We present the parallel investigations for the discrete-time version of the Grossberg's model. Through developing an extended component-competing analysis for the coupled system, without knowing a Lyapunov function and applying the LaSalle's invariance principle, the global pattern formation or the so-called global consensus for the system can be achieved. A numerical simulation is performed to illustrate the present theory.

  13. Robust performance results for discrete-time systems

    Directory of Open Access Journals (Sweden)

    Mahmoud Magdi S.

    1997-01-01

    Full Text Available The problems of robust performance and feedback control synthesis for a class of linear discrete-time systems with time-varying parametric uncertainties are addressed in this paper. The uncertainties are bound and have a linear matrix fractional form. Based on the concept of strongly robust H ∞ -performance criterion, results of robust stability and performance are developed and expressed in easily computable linear matrix inequalities. Synthesis of robust feedback controllers is carried out for several system models of interest.

  14. Sampling rare fluctuations of discrete-time Markov chains

    Science.gov (United States)

    Whitelam, Stephen

    2018-03-01

    We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.

  15. Discrete-time BAM neural networks with variable delays

    Science.gov (United States)

    Liu, Xin-Ge; Tang, Mei-Lan; Martin, Ralph; Liu, Xin-Bi

    2007-07-01

    This Letter deals with the global exponential stability of discrete-time bidirectional associative memory (BAM) neural networks with variable delays. Using a Lyapunov functional, and linear matrix inequality techniques (LMI), we derive a new delay-dependent exponential stability criterion for BAM neural networks with variable delays. As this criterion has no extra constraints on the variable delay functions, it can be applied to quite general BAM neural networks with a broad range of time delay functions. It is also easy to use in practice. An example is provided to illustrate the theoretical development.

  16. Discrete-time BAM neural networks with variable delays

    International Nuclear Information System (INIS)

    Liu Xinge; Tang Meilan; Martin, Ralph; Liu Xinbi

    2007-01-01

    This Letter deals with the global exponential stability of discrete-time bidirectional associative memory (BAM) neural networks with variable delays. Using a Lyapunov functional, and linear matrix inequality techniques (LMI), we derive a new delay-dependent exponential stability criterion for BAM neural networks with variable delays. As this criterion has no extra constraints on the variable delay functions, it can be applied to quite general BAM neural networks with a broad range of time delay functions. It is also easy to use in practice. An example is provided to illustrate the theoretical development

  17. Discrete-Time LPV Current Control of an Induction Motor

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon; Trangbæk, Klaus

    2001-01-01

    In this paper we apply a new method for gain-scheduled output feedback control of nonlinear systems to current control of an induction motor. The method relies on recently developed controller synthesis results for linear parameter-varying (LPV) systems, where the controller synthesis is formulated...... without further complications. The synthesis method is applied to the model, yielding an LPV discrete-time controller. Finally, the efficiency of the control scheme is validated via simulations as well as experimentally on the actual induction motor, both in open-loop current control and when an outer...... speed control loop is closed around the current loop...

  18. Discrete-Time LPV Current Control of an Induction Motor

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon; Trangbæk, Klaus

    2003-01-01

    In this paper we apply a new method for gain-scheduled output feedback control of nonlinear systems to current control of an induction motor. The method relies on recently developed controller synthesis results for linear parameter-varying (LPV) systems, where the controller synthesis is formulated...... further complications. The synthesis method is applied to the model, yielding an LPV discrete-time controller. Finally, the efficiency of the control scheme is validated via simulations as well as on the actual induction motor, both in open-loop current control and when an outer speed control loop...... is closed around the current loop....

  19. A parametric LTR solution for discrete-time systems

    DEFF Research Database (Denmark)

    Niemann, Hans Henrik; Jannerup, Ole Erik

    1989-01-01

    A parametric LTR (loop transfer recovery) solution for discrete-time compensators incorporating filtering observers which achieve exact recovery is presented for both minimum- and non-minimum-phase systems. First the recovery error, which defines the difference between the target loop transfer...... and the full loop transfer function, is manipulated into a general form involving the target loop transfer matrix and the fundamental recovery matrix. A parametric LTR solution based on the recovery matrix is developed. It is shown that the LQR/LTR (linear quadratic Gaussian/loop transfer recovery) solution...

  20. Frequency interval balanced truncation of discrete-time bilinear systems

    DEFF Research Database (Denmark)

    Jazlan, Ahmad; Sreeram, Victor; Shaker, Hamid Reza

    2016-01-01

    This paper presents the development of a new model reduction method for discrete-time bilinear systems based on the balanced truncation framework. In many model reduction applications, it is advantageous to analyze the characteristics of the system with emphasis on particular frequency intervals...... are the solution to a pair of new generalized Lyapunov equations. The conditions for solvability of these new generalized Lyapunov equations are derived and a numerical solution method for solving these generalized Lyapunov equations is presented. Numerical examples which illustrate the usage of the new...... generalized frequency interval controllability and observability gramians as part of the balanced truncation framework are provided to demonstrate the performance of the proposed method....

  1. A simple two stage optimization algorithm for constrained power economic dispatch

    International Nuclear Information System (INIS)

    Huang, G.; Song, K.

    1994-01-01

    A simple two stage optimization algorithm is proposed and investigated for fast computation of constrained power economic dispatch control problems. The method is a simple demonstration of the hierarchical aggregation-disaggregation (HAD) concept. The algorithm first solves an aggregated problem to obtain an initial solution. This aggregated problem turns out to be classical economic dispatch formulation, and it can be solved in 1% of overall computation time. In the second stage, linear programming method finds optimal solution which satisfies power balance constraints, generation and transmission inequality constraints and security constraints. Implementation of the algorithm for IEEE systems and EPRI Scenario systems shows that the two stage method obtains average speedup ratio 10.64 as compared to classical LP-based method

  2. Reinforcement learning solution for HJB equation arising in constrained optimal control problem.

    Science.gov (United States)

    Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong

    2015-11-01

    The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.

  3. Risk-Constrained Dynamic Programming for Optimal Mars Entry, Descent, and Landing

    Science.gov (United States)

    Ono, Masahiro; Kuwata, Yoshiaki

    2013-01-01

    A chance-constrained dynamic programming algorithm was developed that is capable of making optimal sequential decisions within a user-specified risk bound. This work handles stochastic uncertainties over multiple stages in the CEMAT (Combined EDL-Mobility Analyses Tool) framework. It was demonstrated by a simulation of Mars entry, descent, and landing (EDL) using real landscape data obtained from the Mars Reconnaissance Orbiter. Although standard dynamic programming (DP) provides a general framework for optimal sequential decisionmaking under uncertainty, it typically achieves risk aversion by imposing an arbitrary penalty on failure states. Such a penalty-based approach cannot explicitly bound the probability of mission failure. A key idea behind the new approach is called risk allocation, which decomposes a joint chance constraint into a set of individual chance constraints and distributes risk over them. The joint chance constraint was reformulated into a constraint on an expectation over a sum of an indicator function, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the chance-constraint optimization problem can be turned into an unconstrained optimization over a Lagrangian, which can be solved efficiently using a standard DP approach.

  4. Adaptively Constrained Stochastic Model Predictive Control for the Optimal Dispatch of Microgrid

    Directory of Open Access Journals (Sweden)

    Xiaogang Guo

    2018-01-01

    Full Text Available In this paper, an adaptively constrained stochastic model predictive control (MPC is proposed to achieve less-conservative coordination between energy storage units and uncertain renewable energy sources (RESs in a microgrid (MG. Besides the economic objective of MG operation, the limits of state-of-charge (SOC and discharging/charging power of the energy storage unit are formulated as chance constraints when accommodating uncertainties of RESs, considering mild violations of these constraints are allowed during long-term operation, and a closed-loop online update strategy is performed to adaptively tighten or relax constraints according to the actual deviation probability of violation level from the desired one as well as the current change rate of deviation probability. Numerical studies show that the proposed adaptively constrained stochastic MPC for MG optimal operation is much less conservative compared with the scenario optimization based robust MPC, and also presents a better convergence performance to the desired constraint violation level than other online update strategies.

  5. Simultaneous Robust Fault and State Estimation for Linear Discrete-Time Uncertain Systems

    Directory of Open Access Journals (Sweden)

    Feten Gannouni

    2017-01-01

    Full Text Available We consider the problem of robust simultaneous fault and state estimation for linear uncertain discrete-time systems with unknown faults which affect both the state and the observation matrices. Using transformation of the original system, a new robust proportional integral filter (RPIF having an error variance with an optimized guaranteed upper bound for any allowed uncertainty is proposed to improve robust estimation of unknown time-varying faults and to improve robustness against uncertainties. In this study, the minimization problem of the upper bound of the estimation error variance is formulated as a convex optimization problem subject to linear matrix inequalities (LMI for all admissible uncertainties. The proportional and the integral gains are optimally chosen by solving the convex optimization problem. Simulation results are given in order to illustrate the performance of the proposed filter, in particular to solve the problem of joint fault and state estimation.

  6. Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

    Energy Technology Data Exchange (ETDEWEB)

    Dufour, F., E-mail: dufour@math.u-bordeaux1.fr [Institut de Mathématiques de Bordeaux, INRIA Bordeaux Sud Ouest, Team: CQFD, and IMB (France); Prieto-Rumeau, T., E-mail: tprieto@ccia.uned.es [UNED, Department of Statistics and Operations Research (Spain)

    2016-08-15

    We consider a discrete-time constrained discounted Markov decision process (MDP) with Borel state and action spaces, compact action sets, and lower semi-continuous cost functions. We introduce a set of hypotheses related to a positive weight function which allow us to consider cost functions that might not be bounded below by a constant, and which imply the solvability of the linear programming formulation of the constrained MDP. In particular, we establish the existence of a constrained optimal stationary policy. Our results are illustrated with an application to a fishery management problem.

  7. Preventive Security-Constrained Optimal Power Flow Considering UPFC Control Modes

    Directory of Open Access Journals (Sweden)

    Xi Wu

    2017-08-01

    Full Text Available The successful application of the unified power flow controller (UPFC provides a new control method for the secure and economic operation of power system. In order to make the full use of UPFC and improve the economic efficiency and static security of a power system, a preventive security-constrained power flow optimization method considering UPFC control modes is proposed in this paper. Firstly, an iterative method considering UPFC control modes is deduced for power flow calculation. Taking into account the influence of different UPFC control modes on the distribution of power flow after N-1 contingency, the optimization model is then constructed by setting a minimal system operation cost and a maximum static security margin as the objective. Based on this model, the particle swarm optimization (PSO algorithm is utilized to optimize power system operating parameters and UPFC control modes simultaneously. Finally, a standard IEEE 30-bus system is utilized to demonstrate that the proposed method fully exploits the potential of static control of UPFC and significantly increases the economic efficiency and static security of the power system.

  8. Variance-Constrained Robust Estimation for Discrete-Time Systems with Communication Constraints

    Directory of Open Access Journals (Sweden)

    Baofeng Wang

    2014-01-01

    Full Text Available This paper is concerned with a new filtering problem in networked control systems (NCSs subject to limited communication capacity, which includes measurement quantization, random transmission delay, and packets loss. The measurements are first quantized via a logarithmic quantizer and then transmitted through a digital communication network with random delay and packet loss. The three communication constraints phenomena which can be seen as a class of uncertainties are formulated by a stochastic parameter uncertainty system. The purpose of the paper is to design a linear filter such that, for all the communication constraints, the error state of the filtering process is mean square bounded and the steady-state variance of the estimation error for each state is not more than the individual prescribed upper bound. It is shown that the desired filtering can effectively be solved if there are positive definite solutions to a couple of algebraic Riccati-like inequalities or linear matrix inequalities. Finally, an illustrative numerical example is presented to demonstrate the effectiveness and flexibility of the proposed design approach.

  9. A Variant of the Topkis-Veinott Method for Solving Inequality Constrained Optimization Problems

    International Nuclear Information System (INIS)

    Birge, J. R.; Qi, L.; Wei, Z.

    2000-01-01

    In this paper we give a variant of the Topkis-Veinott method for solving inequality constrained optimization problems. This method uses a linearly constrained positive semidefinite quadratic problem to generate a feasible descent direction at each iteration. Under mild assumptions, the algorithm is shown to be globally convergent in the sense that every accumulation point of the sequence generated by the algorithm is a Fritz-John point of the problem. We introduce a Fritz-John (FJ) function, an FJ1 strong second-order sufficiency condition (FJ1-SSOSC), and an FJ2 strong second-order sufficiency condition (FJ2-SSOSC), and then show, without any constraint qualification (CQ), that (i) if an FJ point z satisfies the FJ1-SSOSC, then there exists a neighborhood N(z) of z such that, for any FJ point y element of N(z) {z } , f 0 (y) ≠ f 0 (z) , where f 0 is the objective function of the problem; (ii) if an FJ point z satisfies the FJ2-SSOSC, then z is a strict local minimum of the problem. The result (i) implies that the entire iteration point sequence generated by the method converges to an FJ point. We also show that if the parameters are chosen large enough, a unit step length can be accepted by the proposed algorithm

  10. Hopf Bifurcation in a Cobweb Model with Discrete Time Delays

    Directory of Open Access Journals (Sweden)

    Luca Gori

    2014-01-01

    Full Text Available We develop a cobweb model with discrete time delays that characterise the length of production cycle. We assume a market comprised of homogeneous producers that operate as adapters by taking the (expected profit-maximising quantity as a target to adjust production and consumers with a marginal willingness to pay captured by an isoelastic demand. The dynamics of the economy is characterised by a one-dimensional delay differential equation. In this context, we show that (1 if the elasticity of market demand is sufficiently high, the steady-state equilibrium is locally asymptotically stable and (2 if the elasticity of market demand is sufficiently low, quasiperiodic oscillations emerge when the time lag (that represents the length of production cycle is high enough.

  11. Neutrino oscillations in discrete-time quantum walk framework

    Energy Technology Data Exchange (ETDEWEB)

    Mallick, Arindam; Mandal, Sanjoy; Chandrashekar, C.M. [C. I. T. Campus, The Institute of Mathematical Sciences, Chennai (India); Homi Bhabha National Institute, Training School Complex, Mumbai (India)

    2017-02-15

    Here we present neutrino oscillation in the framework of quantum walks. Starting from a one spatial dimensional discrete-time quantum walk we present a scheme of evolutions that will simulate neutrino oscillation. The set of quantum walk parameters which is required to reproduce the oscillation probability profile obtained in both, long range and short range neutrino experiment is explicitly presented. Our scheme to simulate three-generation neutrino oscillation from quantum walk evolution operators can be physically realized in any low energy experimental set-up with access to control a single six-level system, a multiparticle three-qubit or a qubit-qutrit system. We also present the entanglement between spins and position space, during neutrino propagation that will quantify the wave function delocalization around instantaneous average position of the neutrino. This work will contribute towards understanding neutrino oscillation in the framework of the quantum information perspective. (orig.)

  12. Formal methods for discrete-time dynamical systems

    CERN Document Server

    Belta, Calin; Aydin Gol, Ebru

    2017-01-01

    This book bridges fundamental gaps between control theory and formal methods. Although it focuses on discrete-time linear and piecewise affine systems, it also provides general frameworks for abstraction, analysis, and control of more general models. The book is self-contained, and while some mathematical knowledge is necessary, readers are not expected to have a background in formal methods or control theory. It rigorously defines concepts from formal methods, such as transition systems, temporal logics, model checking and synthesis. It then links these to the infinite state dynamical systems through abstractions that are intuitive and only require basic convex-analysis and control-theory terminology, which is provided in the appendix. Several examples and illustrations help readers understand and visualize the concepts introduced throughout the book.

  13. Coordination Frictions and Job Heterogeneity: A Discrete Time Analysis

    DEFF Research Database (Denmark)

    Kennes, John; Le Maire, Christian Daniel

    This paper develops and extends a dynamic, discrete time, job to worker matching model in which jobs are heterogeneous in equilibrium. The key assumptions of this economic environment are (i) matching is directed and (ii) coordination frictions lead to heterogeneous local labor markets. We de- rive...... a number of new theoretical results, which are essential for the empirical application of this type of model to matched employer-employee microdata. First, we o¤er a robust equilibrium concept in which there is a continu- ous dispersion of job productivities and wages. Second, we show that our model can...... of these results preserve the essential tractability of the baseline model with aggregate shocks. Therefore, we o¤er a parsimonious, general equilibrium framework in which to study the process by which the contin- uous dispersion of wages and productivities varies over the business cycle for a large population...

  14. Adaptive Control and Function Projective Synchronization in 2D Discrete-Time Chaotic Systems

    International Nuclear Information System (INIS)

    Li Yin; Chen Yong; Li Biao

    2009-01-01

    This study addresses the adaptive control and function projective synchronization problems between 2D Rulkov discrete-time system and Network discrete-time system. Based on backstepping design with three controllers, a systematic, concrete and automatic scheme is developed to investigate the function projective synchronization of discrete-time chaotic systems. In addition, the adaptive control function is applied to achieve the state synchronization of two discrete-time systems. Numerical results demonstrate the effectiveness of the proposed control scheme.

  15. Convex optimisation approach to constrained fuel optimal control of spacecraft in close relative motion

    Science.gov (United States)

    Massioni, Paolo; Massari, Mauro

    2018-05-01

    This paper describes an interesting and powerful approach to the constrained fuel-optimal control of spacecraft in close relative motion. The proposed approach is well suited for problems under linear dynamic equations, therefore perfectly fitting to the case of spacecraft flying in close relative motion. If the solution of the optimisation is approximated as a polynomial with respect to the time variable, then the problem can be approached with a technique developed in the control engineering community, known as "Sum Of Squares" (SOS), and the constraints can be reduced to bounds on the polynomials. Such a technique allows rewriting polynomial bounding problems in the form of convex optimisation problems, at the cost of a certain amount of conservatism. The principles of the techniques are explained and some application related to spacecraft flying in close relative motion are shown.

  16. A Constrained Least Squares Approach to Mobile Positioning: Algorithms and Optimality

    Science.gov (United States)

    Cheung, KW; So, HC; Ma, W.-K.; Chan, YT

    2006-12-01

    The problem of locating a mobile terminal has received significant attention in the field of wireless communications. Time-of-arrival (TOA), received signal strength (RSS), time-difference-of-arrival (TDOA), and angle-of-arrival (AOA) are commonly used measurements for estimating the position of the mobile station. In this paper, we present a constrained weighted least squares (CWLS) mobile positioning approach that encompasses all the above described measurement cases. The advantages of CWLS include performance optimality and capability of extension to hybrid measurement cases (e.g., mobile positioning using TDOA and AOA measurements jointly). Assuming zero-mean uncorrelated measurement errors, we show by mean and variance analysis that all the developed CWLS location estimators achieve zero bias and the Cramér-Rao lower bound approximately when measurement error variances are small. The asymptotic optimum performance is also confirmed by simulation results.

  17. Racing Sampling Based Microimmune Optimization Approach Solving Constrained Expected Value Programming

    Directory of Open Access Journals (Sweden)

    Kai Yang

    2016-01-01

    Full Text Available This work investigates a bioinspired microimmune optimization algorithm to solve a general kind of single-objective nonlinear constrained expected value programming without any prior distribution. In the study of algorithm, two lower bound sample estimates of random variables are theoretically developed to estimate the empirical values of individuals. Two adaptive racing sampling schemes are designed to identify those competitive individuals in a given population, by which high-quality individuals can obtain large sampling size. An immune evolutionary mechanism, along with a local search approach, is constructed to evolve the current population. The comparative experiments have showed that the proposed algorithm can effectively solve higher-dimensional benchmark problems and is of potential for further applications.

  18. Optimal Financing Decisions of Two Cash-Constrained Supply Chains with Complementary Products

    Directory of Open Access Journals (Sweden)

    Yuting Li

    2016-04-01

    Full Text Available In recent years; financing difficulties have been obsessed small and medium enterprises (SMEs; especially emerging SMEs. Inter-members’ joint financing within a supply chain is one of solutions for SMEs. How about members’ joint financing of inter-supply chains? In order to answer the question, we firstly employ the Stackelberg game to propose three kinds of financing decision models of two cash-constrained supply chains with complementary products. Secondly, we analyze qualitatively these models and find the joint financing decision of the two supply chains is the most optimal one. Lastly, we conduct some numerical simulations not only to illustrate above results but also to find that the larger are cross-price sensitivity coefficients; the higher is the motivation for participants to make joint financing decisions; and the more are profits for them to gain.

  19. Multivariate constrained shape optimization: Application to extrusion bell shape for pasta production

    Science.gov (United States)

    Sarghini, Fabrizio; De Vivo, Angela; Marra, Francesco

    2017-10-01

    Computational science and engineering methods have allowed a major change in the way products and processes are designed, as validated virtual models - capable to simulate physical, chemical and bio changes occurring during production processes - can be realized and used in place of real prototypes and performing experiments, often time and money consuming. Among such techniques, Optimal Shape Design (OSD) (Mohammadi & Pironneau, 2004) represents an interesting approach. While most classical numerical simulations consider fixed geometrical configurations, in OSD a certain number of geometrical degrees of freedom is considered as a part of the unknowns: this implies that the geometry is not completely defined, but part of it is allowed to move dynamically in order to minimize or maximize the objective function. The applications of optimal shape design (OSD) are uncountable. For systems governed by partial differential equations, they range from structure mechanics to electromagnetism and fluid mechanics or to a combination of the three. This paper presents one of possible applications of OSD, particularly how extrusion bell shape, for past production, can be designed by applying a multivariate constrained shape optimization.

  20. A novel constrained H2 optimization algorithm for mechatronics design in flexure-linked biaxial gantry.

    Science.gov (United States)

    Ma, Jun; Chen, Si-Lu; Kamaldin, Nazir; Teo, Chek Sing; Tay, Arthur; Mamun, Abdullah Al; Tan, Kok Kiong

    2017-11-01

    The biaxial gantry is widely used in many industrial processes that require high precision Cartesian motion. The conventional rigid-link version suffers from breaking down of joints if any de-synchronization between the two carriages occurs. To prevent above potential risk, a flexure-linked biaxial gantry is designed to allow a small rotation angle of the cross-arm. Nevertheless, the chattering of control signals and inappropriate design of the flexure joint will possibly induce resonant modes of the end-effector. Thus, in this work, the design requirements in terms of tracking accuracy, biaxial synchronization, and resonant mode suppression are achieved by integrated optimization of the stiffness of flexures and PID controller parameters for a class of point-to-point reference trajectories with same dynamics but different steps. From here, an H 2 optimization problem with defined constraints is formulated, and an efficient iterative solver is proposed by hybridizing direct computation of constrained projection gradient and line search of optimal step. Comparative experimental results obtained on the testbed are presented to verify the effectiveness of the proposed method. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  1. Loading pattern optimization with maximum utilization of discharging fuel employing adaptively constrained discontinuous penalty function

    International Nuclear Information System (INIS)

    Park, T. K.; Joo, H. G.; Kim, C. H.

    2010-01-01

    In order to find the most economical loading pattern (LP) considering multi-cycle fuel loading, multi-objective fuel LP optimization problems are examined by employing an adaptively constrained discontinuous penalty function (ACDPF) method. This is an improved method to simplify the complicated acceptance logic of the original DPF method in that the stochastic effects caused by the different random number sequence can be reduced. The effectiveness of the multi-objective simulated annealing (SA) algorithm employing ACDPF is examined for the reload core LP of Cycle 4 of Yonggwang Nuclear Unit 4. Several optimization runs are performed with different numbers of objectives consisting of cycle length and average burnup of fuels to be discharged or reloaded. The candidate LPs obtained from the multi-objective optimization runs turn out to be better than the reference LP in the aspects of cycle length and utilization of given fuels. It is note that the proposed ACDPF based MOSA algorithm can be a practical method to obtain an economical LP considering multi-cycle fuel loading. (authors)

  2. Stochastic Averaging for Constrained Optimization With Application to Online Resource Allocation

    Science.gov (United States)

    Chen, Tianyi; Mokhtari, Aryan; Wang, Xin; Ribeiro, Alejandro; Giannakis, Georgios B.

    2017-06-01

    Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the underlying constrained optimization problem is formulated as a machine learning task involving both training and operational modes, with the goal of learning the sought multipliers in a fast and efficient manner. To this end, an order-optimal offline learning approach is developed first for batch training, and it is then generalized to the online setting with a procedure termed learn-and-adapt. The novel resource allocation protocol permeates benefits of stochastic approximation and statistical learning to obtain low-complexity online updates with learning errors close to the statistical accuracy limits, while still preserving adaptation performance, which in the stochastic network optimization context guarantees queue stability. Analysis and simulated tests demonstrate that the proposed data-driven approach improves the delay and convergence performance of existing resource allocation schemes.

  3. Adaptive optimal control of unknown constrained-input systems using policy iteration and neural networks.

    Science.gov (United States)

    Modares, Hamidreza; Lewis, Frank L; Naghibi-Sistani, Mohammad-Bagher

    2013-10-01

    This paper presents an online policy iteration (PI) algorithm to learn the continuous-time optimal control solution for unknown constrained-input systems. The proposed PI algorithm is implemented on an actor-critic structure where two neural networks (NNs) are tuned online and simultaneously to generate the optimal bounded control policy. The requirement of complete knowledge of the system dynamics is obviated by employing a novel NN identifier in conjunction with the actor and critic NNs. It is shown how the identifier weights estimation error affects the convergence of the critic NN. A novel learning rule is developed to guarantee that the identifier weights converge to small neighborhoods of their ideal values exponentially fast. To provide an easy-to-check persistence of excitation condition, the experience replay technique is used. That is, recorded past experiences are used simultaneously with current data for the adaptation of the identifier weights. Stability of the whole system consisting of the actor, critic, system state, and system identifier is guaranteed while all three networks undergo adaptation. Convergence to a near-optimal control law is also shown. The effectiveness of the proposed method is illustrated with a simulation example.

  4. Thermodynamic optimization of mixed refrigerant Joule- Thomson systems constrained by heat transfer considerations

    International Nuclear Information System (INIS)

    Hinze, J F; Klein, S A; Nellis, G F

    2015-01-01

    Mixed refrigerant (MR) working fluids can significantly increase the cooling capacity of a Joule-Thomson (JT) cycle. The optimization of MRJT systems has been the subject of substantial research. However, most optimization techniques do not model the recuperator in sufficient detail. For example, the recuperator is usually assumed to have a heat transfer coefficient that does not vary with the mixture. Ongoing work at the University of Wisconsin-Madison has shown that the heat transfer coefficients for two-phase flow are approximately three times greater than for a single phase mixture when the mixture quality is between 15% and 85%. As a result, a system that optimizes a MR without also requiring that the flow be in this quality range may require an extremely large recuperator or not achieve the performance predicted by the model. To ensure optimal performance of the JT cycle, the MR should be selected such that it is entirely two-phase within the recuperator. To determine the optimal MR composition, a parametric study was conducted assuming a thermodynamically ideal cycle. The results of the parametric study are graphically presented on a contour plot in the parameter space consisting of the extremes of the qualities that exist within the recuperator. The contours show constant values of the normalized refrigeration power. This ‘map’ shows the effect of MR composition on the cycle performance and it can be used to select the MR that provides a high cooling load while also constraining the recuperator to be two phase. The predicted best MR composition can be used as a starting point for experimentally determining the best MR. (paper)

  5. Mini-batch optimized full waveform inversion with geological constrained gradient filtering

    Science.gov (United States)

    Yang, Hui; Jia, Junxiong; Wu, Bangyu; Gao, Jinghuai

    2018-05-01

    High computation cost and generating solutions without geological sense have hindered the wide application of Full Waveform Inversion (FWI). Source encoding technique is a way to dramatically reduce the cost of FWI but subject to fix-spread acquisition setup requirement and slow convergence for the suppression of cross-talk. Traditionally, gradient regularization or preconditioning is applied to mitigate the ill-posedness. An isotropic smoothing filter applied on gradients generally gives non-geological inversion results, and could also introduce artifacts. In this work, we propose to address both the efficiency and ill-posedness of FWI by a geological constrained mini-batch gradient optimization method. The mini-batch gradient descent optimization is adopted to reduce the computation time by choosing a subset of entire shots for each iteration. By jointly applying the structure-oriented smoothing to the mini-batch gradient, the inversion converges faster and gives results with more geological meaning. Stylized Marmousi model is used to show the performance of the proposed method on realistic synthetic model.

  6. Improved helicopter aeromechanical stability analysis using segmented constrained layer damping and hybrid optimization

    Science.gov (United States)

    Liu, Qiang; Chattopadhyay, Aditi

    2000-06-01

    Aeromechanical stability plays a critical role in helicopter design and lead-lag damping is crucial to this design. In this paper, the use of segmented constrained damping layer (SCL) treatment and composite tailoring is investigated for improved rotor aeromechanical stability using formal optimization technique. The principal load-carrying member in the rotor blade is represented by a composite box beam, of arbitrary thickness, with surface bonded SCLs. A comprehensive theory is used to model the smart box beam. A ground resonance analysis model and an air resonance analysis model are implemented in the rotor blade built around the composite box beam with SCLs. The Pitt-Peters dynamic inflow model is used in air resonance analysis under hover condition. A hybrid optimization technique is used to investigate the optimum design of the composite box beam with surface bonded SCLs for improved damping characteristics. Parameters such as stacking sequence of the composite laminates and placement of SCLs are used as design variables. Detailed numerical studies are presented for aeromechanical stability analysis. It is shown that optimum blade design yields significant increase in rotor lead-lag regressive modal damping compared to the initial system.

  7. Joint Optimal Production Planning for Complex Supply Chains Constrained by Carbon Emission Abatement Policies

    Directory of Open Access Journals (Sweden)

    Longfei He

    2014-01-01

    Full Text Available We focus on the joint production planning of complex supply chains facing stochastic demands and being constrained by carbon emission reduction policies. We pick two typical carbon emission reduction policies to research how emission regulation influences the profit and carbon footprint of a typical supply chain. We use the input-output model to capture the interrelated demand link between an arbitrary pair of two nodes in scenarios without or with carbon emission constraints. We design optimization algorithm to obtain joint optimal production quantities combination for maximizing overall profit under regulatory policies, respectively. Furthermore, numerical studies by featuring exponentially distributed demand compare systemwide performances in various scenarios. We build the “carbon emission elasticity of profit (CEEP” index as a metric to evaluate the impact of regulatory policies on both chainwide emissions and profit. Our results manifest that by facilitating the mandatory emission cap in proper installation within the network one can balance well effective emission reduction and associated acceptable profit loss. The outcome that CEEP index when implementing Carbon emission tax is elastic implies that the scale of profit loss is greater than that of emission reduction, which shows that this policy is less effective than mandatory cap from industry standpoint at least.

  8. Risk-based design of process systems using discrete-time Bayesian networks

    International Nuclear Information System (INIS)

    Khakzad, Nima; Khan, Faisal; Amyotte, Paul

    2013-01-01

    Temporal Bayesian networks have gained popularity as a robust technique to model dynamic systems in which the components' sequential dependency, as well as their functional dependency, cannot be ignored. In this regard, discrete-time Bayesian networks have been proposed as a viable alternative to solve dynamic fault trees without resort to Markov chains. This approach overcomes the drawbacks of Markov chains such as the state-space explosion and the error-prone conversion procedure from dynamic fault tree. It also benefits from the inherent advantages of Bayesian networks such as probability updating. However, effective mapping of the dynamic gates of dynamic fault trees into Bayesian networks while avoiding the consequent huge multi-dimensional probability tables has always been a matter of concern. In this paper, a new general formalism has been developed to model two important elements of dynamic fault tree, i.e., cold spare gate and sequential enforcing gate, with any arbitrary probability distribution functions. Also, an innovative Neutral Dependency algorithm has been introduced to model dynamic gates such as priority-AND gate, thus reducing the dimension of conditional probability tables by an order of magnitude. The second part of the paper is devoted to the application of discrete-time Bayesian networks in the risk assessment and safety analysis of complex process systems. It has been shown how dynamic techniques can effectively be applied for optimal allocation of safety systems to obtain maximum risk reduction.

  9. Sequential optimization of a terrestrial biosphere model constrained by multiple satellite based products

    Science.gov (United States)

    Ichii, K.; Kondo, M.; Wang, W.; Hashimoto, H.; Nemani, R. R.

    2012-12-01

    Various satellite-based spatial products such as evapotranspiration (ET) and gross primary productivity (GPP) are now produced by integration of ground and satellite observations. Effective use of these multiple satellite-based products in terrestrial biosphere models is an important step toward better understanding of terrestrial carbon and water cycles. However, due to the complexity of terrestrial biosphere models with large number of model parameters, the application of these spatial data sets in terrestrial biosphere models is difficult. In this study, we established an effective but simple framework to refine a terrestrial biosphere model, Biome-BGC, using multiple satellite-based products as constraints. We tested the framework in the monsoon Asia region covered by AsiaFlux observations. The framework is based on the hierarchical analysis (Wang et al. 2009) with model parameter optimization constrained by satellite-based spatial data. The Biome-BGC model is separated into several tiers to minimize the freedom of model parameter selections and maximize the independency from the whole model. For example, the snow sub-model is first optimized using MODIS snow cover product, followed by soil water sub-model optimized by satellite-based ET (estimated by an empirical upscaling method; Support Vector Regression (SVR) method; Yang et al. 2007), photosynthesis model optimized by satellite-based GPP (based on SVR method), and respiration and residual carbon cycle models optimized by biomass data. As a result of initial assessment, we found that most of default sub-models (e.g. snow, water cycle and carbon cycle) showed large deviations from remote sensing observations. However, these biases were removed by applying the proposed framework. For example, gross primary productivities were initially underestimated in boreal and temperate forest and overestimated in tropical forests. However, the parameter optimization scheme successfully reduced these biases. Our analysis

  10. Constant pressure and temperature discrete-time Langevin molecular dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Grønbech-Jensen, Niels [Department of Mechanical and Aerospace Engineering, University of California, Davis, California 95616 (United States); Department of Mathematics, University of California, Davis, California 95616 (United States); Farago, Oded [Department of Biomedical Engineering, Ben Gurion University of the Negev, Be' er Sheva 84105 (Israel); Ilse Katz Institute for Nanoscale Science and Technology, Ben Gurion University of the Negev, Be' er Sheva 84105 (Israel)

    2014-11-21

    We present a new and improved method for simultaneous control of temperature and pressure in molecular dynamics simulations with periodic boundary conditions. The thermostat-barostat equations are built on our previously developed stochastic thermostat, which has been shown to provide correct statistical configurational sampling for any time step that yields stable trajectories. Here, we extend the method and develop a set of discrete-time equations of motion for both particle dynamics and system volume in order to seek pressure control that is insensitive to the choice of the numerical time step. The resulting method is simple, practical, and efficient. The method is demonstrated through direct numerical simulations of two characteristic model systems—a one-dimensional particle chain for which exact statistical results can be obtained and used as benchmarks, and a three-dimensional system of Lennard-Jones interacting particles simulated in both solid and liquid phases. The results, which are compared against the method of Kolb and Dünweg [J. Chem. Phys. 111, 4453 (1999)], show that the new method behaves according to the objective, namely that acquired statistical averages and fluctuations of configurational measures are accurate and robust against the chosen time step applied to the simulation.

  11. Advanced discrete-time control designs and applications

    CERN Document Server

    Abidi, Khalid

    2015-01-01

    This book covers a wide spectrum of systems such as linear and nonlinear multivariable systems as well as control problems such as disturbance, uncertainty and time-delays. The purpose of this book is to provide researchers and practitioners a manual for the design and application of advanced discrete-time controllers.  The book presents six different control approaches depending on the type of system and control problem. The first and second approaches are based on Sliding Mode control (SMC) theory and are intended for linear systems with exogenous disturbances. The third and fourth approaches are based on adaptive control theory and are aimed at linear/nonlinear systems with periodically varying parametric uncertainty or systems with input delay. The fifth approach is based on Iterative learning control (ILC) theory and is aimed at uncertain linear/nonlinear systems with repeatable tasks and the final approach is based on fuzzy logic control (FLC) and is intended for highly uncertain systems with heuristi...

  12. Multiple Estimation Architecture in Discrete-Time Adaptive Mixing Control

    Directory of Open Access Journals (Sweden)

    Simone Baldi

    2013-05-01

    Full Text Available Adaptive mixing control (AMC is a recently developed control scheme for uncertain plants, where the control action coming from a bank of precomputed controller is mixed based on the parameter estimates generated by an on-line parameter estimator. Even if the stability of the control scheme, also in the presence of modeling errors and disturbances, has been shown analytically, its transient performance might be sensitive to the initial conditions of the parameter estimator. In particular, for some initial conditions, transient oscillations may not be acceptable in practical applications. In order to account for such a possible phenomenon and to improve the learning capability of the adaptive scheme, in this paper a new mixing architecture is developed, involving the use of parallel parameter estimators, or multi-estimators, each one working on a small subset of the uncertainty set. A supervisory logic, using performance signals based on the past and present estimation error, selects the parameter estimate to determine the mixing of the controllers. The stability and robustness properties of the resulting approach, referred to as multi-estimator adaptive mixing control (Multi-AMC, are analytically established. Besides, extensive simulations demonstrate that the scheme improves the transient performance of the original AMC with a single estimator. The control scheme and the analysis are carried out in a discrete-time framework, for easier implementation of the method in digital control.

  13. Incorporating a Constrained Optimization Algorithm into Remote- Sensing/Precision Agriculture Methodology

    Science.gov (United States)

    Morgenthaler, George; Khatib, Nader; Kim, Byoungsoo

    with information to improve their crop's vigor has been a major topic of interest. With world population growing exponentially, arable land being consumed by urbanization, and an unfavorable farm economy, the efficiency of farming must increase to meet future food requirements and to make farming a sustainable occupation for the farmer. "Precision Agriculture" refers to a farming methodology that applies nutrients and moisture only where and when they are needed in the field. The goal is to increase farm revenue by increasing crop yield and decreasing applications of costly chemical and water treatments. In addition, this methodology will decrease the environmental costs of farming, i.e., reduce air, soil, and water pollution. Sensing/Precision Agriculture has not grown as rapidly as early advocates envisioned. Technology for a successful Remote Sensing/Precision Agriculture system is now available. Commercial satellite systems can image (multi-spectral) the Earth with a resolution of approximately 2.5 m. Variable precision dispensing systems using GPS are available and affordable. Crop models that predict yield as a function of soil, chemical, and irrigation parameter levels have been formulated. Personal computers and internet access are in place in most farm homes and can provide a mechanism to periodically disseminate, e.g. bi-weekly, advice on what quantities of water and chemicals are needed in individual regions of the field. What is missing is a model that fuses the disparate sources of information on the current states of the crop and soil, and the remaining resource levels available with the decisions farmers are required to make. This must be a product that is easy for the farmer to understand and to implement. A "Constrained Optimization Feed-back Control Model" to fill this void will be presented. The objective function of the model will be used to maximize the farmer's profit by increasing yields while decreasing environmental costs and decreasing

  14. Incorporating a constrained optimization algorithm into remote sensing/precision agriculture methodology

    Science.gov (United States)

    Moreenthaler, George W.; Khatib, Nader; Kim, Byoungsoo

    2003-08-01

    For two decades now, the use of Remote Sensing/Precision Agriculture to improve farm yields while reducing the use of polluting chemicals and the limited water supply has been a major goal. With world population growing exponentially, arable land being consumed by urbanization, and an unfavorable farm economy, farm efficiency must increase to meet future food requirements and to make farming a sustainable, profitable occupation. "Precision Agriculture" refers to a farming methodology that applies nutrients and moisture only where and when they are needed in the field. The real goal is to increase farm profitability by identifying the additional treatments of chemicals and water that increase revenues more than they increase costs and do no exceed pollution standards (constrained optimization). Even though the economic and environmental benefits appear to be great, Remote Sensing/Precision Agriculture has not grown as rapidly as early advocates envisioned. Technology for a successful Remote Sensing/Precision Agriculture system is now in place, but other needed factors have been missing. Commercial satellite systems can now image the Earth (multi-spectrally) with a resolution as fine as 2.5 m. Precision variable dispensing systems using GPS are now available and affordable. Crop models that predict yield as a function of soil, chemical, and irrigation parameter levels have been developed. Personal computers and internet access are now in place in most farm homes and can provide a mechanism for periodically disseminating advice on what quantities of water and chemicals are needed in specific regions of each field. Several processes have been selected that fuse the disparate sources of information on the current and historic states of the crop and soil, and the remaining resource levels available, with the critical decisions that farmers are required to make. These are done in a way that is easy for the farmer to understand and profitable to implement. A "Constrained

  15. A PID autotuner utilizing GPC and constraint optimization

    DEFF Research Database (Denmark)

    Henningsen, Arne; Christensen, Anders; Ravn, Ole

    1990-01-01

    A solution to the PID autotuning problem is presented which involves constraining the parameters of a discrete second-order discrete-time controller. The integrator is forced into the regulator by using a CARIMA model. The discrete-time regulator parameters are calculated by optimizing...... a generalized predictive control criterion, and the PID structure is ensured by constraining the parameters to a feasible set defined by the discrete-time Euler approximation of the ideal continuous-time PID controller. The algorithm is extended by incorporating constraints on the amplitude and slew......-rate of the control signal. Simulation studies for a system of coupled tanks have indicated that the method performs well, and that signal limitations can be included in a straightforward manner...

  16. SmartFix: Indoor Locating Optimization Algorithm for Energy-Constrained Wearable Devices

    Directory of Open Access Journals (Sweden)

    Xiaoliang Wang

    2017-01-01

    Full Text Available Indoor localization technology based on Wi-Fi has long been a hot research topic in the past decade. Despite numerous solutions, new challenges have arisen along with the trend of smart home and wearable computing. For example, power efficiency needs to be significantly improved for resource-constrained wearable devices, such as smart watch and wristband. For a Wi-Fi-based locating system, most of the energy consumption can be attributed to real-time radio scan; however, simply reducing radio data collection will cause a serious loss of locating accuracy because of unstable Wi-Fi signals. In this paper, we present SmartFix, an optimization algorithm for indoor locating based on Wi-Fi RSS. SmartFix utilizes user motion features, extracts characteristic value from history trajectory, and corrects deviation caused by unstable Wi-Fi signals. We implemented a prototype of SmartFix both on Moto 360 2nd-generation Smartwatch and on HTC One Smartphone. We conducted experiments both in a large open area and in an office hall. Experiment results demonstrate that average locating error is less than 2 meters for more than 80% cases, and energy consumption is only 30% of Wi-Fi fingerprinting method under the same experiment circumstances.

  17. A Discrete-Time Queue with Balking, Reneging, and Working Vacations

    Directory of Open Access Journals (Sweden)

    Veena Goswami

    2014-01-01

    Full Text Available This paper presents an analysis of balking and reneging in finite-buffer discrete-time single server queue with single and multiple working vacations. An arriving customer may balk with a probability or renege after joining according to a geometric distribution. The server works with different service rates rather than completely stopping the service during a vacation period. The service times during a busy period, vacation period, and vacation times are assumed to be geometrically distributed. We find the explicit expressions for the stationary state probabilities. Various system performance measures and a cost model to determine the optimal service rates are presented. Moreover, some queueing models presented in the literature are derived as special cases of our model. Finally, the influence of various parameters on the performance characteristics is shown numerically.

  18. Hopf Bifurcation Analysis for a Stochastic Discrete-Time Hyperchaotic System

    Directory of Open Access Journals (Sweden)

    Jie Ran

    2015-01-01

    Full Text Available The dynamics of a discrete-time hyperchaotic system and the amplitude control of Hopf bifurcation for a stochastic discrete-time hyperchaotic system are investigated in this paper. Numerical simulations are presented to exhibit the complex dynamical behaviors in the discrete-time hyperchaotic system. Furthermore, the stochastic discrete-time hyperchaotic system with random parameters is transformed into its equivalent deterministic system with the orthogonal polynomial theory of discrete random function. In addition, the dynamical features of the discrete-time hyperchaotic system with random disturbances are obtained through its equivalent deterministic system. By using the Hopf bifurcation conditions of the deterministic discrete-time system, the specific conditions for the existence of Hopf bifurcation in the equivalent deterministic system are derived. And the amplitude control with random intensity is discussed in detail. Finally, the feasibility of the control method is demonstrated by numerical simulations.

  19. Multi-Objective Differential Evolution for Voltage Security Constrained Optimal Power Flow in Deregulated Power Systems

    Science.gov (United States)

    Roselyn, J. Preetha; Devaraj, D.; Dash, Subhransu Sekhar

    2013-11-01

    Voltage stability is an important issue in the planning and operation of deregulated power systems. The voltage stability problems is a most challenging one for the system operators in deregulated power systems because of the intense use of transmission line capabilities and poor regulation in market environment. This article addresses the congestion management problem avoiding offline transmission capacity limits related to voltage stability by considering Voltage Security Constrained Optimal Power Flow (VSCOPF) problem in deregulated environment. This article presents the application of Multi Objective Differential Evolution (MODE) algorithm to solve the VSCOPF problem in new competitive power systems. The maximum of L-index of the load buses is taken as the indicator of voltage stability and is incorporated in the Optimal Power Flow (OPF) problem. The proposed method in hybrid power market which also gives solutions to voltage stability problems by considering the generation rescheduling cost and load shedding cost which relieves the congestion problem in deregulated environment. The buses for load shedding are selected based on the minimum eigen value of Jacobian with respect to the load shed. In the proposed approach, real power settings of generators in base case and contingency cases, generator bus voltage magnitudes, real and reactive power demands of selected load buses using sensitivity analysis are taken as the control variables and are represented as the combination of floating point numbers and integers. DE/randSF/1/bin strategy scheme of differential evolution with self-tuned parameter which employs binomial crossover and difference vector based mutation is used for the VSCOPF problem. A fuzzy based mechanism is employed to get the best compromise solution from the pareto front to aid the decision maker. The proposed VSCOPF planning model is implemented on IEEE 30-bus system, IEEE 57 bus practical system and IEEE 118 bus system. The pareto optimal

  20. JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

    Science.gov (United States)

    Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

    2017-01-25

    Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open

  1. Infinite Horizon Discrete Time Control Problems for Bounded Processes

    Directory of Open Access Journals (Sweden)

    2009-03-01

    Full Text Available We establish Pontryagin Maximum Principles in the strong form for infinite horizon optimal control problems for bounded processes, for systems governed by difference equations. Results due to Ioffe and Tihomirov are among the tools used to prove our theorems. We write necessary conditions with weakened hypotheses of concavity and without invertibility, and we provide new results on the adjoint variable. We show links between bounded problems and nonbounded ones. We also give sufficient conditions of optimality.

  2. Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems - Poisson and convection-diffusion control

    Czech Academy of Sciences Publication Activity Database

    Axelsson, Owe; Farouq, S.; Neytcheva, M.

    2016-01-01

    Roč. 73, č. 3 (2016), s. 631-633 ISSN 1017-1398 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution methods Subject RIV: BA - General Mathematics Impact factor: 1.241, year: 2016 http://link.springer.com/article/10.1007%2Fs11075-016-0111-1

  3. Performance analysis of chi models using discrete-time probabilistic reward graphs

    NARCIS (Netherlands)

    Trcka, N.; Georgievska, S.; Markovski, J.; Andova, S.; Vink, de E.P.

    2008-01-01

    We propose the model of discrete-time probabilistic reward graphs (DTPRGs) for performance analysis of systems exhibiting discrete deterministic time delays and probabilistic behavior, via their interpretation as discrete-time Markov reward chains, full-fledged platform for qualitative and

  4. Review of applications of TLBO algorithm and a tutorial for beginners to solve the unconstrained and constrained optimization problems

    Directory of Open Access Journals (Sweden)

    R. Venkata Rao

    2016-01-01

    Full Text Available The teaching-learning-based optimization (TLBO algorithm is finding a large number of applications in different fields of engineering and science since its introduction in 2011. The major applications are found in electrical engineering, mechanical design, thermal engineering, manufacturing engineering, civil engineering, structural engineering, computer engineering, electronics engineering, physics, chemistry, biotechnology and economics. This paper presents a review of applications of TLBO algorithm and a tutorial for solving the unconstrained and constrained optimization problems. The tutorial is expected to be useful to the beginners.

  5. On Discrete Time Control of Continuous Time Systems

    DEFF Research Database (Denmark)

    Poulsen, Niels Kjølstad

    This report is meant as a supplement or an extension to the material used in connection to or after the courses Stochastic Adaptive Control (02421) and Static and Dynamic Optimization (02711) given at the department Department of Informatics and Mathematical Modelling, The Technical University...

  6. Design of a Circularly Polarized Galileo E6-Band Textile Antenna by Dedicated Multiobjective Constrained Pareto Optimization

    Directory of Open Access Journals (Sweden)

    Arnaut Dierck

    2015-01-01

    Full Text Available Designing textile antennas for real-life applications requires a design strategy that is able to produce antennas that are optimized over a wide bandwidth for often conflicting characteristics, such as impedance matching, axial ratio, efficiency, and gain, and, moreover, that is able to account for the variations that apply for the characteristics of the unconventional materials used in smart textile systems. In this paper, such a strategy, incorporating a multiobjective constrained Pareto optimization, is presented and applied to the design of a Galileo E6-band antenna with optimal return loss and wide-band axial ratio characteristics. Subsequently, different prototypes of the optimized antenna are fabricated and measured to validate the proposed design strategy.

  7. Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games.

    Science.gov (United States)

    Wei, Qinglai; Liu, Derong; Lin, Qiao; Song, Ruizhuo

    2018-04-01

    In this paper, a novel adaptive dynamic programming (ADP) algorithm, called "iterative zero-sum ADP algorithm," is developed to solve infinite-horizon discrete-time two-player zero-sum games of nonlinear systems. The present iterative zero-sum ADP algorithm permits arbitrary positive semidefinite functions to initialize the upper and lower iterations. A novel convergence analysis is developed to guarantee the upper and lower iterative value functions to converge to the upper and lower optimums, respectively. When the saddle-point equilibrium exists, it is emphasized that both the upper and lower iterative value functions are proved to converge to the optimal solution of the zero-sum game, where the existence criteria of the saddle-point equilibrium are not required. If the saddle-point equilibrium does not exist, the upper and lower optimal performance index functions are obtained, respectively, where the upper and lower performance index functions are proved to be not equivalent. Finally, simulation results and comparisons are shown to illustrate the performance of the present method.

  8. Distribution Locational Marginal Pricing for Optimal Electric Vehicle Charging through Chance Constrained Mixed-Integer Programming

    DEFF Research Database (Denmark)

    Liu, Zhaoxi; Wu, Qiuwei; Oren, Shmuel S.

    2017-01-01

    This paper presents a distribution locational marginal pricing (DLMP) method through chance constrained mixed-integer programming designed to alleviate the possible congestion in the future distribution network with high penetration of electric vehicles (EVs). In order to represent the stochastic...

  9. A generalized fuzzy credibility-constrained linear fractional programming approach for optimal irrigation water allocation under uncertainty

    Science.gov (United States)

    Zhang, Chenglong; Guo, Ping

    2017-10-01

    The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.

  10. Memory and Energy Optimization Strategies for Multithreaded Operating System on the Resource-Constrained Wireless Sensor Node

    Directory of Open Access Journals (Sweden)

    Xing Liu

    2014-12-01

    Full Text Available Memory and energy optimization strategies are essential for the resource-constrained wireless sensor network (WSN nodes. In this article, a new memory-optimized and energy-optimized multithreaded WSN operating system (OS LiveOS is designed and implemented. Memory cost of LiveOS is optimized by using the stack-shifting hybrid scheduling approach. Different from the traditional multithreaded OS in which thread stacks are allocated statically by the pre-reservation, thread stacks in LiveOS are allocated dynamically by using the stack-shifting technique. As a result, memory waste problems caused by the static pre-reservation can be avoided. In addition to the stack-shifting dynamic allocation approach, the hybrid scheduling mechanism which can decrease both the thread scheduling overhead and the thread stack number is also implemented in LiveOS. With these mechanisms, the stack memory cost of LiveOS can be reduced more than 50% if compared to that of a traditional multithreaded OS. Not is memory cost optimized, but also the energy cost is optimized in LiveOS, and this is achieved by using the multi-core “context aware” and multi-core “power-off/wakeup” energy conservation approaches. By using these approaches, energy cost of LiveOS can be reduced more than 30% when compared to the single-core WSN system. Memory and energy optimization strategies in LiveOS not only prolong the lifetime of WSN nodes, but also make the multithreaded OS feasible to run on the memory-constrained WSN nodes.

  11. The existence and global attractivity of almost periodic sequence solution of discrete-time neural networks

    International Nuclear Information System (INIS)

    Huang Zhenkun; Wang Xinghua; Gao Feng

    2006-01-01

    In this Letter, we discuss discrete-time analogue of a continuous-time cellular neural network. Sufficient conditions are obtained for the existence of a unique almost periodic sequence solution which is globally attractive. Our results demonstrate dynamics of the formulated discrete-time analogue as mathematical models for the continuous-time cellular neural network in almost periodic case. Finally, a computer simulation illustrates the suitability of our discrete-time analogue as numerical algorithms in simulating the continuous-time cellular neural network conveniently

  12. Modified Covariance Matrix Adaptation – Evolution Strategy algorithm for constrained optimization under uncertainty, application to rocket design

    Directory of Open Access Journals (Sweden)

    Chocat Rudy

    2015-01-01

    Full Text Available The design of complex systems often induces a constrained optimization problem under uncertainty. An adaptation of CMA-ES(λ, μ optimization algorithm is proposed in order to efficiently handle the constraints in the presence of noise. The update mechanisms of the parametrized distribution used to generate the candidate solutions are modified. The constraint handling method allows to reduce the semi-principal axes of the probable research ellipsoid in the directions violating the constraints. The proposed approach is compared to existing approaches on three analytic optimization problems to highlight the efficiency and the robustness of the algorithm. The proposed method is used to design a two stage solid propulsion launch vehicle.

  13. Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function

    KAUST Repository

    Pearson, John W.; Stoll, Martin; Wathen, Andrew J.

    2012-01-01

    Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here

  14. Scheduling Appliances with GA, TLBO, FA, OSR and Their Hybrids Using Chance Constrained Optimization for Smart Homes

    Directory of Open Access Journals (Sweden)

    Zunaira Nadeem

    2018-04-01

    Full Text Available In this paper, we design a controller for home energy management based on following meta-heuristic algorithms: teaching learning-based optimization (TLBO, genetic algorithm (GA, firefly algorithm (FA and optimal stopping rule (OSR theory. The principal goal of designing this controller is to reduce the energy consumption of residential sectors while reducing consumer’s electricity bill and maximizing user comfort. Additionally, we propose three hybrid schemes OSR-GA, OSR-TLBO and OSR-FA, by combining the best features of existing algorithms. We have also optimized the desired parameters: peak to average ratio, energy consumption, cost, and user comfort (appliance waiting time for 20, 50, 100 and 200 heterogeneous homes in two steps. In the first step, we obtain the optimal scheduling of home appliances implementing our aforementioned hybrid schemes for single and multiple homes while considering user preferences and threshold base policy. In the second step, we formulate our problem through chance constrained optimization. Simulation results show that proposed hybrid scheduling schemes outperformed for single and multiple homes and they shift the consumer load demand exceeding a predefined threshold to the hours where the electricity price is low thus following the threshold base policy. This helps to reduce electricity cost while considering the comfort of a user by minimizing delay and peak to average ratio. In addition, chance-constrained optimization is used to ensure the scheduling of appliances while considering the uncertainties of a load hence smoothing the load curtailment. The major focus is to keep the appliances power consumption within the power constraint, while keeping power consumption below a pre-defined acceptable level. Moreover, the feasible regions of appliances electricity consumption are calculated which show the relationship between cost and energy consumption and cost and waiting time.

  15. Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

    Directory of Open Access Journals (Sweden)

    Nebojsa Bacanin

    2014-01-01

    portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.

  16. SU-G-BRA-08: Diaphragm Motion Tracking Based On KV CBCT Projections with a Constrained Linear Regression Optimization

    Energy Technology Data Exchange (ETDEWEB)

    Wei, J [City College of New York, New York, NY (United States); Chao, M [The Mount Sinai Medical Center, New York, NY (United States)

    2016-06-15

    Purpose: To develop a novel strategy to extract the respiratory motion of the thoracic diaphragm from kilovoltage cone beam computed tomography (CBCT) projections by a constrained linear regression optimization technique. Methods: A parabolic function was identified as the geometric model and was employed to fit the shape of the diaphragm on the CBCT projections. The search was initialized by five manually placed seeds on a pre-selected projection image. Temporal redundancies, the enabling phenomenology in video compression and encoding techniques, inherent in the dynamic properties of the diaphragm motion together with the geometrical shape of the diaphragm boundary and the associated algebraic constraint that significantly reduced the searching space of viable parabolic parameters was integrated, which can be effectively optimized by a constrained linear regression approach on the subsequent projections. The innovative algebraic constraints stipulating the kinetic range of the motion and the spatial constraint preventing any unphysical deviations was able to obtain the optimal contour of the diaphragm with minimal initialization. The algorithm was assessed by a fluoroscopic movie acquired at anteriorposterior fixed direction and kilovoltage CBCT projection image sets from four lung and two liver patients. The automatic tracing by the proposed algorithm and manual tracking by a human operator were compared in both space and frequency domains. Results: The error between the estimated and manual detections for the fluoroscopic movie was 0.54mm with standard deviation (SD) of 0.45mm, while the average error for the CBCT projections was 0.79mm with SD of 0.64mm for all enrolled patients. The submillimeter accuracy outcome exhibits the promise of the proposed constrained linear regression approach to track the diaphragm motion on rotational projection images. Conclusion: The new algorithm will provide a potential solution to rendering diaphragm motion and ultimately

  17. SU-G-BRA-08: Diaphragm Motion Tracking Based On KV CBCT Projections with a Constrained Linear Regression Optimization

    International Nuclear Information System (INIS)

    Wei, J; Chao, M

    2016-01-01

    Purpose: To develop a novel strategy to extract the respiratory motion of the thoracic diaphragm from kilovoltage cone beam computed tomography (CBCT) projections by a constrained linear regression optimization technique. Methods: A parabolic function was identified as the geometric model and was employed to fit the shape of the diaphragm on the CBCT projections. The search was initialized by five manually placed seeds on a pre-selected projection image. Temporal redundancies, the enabling phenomenology in video compression and encoding techniques, inherent in the dynamic properties of the diaphragm motion together with the geometrical shape of the diaphragm boundary and the associated algebraic constraint that significantly reduced the searching space of viable parabolic parameters was integrated, which can be effectively optimized by a constrained linear regression approach on the subsequent projections. The innovative algebraic constraints stipulating the kinetic range of the motion and the spatial constraint preventing any unphysical deviations was able to obtain the optimal contour of the diaphragm with minimal initialization. The algorithm was assessed by a fluoroscopic movie acquired at anteriorposterior fixed direction and kilovoltage CBCT projection image sets from four lung and two liver patients. The automatic tracing by the proposed algorithm and manual tracking by a human operator were compared in both space and frequency domains. Results: The error between the estimated and manual detections for the fluoroscopic movie was 0.54mm with standard deviation (SD) of 0.45mm, while the average error for the CBCT projections was 0.79mm with SD of 0.64mm for all enrolled patients. The submillimeter accuracy outcome exhibits the promise of the proposed constrained linear regression approach to track the diaphragm motion on rotational projection images. Conclusion: The new algorithm will provide a potential solution to rendering diaphragm motion and ultimately

  18. Approximation-Based Discrete-Time Adaptive Position Tracking Control for Interior Permanent Magnet Synchronous Motors.

    Science.gov (United States)

    Yu, Jinpeng; Shi, Peng; Yu, Haisheng; Chen, Bing; Lin, Chong

    2015-07-01

    This paper considers the problem of discrete-time adaptive position tracking control for a interior permanent magnet synchronous motor (IPMSM) based on fuzzy-approximation. Fuzzy logic systems are used to approximate the nonlinearities of the discrete-time IPMSM drive system which is derived by direct discretization using Euler method, and a discrete-time fuzzy position tracking controller is designed via backstepping approach. In contrast to existing results, the advantage of the scheme is that the number of the adjustable parameters is reduced to two only and the problem of coupling nonlinearity can be overcome. It is shown that the proposed discrete-time fuzzy controller can guarantee the tracking error converges to a small neighborhood of the origin and all the signals are bounded. Simulation results illustrate the effectiveness and the potentials of the theoretic results obtained.

  19. Decentralized control of discrete-time linear time invariant systems with input saturation

    NARCIS (Netherlands)

    Deliu, Ciprian; Deliu, C.; Malek, Babak; Roy, Sandip; Saberi, Ali; Stoorvogel, Antonie Arij

    2009-01-01

    We study decentralized stabilization of discrete time linear time invariant (LTI) systems subject to actuator saturation, using LTI controllers. The requirement of stabilization under both saturation constraints and decentralization impose obvious necessary conditions on the open-loop plant, namely

  20. Parisian ruin for the dual risk process in discrete-time

    OpenAIRE

    Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D.

    2017-01-01

    In this paper we consider the Parisian ruin probabilities for the dual risk model in a discrete-time setting. By exploiting the strong Markov property of the risk process we derive a recursive expression for the fnite-time Parisian ruin probability, in terms of classic discrete-time dual ruin probabilities. Moreover, we obtain an explicit expression for the corresponding infnite-time Parisian ruin probability as a limiting case. In order to obtain more analytic results, we employ a conditioni...

  1. Synchronization of discrete-time hyperchaotic systems: An application in communications

    International Nuclear Information System (INIS)

    Aguilar-Bustos, A.Y.; Cruz-Hernandez, C.

    2009-01-01

    In this paper, the synchronization problem of discrete-time complex dynamics is presented. In particular, we use the model-matching approach from nonlinear control theory to synchronize two unidirectionally coupled discrete-time hyperchaotic systems. A potential application to secure/private communication of confidential information is also given. By using different (hyperchaotic) encryption schemes with a single and two transmission channels, we show that output synchronization of hyperchaotic maps is indeed suitable for encryption, transmission, and decryption of information.

  2. A continuous-time/discrete-time mixed audio-band sigma delta ADC

    International Nuclear Information System (INIS)

    Liu Yan; Hua Siliang; Wang Donghui; Hou Chaohuan

    2011-01-01

    This paper introduces a mixed continuous-time/discrete-time, single-loop, fourth-order, 4-bit audio-band sigma delta ADC that combines the benefits of continuous-time and discrete-time circuits, while mitigating the challenges associated with continuous-time design. Measurement results show that the peak SNR of this ADC reaches 100 dB and the total power consumption is less than 30 mW. (semiconductor integrated circuits)

  3. Function Projective Synchronization in Discrete-Time Chaotic System with Uncertain Parameters

    International Nuclear Information System (INIS)

    Chen Yong; Li Xin

    2009-01-01

    The function projective synchronization of discrete-time chaotic systems is presented. Based on backstepping design with three controllers, a systematic, concrete and automatic scheme is developed to investigate function projective synchronization (FPS) of discrete-time chaotic systems with uncertain parameters. With the aid of symbolic-numeric computation, we use the proposed scheme to illustrate FPS between two identical 3D Henon-like maps with uncertain parameters. Numeric simulations are used to verify the effectiveness of our scheme. (general)

  4. Control of the formation of projective synchronisation in lower-dimensional discrete-time systems

    International Nuclear Information System (INIS)

    Chee, C.Y.; Xu Daolin

    2003-01-01

    Projective synchronisation was recently observed in partially linear discrete-time systems. The scaling factor that characterises the behaviour of projective synchronisation is however unpredictable. In order to manipulate the ultimate state of the synchronisation, a control algorithm based on Schur-Chon stability criteria is proposed to direct the scaling factor onto any predestined value. In the numerical experiment, we illustrate the application on two chaotic discrete-time systems

  5. Constrained Optimal Stochastic Control of Non-Linear Wave Energy Point Absorbers

    DEFF Research Database (Denmark)

    Sichani, Mahdi Teimouri; Chen, Jian-Bing; Kramer, Morten

    2014-01-01

    to extract energy. Constrains are enforced on the control force to prevent large structural stresses in the floater at specific hot spots with the risk of inducing fatigue damage, or because the demanded control force cannot be supplied by the actuator system due to saturation. Further, constraints...... are enforced on the motion of the floater to prevent it from hitting the bottom of the sea or to make unacceptable jumps out of the water. The applied control law, which is of the feedback type with feedback from the displacement, velocity, and acceleration of the floater, contains two unprovided gain...

  6. Development of discrete-time H∞ filtering method for time-delay compensation of rhodium incore detectors

    International Nuclear Information System (INIS)

    Park, Moon Kyu; Kim, Yong Hee; Cha, Kune Ho; Kim, Myung Ki

    1998-01-01

    A method is described to develop an H∞ filtering method for the dynamic compensation of self-powered neutron detectors normally used for fixed incore instruments. An H∞ norm of the filter transfer matrix is used as the optimization criteria in the worst-case estimation error sense. Filter modeling is performed for discrete-time model. The filter gains are optimized in the sense of noise attenuation level of H∞ setting. By introducing Bounded Real Lemma, the conventional algebraic Riccati inequalities are converted into Linear Matrix Inequalities (LMIs). Finally, the filter design problem is solved via the convex optimization framework using LMIs. The simulation results show that remarkable improvements are achieved in view of the filter response time and the filter design efficiency

  7. Zero-sum two-player game theoretic formulation of affine nonlinear discrete-time systems using neural networks.

    Science.gov (United States)

    Mehraeen, Shahab; Dierks, Travis; Jagannathan, S; Crow, Mariesa L

    2013-12-01

    In this paper, the nearly optimal solution for discrete-time (DT) affine nonlinear control systems in the presence of partially unknown internal system dynamics and disturbances is considered. The approach is based on successive approximate solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which appears in optimal control. Successive approximation approach for updating control and disturbance inputs for DT nonlinear affine systems are proposed. Moreover, sufficient conditions for the convergence of the approximate HJI solution to the saddle point are derived, and an iterative approach to approximate the HJI equation using a neural network (NN) is presented. Then, the requirement of full knowledge of the internal dynamics of the nonlinear DT system is relaxed by using a second NN online approximator. The result is a closed-loop optimal NN controller via offline learning. A numerical example is provided illustrating the effectiveness of the approach.

  8. Robust optimization methods for chance constrained, simulation-based, and bilevel problems

    NARCIS (Netherlands)

    Yanikoglu, I.

    2014-01-01

    The objective of robust optimization is to find solutions that are immune to the uncertainty of the parameters in a mathematical optimization problem. It requires that the constraints of a given problem should be satisfied for all realizations of the uncertain parameters in a so-called uncertainty

  9. Trade-offs and efficiencies in optimal budget-constrained multispecies corridor networks

    Science.gov (United States)

    Bistra Dilkina; Rachel Houtman; Carla P. Gomes; Claire A. Montgomery; Kevin S. McKelvey; Katherine Kendall; Tabitha A. Graves; Richard Bernstein; Michael K. Schwartz

    2016-01-01

    Conservation biologists recognize that a system of isolated protected areas will be necessary but insufficient to meet biodiversity objectives. Current approaches to connecting core conservation areas through corridors consider optimal corridor placement based on a single optimization goal: commonly, maximizing the movement for a target species across a...

  10. Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

    International Nuclear Information System (INIS)

    Salazar, Daniel; Rocco, Claudio M.; Galvan, Blas J.

    2006-01-01

    This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature

  11. Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Salazar, Daniel [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain) and Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: danielsalazaraponte@gmail.com; Rocco, Claudio M. [Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: crocco@reacciun.ve; Galvan, Blas J. [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain)]. E-mail: bgalvan@step.es

    2006-09-15

    This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature.

  12. Constrained Optimization Methods in Health Services Research-An Introduction: Report 1 of the ISPOR Optimization Methods Emerging Good Practices Task Force.

    Science.gov (United States)

    Crown, William; Buyukkaramikli, Nasuh; Thokala, Praveen; Morton, Alec; Sir, Mustafa Y; Marshall, Deborah A; Tosh, Jon; Padula, William V; Ijzerman, Maarten J; Wong, Peter K; Pasupathy, Kalyan S

    2017-03-01

    Providing health services with the greatest possible value to patients and society given the constraints imposed by patient characteristics, health care system characteristics, budgets, and so forth relies heavily on the design of structures and processes. Such problems are complex and require a rigorous and systematic approach to identify the best solution. Constrained optimization is a set of methods designed to identify efficiently and systematically the best solution (the optimal solution) to a problem characterized by a number of potential solutions in the presence of identified constraints. This report identifies 1) key concepts and the main steps in building an optimization model; 2) the types of problems for which optimal solutions can be determined in real-world health applications; and 3) the appropriate optimization methods for these problems. We first present a simple graphical model based on the treatment of "regular" and "severe" patients, which maximizes the overall health benefit subject to time and budget constraints. We then relate it back to how optimization is relevant in health services research for addressing present day challenges. We also explain how these mathematical optimization methods relate to simulation methods, to standard health economic analysis techniques, and to the emergent fields of analytics and machine learning. Copyright © 2017 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

  13. Multi-Objective Design Optimization of an Over-Constrained Flexure-Based Amplifier

    Directory of Open Access Journals (Sweden)

    Yuan Ni

    2015-07-01

    Full Text Available The optimizing design for enhancement of the micro performance of manipulator based on analytical models is investigated in this paper. By utilizing the established uncanonical linear homogeneous equations, the quasi-static analytical model of the micro-manipulator is built, and the theoretical calculation results are tested by FEA simulations. To provide a theoretical basis for a micro-manipulator being used in high-precision engineering applications, this paper investigates the modal property based on the analytical model. Based on the finite element method, with multipoint constraint equations, the model is built and the results have a good match with the simulation. The following parametric influences studied show that the influences of other objectives on one objective are complicated.  Consequently, the multi-objective optimization by the derived analytical models is carried out to find out the optimal solutions of the manipulator. Besides the inner relationships among these design objectives during the optimization process are discussed.

  14. Extended Information Ratio for Portfolio Optimization Using Simulated Annealing with Constrained Neighborhood

    Science.gov (United States)

    Orito, Yukiko; Yamamoto, Hisashi; Tsujimura, Yasuhiro; Kambayashi, Yasushi

    The portfolio optimizations are to determine the proportion-weighted combination in the portfolio in order to achieve investment targets. This optimization is one of the multi-dimensional combinatorial optimizations and it is difficult for the portfolio constructed in the past period to keep its performance in the future period. In order to keep the good performances of portfolios, we propose the extended information ratio as an objective function, using the information ratio, beta, prime beta, or correlation coefficient in this paper. We apply the simulated annealing (SA) to optimize the portfolio employing the proposed ratio. For the SA, we make the neighbor by the operation that changes the structure of the weights in the portfolio. In the numerical experiments, we show that our portfolios keep the good performances when the market trend of the future period becomes different from that of the past period.

  15. Automatic analog IC sizing and optimization constrained with PVT corners and layout effects

    CERN Document Server

    Lourenço, Nuno; Horta, Nuno

    2017-01-01

    This book introduces readers to a variety of tools for automatic analog integrated circuit (IC) sizing and optimization. The authors provide a historical perspective on the early methods proposed to tackle automatic analog circuit sizing, with emphasis on the methodologies to size and optimize the circuit, and on the methodologies to estimate the circuit’s performance. The discussion also includes robust circuit design and optimization and the most recent advances in layout-aware analog sizing approaches. The authors describe a methodology for an automatic flow for analog IC design, including details of the inputs and interfaces, multi-objective optimization techniques, and the enhancements made in the base implementation by using machine leaning techniques. The Gradient model is discussed in detail, along with the methods to include layout effects in the circuit sizing. The concepts and algorithms of all the modules are thoroughly described, enabling readers to reproduce the methodologies, improve the qual...

  16. A one-layer recurrent neural network for constrained nonsmooth optimization.

    Science.gov (United States)

    Liu, Qingshan; Wang, Jun

    2011-10-01

    This paper presents a novel one-layer recurrent neural network modeled by means of a differential inclusion for solving nonsmooth optimization problems, in which the number of neurons in the proposed neural network is the same as the number of decision variables of optimization problems. Compared with existing neural networks for nonsmooth optimization problems, the global convexity condition on the objective functions and constraints is relaxed, which allows the objective functions and constraints to be nonconvex. It is proven that the state variables of the proposed neural network are convergent to optimal solutions if a single design parameter in the model is larger than a derived lower bound. Numerical examples with simulation results substantiate the effectiveness and illustrate the characteristics of the proposed neural network.

  17. A non-penalty recurrent neural network for solving a class of constrained optimization problems.

    Science.gov (United States)

    Hosseini, Alireza

    2016-01-01

    In this paper, we explain a methodology to analyze convergence of some differential inclusion-based neural networks for solving nonsmooth optimization problems. For a general differential inclusion, we show that if its right hand-side set valued map satisfies some conditions, then solution trajectory of the differential inclusion converges to optimal solution set of its corresponding in optimization problem. Based on the obtained methodology, we introduce a new recurrent neural network for solving nonsmooth optimization problems. Objective function does not need to be convex on R(n) nor does the new neural network model require any penalty parameter. We compare our new method with some penalty-based and non-penalty based models. Moreover for differentiable cases, we implement circuit diagram of the new neural network. Copyright © 2015 Elsevier Ltd. All rights reserved.

  18. A one-layer recurrent neural network for constrained nonconvex optimization.

    Science.gov (United States)

    Li, Guocheng; Yan, Zheng; Wang, Jun

    2015-01-01

    In this paper, a one-layer recurrent neural network is proposed for solving nonconvex optimization problems subject to general inequality constraints, designed based on an exact penalty function method. It is proved herein that any neuron state of the proposed neural network is convergent to the feasible region in finite time and stays there thereafter, provided that the penalty parameter is sufficiently large. The lower bounds of the penalty parameter and convergence time are also estimated. In addition, any neural state of the proposed neural network is convergent to its equilibrium point set which satisfies the Karush-Kuhn-Tucker conditions of the optimization problem. Moreover, the equilibrium point set is equivalent to the optimal solution to the nonconvex optimization problem if the objective function and constraints satisfy given conditions. Four numerical examples are provided to illustrate the performances of the proposed neural network.

  19. Optimization of the box-girder of overhead crane with constrained ...

    African Journals Online (AJOL)

    haroun

    Keywords: Overhead crane - Box-girder - New bat algorithm - level of ... much more efficiency and robustness compared to the genetic algorithm (GA) and PSO ...... optimization: developments, applications and resources," in Evolutionary.

  20. Reserve-Constrained Multiarea Environmental/Economic Dispatch Using Enhanced Particle Swarm Optimization

    OpenAIRE

    Wang, Lingfeng; Singh, Chanan

    2007-01-01

    Source: Swarm Intelligence: Focus on Ant and Particle Swarm Optimization, Book edited by: Felix T. S. Chan and Manoj Kumar Tiwari, ISBN 978-3-902613-09-7, pp. 532, December 2007, Itech Education and Publishing, Vienna, Austria

  1. Direct Speed Control of PMSM Drive Using SDRE and Convex Constrained Optimization

    Czech Academy of Sciences Publication Activity Database

    Šmídl, V.; Janouš, Š.; Adam, Lukáš; Peroutka, Z.

    2018-01-01

    Roč. 65, č. 1 (2018), s. 532-542 ISSN 1932-4529 Grant - others:GA MŠk(CZ) LO1607 Institutional support: RVO:67985556 Keywords : Velocity control * Optimization * Stators * Voltage control * Predictive control * Optimal control * Rotors Subject RIV: BD - Theory of Information Impact factor: 10.710, year: 2016 http://library.utia.cas.cz/separaty/2017/AS/smidl-0481225.pdf

  2. Constrained Optimization via Stochastic approximation with a simultaneous perturbation gradient approximation

    DEFF Research Database (Denmark)

    Sadegh, Payman

    1997-01-01

    This paper deals with a projection algorithm for stochastic approximation using simultaneous perturbation gradient approximation for optimization under inequality constraints where no direct gradient of the loss function is available and the inequality constraints are given as explicit functions...... of the optimization parameters. It is shown that, under application of the projection algorithm, the parameter iterate converges almost surely to a Kuhn-Tucker point, The procedure is illustrated by a numerical example, (C) 1997 Elsevier Science Ltd....

  3. Taylor O(h³) Discretization of ZNN Models for Dynamic Equality-Constrained Quadratic Programming With Application to Manipulators.

    Science.gov (United States)

    Liao, Bolin; Zhang, Yunong; Jin, Long

    2016-02-01

    In this paper, a new Taylor-type numerical differentiation formula is first presented to discretize the continuous-time Zhang neural network (ZNN), and obtain higher computational accuracy. Based on the Taylor-type formula, two Taylor-type discrete-time ZNN models (termed Taylor-type discrete-time ZNNK and Taylor-type discrete-time ZNNU models) are then proposed and discussed to perform online dynamic equality-constrained quadratic programming. For comparison, Euler-type discrete-time ZNN models (called Euler-type discrete-time ZNNK and Euler-type discrete-time ZNNU models) and Newton iteration, with interesting links being found, are also presented. It is proved herein that the steady-state residual errors of the proposed Taylor-type discrete-time ZNN models, Euler-type discrete-time ZNN models, and Newton iteration have the patterns of O(h(3)), O(h(2)), and O(h), respectively, with h denoting the sampling gap. Numerical experiments, including the application examples, are carried out, of which the results further substantiate the theoretical findings and the efficacy of Taylor-type discrete-time ZNN models. Finally, the comparisons with Taylor-type discrete-time derivative model and other Lagrange-type discrete-time ZNN models for dynamic equality-constrained quadratic programming substantiate the superiority of the proposed Taylor-type discrete-time ZNN models once again.

  4. Optimal Coordinated EV Charging with Reactive Power Support in Constrained Distribution Grids

    Energy Technology Data Exchange (ETDEWEB)

    Paudyal, Sumit; Ceylan, Oğuzhan; Bhattarai, Bishnu P.; Myers, Kurt S.

    2017-07-01

    Electric vehicle (EV) charging/discharging can take place in any P-Q quadrants, which means EVs could support reactive power to the grid while charging the battery. In controlled charging schemes, distribution system operator (DSO) coordinates with the charging of EV fleets to ensure grid’s operating constraints are not violated. In fact, this refers to DSO setting upper bounds on power limits for EV charging. In this work, we demonstrate that if EVs inject reactive power into the grid while charging, DSO could issue higher upper bounds on the active power limits for the EVs for the same set of grid constraints. We demonstrate the concept in an 33-node test feeder with 1,500 EVs. Case studies show that in constrained distribution grids in coordinated charging, average costs of EV charging could be reduced if the charging takes place in the fourth P-Q quadrant compared to charging with unity power factor.

  5. Multi-objective hybrid PSO-APO algorithm based security constrained optimal power flow with wind and thermal generators

    Directory of Open Access Journals (Sweden)

    Kiran Teeparthi

    2017-04-01

    Full Text Available In this paper, a new low level with teamwork heterogeneous hybrid particle swarm optimization and artificial physics optimization (HPSO-APO algorithm is proposed to solve the multi-objective security constrained optimal power flow (MO-SCOPF problem. Being engaged with the environmental and total production cost concerns, wind energy is highly penetrating to the main grid. The total production cost, active power losses and security index are considered as the objective functions. These are simultaneously optimized using the proposed algorithm for base case and contingency cases. Though PSO algorithm exhibits good convergence characteristic, fails to give near optimal solution. On the other hand, the APO algorithm shows the capability of improving diversity in search space and also to reach a near global optimum point, whereas, APO is prone to premature convergence. The proposed hybrid HPSO-APO algorithm combines both individual algorithm strengths, to get balance between global and local search capability. The APO algorithm is improving diversity in the search space of the PSO algorithm. The hybrid optimization algorithm is employed to alleviate the line overloads by generator rescheduling during contingencies. The standard IEEE 30-bus and Indian 75-bus practical test systems are considered to evaluate the robustness of the proposed method. The simulation results reveal that the proposed HPSO-APO method is more efficient and robust than the standard PSO and APO methods in terms of getting diverse Pareto optimal solutions. Hence, the proposed hybrid method can be used for the large interconnected power system to solve MO-SCOPF problem with integration of wind and thermal generators.

  6. Experimental design approach to the process parameter optimization for laser welding of martensitic stainless steels in a constrained overlap configuration

    Science.gov (United States)

    Khan, M. M. A.; Romoli, L.; Fiaschi, M.; Dini, G.; Sarri, F.

    2011-02-01

    This paper presents an experimental design approach to process parameter optimization for the laser welding of martensitic AISI 416 and AISI 440FSe stainless steels in a constrained overlap configuration in which outer shell was 0.55 mm thick. To determine the optimal laser-welding parameters, a set of mathematical models were developed relating welding parameters to each of the weld characteristics. These were validated both statistically and experimentally. The quality criteria set for the weld to determine optimal parameters were the minimization of weld width and the maximization of weld penetration depth, resistance length and shearing force. Laser power and welding speed in the range 855-930 W and 4.50-4.65 m/min, respectively, with a fiber diameter of 300 μm were identified as the optimal set of process parameters. However, the laser power and welding speed can be reduced to 800-840 W and increased to 4.75-5.37 m/min, respectively, to obtain stronger and better welds.

  7. Dynamic Optimization of Constrained Layer Damping Structure for the Headstock of Machine Tools with Modal Strain Energy Method

    Directory of Open Access Journals (Sweden)

    Yakai Xu

    2017-01-01

    Full Text Available Dynamic stiffness and damping of the headstock, which is a critical component of precision horizontal machining center, are two main factors that influence machining accuracy and surface finish quality. Constrained Layer Damping (CLD structure is proved to be effective in raising damping capacity for the thin plate and shell structures. In this paper, one kind of high damping material is utilized on the headstock to improve damping capacity. The dynamic characteristic of the hybrid headstock is investigated analytically and experimentally. The results demonstrate that the resonant response amplitudes of the headstock with damping material can decrease significantly compared to original cast structure. To obtain the optimal configuration of damping material, a topology optimization method based on the Evolutionary Structural Optimization (ESO is implemented. Modal Strain Energy (MSE method is employed to analyze the damping and to derive the sensitivity of the modal loss factor. The optimization results indicate that the added weight of damping material decreases by 50%; meanwhile the first two orders of modal loss factor decrease by less than 23.5% compared to the original structure.

  8. Optimal control landscape for the generation of unitary transformations with constrained dynamics

    International Nuclear Information System (INIS)

    Hsieh, Michael; Wu, Rebing; Rabitz, Herschel; Lidar, Daniel

    2010-01-01

    The reliable and precise generation of quantum unitary transformations is essential for the realization of a number of fundamental objectives, such as quantum control and quantum information processing. Prior work has explored the optimal control problem of generating such unitary transformations as a surface-optimization problem over the quantum control landscape, defined as a metric for realizing a desired unitary transformation as a function of the control variables. It was found that under the assumption of nondissipative and controllable dynamics, the landscape topology is trap free, which implies that any reasonable optimization heuristic should be able to identify globally optimal solutions. The present work is a control landscape analysis, which incorporates specific constraints in the Hamiltonian that correspond to certain dynamical symmetries in the underlying physical system. It is found that the presence of such symmetries does not destroy the trap-free topology. These findings expand the class of quantum dynamical systems on which control problems are intrinsically amenable to a solution by optimal control.

  9. A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation

    International Nuclear Information System (INIS)

    Sankaran, Sethuraman; Audet, Charles; Marsden, Alison L.

    2010-01-01

    Recent advances in coupling novel optimization methods to large-scale computing problems have opened the door to tackling a diverse set of physically realistic engineering design problems. A large computational overhead is associated with computing the cost function for most practical problems involving complex physical phenomena. Such problems are also plagued with uncertainties in a diverse set of parameters. We present a novel stochastic derivative-free optimization approach for tackling such problems. Our method extends the previously developed surrogate management framework (SMF) to allow for uncertainties in both simulation parameters and design variables. The stochastic collocation scheme is employed for stochastic variables whereas Kriging based surrogate functions are employed for the cost function. This approach is tested on four numerical optimization problems and is shown to have significant improvement in efficiency over traditional Monte-Carlo schemes. Problems with multiple probabilistic constraints are also discussed.

  10. Stabilization and tracking controller for a class of nonlinear discrete-time systems

    International Nuclear Information System (INIS)

    Sharma, B.B.; Kar, I.N.

    2011-01-01

    Highlights: → We present recursive design of stabilizing controller for nonlinear discrete-time systems. → Problem of stabilizing and tracking control of single link manipulator system is addressed. → We extend the proposed results to output tracking problems. → The proposed methodology is applied satisfactorily to discrete-time chaotic maps. - Abstract: In this paper, stabilization and tracking control problem for parametric strict feedback class of discrete time systems is addressed. Recursive design of control function based on contraction theory framework is proposed instead of traditional Lyapunov based method. Explicit structure of controller is derived for the addressed class of nonlinear discrete-time systems. Conditions for exponential stability of system states are derived in terms of controller parameters. At each stage of recursive procedure a specific structure of Jacobian matrix is ensured so as to satisfy conditions of stability. The closed loop dynamics in this case remains nonlinear in nature. The proposed algorithm establishes global stability results in quite a simple manner as it does not require formulation of error dynamics. Problem of stabilization and output tracking control in case of single link manipulator system with actuator dynamics is analyzed using the proposed strategy. The proposed results are further extended to stabilization of discrete time chaotic systems. Numerical simulations presented in the end show the effectiveness of the proposed approach.

  11. Design Optimization of Time- and Cost-Constrained Fault-Tolerant Distributed Embedded Systems

    DEFF Research Database (Denmark)

    Izosimov, Viacheslav; Pop, Paul; Eles, Petru

    2005-01-01

    In this paper we present an approach to the design optimization of fault-tolerant embedded systems for safety-critical applications. Processes are statically scheduled and communications are performed using the time-triggered protocol. We use process re-execution and replication for tolerating...... transient faults. Our design optimization approach decides the mapping of processes to processors and the assignment of fault-tolerant policies to processes such that transient faults are tolerated and the timing constraints of the application are satisfied. We present several heuristics which are able...

  12. Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function

    KAUST Repository

    Pearson, John W.

    2012-11-21

    Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared with other approaches. In this paper, we develop robust preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the efficiency of our approach. © 2012 John Wiley & Sons, Ltd.

  13. Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise

    Directory of Open Access Journals (Sweden)

    Huiying Sun

    2014-01-01

    Full Text Available We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ differential games. A necessary and sufficient condition involved with the connection between stochastic Tn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochastic Tn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs. Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.

  14. An ensemble-based method for constrained reservoir life-cycle optimization

    NARCIS (Netherlands)

    Leeuwenburgh, O.; Egberts, P.J.P.; Chitu, A.G.

    2015-01-01

    We consider the problem of finding optimal long-term (life-cycle) recovery strategies for hydrocarbon reservoirs by use of simulation models. In such problems the presence of operating constraints, such as for example a maximum rate limit for a group of wells, may strongly influence the range of

  15. Constrained Optimization Problems in Cost and Managerial Accounting--Spreadsheet Tools

    Science.gov (United States)

    Amlie, Thomas T.

    2009-01-01

    A common problem addressed in Managerial and Cost Accounting classes is that of selecting an optimal production mix given scarce resources. That is, if a firm produces a number of different products, and is faced with scarce resources (e.g., limitations on labor, materials, or machine time), what combination of products yields the greatest profit…

  16. A policy iteration approach to online optimal control of continuous-time constrained-input systems.

    Science.gov (United States)

    Modares, Hamidreza; Naghibi Sistani, Mohammad-Bagher; Lewis, Frank L

    2013-09-01

    This paper is an effort towards developing an online learning algorithm to find the optimal control solution for continuous-time (CT) systems subject to input constraints. The proposed method is based on the policy iteration (PI) technique which has recently evolved as a major technique for solving optimal control problems. Although a number of online PI algorithms have been developed for CT systems, none of them take into account the input constraints caused by actuator saturation. In practice, however, ignoring these constraints leads to performance degradation or even system instability. In this paper, to deal with the input constraints, a suitable nonquadratic functional is employed to encode the constraints into the optimization formulation. Then, the proposed PI algorithm is implemented on an actor-critic structure to solve the Hamilton-Jacobi-Bellman (HJB) equation associated with this nonquadratic cost functional in an online fashion. That is, two coupled neural network (NN) approximators, namely an actor and a critic are tuned online and simultaneously for approximating the associated HJB solution and computing the optimal control policy. The critic is used to evaluate the cost associated with the current policy, while the actor is used to find an improved policy based on information provided by the critic. Convergence to a close approximation of the HJB solution as well as stability of the proposed feedback control law are shown. Simulation results of the proposed method on a nonlinear CT system illustrate the effectiveness of the proposed approach. Copyright © 2013 ISA. All rights reserved.

  17. Blind Channel Equalization with Colored Source Based on Constrained Optimization Methods

    Directory of Open Access Journals (Sweden)

    Dayong Zhou

    2008-12-01

    Full Text Available Tsatsanis and Xu have applied the constrained minimum output variance (CMOV principle to directly blind equalize a linear channel—a technique that has proven effective with white inputs. It is generally assumed in the literature that their CMOV method can also effectively equalize a linear channel with a colored source. In this paper, we prove that colored inputs will cause the equalizer to incorrectly converge due to inadequate constraints. We also introduce a new blind channel equalizer algorithm that is based on the CMOV principle, but with a different constraint that will correctly handle colored sources. Our proposed algorithm works for channels with either white or colored inputs and performs equivalently to the trained minimum mean-square error (MMSE equalizer under high SNR. Thus, our proposed algorithm may be regarded as an extension of the CMOV algorithm proposed by Tsatsanis and Xu. We also introduce several methods to improve the performance of our introduced algorithm in the low SNR condition. Simulation results show the superior performance of our proposed methods.

  18. Exponential H(infinity) synchronization of general discrete-time chaotic neural networks with or without time delays.

    Science.gov (United States)

    Qi, Donglian; Liu, Meiqin; Qiu, Meikang; Zhang, Senlin

    2010-08-01

    This brief studies exponential H(infinity) synchronization of a class of general discrete-time chaotic neural networks with external disturbance. On the basis of the drive-response concept and H(infinity) control theory, and using Lyapunov-Krasovskii (or Lyapunov) functional, state feedback controllers are established to not only guarantee exponential stable synchronization between two general chaotic neural networks with or without time delays, but also reduce the effect of external disturbance on the synchronization error to a minimal H(infinity) norm constraint. The proposed controllers can be obtained by solving the convex optimization problems represented by linear matrix inequalities. Most discrete-time chaotic systems with or without time delays, such as Hopfield neural networks, cellular neural networks, bidirectional associative memory networks, recurrent multilayer perceptrons, Cohen-Grossberg neural networks, Chua's circuits, etc., can be transformed into this general chaotic neural network to be H(infinity) synchronization controller designed in a unified way. Finally, some illustrated examples with their simulations have been utilized to demonstrate the effectiveness of the proposed methods.

  19. Discrete-time sliding mode control for MR vehicle suspension system

    Energy Technology Data Exchange (ETDEWEB)

    Sohn, J W; Choi, S B [Smart Structures and Systems Laboratory, Department of Mechanical Engineering, Inha University, Incheon 402-751 (Korea, Republic of); Wereley, N M [Smart Structures Laboratory, Department of Aerospace Engineering, University of Maryland, College Park, MD 20742 (United States)], E-mail: seungbok@inha.ac.kr

    2009-02-01

    This paper presents control performance of a full-vehicle suspension system featuring magnetorheological (MR) dampers via a discrete-time sliding mode control algorithm (DSMC). A cylindrical MR damper is designed by incorporating Bingham model of the MR fluid and the field-dependent damping characteristics of the MR damper are evaluated. A full-vehicle suspension model installed with independent four MR dampers is constructed and the governing equations which include vertical, pitch and roll motion are derived. A discrete-time control model is established with considering system uncertainties and a discrete-time sliding mode controller which has inherent robustness to model uncertainty and external disturbance is formulated. Vibration control performances under bump excitation are evaluated and presented.

  20. Thermodynamic modeling, energy equipartition, and nonconservation of entropy for discrete-time dynamical systems

    Directory of Open Access Journals (Sweden)

    Chellaboina Vijaysekhar

    2005-01-01

    Full Text Available We develop thermodynamic models for discrete-time large-scale dynamical systems. Specifically, using compartmental dynamical system theory, we develop energy flow models possessing energy conservation, energy equipartition, temperature equipartition, and entropy nonconservation principles for discrete-time, large-scale dynamical systems. Furthermore, we introduce a new and dual notion to entropy; namely, ectropy, as a measure of the tendency of a dynamical system to do useful work and grow more organized, and show that conservation of energy in an isolated thermodynamic system necessarily leads to nonconservation of ectropy and entropy. In addition, using the system ectropy as a Lyapunov function candidate, we show that our discrete-time, large-scale thermodynamic energy flow model has convergent trajectories to Lyapunov stable equilibria determined by the system initial subsystem energies.

  1. Discrete-time sliding mode control for MR vehicle suspension system

    International Nuclear Information System (INIS)

    Sohn, J W; Choi, S B; Wereley, N M

    2009-01-01

    This paper presents control performance of a full-vehicle suspension system featuring magnetorheological (MR) dampers via a discrete-time sliding mode control algorithm (DSMC). A cylindrical MR damper is designed by incorporating Bingham model of the MR fluid and the field-dependent damping characteristics of the MR damper are evaluated. A full-vehicle suspension model installed with independent four MR dampers is constructed and the governing equations which include vertical, pitch and roll motion are derived. A discrete-time control model is established with considering system uncertainties and a discrete-time sliding mode controller which has inherent robustness to model uncertainty and external disturbance is formulated. Vibration control performances under bump excitation are evaluated and presented.

  2. Stabilisation of discrete-time polynomial fuzzy systems via a polynomial lyapunov approach

    Science.gov (United States)

    Nasiri, Alireza; Nguang, Sing Kiong; Swain, Akshya; Almakhles, Dhafer

    2018-02-01

    This paper deals with the problem of designing a controller for a class of discrete-time nonlinear systems which is represented by discrete-time polynomial fuzzy model. Most of the existing control design methods for discrete-time fuzzy polynomial systems cannot guarantee their Lyapunov function to be a radially unbounded polynomial function, hence the global stability cannot be assured. The proposed control design in this paper guarantees a radially unbounded polynomial Lyapunov functions which ensures global stability. In the proposed design, state feedback structure is considered and non-convexity problem is solved by incorporating an integrator into the controller. Sufficient conditions of stability are derived in terms of polynomial matrix inequalities which are solved via SOSTOOLS in MATLAB. A numerical example is presented to illustrate the effectiveness of the proposed controller.

  3. Blind Channel Equalization Using Constrained Generalized Pattern Search Optimization and Reinitialization Strategy

    Directory of Open Access Journals (Sweden)

    Charles Tatkeu

    2008-12-01

    Full Text Available We propose a global convergence baud-spaced blind equalization method in this paper. This method is based on the application of both generalized pattern optimization and channel surfing reinitialization. The potentially used unimodal cost function relies on higher- order statistics, and its optimization is achieved using a pattern search algorithm. Since the convergence to the global minimum is not unconditionally warranted, we make use of channel surfing reinitialization (CSR strategy to find the right global minimum. The proposed algorithm is analyzed, and simulation results using a severe frequency selective propagation channel are given. Detailed comparisons with constant modulus algorithm (CMA are highlighted. The proposed algorithm performances are evaluated in terms of intersymbol interference, normalized received signal constellations, and root mean square error vector magnitude. In case of nonconstant modulus input signals, our algorithm outperforms significantly CMA algorithm with full channel surfing reinitialization strategy. However, comparable performances are obtained for constant modulus signals.

  4. Blind Channel Equalization Using Constrained Generalized Pattern Search Optimization and Reinitialization Strategy

    Science.gov (United States)

    Zaouche, Abdelouahib; Dayoub, Iyad; Rouvaen, Jean Michel; Tatkeu, Charles

    2008-12-01

    We propose a global convergence baud-spaced blind equalization method in this paper. This method is based on the application of both generalized pattern optimization and channel surfing reinitialization. The potentially used unimodal cost function relies on higher- order statistics, and its optimization is achieved using a pattern search algorithm. Since the convergence to the global minimum is not unconditionally warranted, we make use of channel surfing reinitialization (CSR) strategy to find the right global minimum. The proposed algorithm is analyzed, and simulation results using a severe frequency selective propagation channel are given. Detailed comparisons with constant modulus algorithm (CMA) are highlighted. The proposed algorithm performances are evaluated in terms of intersymbol interference, normalized received signal constellations, and root mean square error vector magnitude. In case of nonconstant modulus input signals, our algorithm outperforms significantly CMA algorithm with full channel surfing reinitialization strategy. However, comparable performances are obtained for constant modulus signals.

  5. How does network design constrain optimal operation of intermittent water supply?

    Science.gov (United States)

    Lieb, Anna; Wilkening, Jon; Rycroft, Chris

    2015-11-01

    Urban water distribution systems do not always supply water continuously or reliably. As pipes fill and empty, pressure transients may contribute to degraded infrastructure and poor water quality. To help understand and manage this undesirable side effect of intermittent water supply--a phenomenon affecting hundreds of millions of people in cities around the world--we study the relative contributions of fixed versus dynamic properties of the network. Using a dynamical model of unsteady transition pipe flow, we study how different elements of network design, such as network geometry, pipe material, and pipe slope, contribute to undesirable pressure transients. Using an optimization framework, we then investigate to what extent network operation decisions such as supply timing and inflow rate may mitigate these effects. We characterize some aspects of network design that make them more or less amenable to operational optimization.

  6. A preconditioner for optimal control problems, constrained by Stokes equation with a time-harmonic control

    Czech Academy of Sciences Publication Activity Database

    Axelsson, Owe; Farouq, S.; Neytcheva, M.

    2017-01-01

    Roč. 310, January 2017 (2017), s. 5-18 ISSN 0377-0427 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : optimal control * time-harmonic Stokes problem * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www. science direct.com/ science /article/pii/S0377042716302631?via%3Dihub

  7. A preconditioner for optimal control problems, constrained by Stokes equation with a time-harmonic control

    Czech Academy of Sciences Publication Activity Database

    Axelsson, Owe; Farouq, S.; Neytcheva, M.

    2017-01-01

    Roč. 310, January 2017 (2017), s. 5-18 ISSN 0377-0427 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : optimal control * time-harmonic Stokes problem * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www.sciencedirect.com/science/article/pii/S0377042716302631?via%3Dihub

  8. Constraining Influence Diagram Structure by Generative Planning: An Application to the Optimization of Oil Spill Response

    OpenAIRE

    Agosta, John Mark

    2013-01-01

    This paper works through the optimization of a real world planning problem, with a combination of a generative planning tool and an influence diagram solver. The problem is taken from an existing application in the domain of oil spill emergency response. The planning agent manages constraints that order sets of feasible equipment employment actions. This is mapped at an intermediate level of abstraction onto an influence diagram. In addition, the planner can apply a surveillance operator that...

  9. Stress-constrained truss topology optimization problems that can be solved by linear programming

    DEFF Research Database (Denmark)

    Stolpe, Mathias; Svanberg, Krister

    2004-01-01

    We consider the problem of simultaneously selecting the material and determining the area of each bar in a truss structure in such a way that the cost of the structure is minimized subject to stress constraints under a single load condition. We show that such problems can be solved by linear...... programming to give the global optimum, and that two different materials are always sufficient in an optimal structure....

  10. Biogeography-based particle swarm optimization with fuzzy elitism and its applications to constrained engineering problems

    Science.gov (United States)

    Guo, Weian; Li, Wuzhao; Zhang, Qun; Wang, Lei; Wu, Qidi; Ren, Hongliang

    2014-11-01

    In evolutionary algorithms, elites are crucial to maintain good features in solutions. However, too many elites can make the evolutionary process stagnate and cannot enhance the performance. This article employs particle swarm optimization (PSO) and biogeography-based optimization (BBO) to propose a hybrid algorithm termed biogeography-based particle swarm optimization (BPSO) which could make a large number of elites effective in searching optima. In this algorithm, the whole population is split into several subgroups; BBO is employed to search within each subgroup and PSO for the global search. Since not all the population is used in PSO, this structure overcomes the premature convergence in the original PSO. Time complexity analysis shows that the novel algorithm does not increase the time consumption. Fourteen numerical benchmarks and four engineering problems with constraints are used to test the BPSO. To better deal with constraints, a fuzzy strategy for the number of elites is investigated. The simulation results validate the feasibility and effectiveness of the proposed algorithm.

  11. Pricing and lot sizing optimization in a two-echelon supply chain with a constrained Logit demand function

    Directory of Open Access Journals (Sweden)

    Yeison Díaz-Mateus

    2017-07-01

    Full Text Available Decision making in supply chains is influenced by demand variations, and hence sales, purchase orders and inventory levels are therefore concerned. This paper presents a non-linear optimization model for a two-echelon supply chain, for a unique product. In addition, the model includes the consumers’ maximum willingness to pay, taking socioeconomic differences into account. To do so, the constrained multinomial logit for discrete choices is used to estimate demand levels. Then, a metaheuristic approach based on particle swarm optimization is proposed to determine the optimal product sales price and inventory coordination variables. To validate the proposed model, a supply chain of a technological product was chosen and three scenarios are analyzed: discounts, demand segmentation and demand overestimation. Results are analyzed on the basis of profits, lotsizing and inventory turnover and market share. It can be concluded that the maximum willingness to pay must be taken into consideration, otherwise fictitious profits may mislead decision making, and although the market share would seem to improve, overall profits are not in fact necessarily better.

  12. A Novel Analytic Technique for the Service Station Reliability in a Discrete-Time Repairable Queue

    Directory of Open Access Journals (Sweden)

    Renbin Liu

    2013-01-01

    Full Text Available This paper presents a decomposition technique for the service station reliability in a discrete-time repairable GeomX/G/1 queueing system, in which the server takes exhaustive service and multiple adaptive delayed vacation discipline. Using such a novel analytic technique, some important reliability indices and reliability relation equations of the service station are derived. Furthermore, the structures of the service station indices are also found. Finally, special cases and numerical examples validate the derived results and show that our analytic technique is applicable to reliability analysis of some complex discrete-time repairable bulk arrival queueing systems.

  13. Observation of Discrete-Time-Crystal Signatures in an Ordered Dipolar Many-Body System

    Science.gov (United States)

    Rovny, Jared; Blum, Robert L.; Barrett, Sean E.

    2018-05-01

    A discrete time crystal (DTC) is a robust phase of driven systems that breaks the discrete time translation symmetry of the driving Hamiltonian. Recent experiments have observed DTC signatures in two distinct systems. Here we show nuclear magnetic resonance observations of DTC signatures in a third, strikingly different system: an ordered spatial crystal. We use a novel DTC echo experiment to probe the coherence of the driven system. Finally, we show that interactions during the pulse of the DTC sequence contribute to the decay of the signal, complicating attempts to measure the intrinsic lifetime of the DTC.

  14. Discrete-time bidirectional associative memory neural networks with variable delays

    International Nuclear Information System (INIS)

    Liang Jinling; Cao Jinde; Ho, Daniel W.C.

    2005-01-01

    Based on the linear matrix inequality (LMI), some sufficient conditions are presented in this Letter for the existence, uniqueness and global exponential stability of the equilibrium point of discrete-time bidirectional associative memory (BAM) neural networks with variable delays. Some of the stability criteria obtained in this Letter are delay-dependent, and some of them are delay-independent, they are less conservative than the ones reported so far in the literature. Furthermore, the results provide one more set of easily verified criteria for determining the exponential stability of discrete-time BAM neural networks

  15. Discrete-time bidirectional associative memory neural networks with variable delays

    Science.gov (United States)

    Liang, variable delays [rapid communication] J.; Cao, J.; Ho, D. W. C.

    2005-02-01

    Based on the linear matrix inequality (LMI), some sufficient conditions are presented in this Letter for the existence, uniqueness and global exponential stability of the equilibrium point of discrete-time bidirectional associative memory (BAM) neural networks with variable delays. Some of the stability criteria obtained in this Letter are delay-dependent, and some of them are delay-independent, they are less conservative than the ones reported so far in the literature. Furthermore, the results provide one more set of easily verified criteria for determining the exponential stability of discrete-time BAM neural networks.

  16. Exponential stability of continuous-time and discrete-time bidirectional associative memory networks with delays

    International Nuclear Information System (INIS)

    Liang Jinling; Cao Jinde

    2004-01-01

    First, convergence of continuous-time Bidirectional Associative Memory (BAM) neural networks are studied. By using Lyapunov functionals and some analysis technique, the delay-independent sufficient conditions are obtained for the networks to converge exponentially toward the equilibrium associated with the constant input sources. Second, discrete-time analogues of the continuous-time BAM networks are formulated and studied. It is shown that the convergence characteristics of the continuous-time systems are preserved by the discrete-time analogues without any restriction imposed on the uniform discretionary step size. An illustrative example is given to demonstrate the effectiveness of the obtained results

  17. Adaptive control of discrete-time chaotic systems: a fuzzy control approach

    International Nuclear Information System (INIS)

    Feng Gang; Chen Guanrong

    2005-01-01

    This paper discusses adaptive control of a class of discrete-time chaotic systems from a fuzzy control approach. Using the T-S model of discrete-time chaotic systems, an adaptive control algorithm is developed based on some conventional adaptive control techniques. The resulting adaptively controlled chaotic system is shown to be globally stable, and its robustness is discussed. A simulation example of the chaotic Henon map control is finally presented, to illustrate an application and the performance of the proposed control algorithm

  18. WE-AB-209-12: Quasi Constrained Multi-Criteria Optimization for Automated Radiation Therapy Treatment Planning

    Energy Technology Data Exchange (ETDEWEB)

    Watkins, W.T.; Siebers, J.V. [University of Virginia, Charlottesville, VA (United States)

    2016-06-15

    Purpose: To introduce quasi-constrained Multi-Criteria Optimization (qcMCO) for unsupervised radiation therapy optimization which generates alternative patient-specific plans emphasizing dosimetric tradeoffs and conformance to clinical constraints for multiple delivery techniques. Methods: For N Organs At Risk (OARs) and M delivery techniques, qcMCO generates M(N+1) alternative treatment plans per patient. Objective weight variations for OARs and targets are used to generate alternative qcMCO plans. For 30 locally advanced lung cancer patients, qcMCO plans were generated for dosimetric tradeoffs to four OARs: each lung, heart, and esophagus (N=4) and 4 delivery techniques (simple 4-field arrangements, 9-field coplanar IMRT, 27-field non-coplanar IMRT, and non-coplanar Arc IMRT). Quasi-constrained objectives included target prescription isodose to 95% (PTV-D95), maximum PTV dose (PTV-Dmax)< 110% of prescription, and spinal cord Dmax<45 Gy. The algorithm’s ability to meet these constraints while simultaneously revealing dosimetric tradeoffs was investigated. Statistically significant dosimetric tradeoffs were defined such that the coefficient of determination between dosimetric indices which varied by at least 5 Gy between different plans was >0.8. Results: The qcMCO plans varied mean dose by >5 Gy to ipsilateral lung for 24/30 patients, contralateral lung for 29/30 patients, esophagus for 29/30 patients, and heart for 19/30 patients. In the 600 plans computed without human interaction, average PTV-D95=67.4±3.3 Gy, PTV-Dmax=79.2±5.3 Gy, and spinal cord Dmax was >45 Gy in 93 plans (>50 Gy in 2/600 plans). Statistically significant dosimetric tradeoffs were evident in 19/30 plans, including multiple tradeoffs of at least 5 Gy between multiple OARs in 7/30 cases. The most common statistically significant tradeoff was increasing PTV-Dmax to reduce OAR dose (15/30 patients). Conclusion: The qcMCO method can conform to quasi-constrained objectives while revealing

  19. WE-AB-209-12: Quasi Constrained Multi-Criteria Optimization for Automated Radiation Therapy Treatment Planning

    International Nuclear Information System (INIS)

    Watkins, W.T.; Siebers, J.V.

    2016-01-01

    Purpose: To introduce quasi-constrained Multi-Criteria Optimization (qcMCO) for unsupervised radiation therapy optimization which generates alternative patient-specific plans emphasizing dosimetric tradeoffs and conformance to clinical constraints for multiple delivery techniques. Methods: For N Organs At Risk (OARs) and M delivery techniques, qcMCO generates M(N+1) alternative treatment plans per patient. Objective weight variations for OARs and targets are used to generate alternative qcMCO plans. For 30 locally advanced lung cancer patients, qcMCO plans were generated for dosimetric tradeoffs to four OARs: each lung, heart, and esophagus (N=4) and 4 delivery techniques (simple 4-field arrangements, 9-field coplanar IMRT, 27-field non-coplanar IMRT, and non-coplanar Arc IMRT). Quasi-constrained objectives included target prescription isodose to 95% (PTV-D95), maximum PTV dose (PTV-Dmax)< 110% of prescription, and spinal cord Dmax<45 Gy. The algorithm’s ability to meet these constraints while simultaneously revealing dosimetric tradeoffs was investigated. Statistically significant dosimetric tradeoffs were defined such that the coefficient of determination between dosimetric indices which varied by at least 5 Gy between different plans was >0.8. Results: The qcMCO plans varied mean dose by >5 Gy to ipsilateral lung for 24/30 patients, contralateral lung for 29/30 patients, esophagus for 29/30 patients, and heart for 19/30 patients. In the 600 plans computed without human interaction, average PTV-D95=67.4±3.3 Gy, PTV-Dmax=79.2±5.3 Gy, and spinal cord Dmax was >45 Gy in 93 plans (>50 Gy in 2/600 plans). Statistically significant dosimetric tradeoffs were evident in 19/30 plans, including multiple tradeoffs of at least 5 Gy between multiple OARs in 7/30 cases. The most common statistically significant tradeoff was increasing PTV-Dmax to reduce OAR dose (15/30 patients). Conclusion: The qcMCO method can conform to quasi-constrained objectives while revealing

  20. Optimization of a constrained linear monochromator design for neutral atom beams

    International Nuclear Information System (INIS)

    Kaltenbacher, Thomas

    2016-01-01

    A focused ground state, neutral atom beam, exploiting its de Broglie wavelength by means of atom optics, is used for neutral atom microscopy imaging. Employing Fresnel zone plates as a lens for these beams is a well established microscopy technique. To date, even for favorable beam source conditions a minimal focus spot size of slightly below 1 μm was reached. This limitation is essentially given by the intrinsic spectral purity of the beam in combination with the chromatic aberration of the diffraction based zone plate. Therefore, it is important to enhance the monochromaticity of the beam, enabling a higher spatial resolution, preferably below 100 nm. We propose to increase the monochromaticity of a neutral atom beam by means of a so-called linear monochromator set-up – a Fresnel zone plate in combination with a pinhole aperture – in order to gain more than one order of magnitude in spatial resolution. This configuration is known in X-ray microscopy and has proven to be useful, but has not been applied to neutral atom beams. The main result of this work is optimal design parameters based on models for this linear monochromator set-up followed by a second zone plate for focusing. The optimization was performed for minimizing the focal spot size and maximizing the centre line intensity at the detector position for an atom beam simultaneously. The results presented in this work are for, but not limited to, a neutral helium atom beam. - Highlights: • The presented results are essential for optimal operation conditions of a neutral atom microscope set-up. • The key parameters for the experimental arrangement of a neutral microscopy set-up are identified and their interplay is quantified. • Insights in the multidimensional problem provide deep and crucial understanding for pushing beyond the apparent focus limitations. • This work points out the trade-offs for high intensity and high spatial resolution indicating several use cases.

  1. Optimization of a constrained linear monochromator design for neutral atom beams

    Energy Technology Data Exchange (ETDEWEB)

    Kaltenbacher, Thomas

    2016-04-15

    A focused ground state, neutral atom beam, exploiting its de Broglie wavelength by means of atom optics, is used for neutral atom microscopy imaging. Employing Fresnel zone plates as a lens for these beams is a well established microscopy technique. To date, even for favorable beam source conditions a minimal focus spot size of slightly below 1 μm was reached. This limitation is essentially given by the intrinsic spectral purity of the beam in combination with the chromatic aberration of the diffraction based zone plate. Therefore, it is important to enhance the monochromaticity of the beam, enabling a higher spatial resolution, preferably below 100 nm. We propose to increase the monochromaticity of a neutral atom beam by means of a so-called linear monochromator set-up – a Fresnel zone plate in combination with a pinhole aperture – in order to gain more than one order of magnitude in spatial resolution. This configuration is known in X-ray microscopy and has proven to be useful, but has not been applied to neutral atom beams. The main result of this work is optimal design parameters based on models for this linear monochromator set-up followed by a second zone plate for focusing. The optimization was performed for minimizing the focal spot size and maximizing the centre line intensity at the detector position for an atom beam simultaneously. The results presented in this work are for, but not limited to, a neutral helium atom beam. - Highlights: • The presented results are essential for optimal operation conditions of a neutral atom microscope set-up. • The key parameters for the experimental arrangement of a neutral microscopy set-up are identified and their interplay is quantified. • Insights in the multidimensional problem provide deep and crucial understanding for pushing beyond the apparent focus limitations. • This work points out the trade-offs for high intensity and high spatial resolution indicating several use cases.

  2. Cohesive phase-field fracture and a PDE constrained optimization approach to fracture inverse problems

    Energy Technology Data Exchange (ETDEWEB)

    Tupek, Michael R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2016-06-30

    In recent years there has been a proliferation of modeling techniques for forward predictions of crack propagation in brittle materials, including: phase-field/gradient damage models, peridynamics, cohesive-zone models, and G/XFEM enrichment techniques. However, progress on the corresponding inverse problems has been relatively lacking. Taking advantage of key features of existing modeling approaches, we propose a parabolic regularization of Barenblatt cohesive models which borrows extensively from previous phase-field and gradient damage formulations. An efficient explicit time integration strategy for this type of nonlocal fracture model is then proposed and justified. In addition, we present a C++ computational framework for computing in- put parameter sensitivities efficiently for explicit dynamic problems using the adjoint method. This capability allows for solving inverse problems involving crack propagation to answer interesting engineering questions such as: 1) what is the optimal design topology and material placement for a heterogeneous structure to maximize fracture resistance, 2) what loads must have been applied to a structure for it to have failed in an observed way, 3) what are the existing cracks in a structure given various experimental observations, etc. In this work, we focus on the first of these engineering questions and demonstrate a capability to automatically and efficiently compute optimal designs intended to minimize crack propagation in structures.

  3. A multi-fidelity analysis selection method using a constrained discrete optimization formulation

    Science.gov (United States)

    Stults, Ian C.

    The purpose of this research is to develop a method for selecting the fidelity of contributing analyses in computer simulations. Model uncertainty is a significant component of result validity, yet it is neglected in most conceptual design studies. When it is considered, it is done so in only a limited fashion, and therefore brings the validity of selections made based on these results into question. Neglecting model uncertainty can potentially cause costly redesigns of concepts later in the design process or can even cause program cancellation. Rather than neglecting it, if one were to instead not only realize the model uncertainty in tools being used but also use this information to select the tools for a contributing analysis, studies could be conducted more efficiently and trust in results could be quantified. Methods for performing this are generally not rigorous or traceable, and in many cases the improvement and additional time spent performing enhanced calculations are washed out by less accurate calculations performed downstream. The intent of this research is to resolve this issue by providing a method which will minimize the amount of time spent conducting computer simulations while meeting accuracy and concept resolution requirements for results. In many conceptual design programs, only limited data is available for quantifying model uncertainty. Because of this data sparsity, traditional probabilistic means for quantifying uncertainty should be reconsidered. This research proposes to instead quantify model uncertainty using an evidence theory formulation (also referred to as Dempster-Shafer theory) in lieu of the traditional probabilistic approach. Specific weaknesses in using evidence theory for quantifying model uncertainty are identified and addressed for the purposes of the Fidelity Selection Problem. A series of experiments was conducted to address these weaknesses using n-dimensional optimization test functions. These experiments found that model

  4. A constrained tracking algorithm to optimize plug patterns in multiple isocenter Gamma Knife radiosurgery planning

    International Nuclear Information System (INIS)

    Li Kaile; Ma Lijun

    2005-01-01

    We developed a source blocking optimization algorithm for Gamma Knife radiosurgery, which is based on tracking individual source contributions to arbitrarily shaped target and critical structure volumes. A scalar objective function and a direct search algorithm were used to produce near real-time calculation results. The algorithm allows the user to set and vary the total number of plugs for each shot to limit the total beam-on time. We implemented and tested the algorithm for several multiple-isocenter Gamma Knife cases. It was found that the use of limited number of plugs significantly lowered the integral dose to the critical structures such as an optical chiasm in pituitary adenoma cases. The main effect of the source blocking is the faster dose falloff in the junction area between the target and the critical structure. In summary, we demonstrated a useful source-plugging algorithm for improving complex multi-isocenter Gamma Knife treatment planning cases

  5. Design Optimization of Mixed-Criticality Real-Time Applications on Cost-Constrained Partitioned Architectures

    DEFF Research Database (Denmark)

    Tamas-Selicean, Domitian; Pop, Paul

    2011-01-01

    In this paper we are interested to implement mixed-criticality hard real-time applications on a given heterogeneous distributed architecture. Applications have different criticality levels, captured by their Safety-Integrity Level (SIL), and are scheduled using static-cyclic scheduling. Mixed......-criticality tasks can be integrated onto the same architecture only if there is enough spatial and temporal separation among them. We consider that the separation is provided by partitioning, such that applications run in separate partitions, and each partition is allocated several time slots on a processor. Tasks...... slots on each processor and (iv) the schedule tables, such that all the applications are schedulable and the development costs are minimized. We have proposed a Tabu Search-based approach to solve this optimization problem. The proposed algorithm has been evaluated using several synthetic and real...

  6. Adaptive near-optimal neuro controller for continuous-time nonaffine nonlinear systems with constrained input.

    Science.gov (United States)

    Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali

    2017-09-01

    In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.

  7. Optimization of a constrained linear monochromator design for neutral atom beams.

    Science.gov (United States)

    Kaltenbacher, Thomas

    2016-04-01

    A focused ground state, neutral atom beam, exploiting its de Broglie wavelength by means of atom optics, is used for neutral atom microscopy imaging. Employing Fresnel zone plates as a lens for these beams is a well established microscopy technique. To date, even for favorable beam source conditions a minimal focus spot size of slightly below 1μm was reached. This limitation is essentially given by the intrinsic spectral purity of the beam in combination with the chromatic aberration of the diffraction based zone plate. Therefore, it is important to enhance the monochromaticity of the beam, enabling a higher spatial resolution, preferably below 100nm. We propose to increase the monochromaticity of a neutral atom beam by means of a so-called linear monochromator set-up - a Fresnel zone plate in combination with a pinhole aperture - in order to gain more than one order of magnitude in spatial resolution. This configuration is known in X-ray microscopy and has proven to be useful, but has not been applied to neutral atom beams. The main result of this work is optimal design parameters based on models for this linear monochromator set-up followed by a second zone plate for focusing. The optimization was performed for minimizing the focal spot size and maximizing the centre line intensity at the detector position for an atom beam simultaneously. The results presented in this work are for, but not limited to, a neutral helium atom beam. Copyright © 2016 Elsevier B.V. All rights reserved.

  8. Finite-time convergent recurrent neural network with a hard-limiting activation function for constrained optimization with piecewise-linear objective functions.

    Science.gov (United States)

    Liu, Qingshan; Wang, Jun

    2011-04-01

    This paper presents a one-layer recurrent neural network for solving a class of constrained nonsmooth optimization problems with piecewise-linear objective functions. The proposed neural network is guaranteed to be globally convergent in finite time to the optimal solutions under a mild condition on a derived lower bound of a single gain parameter in the model. The number of neurons in the neural network is the same as the number of decision variables of the optimization problem. Compared with existing neural networks for optimization, the proposed neural network has a couple of salient features such as finite-time convergence and a low model complexity. Specific models for two important special cases, namely, linear programming and nonsmooth optimization, are also presented. In addition, applications to the shortest path problem and constrained least absolute deviation problem are discussed with simulation results to demonstrate the effectiveness and characteristics of the proposed neural network.

  9. Passive Fault-tolerant Control of Discrete-time Piecewise Affine Systems against Actuator Faults

    DEFF Research Database (Denmark)

    Tabatabaeipour, Seyed Mojtaba; Izadi-Zamanabadi, Roozbeh; Bak, Thomas

    2012-01-01

    In this paper, we propose a new method for passive fault-tolerant control of discrete time piecewise affine systems. Actuator faults are considered. A reliable piecewise linear quadratic regulator (LQR) state feedback is designed such that it can tolerate actuator faults. A sufficient condition f...... is illustrated on a numerical example and a two degree of freedom helicopter....

  10. A new criterion for global robust stability of interval neural networks with discrete time delays

    International Nuclear Information System (INIS)

    Li Chuandong; Chen Jinyu; Huang Tingwen

    2007-01-01

    This paper further studies global robust stability of a class of interval neural networks with discrete time delays. By introducing an equivalent transformation of interval matrices, a new criterion on global robust stability is established. In comparison with the results reported in the literature, the proposed approach leads to results with less restrictive conditions. Numerical examples are also worked through to illustrate our results

  11. Property - preserving convergent sequences of invariant sets for linear discrete - time systems

    NARCIS (Netherlands)

    Athanasopoulos, N.; Lazar, M.; Bitsoris, G.

    2014-01-01

    Abstract: New sequences of monotonically increasing sets are introduced, for linear discrete-time systems subject to input and state constraints. The elements of the set sequences are controlled invariant and admissible regions of stabilizability. They are generated from the iterative application of

  12. Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk

    International Nuclear Information System (INIS)

    Schmitz, A.T.; Schwalm, W.A.

    2016-01-01

    Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.

  13. Four positive periodic solutions of a discrete time Lotka-Volterra competitive system with harvesting terms

    Directory of Open Access Journals (Sweden)

    Xinggui Liu

    2011-01-01

    Full Text Available In this paper, by using Mawhin's continuation theorem of coincidence degree theory, we establish the existence of at least four positive periodic solutions for a discrete time Lotka-Volterra competitive system with harvesting terms. An example is given to illustrate the effectiveness of our results.

  14. Asymptotic stability of discrete-time systems with time-varying delay subject to saturation nonlinearities

    International Nuclear Information System (INIS)

    Chen, S.-F.

    2009-01-01

    The asymptotic stability problem for discrete-time systems with time-varying delay subject to saturation nonlinearities is addressed in this paper. In terms of linear matrix inequalities (LMIs), a delay-dependent sufficient condition is derived to ensure the asymptotic stability. A numerical example is given to demonstrate the theoretical results.

  15. Nonparametric Estimation of Interval Reliability for Discrete-Time Semi-Markov Systems

    DEFF Research Database (Denmark)

    Georgiadis, Stylianos; Limnios, Nikolaos

    2016-01-01

    In this article, we consider a repairable discrete-time semi-Markov system with finite state space. The measure of the interval reliability is given as the probability of the system being operational over a given finite-length time interval. A nonparametric estimator is proposed for the interval...

  16. The ruin probability of a discrete time risk model under constant interest rate with heavy tails

    NARCIS (Netherlands)

    Tang, Q.

    2004-01-01

    This paper investigates the ultimate ruin probability of a discrete time risk model with a positive constant interest rate. Under the assumption that the gross loss of the company within one year is subexponentially distributed, a simple asymptotic relation for the ruin probability is derived and

  17. H infinity Integrated Fault Estimation and Fault Tolerant Control of Discrete-time Piecewise Linear Systems

    DEFF Research Database (Denmark)

    Tabatabaeipour, Seyed Mojtaba; Bak, Thomas

    2012-01-01

    In this paper we consider the problem of fault estimation and accommodation for discrete time piecewise linear systems. A robust fault estimator is designed to estimate the fault such that the estimation error converges to zero and H∞ performance of the fault estimation is minimized. Then, the es...

  18. Statistical inference for discrete-time samples from affine stochastic delay differential equations

    DEFF Research Database (Denmark)

    Küchler, Uwe; Sørensen, Michael

    2013-01-01

    Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class of prediction-based estimating functions is investigated...

  19. From discrete-time models to continuous-time, asynchronous modeling of financial markets

    NARCIS (Netherlands)

    Boer, Katalin; Kaymak, Uzay; Spiering, Jaap

    2007-01-01

    Most agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modeling of financial markets. We study the behavior of a learning market maker in a market with information

  20. From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets

    NARCIS (Netherlands)

    K. Boer-Sorban (Katalin); U. Kaymak (Uzay); J. Spiering (Jaap)

    2006-01-01

    textabstractMost agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modelling of financial markets. We study the behaviour of a learning market maker in a market with

  1. Discrete-Time Mixing Receiver Architecture for RF-Sampling Software-Defined Radio

    NARCIS (Netherlands)

    Ru, Z.; Klumperink, Eric A.M.; Nauta, Bram

    2010-01-01

    Abstract—A discrete-time (DT) mixing architecture for RF-sampling receivers is presented. This architecture makes RF sampling more suitable for software-defined radio (SDR) as it achieves wideband quadrature demodulation and wideband harmonic rejection. The paper consists of two parts. In the first

  2. Stochastic ℋ∞ Finite-Time Control of Discrete-Time Systems with Packet Loss

    Directory of Open Access Journals (Sweden)

    Yingqi Zhang

    2012-01-01

    Full Text Available This paper investigates the stochastic finite-time stabilization and ℋ∞ control problem for one family of linear discrete-time systems over networks with packet loss, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the dynamic model description studied is given, which, if the packet dropout is assumed to be a discrete-time homogenous Markov process, the class of discrete-time linear systems with packet loss can be regarded as Markovian jump systems. Based on Lyapunov function approach, sufficient conditions are established for the resulting closed-loop discrete-time system with Markovian jumps to be stochastic ℋ∞ finite-time boundedness and then state feedback controllers are designed to guarantee stochastic ℋ∞ finite-time stabilization of the class of stochastic systems. The stochastic ℋ∞ finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the robust stochastic stabilization of the class of linear systems with packet loss. Finally, simulation examples are presented to illustrate the validity of the developed scheme.

  3. Quasi-stationary distributions for reducible absorbing Markov chains in discrete time

    NARCIS (Netherlands)

    van Doorn, Erik A.; Pollett, P.K.

    2009-01-01

    We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient states, and are interested in the limiting behaviour of such a chain as time $n \\to \\infty,$ conditional on survival up to $n$. It is known that, when $S$ is irreducible, the limiting conditional

  4. Global stability of discrete-time recurrent neural networks with impulse effects

    International Nuclear Information System (INIS)

    Zhou, L; Li, C; Wan, J

    2008-01-01

    This paper formulates and studies a class of discrete-time recurrent neural networks with impulse effects. A stability criterion, which characterizes the effects of impulse and stability property of the corresponding impulse-free networks on the stability of the impulsive networks in an aggregate form, is established. Two simplified and numerically tractable criteria are also provided

  5. Controllability of a Class of Bimodal Discrete-Time Piecewise Linear Systems

    NARCIS (Netherlands)

    Yurtseven, E.; Camlibel, M.K.; Heemels, W.P.M.H.

    2013-01-01

    In this paper we will provide algebraic necessary and sufficient conditions for the controllability/reachability/null controllability of a class of bimodal discrete-time piecewise linear systems including several instances of interest that are not covered by existing works which focus primarily on

  6. The problem with time in mixed continuous/discrete time modelling

    NARCIS (Netherlands)

    Rovers, K.C.; Kuper, Jan; Smit, Gerardus Johannes Maria

    The design of cyber-physical systems requires the use of mixed continuous time and discrete time models. Current modelling tools have problems with time transformations (such as a time delay) or multi-rate systems. We will present a novel approach that implements signals as functions of time,

  7. Discrete-Time receivers for software-defined radio: challenges and solutions

    NARCIS (Netherlands)

    Ru, Z.; Klumperink, Eric A.M.; Nauta, Bram

    2007-01-01

    Abstract—CMOS radio receiver architectures, based on radio frequency (RF) sampling followed by discrete-time (DT) signal processing via switched-capacitor circuits, have recently been proposed for dedicated radio standards. This paper explores the suitability of such DT receivers for highly flexible

  8. On the Suitability of Discrete-Time Receivers for Software-Defined Radio

    NARCIS (Netherlands)

    Ru, Z.; Klumperink, Eric A.M.; Nauta, Bram

    2007-01-01

    Abstract—CMOS radio receiver architectures, based on radio frequency (RF) sampling followed by discrete-time (D-T) signal processing via switched-capacitor circuits, have recently been proposed for dedicated radio standards. This paper explores the suitability of such D-T receivers for highly

  9. Adaptive interpolation of discrete-time signals that can be modeled as autoregressive processes

    NARCIS (Netherlands)

    Janssen, A.J.E.M.; Veldhuis, R.N.J.; Vries, L.B.

    1986-01-01

    The authors present an adaptive algorithm for the restoration of lost sample values in discrete-time signals that can locally be described by means of autoregressive processes. The only restrictions are that the positions of the unknown samples should be known and that they should be embedded in a

  10. Adaptive interpolation of discrete-time signals that can be modeled as autoregressive processes

    NARCIS (Netherlands)

    Janssen, A.J.E.M.; Veldhuis, Raymond N.J.; Vries, Lodewijk B.

    1986-01-01

    This paper presents an adaptive algorithm for the restoration of lost sample values in discrete-time signals that can locally be described by means of autoregressive processes. The only restrictions are that the positions of the unknown samples should be known and that they should be embedded in a

  11. Homogeneous Discrete Time Alternating Compound Renewal Process: A Disability Insurance Application

    Directory of Open Access Journals (Sweden)

    Guglielmo D’Amico

    2015-01-01

    Full Text Available Discrete time alternating renewal process is a very simple tool that permits solving many real life problems. This paper, after the presentation of this tool, introduces the compound environment in the alternating process giving a systematization to this important tool. The claim costs for a temporary disability insurance contract are presented. The algorithm and an example of application are also provided.

  12. ON THE ANISOTROPIC NORM OF DISCRETE TIME STOCHASTIC SYSTEMS WITH STATE DEPENDENT NOISE

    Directory of Open Access Journals (Sweden)

    Isaac Yaesh

    2013-01-01

    Full Text Available The purpose of this paper is to determine conditions for the bound-edness of the anisotropic norm of discrete-time linear stochastic sys-tems with state dependent noise. It is proved that these conditions canbe expressed in terms of the feasibility of a specific system of matrixinequalities.

  13. Scaled Bilateral Teleoperation Using Discrete-Time Sliding-Mode Controller

    NARCIS (Netherlands)

    Khan, S.; Sabanovic, A.; Nergiz, A.O.

    2009-01-01

    In this paper, the design of a discrete-time sliding-mode controller based on Lyapunov theory is presented along with a robust disturbance observer and is applied to a piezostage for high-precision motion. A linear model of a piezostage was used with nominal parameters to compensate the disturbance

  14. Less Conservative ℋ∞ Fuzzy Control for Discrete-Time Takagi-Sugeno Systems

    Directory of Open Access Journals (Sweden)

    Leonardo Amaral Mozelli

    2011-01-01

    Full Text Available New analysis and control design conditions of discrete-time fuzzy systems are proposed. Using fuzzy Lyapunov's functions and introducing slack variables, less conservative conditions are obtained. The controller guarantees system stabilization and ℋ∞ performance. Numerical tests and a practical experiment in Chua's circuit are presented to show the effectiveness.

  15. Decentralized control of discrete-time linear time invariant systems with input saturation

    NARCIS (Netherlands)

    Deliu, C.; Deliu, Ciprian; Malek, Babak; Roy, Sandip; Saberi, Ali; Stoorvogel, Antonie Arij

    We study decentralized stabilization of discrete-time linear time invariant (LTI) systems subject to actuator saturation, using LTI controllers. The requirement of stabilization under both saturation constraints and decentralization impose obvious necessary conditions on the open-loop plant, namely

  16. Communication scheduling in robust self-triggered MPC for linear discrete-time systems

    NARCIS (Netherlands)

    Brunner, F.D.; Gommans, T.M.P.; Heemels, W.P.M.H.; Allgöwer, F.

    2015-01-01

    We consider a networked control system consisting of a physical plant, an actuator, a sensor, and a controller that is connected to the actuator and sensor via a communication network. The plant is described by a linear discrete-time system subject to additive disturbances. In order to reduce the

  17. Geometric ergodicity and quasi-stationarity in discrete-time birth-death processes

    NARCIS (Netherlands)

    van Doorn, Erik A.; Schrijner, Pauline

    1995-01-01

    We study two aspects of discrete-time birth-death processes, the common feature of which is the central role played by the decay parameter of the process. First, conditions for geometric ergodicity and bounds for the decay parameter are obtained. Then the existence and structure of quasi-stationary

  18. It's Deja Vu All over Again: Using Multiple-Spell Discrete-Time Survival Analysis.

    Science.gov (United States)

    Willett, John B.; Singer, Judith D.

    1995-01-01

    The multiple-spell discrete-time survival analysis method is introduced and illustrated using longitudinal data on exit from and reentry into the teaching profession. The method is applicable to many educational problems involving the sequential occurrence of disparate events or episodes. (SLD)

  19. Direct Adaptive Control of a Class of Nonlinear Discrete-Time Systems

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon

    2004-01-01

    In this paper we deal with direct adaptive control of a specific class of discrete-time SISO systems, where the nonlinearities are convex and an upper bound is known. We use a control law based on a linear combination of a set of globally uniformly bounded basis functions with compact support, wh...

  20. Linear quadratic Gaussian balancing for discrete-time infinite-dimensional linear systems

    NARCIS (Netherlands)

    Opmeer, MR; Curtain, RF

    2004-01-01

    In this paper, we study the existence of linear quadratic Gaussian (LQG)-balanced realizations for discrete-time infinite-dimensional systems. LQG-balanced realizations are those for which the smallest nonnegative self-adjoint solutions of the control and filter Riccati equations are equal. We show

  1. 3Es System Optimization under Uncertainty Using Hybrid Intelligent Algorithm: A Fuzzy Chance-Constrained Programming Model

    Directory of Open Access Journals (Sweden)

    Jiekun Song

    2016-01-01

    Full Text Available Harmonious development of 3Es (economy-energy-environment system is the key to realize regional sustainable development. The structure and components of 3Es system are analyzed. Based on the analysis of causality diagram, GDP and industrial structure are selected as the target parameters of economy subsystem, energy consumption intensity is selected as the target parameter of energy subsystem, and the emissions of COD, ammonia nitrogen, SO2, and NOX and CO2 emission intensity are selected as the target parameters of environment system. Fixed assets investment of three industries, total energy consumption, and investment in environmental pollution control are selected as the decision variables. By regarding the parameters of 3Es system optimization as fuzzy numbers, a fuzzy chance-constrained goal programming (FCCGP model is constructed, and a hybrid intelligent algorithm including fuzzy simulation and genetic algorithm is proposed for solving it. The results of empirical analysis on Shandong province of China show that the FCCGP model can reflect the inherent relationship and evolution law of 3Es system and provide the effective decision-making support for 3Es system optimization.

  2. Bio-inspired varying subspace based computational framework for a class of nonlinear constrained optimal trajectory planning problems.

    Science.gov (United States)

    Xu, Y; Li, N

    2014-09-01

    Biological species have produced many simple but efficient rules in their complex and critical survival activities such as hunting and mating. A common feature observed in several biological motion strategies is that the predator only moves along paths in a carefully selected or iteratively refined subspace (or manifold), which might be able to explain why these motion strategies are effective. In this paper, a unified linear algebraic formulation representing such a predator-prey relationship is developed to simplify the construction and refinement process of the subspace (or manifold). Specifically, the following three motion strategies are studied and modified: motion camouflage, constant absolute target direction and local pursuit. The framework constructed based on this varying subspace concept could significantly reduce the computational cost in solving a class of nonlinear constrained optimal trajectory planning problems, particularly for the case with severe constraints. Two non-trivial examples, a ground robot and a hypersonic aircraft trajectory optimization problem, are used to show the capabilities of the algorithms in this new computational framework.

  3. Bio-inspired varying subspace based computational framework for a class of nonlinear constrained optimal trajectory planning problems

    International Nuclear Information System (INIS)

    Xu, Y; Li, N

    2014-01-01

    Biological species have produced many simple but efficient rules in their complex and critical survival activities such as hunting and mating. A common feature observed in several biological motion strategies is that the predator only moves along paths in a carefully selected or iteratively refined subspace (or manifold), which might be able to explain why these motion strategies are effective. In this paper, a unified linear algebraic formulation representing such a predator–prey relationship is developed to simplify the construction and refinement process of the subspace (or manifold). Specifically, the following three motion strategies are studied and modified: motion camouflage, constant absolute target direction and local pursuit. The framework constructed based on this varying subspace concept could significantly reduce the computational cost in solving a class of nonlinear constrained optimal trajectory planning problems, particularly for the case with severe constraints. Two non-trivial examples, a ground robot and a hypersonic aircraft trajectory optimization problem, are used to show the capabilities of the algorithms in this new computational framework. (paper)

  4. Discrete-Time Nonzero-Sum Games for Multiplayer Using Policy-Iteration-Based Adaptive Dynamic Programming Algorithms.

    Science.gov (United States)

    Zhang, Huaguang; Jiang, He; Luo, Chaomin; Xiao, Geyang

    2017-10-01

    In this paper, we investigate the nonzero-sum games for a class of discrete-time (DT) nonlinear systems by using a novel policy iteration (PI) adaptive dynamic programming (ADP) method. The main idea of our proposed PI scheme is to utilize the iterative ADP algorithm to obtain the iterative control policies, which not only ensure the system to achieve stability but also minimize the performance index function for each player. This paper integrates game theory, optimal control theory, and reinforcement learning technique to formulate and handle the DT nonzero-sum games for multiplayer. First, we design three actor-critic algorithms, an offline one and two online ones, for the PI scheme. Subsequently, neural networks are employed to implement these algorithms and the corresponding stability analysis is also provided via the Lyapunov theory. Finally, a numerical simulation example is presented to demonstrate the effectiveness of our proposed approach.

  5. A Comparison of State Space LQG, Wiener IMC and Polynomial LQG Discrete Time Feedback Control for Active Vibration Control Purposes

    DEFF Research Database (Denmark)

    Mørkholt, Jakob; Elliott, S.J.; Sors, T.C.

    1997-01-01

    with a piezoceramic patch control actuator and a point velocity sensor and excited by a point force driven by white noise acting as the primary source. The design objective has been to suppress the effect of the primary disturbance on the output by minimising the mean square value of the output. Apart from comparing......A comparison of three ways of designing optimal discrete time feedback controllers has been carried out via computer simulations. The three design methods are similar in that they are all based on the minimisation of a quadratic cost function under certain assumptions about the disturbance noise...... and sensor noise in the system to be controlled. They are also based on (different) models of the plant under control and the disturbance to be suppressed by the controllers. Controllers based on the three methods have been designed from a model of a lightly damped, rectangular plate fitted...

  6. Scheduling Multilevel Deadline-Constrained Scientific Workflows on Clouds Based on Cost Optimization

    Directory of Open Access Journals (Sweden)

    Maciej Malawski

    2015-01-01

    Full Text Available This paper presents a cost optimization model for scheduling scientific workflows on IaaS clouds such as Amazon EC2 or RackSpace. We assume multiple IaaS clouds with heterogeneous virtual machine instances, with limited number of instances per cloud and hourly billing. Input and output data are stored on a cloud object store such as Amazon S3. Applications are scientific workflows modeled as DAGs as in the Pegasus Workflow Management System. We assume that tasks in the workflows are grouped into levels of identical tasks. Our model is specified using mathematical programming languages (AMPL and CMPL and allows us to minimize the cost of workflow execution under deadline constraints. We present results obtained using our model and the benchmark workflows representing real scientific applications in a variety of domains. The data used for evaluation come from the synthetic workflows and from general purpose cloud benchmarks, as well as from the data measured in our own experiments with Montage, an astronomical application, executed on Amazon EC2 cloud. We indicate how this model can be used for scenarios that require resource planning for scientific workflows and their ensembles.

  7. Ecological monitoring in a discrete-time prey-predator model.

    Science.gov (United States)

    Gámez, M; López, I; Rodríguez, C; Varga, Z; Garay, J

    2017-09-21

    The paper is aimed at the methodological development of ecological monitoring in discrete-time dynamic models. In earlier papers, in the framework of continuous-time models, we have shown how a systems-theoretical methodology can be applied to the monitoring of the state process of a system of interacting populations, also estimating certain abiotic environmental changes such as pollution, climatic or seasonal changes. In practice, however, there may be good reasons to use discrete-time models. (For instance, there may be discrete cycles in the development of the populations, or observations can be made only at discrete time steps.) Therefore the present paper is devoted to the development of the monitoring methodology in the framework of discrete-time models of population ecology. By monitoring we mean that, observing only certain component(s) of the system, we reconstruct the whole state process. This may be necessary, e.g., when in a complex ecosystem the observation of the densities of certain species is impossible, or too expensive. For the first presentation of the offered methodology, we have chosen a discrete-time version of the classical Lotka-Volterra prey-predator model. This is a minimal but not trivial system where the methodology can still be presented. We also show how this methodology can be applied to estimate the effect of an abiotic environmental change, using a component of the population system as an environmental indicator. Although this approach is illustrated in a simplest possible case, it can be easily extended to larger ecosystems with several interacting populations and different types of abiotic environmental effects. Copyright © 2017 Elsevier Ltd. All rights reserved.

  8. Effective Alternating Direction Optimization Methods for Sparsity-Constrained Blind Image Deblurring

    Directory of Open Access Journals (Sweden)

    Naixue Xiong

    2017-01-01

    Full Text Available Single-image blind deblurring for imaging sensors in the Internet of Things (IoT is a challenging ill-conditioned inverse problem, which requires regularization techniques to stabilize the image restoration process. The purpose is to recover the underlying blur kernel and latent sharp image from only one blurred image. Under many degraded imaging conditions, the blur kernel could be considered not only spatially sparse, but also piecewise smooth with the support of a continuous curve. By taking advantage of the hybrid sparse properties of the blur kernel, a hybrid regularization method is proposed in this paper to robustly and accurately estimate the blur kernel. The effectiveness of the proposed blur kernel estimation method is enhanced by incorporating both the L 1 -norm of kernel intensity and the squared L 2 -norm of the intensity derivative. Once the accurate estimation of the blur kernel is obtained, the original blind deblurring can be simplified to the direct deconvolution of blurred images. To guarantee robust non-blind deconvolution, a variational image restoration model is presented based on the L 1 -norm data-fidelity term and the total generalized variation (TGV regularizer of second-order. All non-smooth optimization problems related to blur kernel estimation and non-blind deconvolution are effectively handled by using the alternating direction method of multipliers (ADMM-based numerical methods. Comprehensive experiments on both synthetic and realistic datasets have been implemented to compare the proposed method with several state-of-the-art methods. The experimental comparisons have illustrated the satisfactory imaging performance of the proposed method in terms of quantitative and qualitative evaluations.

  9. Finite approximations in discrete-time stochastic control quantized models and asymptotic optimality

    CERN Document Server

    Saldi, Naci; Yüksel, Serdar

    2018-01-01

    In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original mo...

  10. Assessment of electricity demand-supply in health facilities in resource-constrained settings : optimization and evaluation of energy systems for a case in Rwanda

    NARCIS (Netherlands)

    Palacios, S.G.

    2015-01-01

    In health facilities in resource-constrained settings, a lack of access to sustainable and reliable electricity can result on a sub-optimal delivery of healthcare services, as they do not have lighting for medical procedures and power to run essential equipment and devices to treat their patients.

  11. Reinforcement learning design-based adaptive tracking control with less learning parameters for nonlinear discrete-time MIMO systems.

    Science.gov (United States)

    Liu, Yan-Jun; Tang, Li; Tong, Shaocheng; Chen, C L Philip; Li, Dong-Juan

    2015-01-01

    Based on the neural network (NN) approximator, an online reinforcement learning algorithm is proposed for a class of affine multiple input and multiple output (MIMO) nonlinear discrete-time systems with unknown functions and disturbances. In the design procedure, two networks are provided where one is an action network to generate an optimal control signal and the other is a critic network to approximate the cost function. An optimal control signal and adaptation laws can be generated based on two NNs. In the previous approaches, the weights of critic and action networks are updated based on the gradient descent rule and the estimations of optimal weight vectors are directly adjusted in the design. Consequently, compared with the existing results, the main contributions of this paper are: 1) only two parameters are needed to be adjusted, and thus the number of the adaptation laws is smaller than the previous results and 2) the updating parameters do not depend on the number of the subsystems for MIMO systems and the tuning rules are replaced by adjusting the norms on optimal weight vectors in both action and critic networks. It is proven that the tracking errors, the adaptation laws, and the control inputs are uniformly bounded using Lyapunov analysis method. The simulation examples are employed to illustrate the effectiveness of the proposed algorithm.

  12. Constrained optimization by radial basis function interpolation for high-dimensional expensive black-box problems with infeasible initial points

    Science.gov (United States)

    Regis, Rommel G.

    2014-02-01

    This article develops two new algorithms for constrained expensive black-box optimization that use radial basis function surrogates for the objective and constraint functions. These algorithms are called COBRA and Extended ConstrLMSRBF and, unlike previous surrogate-based approaches, they can be used for high-dimensional problems where all initial points are infeasible. They both follow a two-phase approach where the first phase finds a feasible point while the second phase improves this feasible point. COBRA and Extended ConstrLMSRBF are compared with alternative methods on 20 test problems and on the MOPTA08 benchmark automotive problem (D.R. Jones, Presented at MOPTA 2008), which has 124 decision variables and 68 black-box inequality constraints. The alternatives include a sequential penalty derivative-free algorithm, a direct search method with kriging surrogates, and two multistart methods. Numerical results show that COBRA algorithms are competitive with Extended ConstrLMSRBF and they generally outperform the alternatives on the MOPTA08 problem and most of the test problems.

  13. Incorporating Charging/Discharging Strategy of Electric Vehicles into Security-Constrained Optimal Power Flow to Support High Renewable Penetration

    Directory of Open Access Journals (Sweden)

    Kyungsung An

    2017-05-01

    Full Text Available This research aims to improve the operational efficiency and security of electric power systems at high renewable penetration by exploiting the envisioned controllability or flexibility of electric vehicles (EVs; EVs interact with the grid through grid-to-vehicle (G2V and vehicle-to-grid (V2G services to ensure reliable and cost-effective grid operation. This research provides a computational framework for this decision-making process. Charging and discharging strategies of EV aggregators are incorporated into a security-constrained optimal power flow (SCOPF problem such that overall energy cost is minimized and operation within acceptable reliability criteria is ensured. Particularly, this SCOPF problem has been formulated for Jeju Island in South Korea, in order to lower carbon emissions toward a zero-carbon island by, for example, integrating large-scale renewable energy and EVs. On top of conventional constraints on the generators and line flows, a unique constraint on the system inertia constant, interpreted as the minimum synchronous generation, is considered to ensure grid security at high renewable penetration. The available energy constraint of the participating EV associated with the state-of-charge (SOC of the battery and market price-responsive behavior of the EV aggregators are also explored. Case studies for the Jeju electric power system in 2030 under various operational scenarios demonstrate the effectiveness of the proposed method and improved operational flexibility via controllable EVs.

  14. A Discrete-Time Geo/G/1 Retrial Queue with Two Different Types of Vacations

    Directory of Open Access Journals (Sweden)

    Feng Zhang

    2015-01-01

    Full Text Available We analyze a discrete-time Geo/G/1 retrial queue with two different types of vacations and general retrial times. Two different types of vacation policies are investigated in this model, one of which is nonexhaustive urgent vacation during serving and the other is normal exhaustive vacation. For this model, we give the steady-state analysis for the considered queueing system. Firstly, we obtain the generating functions of the number of customers in our model. Then, we obtain the closed-form expressions of some performance measures and also give a stochastic decomposition result for the system size. Moreover, the relationship between this discrete-time model and the corresponding continuous-time model is also investigated. Finally, some numerical results are provided to illustrate the effect of nonexhaustive urgent vacation on some performance characteristics of the system.

  15. Globally asymptotically stable analysis in a discrete time eco-epidemiological system

    International Nuclear Information System (INIS)

    Hu, Zengyun; Teng, Zhidong; Zhang, Tailei; Zhou, Qiming; Chen, Xi

    2017-01-01

    Highlights: • Dynamical behaviors of a discrete time eco-epidemiological system are discussed. • Global asymptotical stability of this system is obtained by an iteration scheme which can be expended to general dimensional discrete system. • More complex dynamical behaviors are obtained by numerical simulations. - Abstract: In this study, the dynamical behaviors of a discrete time eco-epidemiological system are discussed. The local stability, bifurcation and chaos are obtained. Moreover, the global asymptotical stability of this system is explored by an iteration scheme. The numerical simulations illustrate the theoretical results and exhibit the complex dynamical behaviors such as flip bifurcation, Hopf bifurcation and chaotic dynamical behaviors. Our main results provide an efficient method to analyze the global asymptotical stability for general three dimensional discrete systems.

  16. Reliable gain-scheduled control of discrete-time systems and its application to CSTR model

    Science.gov (United States)

    Sakthivel, R.; Selvi, S.; Mathiyalagan, K.; Shi, Y.

    2016-10-01

    This paper is focused on reliable gain-scheduled controller design for a class of discrete-time systems with randomly occurring nonlinearities and actuator fault. Further, the nonlinearity in the system model is assumed to occur randomly according to a Bernoulli distribution with measurable time-varying probability in real time. The main purpose of this paper is to design a gain-scheduled controller by implementing a probability-dependent Lyapunov function and linear matrix inequality (LMI) approach such that the closed-loop discrete-time system is stochastically stable for all admissible randomly occurring nonlinearities. The existence conditions for the reliable controller is formulated in terms of LMI constraints. Finally, the proposed reliable gain-scheduled control scheme is applied on continuously stirred tank reactor model to demonstrate the effectiveness and applicability of the proposed design technique.

  17. Autonomous learning by simple dynamical systems with a discrete-time formulation

    Science.gov (United States)

    Bilen, Agustín M.; Kaluza, Pablo

    2017-05-01

    We present a discrete-time formulation for the autonomous learning conjecture. The main feature of this formulation is the possibility to apply the autonomous learning scheme to systems in which the errors with respect to target functions are not well-defined for all times. This restriction for the evaluation of functionality is a typical feature in systems that need a finite time interval to process a unit piece of information. We illustrate its application on an artificial neural network with feed-forward architecture for classification and a phase oscillator system with synchronization properties. The main characteristics of the discrete-time formulation are shown by constructing these systems with predefined functions.

  18. A simple method of chaos control for a class of chaotic discrete-time systems

    International Nuclear Information System (INIS)

    Jiang Guoping; Zheng Weixing

    2005-01-01

    In this paper, a simple method is proposed for chaos control for a class of discrete-time chaotic systems. The proposed method is built upon the state feedback control and the characteristic of ergodicity of chaos. The feedback gain matrix of the controller is designed using a simple criterion, so that control parameters can be selected via the pole placement technique of linear control theory. The new controller has a feature that it only uses the state variable for control and does not require the target equilibrium point in the feedback path. Moreover, the proposed control method cannot only overcome the so-called 'odd eigenvalues number limitation' of delayed feedback control, but also control the chaotic systems to the specified equilibrium points. The effectiveness of the proposed method is demonstrated by a two-dimensional discrete-time chaotic system

  19. Sliding mode control-based linear functional observers for discrete-time stochastic systems

    Science.gov (United States)

    Singh, Satnesh; Janardhanan, Sivaramakrishnan

    2017-11-01

    Sliding mode control (SMC) is one of the most popular techniques to stabilise linear discrete-time stochastic systems. However, application of SMC becomes difficult when the system states are not available for feedback. This paper presents a new approach to design a SMC-based functional observer for discrete-time stochastic systems. The functional observer is based on the Kronecker product approach. Existence conditions and stability analysis of the proposed observer are given. The control input is estimated by a novel linear functional observer. This approach leads to a non-switching type of control, thereby eliminating the fundamental cause of chatter. Furthermore, the functional observer is designed in such a way that the effect of process and measurement noise is minimised. Simulation example is given to illustrate and validate the proposed design method.

  20. Adaptive Neural Tracking Control for Discrete-Time Switched Nonlinear Systems with Dead Zone Inputs

    Directory of Open Access Journals (Sweden)

    Jidong Wang

    2017-01-01

    Full Text Available In this paper, the adaptive neural controllers of subsystems are proposed for a class of discrete-time switched nonlinear systems with dead zone inputs under arbitrary switching signals. Due to the complicated framework of the discrete-time switched nonlinear systems and the existence of the dead zone, it brings about difficulties for controlling such a class of systems. In addition, the radial basis function neural networks are employed to approximate the unknown terms of each subsystem. Switched update laws are designed while the parameter estimation is invariable until its corresponding subsystem is active. Then, the closed-loop system is stable and all the signals are bounded. Finally, to illustrate the effectiveness of the proposed method, an example is employed.

  1. Discrete time population dynamics of a two-stage species with recruitment and capture

    International Nuclear Information System (INIS)

    Ladino, Lilia M.; Mammana, Cristiana; Michetti, Elisabetta; Valverde, Jose C.

    2016-01-01

    This work models and analyzes the dynamics of a two-stage species with recruitment and capture factors. It arises from the discretization of a previous model developed by Ladino and Valverde (2013), which represents a progress in the knowledge of the dynamics of exploited populations. Although the methods used here are related to the study of discrete-time systems and are different from those related to continuous version, the results are similar in both the discrete and the continuous case what confirm the skill in the selection of the factors to design the model. Unlike for the continuous-time case, for the discrete-time one some (non-negative) parametric constraints are derived from the biological significance of the model and become fundamental for the proofs of such results. Finally, numerical simulations show different scenarios of dynamics related to the analytical results which confirm the validity of the model.

  2. Limitations of discrete-time quantum walk on a one-dimensional infinite chain

    Science.gov (United States)

    Lin, Jia-Yi; Zhu, Xuanmin; Wu, Shengjun

    2018-04-01

    How well can we manipulate the state of a particle via a discrete-time quantum walk? We show that the discrete-time quantum walk on a one-dimensional infinite chain with coin operators that are independent of the position can only realize product operators of the form eiξ A ⊗1p, which cannot change the position state of the walker. We present a scheme to construct all possible realizations of all the product operators of the form eiξ A ⊗1p. When the coin operators are dependent on the position, we show that the translation operators on the position can not be realized via a DTQW with coin operators that are either the identity operator 1 or the Pauli operator σx.

  3. Output-Feedback Control for Discrete-Time Spreading Models in Complex Networks

    Directory of Open Access Journals (Sweden)

    Luis A. Alarcón Ramos

    2018-03-01

    Full Text Available The problem of stabilizing the spreading process to a prescribed probability distribution over a complex network is considered, where the dynamics of the nodes in the network is given by discrete-time Markov-chain processes. Conditions for the positioning and identification of actuators and sensors are provided, and sufficient conditions for the exponential stability of the desired distribution are derived. Simulations results for a network of N = 10 6 corroborate our theoretical findings.

  4. Discrete time motion model for guiding people in urban areas using multiple robots

    OpenAIRE

    Garrell Zulueta, Anais; Sanfeliu Cortés, Alberto; Moreno-Noguer, Francesc

    2009-01-01

    We present a new model for people guidance in urban settings using several mobile robots, that overcomes the limitations of existing approaches, which are either tailored to tightly bounded environments, or based on unrealistic human behaviors. Although the robots motion is controlled by means of a standard particle filter formulation, the novelty of our approach resides in how the environment and human and robot motions are modeled. In particular we define a “Discrete-Time-Motion” model, whi...

  5. Period-doubling bifurcation and chaos control in a discrete-time mosquito model

    Directory of Open Access Journals (Sweden)

    Qamar Din

    2017-12-01

    Full Text Available This article deals with the study of some qualitative properties of a discrete-time mosquito Model. It is shown that there exists period-doubling bifurcation for wide range of bifurcation parameter for the unique positive steady-state of given system. In order to control the bifurcation we introduced a feedback strategy. For further confirmation of complexity and chaotic behavior largest Lyapunov exponents are plotted.

  6. CROSAT: A digital computer program for statistical-spectral analysis of two discrete time series

    International Nuclear Information System (INIS)

    Antonopoulos Domis, M.

    1978-03-01

    The program CROSAT computes directly from two discrete time series auto- and cross-spectra, transfer and coherence functions, using a Fast Fourier Transform subroutine. Statistical analysis of the time series is optional. While of general use the program is constructed to be immediately compatible with the ICL 4-70 and H316 computers at AEE Winfrith, and perhaps with minor modifications, with any other hardware system. (author)

  7. Continuous- and Discrete-Time Stimulus Sequences for High Stimulus Rate Paradigm in Evoked Potential Studies

    Directory of Open Access Journals (Sweden)

    Tao Wang

    2013-01-01

    Full Text Available To obtain reliable transient auditory evoked potentials (AEPs from EEGs recorded using high stimulus rate (HSR paradigm, it is critical to design the stimulus sequences of appropriate frequency properties. Traditionally, the individual stimulus events in a stimulus sequence occur only at discrete time points dependent on the sampling frequency of the recording system and the duration of stimulus sequence. This dependency likely causes the implementation of suboptimal stimulus sequences, sacrificing the reliability of resulting AEPs. In this paper, we explicate the use of continuous-time stimulus sequence for HSR paradigm, which is independent of the discrete electroencephalogram (EEG recording system. We employ simulation studies to examine the applicability of the continuous-time stimulus sequences and the impacts of sampling frequency on AEPs in traditional studies using discrete-time design. Results from these studies show that the continuous-time sequences can offer better frequency properties and improve the reliability of recovered AEPs. Furthermore, we find that the errors in the recovered AEPs depend critically on the sampling frequencies of experimental systems, and their relationship can be fitted using a reciprocal function. As such, our study contributes to the literature by demonstrating the applicability and advantages of continuous-time stimulus sequences for HSR paradigm and by revealing the relationship between the reliability of AEPs and sampling frequencies of the experimental systems when discrete-time stimulus sequences are used in traditional manner for the HSR paradigm.

  8. Discrete-time Calogero-Moser system and Lagrangian 1-form structure

    International Nuclear Information System (INIS)

    Yoo-Kong, Sikarin; Lobb, Sarah; Nijhoff, Frank

    2011-01-01

    We study the Lagrange formalism of the (rational) Calogero-Moser (CM) system, both in discrete time and continuous time, as a first example of a Lagrangian 1-form structure in the sense of the recent paper (Lobb and Nijhoff 2009 J. Phys. A: Math. Theor.42 454013). The discrete-time model of the CM system was established some time ago arising as a pole reduction of a semi-discrete version of the Kadomtsev-Petviashvili (KP) equation, and was shown to lead to an exactly integrable correspondence (multivalued map). In this paper, we present the full KP solution based on the commutativity of the discrete-time flows in the two discrete KP variables. The compatibility of the corresponding Lax matrices is shown to lead directly to the relevant closure relation on the level of the Lagrangians. Performing successive continuum limits on both the level of the KP equation and the level of the CM system, we establish the proper Lagrangian 1-form structure for the continuum case of the CM model. We use the example of the three-particle case to elucidate the implementation of the novel least-action principle, which was presented in Lobb and Nijhoff (2009), for the simpler case of Lagrangian 1-forms. (paper)

  9. State estimation for discrete-time Markovian jumping neural networks with mixed mode-dependent delays

    International Nuclear Information System (INIS)

    Liu Yurong; Wang Zidong; Liu Xiaohui

    2008-01-01

    In this Letter, we investigate the state estimation problem for a new class of discrete-time neural networks with Markovian jumping parameters as well as mode-dependent mixed time-delays. The parameters of the discrete-time neural networks are subject to the switching from one mode to another at different times according to a Markov chain, and the mixed time-delays consist of both discrete and distributed delays that are dependent on the Markovian jumping mode. New techniques are developed to deal with the mixed time-delays in the discrete-time setting, and a novel Lyapunov-Krasovskii functional is put forward to reflect the mode-dependent time-delays. Sufficient conditions are established in terms of linear matrix inequalities (LMIs) that guarantee the existence of the state estimators. We show that both the existence conditions and the explicit expression of the desired estimator can be characterized in terms of the solution to an LMI. A numerical example is exploited to show the usefulness of the derived LMI-based conditions

  10. On Stochastic Finite-Time Control of Discrete-Time Fuzzy Systems with Packet Dropout

    Directory of Open Access Journals (Sweden)

    Yingqi Zhang

    2012-01-01

    Full Text Available This paper is concerned with the stochastic finite-time stability and stochastic finite-time boundedness problems for one family of fuzzy discrete-time systems over networks with packet dropout, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, we present the dynamic model description studied, in which the discrete-time fuzzy T-S systems with packet loss can be described by one class of fuzzy Markovian jump systems. Then, the concepts of stochastic finite-time stability and stochastic finite-time boundedness and problem formulation are given. Based on Lyapunov function approach, sufficient conditions on stochastic finite-time stability and stochastic finite-time boundedness are established for the resulting closed-loop fuzzy discrete-time system with Markovian jumps, and state-feedback controllers are designed to ensure stochastic finite-time stability and stochastic finite-time boundedness of the class of fuzzy systems. The stochastic finite-time stability and stochastic finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the stochastic stability of the class of fuzzy T-S systems with packet loss. Finally, two illustrative examples are presented to show the validity of the developed methodology.

  11. Filtering of Discrete-Time Switched Neural Networks Ensuring Exponential Dissipative and $l_{2}$ - $l_{\\infty }$ Performances.

    Science.gov (United States)

    Choi, Hyun Duck; Ahn, Choon Ki; Karimi, Hamid Reza; Lim, Myo Taeg

    2017-10-01

    This paper studies delay-dependent exponential dissipative and l 2 - l ∞ filtering problems for discrete-time switched neural networks (DSNNs) including time-delayed states. By introducing a novel discrete-time inequality, which is a discrete-time version of the continuous-time Wirtinger-type inequality, we establish new sets of linear matrix inequality (LMI) criteria such that discrete-time filtering error systems are exponentially stable with guaranteed performances in the exponential dissipative and l 2 - l ∞ senses. The design of the desired exponential dissipative and l 2 - l ∞ filters for DSNNs can be achieved by solving the proposed sets of LMI conditions. Via numerical simulation results, we show the validity of the desired discrete-time filter design approach.

  12. A Review of Fuzzy Logic and Neural Network Based Intelligent Control Design for Discrete-Time Systems

    Directory of Open Access Journals (Sweden)

    Yiming Jiang

    2016-01-01

    Full Text Available Over the last few decades, the intelligent control methods such as fuzzy logic control (FLC and neural network (NN control have been successfully used in various applications. The rapid development of digital computer based control systems requires control signals to be calculated in a digital or discrete-time form. In this background, the intelligent control methods developed for discrete-time systems have drawn great attentions. This survey aims to present a summary of the state of the art of the design of FLC and NN-based intelligent control for discrete-time systems. For discrete-time FLC systems, numerous remarkable design approaches are introduced and a series of efficient methods to deal with the robustness, stability, and time delay of FLC discrete-time systems are recommended. Techniques for NN-based intelligent control for discrete-time systems, such as adaptive methods and adaptive dynamic programming approaches, are also reviewed. Overall, this paper is devoted to make a brief summary for recent progresses in FLC and NN-based intelligent control design for discrete-time systems as well as to present our thoughts and considerations of recent trends and potential research directions in this area.

  13. Quantum circuit dynamics via path integrals: Is there a classical action for discrete-time paths?

    International Nuclear Information System (INIS)

    Penney, Mark D; Koh, Dax Enshan; Spekkens, Robert W

    2017-01-01

    It is straightforward to compute the transition amplitudes of a quantum circuit using the sum-over-paths methodology when the gates in the circuit are balanced, where a balanced gate is one for which all non-zero transition amplitudes are of equal magnitude. Here we consider the question of whether, for such circuits, the relative phases of different discrete-time paths through the configuration space can be defined in terms of a classical action, as they are for continuous-time paths. We show how to do so for certain kinds of quantum circuits, namely, Clifford circuits where the elementary systems are continuous-variable systems or discrete systems of odd-prime dimension. These types of circuit are distinguished by having phase-space representations that serve to define their classical counterparts. For discrete systems, the phase-space coordinates are also discrete variables. We show that for each gate in the generating set, one can associate a symplectomorphism on the phase-space and to each of these one can associate a generating function, defined on two copies of the configuration space. For discrete systems, the latter association is achieved using tools from algebraic geometry. Finally, we show that if the action functional for a discrete-time path through a sequence of gates is defined using the sum of the corresponding generating functions, then it yields the correct relative phases for the path-sum expression. These results are likely to be relevant for quantizing physical theories where time is fundamentally discrete, characterizing the classical limit of discrete-time quantum dynamics, and proving complexity results for quantum circuits. (paper)

  14. Quantum circuit dynamics via path integrals: Is there a classical action for discrete-time paths?

    Science.gov (United States)

    Penney, Mark D.; Enshan Koh, Dax; Spekkens, Robert W.

    2017-07-01

    It is straightforward to compute the transition amplitudes of a quantum circuit using the sum-over-paths methodology when the gates in the circuit are balanced, where a balanced gate is one for which all non-zero transition amplitudes are of equal magnitude. Here we consider the question of whether, for such circuits, the relative phases of different discrete-time paths through the configuration space can be defined in terms of a classical action, as they are for continuous-time paths. We show how to do so for certain kinds of quantum circuits, namely, Clifford circuits where the elementary systems are continuous-variable systems or discrete systems of odd-prime dimension. These types of circuit are distinguished by having phase-space representations that serve to define their classical counterparts. For discrete systems, the phase-space coordinates are also discrete variables. We show that for each gate in the generating set, one can associate a symplectomorphism on the phase-space and to each of these one can associate a generating function, defined on two copies of the configuration space. For discrete systems, the latter association is achieved using tools from algebraic geometry. Finally, we show that if the action functional for a discrete-time path through a sequence of gates is defined using the sum of the corresponding generating functions, then it yields the correct relative phases for the path-sum expression. These results are likely to be relevant for quantizing physical theories where time is fundamentally discrete, characterizing the classical limit of discrete-time quantum dynamics, and proving complexity results for quantum circuits.

  15. Robust Stabilization of Discrete-Time Systems with Time-Varying Delay: An LMI Approach

    Directory of Open Access Journals (Sweden)

    Valter J. S. Leite

    2008-01-01

    Full Text Available Sufficient linear matrix inequality (LMI conditions to verify the robust stability and to design robust state feedback gains for the class of linear discrete-time systems with time-varying delay and polytopic uncertainties are presented. The conditions are obtained through parameter-dependent Lyapunov-Krasovskii functionals and use some extra variables, which yield less conservative LMI conditions. Both problems, robust stability analysis and robust synthesis, are formulated as convex problems where all system matrices can be affected by uncertainty. Some numerical examples are presented to illustrate the advantages of the proposed LMI conditions.

  16. Global exponential stability for discrete-time neural networks with variable delays

    International Nuclear Information System (INIS)

    Chen Wuhua; Lu Xiaomei; Liang Dongying

    2006-01-01

    This Letter provides new exponential stability criteria for discrete-time neural networks with variable delays. The main technique is to reduce exponential convergence estimation of the neural network solution to that of one component of the corresponding solution by constructing Lyapunov function based on M-matrix. By introducing the tuning parameter diagonal matrix, the delay-independent and delay-dependent exponential stability conditions have been unified in the same mathematical formula. The effectiveness of the new results are illustrated by three examples

  17. Dynamical Properties of Discrete-Time Background Neural Networks with Uniform Firing Rate

    Directory of Open Access Journals (Sweden)

    Min Wan

    2013-01-01

    Full Text Available The dynamics of a discrete-time background network with uniform firing rate and background input is investigated. The conditions for stability are firstly derived. An invariant set is then obtained so that the nondivergence of the network can be guaranteed. In the invariant set, it is proved that all trajectories of the network starting from any nonnegative value will converge to a fixed point under some conditions. In addition, bifurcation and chaos are discussed. It is shown that the network can engender bifurcation and chaos with the increase of background input. The computations of Lyapunov exponents confirm the chaotic behaviors.

  18. Guaranteed Cost Finite-Time Control of Discrete-Time Positive Impulsive Switched Systems

    Directory of Open Access Journals (Sweden)

    Leipo Liu

    2018-01-01

    Full Text Available This paper considers the guaranteed cost finite-time boundedness of discrete-time positive impulsive switched systems. Firstly, the definition of guaranteed cost finite-time boundedness is introduced. By using the multiple linear copositive Lyapunov function (MLCLF and average dwell time (ADT approach, a state feedback controller is designed and sufficient conditions are obtained to guarantee that the corresponding closed-loop system is guaranteed cost finite-time boundedness (GCFTB. Such conditions can be solved by linear programming. Finally, a numerical example is provided to show the effectiveness of the proposed method.

  19. A Delta Operator Approach for the Discrete-Time Active Disturbance Rejection Control on Induction Motors

    Directory of Open Access Journals (Sweden)

    John Cortés-Romero

    2013-01-01

    Full Text Available The problem of active disturbance rejection control of induction motors is tackled by means of a generalized PI observer based discrete-time control, using the delta operator approach as the methodology of analyzing the sampled time process. In this scheme, model uncertainties and external disturbances are included in a general additive disturbance input which is to be online estimated and subsequently rejected via the controller actions. The observer carries out the disturbance estimation, thus reducing the complexity of the controller design. The controller efficiency is tested via some experimental results, performing a trajectory tracking task under load variations.

  20. Observer-based hyperchaos synchronization in cascaded discrete-time systems

    International Nuclear Information System (INIS)

    Grassi, Giuseppe

    2009-01-01

    This paper deals with the observer-based synchronization in a cascade connection of hyperchaotic discrete-time systems. The paper demonstrates that exact synchronization in finite time is achievable between pairs of drive-response systems using only a scalar synchronizing signal. This 'propagated synchronization' starts from the innermost drive-response system pair and propagates toward the outermost drive-system pair. Choosing the drive-system input to be an information signal (encrypted via an arbitrary encryption function) yields a potential application of this architecture in chaos-based communications.

  1. The Iterative Solution to Discrete-Time H∞ Control Problems for Periodic Systems

    Directory of Open Access Journals (Sweden)

    Ivan G. Ivanov

    2016-03-01

    Full Text Available This paper addresses the problem of solving discrete-time H ∞ control problems for periodic systems. The approach for solving such a type of equations is well known in the literature. However, the focus of our research is set on the numerical computation of the stabilizing solution. In particular, two effective methods for practical realization of the known iterative processes are described. Furthermore, a new iterative approach is investigated and applied. On the basis of numerical experiments, we compare the presented methods. A major conclusion is that the new iterative approach is faster than rest of the methods and it uses less RAM memory than other methods.

  2. Parent-child communication and marijuana initiation: evidence using discrete-time survival analysis.

    Science.gov (United States)

    Nonnemaker, James M; Silber-Ashley, Olivia; Farrelly, Matthew C; Dench, Daniel

    2012-12-01

    This study supplements existing literature on the relationship between parent-child communication and adolescent drug use by exploring whether parental and/or adolescent recall of specific drug-related conversations differentially impact youth's likelihood of initiating marijuana use. Using discrete-time survival analysis, we estimated the hazard of marijuana initiation using a logit model to obtain an estimate of the relative risk of initiation. Our results suggest that parent-child communication about drug use is either not protective (no effect) or - in the case of youth reports of communication - potentially harmful (leading to increased likelihood of marijuana initiation). Copyright © 2012 Elsevier Ltd. All rights reserved.

  3. A VHDL Core for Intrinsic Evolution of Discrete Time Filters with Signal Feedback

    Science.gov (United States)

    Gwaltney, David A.; Dutton, Kenneth

    2005-01-01

    The design of an Evolvable Machine VHDL Core is presented, representing a discrete-time processing structure capable of supporting control system applications. This VHDL Core is implemented in an FPGA and is interfaced with an evolutionary algorithm implemented in firmware on a Digital Signal Processor (DSP) to create an evolvable system platform. The salient features of this architecture are presented. The capability to implement IIR filter structures is presented along with the results of the intrinsic evolution of a filter. The robustness of the evolved filter design is tested and its unique characteristics are described.

  4. A Spectral Analysis of Discrete-Time Quantum Walks Related to the Birth and Death Chains

    Science.gov (United States)

    Ho, Choon-Lin; Ide, Yusuke; Konno, Norio; Segawa, Etsuo; Takumi, Kentaro

    2018-04-01

    In this paper, we consider a spectral analysis of discrete time quantum walks on the path. For isospectral coin cases, we show that the time averaged distribution and stationary distributions of the quantum walks are described by the pair of eigenvalues of the coins as well as the eigenvalues and eigenvectors of the corresponding random walks which are usually referred as the birth and death chains. As an example of the results, we derive the time averaged distribution of so-called Szegedy's walk which is related to the Ehrenfest model. It is represented by Krawtchouk polynomials which is the eigenvectors of the model and includes the arcsine law.

  5. On H∞ Fault Estimator Design for Linear Discrete Time-Varying Systems under Unreliable Communication Link

    Directory of Open Access Journals (Sweden)

    Yueyang Li

    2014-01-01

    Full Text Available This paper investigates the H∞ fixed-lag fault estimator design for linear discrete time-varying (LDTV systems with intermittent measurements, which is described by a Bernoulli distributed random variable. Through constructing a novel partially equivalent dynamic system, the fault estimator design is converted into a deterministic quadratic minimization problem. By applying the innovation reorganization technique and the projection formula in Krein space, a necessary and sufficient condition is obtained for the existence of the estimator. The parameter matrices of the estimator are derived by recursively solving two standard Riccati equations. An illustrative example is provided to show the effectiveness and applicability of the proposed algorithm.

  6. Stability and bifurcation analysis for a discrete-time bidirectional ring neural network model with delay

    Directory of Open Access Journals (Sweden)

    Yan-Ke Du

    2013-09-01

    Full Text Available We study a class of discrete-time bidirectional ring neural network model with delay. We discuss the asymptotic stability of the origin and the existence of Neimark-Sacker bifurcations, by analyzing the corresponding characteristic equation. Employing M-matrix theory and the Lyapunov functional method, global asymptotic stability of the origin is derived. Applying the normal form theory and the center manifold theorem, the direction of the Neimark-Sacker bifurcation and the stability of bifurcating periodic solutions are obtained. Numerical simulations are given to illustrate the main results.

  7. Synchronization of discrete-time spatiotemporal chaos via adaptive fuzzy control

    International Nuclear Information System (INIS)

    Xue Yueju; Yang Shiyuan

    2003-01-01

    A discrete-time adaptive fuzzy control scheme is presented to synchronize model-unknown coupled Henon-map lattices (CHMLs). The proposed method is robust to approximate errors, parameter mismatches and disturbances, because it integrates the merits of the adaptive fuzzy systems and the variable structure control with a sector. The simulation results of synchronization of CHMLs show that it not only can synchronize model-unknown CHMLs but also is robust against parameter mismatches and noise of the systems. These merits are advantageous for engineering realization

  8. Synchronization of discrete-time spatiotemporal chaos via adaptive fuzzy control

    Energy Technology Data Exchange (ETDEWEB)

    Xue Yueju E-mail: xueyj@mail.tsinghua.edu.cn; Yang Shiyuan E-mail: ysy-dau@tsinghua.edu.cn

    2003-08-01

    A discrete-time adaptive fuzzy control scheme is presented to synchronize model-unknown coupled Henon-map lattices (CHMLs). The proposed method is robust to approximate errors, parameter mismatches and disturbances, because it integrates the merits of the adaptive fuzzy systems and the variable structure control with a sector. The simulation results of synchronization of CHMLs show that it not only can synchronize model-unknown CHMLs but also is robust against parameter mismatches and noise of the systems. These merits are advantageous for engineering realization.

  9. Discrete-Time Domain Modelling of Voltage Source Inverters in Standalone Applications

    DEFF Research Database (Denmark)

    Federico, de Bosio; de Sousa Ribeiro, Luiz Antonio; Freijedo Fernandez, Francisco Daniel

    2017-01-01

    modelling of the LC plant with consideration of delay and sample-and-hold effects on the state feedback cross-coupling decoupling is derived. From this plant formulation, current controllers with wide bandwidth and good relative stability properties are developed. Two controllers based on lead compensation......The decoupling of the capacitor voltage and inductor current has been shown to improve significantly the dynamic performance of voltage source inverters in standalone applications. However, the computation and PWM delays still limit the achievable bandwidth. In this paper a discrete-time domain...

  10. Finite-Time Stability Analysis of Discrete-Time Linear Singular Systems

    Directory of Open Access Journals (Sweden)

    Songlin Wo

    2014-01-01

    Full Text Available The finite-time stability (FTS problem of discrete-time linear singular systems (DTLSS is considered in this paper. A necessary and sufficient condition for FTS is obtained, which can be expressed in terms of matrix inequalities. Then, another form of the necessary and sufficient condition for FTS is also given by using matrix-null space technology. In order to solve the stability problem expediently, a sufficient condition for FTS is given via linear matrix inequality (LMI approach; this condition can be expressed in terms of LMIs. Finally, an illustrating example is also given to show the effectiveness of the proposed method.

  11. Persistence of non-Markovian Gaussian stationary processes in discrete time

    Science.gov (United States)

    Nyberg, Markus; Lizana, Ludvig

    2018-04-01

    The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero mean Gaussian stationary processes in discrete time n . Few results are known for the persistence P0(n ) in discrete time, except the large time behavior which is characterized by the nontrivial constant θ through P0(n ) ˜θn . Using a modified version of the independent interval approximation (IIA) that we developed before, we are able to calculate P0(n ) analytically in z -transform space in terms of the autocorrelation function A (n ) . If A (n )→0 as n →∞ , we extract θ numerically, while if A (n )=0 , for finite n >N , we find θ exactly (within the IIA). We apply our results to three special cases: the nearest-neighbor-correlated "first order moving average process", where A (n )=0 for n >1 , the double exponential-correlated "second order autoregressive process", where A (n ) =c1λ1n+c2λ2n , and power-law-correlated variables, where A (n ) ˜n-μ . Apart from the power-law case when μ <5 , we find excellent agreement with simulations.

  12. Discrete-time retrial queue with Bernoulli vacation, preemptive resume and feedback customers

    Directory of Open Access Journals (Sweden)

    Peishu Chen

    2015-09-01

    Full Text Available Purpose: We consider a discrete-time Geo/G/1 retrial queue where the retrial time follows a general distribution, the server subject to Bernoulli vacation policy and the customer has preemptive resume priority, Bernoulli feedback strategy. The main purpose of this paper is to derive the generating functions of the stationary distribution of the system state, the orbit size and some important performance measures. Design/methodology: Using probability generating function technique, some valuable and interesting performance measures of the system are obtained. We also investigate two stochastic decomposition laws and present some numerical results. Findings: We obtain the probability generating functions of the system state distribution as well as those of the orbit size and the system size distributions. We also obtain some analytical expressions for various performance measures such as idle and busy probabilities, mean orbit and system sizes. Originality/value: The analysis of discrete-time retrial queues with Bernoulli vacation, preemptive resume and feedback customers is interesting and to the best of our knowledge, no other scientific journal paper has dealt with this question. This fact gives the reason why efforts should be taken to plug this gap.

  13. Impulsive stabilization and impulsive synchronization of discrete-time delayed neural networks.

    Science.gov (United States)

    Chen, Wu-Hua; Lu, Xiaomei; Zheng, Wei Xing

    2015-04-01

    This paper investigates the problems of impulsive stabilization and impulsive synchronization of discrete-time delayed neural networks (DDNNs). Two types of DDNNs with stabilizing impulses are studied. By introducing the time-varying Lyapunov functional to capture the dynamical characteristics of discrete-time impulsive delayed neural networks (DIDNNs) and by using a convex combination technique, new exponential stability criteria are derived in terms of linear matrix inequalities. The stability criteria for DIDNNs are independent of the size of time delay but rely on the lengths of impulsive intervals. With the newly obtained stability results, sufficient conditions on the existence of linear-state feedback impulsive controllers are derived. Moreover, a novel impulsive synchronization scheme for two identical DDNNs is proposed. The novel impulsive synchronization scheme allows synchronizing two identical DDNNs with unknown delays. Simulation results are given to validate the effectiveness of the proposed criteria of impulsive stabilization and impulsive synchronization of DDNNs. Finally, an application of the obtained impulsive synchronization result for two identical chaotic DDNNs to a secure communication scheme is presented.

  14. Models for discrete-time self-similar vector processes with application to network traffic

    Science.gov (United States)

    Lee, Seungsin; Rao, Raghuveer M.; Narasimha, Rajesh

    2003-07-01

    The paper defines self-similarity for vector processes by employing the discrete-time continuous-dilation operation which has successfully been used previously by the authors to define 1-D discrete-time stochastic self-similar processes. To define self-similarity of vector processes, it is required to consider the cross-correlation functions between different 1-D processes as well as the autocorrelation function of each constituent 1-D process in it. System models to synthesize self-similar vector processes are constructed based on the definition. With these systems, it is possible to generate self-similar vector processes from white noise inputs. An important aspect of the proposed models is that they can be used to synthesize various types of self-similar vector processes by choosing proper parameters. Additionally, the paper presents evidence of vector self-similarity in two-channel wireless LAN data and applies the aforementioned systems to simulate the corresponding network traffic traces.

  15. Discrete time interval measurement system: fundamentals, resolution and errors in the measurement of angular vibrations

    International Nuclear Information System (INIS)

    Gómez de León, F C; Meroño Pérez, P A

    2010-01-01

    The traditional method for measuring the velocity and the angular vibration in the shaft of rotating machines using incremental encoders is based on counting the pulses at given time intervals. This method is generically called the time interval measurement system (TIMS). A variant of this method that we have developed in this work consists of measuring the corresponding time of each pulse from the encoder and sampling the signal by means of an A/D converter as if it were an analog signal, that is to say, in discrete time. For this reason, we have denominated this method as the discrete time interval measurement system (DTIMS). This measurement system provides a substantial improvement in the precision and frequency resolution compared with the traditional method of counting pulses. In addition, this method permits modification of the width of some pulses in order to obtain a mark-phase on every lap. This paper explains the theoretical fundamentals of the DTIMS and its application for measuring the angular vibrations of rotating machines. It also displays the required relationship between the sampling rate of the signal, the number of pulses of the encoder and the rotating velocity in order to obtain the required resolution and to delimit the methodological errors in the measurement

  16. Effective degree Markov-chain approach for discrete-time epidemic processes on uncorrelated networks.

    Science.gov (United States)

    Cai, Chao-Ran; Wu, Zhi-Xi; Guan, Jian-Yue

    2014-11-01

    Recently, Gómez et al. proposed a microscopic Markov-chain approach (MMCA) [S. Gómez, J. Gómez-Gardeñes, Y. Moreno, and A. Arenas, Phys. Rev. E 84, 036105 (2011)PLEEE81539-375510.1103/PhysRevE.84.036105] to the discrete-time susceptible-infected-susceptible (SIS) epidemic process and found that the epidemic prevalence obtained by this approach agrees well with that by simulations. However, we found that the approach cannot be straightforwardly extended to a susceptible-infected-recovered (SIR) epidemic process (due to its irreversible property), and the epidemic prevalences obtained by MMCA and Monte Carlo simulations do not match well when the infection probability is just slightly above the epidemic threshold. In this contribution we extend the effective degree Markov-chain approach, proposed for analyzing continuous-time epidemic processes [J. Lindquist, J. Ma, P. Driessche, and F. Willeboordse, J. Math. Biol. 62, 143 (2011)JMBLAJ0303-681210.1007/s00285-010-0331-2], to address discrete-time binary-state (SIS) or three-state (SIR) epidemic processes on uncorrelated complex networks. It is shown that the final epidemic size as well as the time series of infected individuals obtained from this approach agree very well with those by Monte Carlo simulations. Our results are robust to the change of different parameters, including the total population size, the infection probability, the recovery probability, the average degree, and the degree distribution of the underlying networks.

  17. A modified GO-FLOW methodology with common cause failure based on Discrete Time Bayesian Network

    International Nuclear Information System (INIS)

    Fan, Dongming; Wang, Zili; Liu, Linlin; Ren, Yi

    2016-01-01

    Highlights: • Identification of particular causes of failure for common cause failure analysis. • Comparison two formalisms (GO-FLOW and Discrete Time Bayesian network) and establish the correlation between them. • Mapping the GO-FLOW model into Bayesian network model. • Calculated GO-FLOW model with common cause failures based on DTBN. - Abstract: The GO-FLOW methodology is a success-oriented system reliability modelling technique for multi-phase missions involving complex time-dependent, multi-state and common cause failure (CCF) features. However, the analysis algorithm cannot easily handle the multiple shared signals and CCFs. In addition, the simulative algorithm is time consuming when vast multi-state components exist in the model, and the multiple time points of phased mission problems increases the difficulty of the analysis method. In this paper, the Discrete Time Bayesian Network (DTBN) and the GO-FLOW methodology are integrated by the unified mapping rules. Based on these rules, the multi operators can be mapped into DTBN followed by, a complete GO-FLOW model with complex characteristics (e.g. phased mission, multi-state, and CCF) can be converted to the isomorphic DTBN and easily analyzed by utilizing the DTBN. With mature algorithms and tools, the multi-phase mission reliability parameter can be efficiently obtained via the proposed approach without considering the shared signals and the various complex logic operation. Meanwhile, CCF can also arise in the computing process.

  18. Discrete-time moment closure models for epidemic spreading in populations of interacting individuals.

    Science.gov (United States)

    Frasca, Mattia; Sharkey, Kieran J

    2016-06-21

    Understanding the dynamics of spread of infectious diseases between individuals is essential for forecasting the evolution of an epidemic outbreak or for defining intervention policies. The problem is addressed by many approaches including stochastic and deterministic models formulated at diverse scales (individuals, populations) and different levels of detail. Here we consider discrete-time SIR (susceptible-infectious-removed) dynamics propagated on contact networks. We derive a novel set of 'discrete-time moment equations' for the probability of the system states at the level of individual nodes and pairs of nodes. These equations form a set which we close by introducing appropriate approximations of the joint probabilities appearing in them. For the example case of SIR processes, we formulate two types of model, one assuming statistical independence at the level of individuals and one at the level of pairs. From the pair-based model we then derive a model at the level of the population which captures the behavior of epidemics on homogeneous random networks. With respect to their continuous-time counterparts, the models include a larger number of possible transitions from one state to another and joint probabilities with a larger number of individuals. The approach is validated through numerical simulation over different network topologies. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

  19. Stability Analysis of Continuous-Time and Discrete-Time Quaternion-Valued Neural Networks With Linear Threshold Neurons.

    Science.gov (United States)

    Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong

    2018-07-01

    This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.

  20. Global exponential stability of BAM neural networks with time-varying delays: The discrete-time case

    Science.gov (United States)

    Raja, R.; Marshal Anthoni, S.

    2011-02-01

    This paper deals with the problem of stability analysis for a class of discrete-time bidirectional associative memory (BAM) neural networks with time-varying delays. By employing the Lyapunov functional and linear matrix inequality (LMI) approach, a new sufficient conditions is proposed for the global exponential stability of discrete-time BAM neural networks. The proposed LMI based results can be easily checked by LMI control toolbox. Moreover, an example is also provided to demonstrate the effectiveness of the proposed method.

  1. Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Algorithm for Large-Scale Box-Constrained Optimization

    Directory of Open Access Journals (Sweden)

    Qiuyu Wang

    2014-01-01

    descent method at first finite number of steps and then by conjugate gradient method subsequently. Under some appropriate conditions, we show that the algorithm converges globally. Numerical experiments and comparisons by using some box-constrained problems from CUTEr library are reported. Numerical comparisons illustrate that the proposed method is promising and competitive with the well-known method—L-BFGS-B.

  2. Output-Feedback Control of Unknown Linear Discrete-Time Systems With Stochastic Measurement and Process Noise via Approximate Dynamic Programming.

    Science.gov (United States)

    Wang, Jun-Sheng; Yang, Guang-Hong

    2017-07-25

    This paper studies the optimal output-feedback control problem for unknown linear discrete-time systems with stochastic measurement and process noise. A dithered Bellman equation with the innovation covariance matrix is constructed via the expectation operator given in the form of a finite summation. On this basis, an output-feedback-based approximate dynamic programming method is developed, where the terms depending on the innovation covariance matrix are available with the aid of the innovation covariance matrix identified beforehand. Therefore, by iterating the Bellman equation, the resulting value function can converge to the optimal one in the presence of the aforementioned noise, and the nearly optimal control laws are delivered. To show the effectiveness and the advantages of the proposed approach, a simulation example and a velocity control experiment on a dc machine are employed.

  3. Improved solution for ill-posed linear systems using a constrained optimization ruled by a penalty: evaluation in nuclear medicine tomography

    International Nuclear Information System (INIS)

    Walrand, Stephan; Jamar, François; Pauwels, Stanislas

    2009-01-01

    Ill-posed linear systems occur in many different fields. A class of regularization methods, called constrained optimization, aims to determine the extremum of a penalty function whilst constraining an objective function to a likely value. We propose here a novel heuristic way to screen the local extrema satisfying the discrepancy principle. A modified version of the Landweber algorithm is used for the iteration process. After finding a local extremum, a bound is performed to the 'farthest' estimate in the data space still satisfying the discrepancy principle. Afterwards, the modified Landweber algorithm is again applied to find a new local extremum. This bound-iteration process is repeated until a satisfying solution is reached. For evaluation in nuclear medicine tomography, a novel penalty function that preserves the edge steps in the reconstructed solution was evaluated on Monte Carlo simulations and using real SPECT acquisitions as well. Surprisingly, the first bound always provided a significantly better solution in a wide range of statistics

  4. Stability analysis for discrete-time stochastic memristive neural networks with both leakage and probabilistic delays.

    Science.gov (United States)

    Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E

    2018-06-01

    This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.

  5. A discrete-time queueing system with changes in the vacation times

    Directory of Open Access Journals (Sweden)

    Atencia Ivan

    2016-06-01

    Full Text Available This paper considers a discrete-time queueing system in which an arriving customer can decide to follow a last come first served (LCFS service discipline or to become a negative customer that eliminates the one at service, if any. After service completion, the server can opt for a vacation time or it can remain on duty. Changes in the vacation times as well as their associated distribution are thoroughly studied. An extensive analysis of the system is carried out and, using a probability generating function approach, steady-state performance measures such as the first moments of the busy period of the queue content and of customers delay are obtained. Finally, some numerical examples to show the influence of the parameters on several performance characteristics are given.

  6. Neural networks for tracking of unknown SISO discrete-time nonlinear dynamic systems.

    Science.gov (United States)

    Aftab, Muhammad Saleheen; Shafiq, Muhammad

    2015-11-01

    This article presents a Lyapunov function based neural network tracking (LNT) strategy for single-input, single-output (SISO) discrete-time nonlinear dynamic systems. The proposed LNT architecture is composed of two feedforward neural networks operating as controller and estimator. A Lyapunov function based back propagation learning algorithm is used for online adjustment of the controller and estimator parameters. The controller and estimator error convergence and closed-loop system stability analysis is performed by Lyapunov stability theory. Moreover, two simulation examples and one real-time experiment are investigated as case studies. The achieved results successfully validate the controller performance. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  7. Generation of a quantum integrable class of discrete-time or relativistic periodic Toda chains

    International Nuclear Information System (INIS)

    Kundu, Anjan

    1994-01-01

    A new integrable class of quantum models representing a family of different discrete-time or relativistic generalisations of the periodic Toda chain (TC), including that of a recently proposed classical model close to TC [Lett. Math. Phys. 29 (1993) 165] is presented. All such models are shown to be obtainable from a single ancestor model at different realisations of the underlying quantised algebra. As a consequence the 2x2 Lax operators and the associated quantum R-matrices for these models are easily derived ensuring their quantum integrability. It is shown that the functional Bethe ansatz developed for the quantum TC is trivially generalised to achieve separation of variables also for the present models. ((orig.))

  8. Non-fragile ?-? control for discrete-time stochastic nonlinear systems under event-triggered protocols

    Science.gov (United States)

    Sun, Ying; Ding, Derui; Zhang, Sunjie; Wei, Guoliang; Liu, Hongjian

    2018-07-01

    In this paper, the non-fragile ?-? control problem is investigated for a class of discrete-time stochastic nonlinear systems under event-triggered communication protocols, which determine whether the measurement output should be transmitted to the controller or not. The main purpose of the addressed problem is to design an event-based output feedback controller subject to gain variations guaranteeing the prescribed disturbance attenuation level described by the ?-? performance index. By utilizing the Lyapunov stability theory combined with S-procedure, a sufficient condition is established to guarantee both the exponential mean-square stability and the ?-? performance for the closed-loop system. In addition, with the help of the orthogonal decomposition, the desired controller parameter is obtained in terms of the solution to certain linear matrix inequalities. Finally, a simulation example is exploited to demonstrate the effectiveness of the proposed event-based controller design scheme.

  9. Stability Analysis and H∞ Model Reduction for Switched Discrete-Time Time-Delay Systems

    Directory of Open Access Journals (Sweden)

    Zheng-Fan Liu

    2014-01-01

    Full Text Available This paper is concerned with the problem of exponential stability and H∞ model reduction of a class of switched discrete-time systems with state time-varying delay. Some subsystems can be unstable. Based on the average dwell time technique and Lyapunov-Krasovskii functional (LKF approach, sufficient conditions for exponential stability with H∞ performance of such systems are derived in terms of linear matrix inequalities (LMIs. For the high-order systems, sufficient conditions for the existence of reduced-order model are derived in terms of LMIs. Moreover, the error system is guaranteed to be exponentially stable and an H∞ error performance is guaranteed. Numerical examples are also given to demonstrate the effectiveness and reduced conservatism of the obtained results.

  10. Mode locking and quasiperiodicity in a discrete-time Chialvo neuron model

    Science.gov (United States)

    Wang, Fengjuan; Cao, Hongjun

    2018-03-01

    The two-dimensional parameter spaces of a discrete-time Chialvo neuron model are investigated. Our studies demonstrate that for all our choice of two parameters (i) the fixed point is destabilized via Neimark-Sacker bifurcation; (ii) there exist mode locking structures like Arnold tongues and shrimps, with periods organized in a Farey tree sequence, embedded in quasiperiodic/chaotic region. We determine analytically the location of the parameter sets where Neimark-Sacker bifurcation occurs, and the location on this curve where Arnold tongues of arbitrary period are born. Properties of the transition that follows the so-called two-torus from quasiperiodicity to chaos are presented clearly and proved strictly by using numerical simulations such as bifurcation diagrams, the largest Lyapunov exponent diagram on MATLAB and C++.

  11. Switched periodic systems in discrete time: stability and input-output norms

    Science.gov (United States)

    Bolzern, Paolo; Colaneri, Patrizio

    2013-07-01

    This paper deals with the analysis of stability and the characterisation of input-output norms for discrete-time periodic switched linear systems. Such systems consist of a network of time-periodic linear subsystems sharing the same state vector and an exogenous switching signal that triggers the jumps between the subsystems. The overall system exhibits a complex dynamic behaviour due to the interplay between the time periodicity of the subsystem parameters and the switching signal. Both arbitrary switching signals and signals satisfying a dwell-time constraint are considered. Linear matrix inequality conditions for stability and guaranteed H2 and H∞ performances are provided. The results heavily rely on the merge of the theory of linear periodic systems and recent developments on switched linear time-invariant systems.

  12. Time-dependent switched discrete-time linear systems control and filtering

    CERN Document Server

    Zhang, Lixian; Shi, Peng; Lu, Qiugang

    2016-01-01

    This book focuses on the basic control and filtering synthesis problems for discrete-time switched linear systems under time-dependent switching signals. Chapter 1, as an introduction of the book, gives the backgrounds and motivations of switched systems, the definitions of the typical time-dependent switching signals, the differences and links to other types of systems with hybrid characteristics and a literature review mainly on the control and filtering for the underlying systems. By summarizing the multiple Lyapunov-like functions (MLFs) approach in which different requirements on comparisons of Lyapunov function values at switching instants, a series of methodologies are developed for the issues on stability and stabilization, and l2-gain performance or tube-based robustness for l∞ disturbance, respectively, in Chapters 2 and 3. Chapters 4 and 5 are devoted to the control and filtering problems for the time-dependent switched linear systems with either polytopic uncertainties or measurable time-varying...

  13. Fault-tolerant Control of Discrete-time LPV systems using Virtual Actuators and Sensors

    DEFF Research Database (Denmark)

    Tabatabaeipour, Mojtaba; Stoustrup, Jakob; Bak, Thomas

    2015-01-01

    This paper proposes a new fault-tolerant control (FTC) method for discrete-time linear parameter varying (LPV) systems using a reconfiguration block. The basic idea of the method is to achieve the FTC goal without re-designing the nominal controller by inserting a reconfiguration block between......, it transforms the output of the controller for the faulty system such that the stability and performance goals are preserved. Input-to-state stabilizing LPV gains of the virtual actuator and sensor are obtained by solving linear matrix inequalities (LMIs). We show that separate design of these gains guarantees....... Finally, the effectiveness of the method is demonstrated via a numerical example and stator current control of an induction motor....

  14. Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay

    International Nuclear Information System (INIS)

    Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.; Linares-Perez, J.; Nakamori, S.

    2008-01-01

    This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use, a filtering algorithm based on linear approximations of the real observations is proposed.

  15. Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

    Science.gov (United States)

    Mahdi Alavi, S. M.; Saif, Mehrdad

    2013-12-01

    This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

  16. Online Identification of Multivariable Discrete Time Delay Systems Using a Recursive Least Square Algorithm

    Directory of Open Access Journals (Sweden)

    Saïda Bedoui

    2013-01-01

    Full Text Available This paper addresses the problem of simultaneous identification of linear discrete time delay multivariable systems. This problem involves both the estimation of the time delays and the dynamic parameters matrices. In fact, we suggest a new formulation of this problem allowing defining the time delay and the dynamic parameters in the same estimated vector and building the corresponding observation vector. Then, we use this formulation to propose a new method to identify the time delays and the parameters of these systems using the least square approach. Convergence conditions and statistics properties of the proposed method are also developed. Simulation results are presented to illustrate the performance of the proposed method. An application of the developed approach to compact disc player arm is also suggested in order to validate simulation results.

  17. Consensus of discrete-time multi-agent systems with adversaries and time delays

    Science.gov (United States)

    Wu, Yiming; He, Xiongxiong; Liu, Shuai; Xie, Lihua

    2014-05-01

    This paper studies the resilient asymptotic consensus problem for discrete-time multi-agent systems in the presence of adversaries and transmission delays. The network is assumed to have ? loyal agents and ? adversarial agents, and each loyal agent in the network has no knowledge of the network topology other than an upper bound on the number of adversarial agents in its neighborhood. For the considered networked system, only locally delayed information is available for each loyal agent, and also the information flow is directed and a control protocol using only local information is designed to guarantee the realization of consensus with respect to communication graph, which satisfies a featured network robustness. Numerical examples are finally given to demonstrate the effectiveness of theoretical results.

  18. Multiple periodic solutions for a discrete time model of plankton allelopathy

    OpenAIRE

    Zhang Jianbao; Fang Hui

    2006-01-01

    We study a discrete time model of the growth of two species of plankton with competitive and allelopathic effects on each other N1(k+1) = N1(k)exp{r1(k)-a11(k)N1(k)-a12(k)N2(k)-b1(k)N1(k)N2(k)}, N2(k+1) = N2(k)exp{r2(k)-a21(k)N2(k)-b2(k)N1(k)N1(k)N2(k)}. A set of sufficient conditions is obtained for the existence of multiple positive periodic solutions for this model. The approach is based on Mawhin's continuation theorem of coincidence degree theory as well as some a priori estimates. Some...

  19. Bifurcations in a discrete time model composed of Beverton-Holt function and Ricker function.

    Science.gov (United States)

    Shang, Jin; Li, Bingtuan; Barnard, Michael R

    2015-05-01

    We provide rigorous analysis for a discrete-time model composed of the Ricker function and Beverton-Holt function. This model was proposed by Lewis and Li [Bull. Math. Biol. 74 (2012) 2383-2402] in the study of a population in which reproduction occurs at a discrete instant of time whereas death and competition take place continuously during the season. We show analytically that there exists a period-doubling bifurcation curve in the model. The bifurcation curve divides the parameter space into the region of stability and the region of instability. We demonstrate through numerical bifurcation diagrams that the regions of periodic cycles are intermixed with the regions of chaos. We also study the global stability of the model. Copyright © 2015 Elsevier Inc. All rights reserved.

  20. Decentralized Observer with a Consensus Filter for Distributed Discrete-Time Linear Systems

    Science.gov (United States)

    Acikmese, Behcet; Mandic, Milan

    2011-01-01

    This paper presents a decentralized observer with a consensus filter for the state observation of a discrete-time linear distributed systems. In this setup, each agent in the distributed system has an observer with a model of the plant that utilizes the set of locally available measurements, which may not make the full plant state detectable. This lack of detectability is overcome by utilizing a consensus filter that blends the state estimate of each agent with its neighbors' estimates. We assume that the communication graph is connected for all times as well as the sensing graph. It is proven that the state estimates of the proposed observer asymptotically converge to the actual plant states under arbitrarily changing, but connected, communication and sensing topologies. As a byproduct of this research, we also obtained a result on the location of eigenvalues, the spectrum, of the Laplacian for a family of graphs with self-loops.

  1. A Discrete-Time Chattering Free Sliding Mode Control with Multirate Sampling Method for Flight Simulator

    Directory of Open Access Journals (Sweden)

    Yunjie Wu

    2013-01-01

    Full Text Available In order to improve the tracking accuracy of flight simulator and expend its frequency response, a multirate-sampling-method-based discrete-time chattering free sliding mode control is developed and imported into the systems. By constructing the multirate sampling sliding mode controller, the flight simulator can perfectly track a given reference signal with an arbitrarily small dynamic tracking error, and the problems caused by a contradiction of reference signal period and control period in traditional design method can be eliminated. It is proved by theoretical analysis that the extremely high dynamic tracking precision can be obtained. Meanwhile, the robustness is guaranteed by sliding mode control even though there are modeling mismatch, external disturbances and measure noise. The validity of the proposed method is confirmed by experiments on flight simulator.

  2. Transformation of nonlinear discrete-time system into the extended observer form

    Science.gov (United States)

    Kaparin, V.; Kotta, Ü.

    2018-04-01

    The paper addresses the problem of transforming discrete-time single-input single-output nonlinear state equations into the extended observer form, which, besides the input and output, also depends on a finite number of their past values. Necessary and sufficient conditions for the existence of both the extended coordinate and output transformations, solving the problem, are formulated in terms of differential one-forms, associated with the input-output equation, corresponding to the state equations. An algorithm for transformation of state equations into the extended observer form is proposed and illustrated by an example. Moreover, the considered approach is compared with the method of dynamic observer error linearisation, which likewise is intended to enlarge the class of systems transformable into an observer form.

  3. Bifurcation and complex dynamics of a discrete-time predator-prey system involving group defense

    Directory of Open Access Journals (Sweden)

    S. M. Sohel Rana

    2015-09-01

    Full Text Available In this paper, we investigate the dynamics of a discrete-time predator-prey system involving group defense. The existence and local stability of positive fixed point of the discrete dynamical system is analyzed algebraically. It is shown that the system undergoes a flip bifurcation and a Neimark-Sacker bifurcation in the interior of R+2 by using bifurcation theory. Numerical simulation results not only show the consistence with the theoretical analysis but also display the new and interesting dynamical behaviors, including phase portraits, period-7, 20-orbits, attracting invariant circle, cascade of period-doubling bifurcation from period-20 leading to chaos, quasi-periodic orbits, and sudden disappearance of the chaotic dynamics and attracting chaotic set. The Lyapunov exponents are numerically computed to characterize the complexity of the dynamical behaviors.

  4. Homogenous polynomially parameter-dependent H∞ filter designs of discrete-time fuzzy systems.

    Science.gov (United States)

    Zhang, Huaguang; Xie, Xiangpeng; Tong, Shaocheng

    2011-10-01

    This paper proposes a novel H(∞) filtering technique for a class of discrete-time fuzzy systems. First, a novel kind of fuzzy H(∞) filter, which is homogenous polynomially parameter dependent on membership functions with an arbitrary degree, is developed to guarantee the asymptotic stability and a prescribed H(∞) performance of the filtering error system. Second, relaxed conditions for H(∞) performance analysis are proposed by using a new fuzzy Lyapunov function and the Finsler lemma with homogenous polynomial matrix Lagrange multipliers. Then, based on a new kind of slack variable technique, relaxed linear matrix inequality-based H(∞) filtering conditions are proposed. Finally, two numerical examples are provided to illustrate the effectiveness of the proposed approach.

  5. Multiscale KF Algorithm for Strong Fractional Noise Interference Suppression in Discrete-Time UWB Systems

    Directory of Open Access Journals (Sweden)

    Liyun Su

    2011-01-01

    Full Text Available In order to suppress the interference of the strong fractional noise signal in discrete-time ultrawideband (UWB systems, this paper presents a new UWB multi-scale Kalman filter (KF algorithm for the interference suppression. This approach solves the problem of the narrowband interference (NBI as nonstationary fractional signal in UWB communication, which does not need to estimate any channel parameter. In this paper, the received sampled signal is transformed through multiscale wavelet to obtain a state transition equation and an observation equation based on the stationarity theory of wavelet coefficients in time domain. Then through the Kalman filter method, fractional signal of arbitrary scale is easily figured out. Finally, fractional noise interference is subtracted from the received signal. Performance analysis and computer simulations reveal that this algorithm is effective to reduce the strong fractional noise when the sampling rate is low.

  6. Fault detection for discrete-time LPV systems using interval observers

    Science.gov (United States)

    Zhang, Zhi-Hui; Yang, Guang-Hong

    2017-10-01

    This paper is concerned with the fault detection (FD) problem for discrete-time linear parameter-varying systems subject to bounded disturbances. A parameter-dependent FD interval observer is designed based on parameter-dependent Lyapunov and slack matrices. The design method is presented by translating the parameter-dependent linear matrix inequalities (LMIs) into finite ones. In contrast to the existing results based on parameter-independent and diagonal Lyapunov matrices, the derived disturbance attenuation, fault sensitivity and nonnegative conditions lead to less conservative LMI characterisations. Furthermore, without the need to design the residual evaluation functions and thresholds, the residual intervals generated by the interval observers are used directly for FD decision. Finally, simulation results are presented for showing the effectiveness and superiority of the proposed method.

  7. Variable speed wind turbine control by discrete-time sliding mode approach.

    Science.gov (United States)

    Torchani, Borhen; Sellami, Anis; Garcia, Germain

    2016-05-01

    The aim of this paper is to propose a new design variable speed wind turbine control by discrete-time sliding mode approach. This methodology is designed for linear saturated system. The saturation constraint is reported on inputs vector. To this end, the back stepping design procedure is followed to construct a suitable sliding manifold that guarantees the attainment of a stabilization control objective. It is well known that the mechanisms are investigated in term of the most proposed assumptions to deal with the damping, shaft stiffness and inertia effect of the gear. The objectives are to synthesize robust controllers that maximize the energy extracted from wind, while reducing mechanical loads and rotor speed tracking combined with an electromagnetic torque. Simulation results of the proposed scheme are presented. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

  8. Robust Monotonically Convergent Iterative Learning Control for Discrete-Time Systems via Generalized KYP Lemma

    Directory of Open Access Journals (Sweden)

    Jian Ding

    2014-01-01

    Full Text Available This paper addresses the problem of P-type iterative learning control for a class of multiple-input multiple-output linear discrete-time systems, whose aim is to develop robust monotonically convergent control law design over a finite frequency range. It is shown that the 2 D iterative learning control processes can be taken as 1 D state space model regardless of relative degree. With the generalized Kalman-Yakubovich-Popov lemma applied, it is feasible to describe the monotonically convergent conditions with the help of linear matrix inequality technique and to develop formulas for the control gain matrices design. An extension to robust control law design against systems with structured and polytopic-type uncertainties is also considered. Two numerical examples are provided to validate the feasibility and effectiveness of the proposed method.

  9. Non-fragile observer design for discrete-time genetic regulatory networks with randomly occurring uncertainties

    International Nuclear Information System (INIS)

    Banu, L Jarina; Balasubramaniam, P

    2015-01-01

    This paper investigates the problem of non-fragile observer design for a class of discrete-time genetic regulatory networks (DGRNs) with time-varying delays and randomly occurring uncertainties. A non-fragile observer is designed, for estimating the true concentration of mRNAs and proteins from available measurement outputs. One important feature of the results obtained that are reported here is that the parameter uncertainties are assumed to be random and their probabilities of occurrence are known a priori. On the basis of the Lyapunov–Krasovskii functional approach and using a convex combination technique, a delay-dependent estimation criterion is established for DGRNs in terms of linear matrix inequalities (LMIs) that can be efficiently solved using any available LMI solver. Finally numerical examples are provided to substantiate the theoretical results. (paper)

  10. Frequency-shaped and observer-based discrete-time sliding mode control

    CERN Document Server

    Mehta, Axaykumar

    2015-01-01

    It is well established that the sliding mode control strategy provides an effective and robust method of controlling the deterministic system due to its well-known invariance property to a class of bounded disturbance and parameter variations. Advances in microcomputer technologies have made digital control increasingly popular among the researchers worldwide. And that led to the study of discrete-time sliding mode control design and its implementation. This brief presents, a method for multi-rate frequency shaped sliding mode controller design based on switching and non-switching type of reaching law. In this approach, the frequency dependent compensator dynamics are introduced through a frequency-shaped sliding surface by assigning frequency dependent weighing matrices in a linear quadratic regulator (LQR) design procedure. In this way, the undesired high frequency dynamics or certain frequency disturbance can be eliminated. The states are implicitly obtained by measuring the output at a faster rate than th...

  11. Arnold tongues and the Devil's Staircase in a discrete-time Hindmarsh–Rose neuron model

    International Nuclear Information System (INIS)

    Felicio, Carolini C.; Rech, Paulo C.

    2015-01-01

    We investigate a three-dimensional discrete-time dynamical system, described by a three-dimensional map derived from a continuous-time Hindmarsh–Rose neuron model by the forward Euler method. For a fixed integration step size, we report a two-dimensional parameter-space for this system, where periodic structures, the so-called Arnold tongues, can be seen with periods organized in a Farey tree sequence. We also report possible modifications in this parameter-space, as a function of the integration step size. - Highlights: • We investigate the parameter-space of a particular 3D map. • Periodic structures, namely Arnold tongues, can be seen there. • They are organized in a Farey tree sequence. • The map was derived from a continuous-time Hindmarsh–Rose neuron model. • The forward Euler method was used for such purpose.

  12. Identification of a parametric, discrete-time model of ankle stiffness.

    Science.gov (United States)

    Guarin, Diego L; Jalaleddini, Kian; Kearney, Robert E

    2013-01-01

    Dynamic ankle joint stiffness defines the relationship between the position of the ankle and the torque acting about it and can be separated into intrinsic and reflex components. Under stationary conditions, intrinsic stiffness can described by a linear second order system while reflex stiffness is described by Hammerstein system whose input is delayed velocity. Given that reflex and intrinsic torque cannot be measured separately, there has been much interest in the development of system identification techniques to separate them analytically. To date, most methods have been nonparametric and as a result there is no direct link between the estimated parameters and those of the stiffness model. This paper presents a novel algorithm for identification of a discrete-time model of ankle stiffness. Through simulations we show that the algorithm gives unbiased results even in the presence of large, non-white noise. Application of the method to experimental data demonstrates that it produces results consistent with previous findings.

  13. Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise

    International Nuclear Information System (INIS)

    Zhu, Jin; Park, Jun Hong; Lee, Kwan Soo; Spiryagin, Maksym

    2008-01-01

    This paper examines the problem of robust extended Kalman filter design for discrete -time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of filtering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non- Structural and Structural. It is proved by applying game theory that this filter design is a robust mini-max filter. A numerical example shows the validity of the method

  14. Attractors of relaxation discrete-time systems with chaotic dynamics on a fast time scale

    International Nuclear Information System (INIS)

    Maslennikov, Oleg V.; Nekorkin, Vladimir I.

    2016-01-01

    In this work, a new type of relaxation systems is considered. Their prominent feature is that they comprise two distinct epochs, one is slow regular motion and another is fast chaotic motion. Unlike traditionally studied slow-fast systems that have smooth manifolds of slow motions in the phase space and fast trajectories between them, in this new type one observes, apart the same geometric objects, areas of transient chaos. Alternating periods of slow regular motions and fast chaotic ones as well as transitions between them result in a specific chaotic attractor with chaos on a fast time scale. We formulate basic properties of such attractors in the framework of discrete-time systems and consider several examples. Finally, we provide an important application of such systems, the neuronal electrical activity in the form of chaotic spike-burst oscillations.

  15. Discrete-time recurrent neural networks with time-varying delays: Exponential stability analysis

    International Nuclear Information System (INIS)

    Liu, Yurong; Wang, Zidong; Serrano, Alan; Liu, Xiaohui

    2007-01-01

    This Letter is concerned with the analysis problem of exponential stability for a class of discrete-time recurrent neural networks (DRNNs) with time delays. The delay is of the time-varying nature, and the activation functions are assumed to be neither differentiable nor strict monotonic. Furthermore, the description of the activation functions is more general than the recently commonly used Lipschitz conditions. Under such mild conditions, we first prove the existence of the equilibrium point. Then, by employing a Lyapunov-Krasovskii functional, a unified linear matrix inequality (LMI) approach is developed to establish sufficient conditions for the DRNNs to be globally exponentially stable. It is shown that the delayed DRNNs are globally exponentially stable if a certain LMI is solvable, where the feasibility of such an LMI can be easily checked by using the numerically efficient Matlab LMI Toolbox. A simulation example is presented to show the usefulness of the derived LMI-based stability condition

  16. Allee effect in a discrete-time predator-prey system

    International Nuclear Information System (INIS)

    Celik, Canan; Duman, Oktay

    2009-01-01

    In this paper, we study the stability of a discrete-time predator-prey system with and without Allee effect. By analyzing both systems, we first obtain local stability conditions of the equilibrium points without the Allee effect and then exhibit the impact of the Allee effect on stability when it is imposed on prey population. We also show the stabilizing effect of Allee effect by numerical simulations and verify that when the prey population is subject to an Allee effect, the trajectory of the solutions approximates to the corresponding equilibrium point much faster. Furthermore, for some fixed parameter values satisfying necessary conditions, we show that the corresponding equilibrium point moves from instability to stability under the Allee effect on prey population.

  17. Comprehensive Feature-Based Landscape Analysis of Continuous and Constrained Optimization Problems Using the R-Package flacco

    OpenAIRE

    Kerschke, Pascal

    2017-01-01

    Choosing the best-performing optimizer(s) out of a portfolio of optimization algorithms is usually a difficult and complex task. It gets even worse, if the underlying functions are unknown, i.e., so-called Black-Box problems, and function evaluations are considered to be expensive. In the case of continuous single-objective optimization problems, Exploratory Landscape Analysis (ELA) - a sophisticated and effective approach for characterizing the landscapes of such problems by means of numeric...

  18. Second-Order Necessary Optimality Conditions for Some State-Constrained Control Problems of Semilinear Elliptic Equations

    International Nuclear Information System (INIS)

    Casas, E.; Troeltzsch, F.

    1999-01-01

    In this paper we are concerned with some optimal control problems governed by semilinear elliptic equations. The case of a boundary control is studied. We consider pointwise constraints on the control and a finite number of equality and inequality constraints on the state. The goal is to derive first- and second-order optimality conditions satisfied by locally optimal solutions of the problem

  19. The Regularized Fast Hartley Transform Optimal Formulation of Real-Data Fast Fourier Transform for Silicon-Based Implementation in Resource-Constrained Environments

    CERN Document Server

    Jones, Keith

    2010-01-01

    The Regularized Fast Hartley Transform provides the reader with the tools necessary to both understand the proposed new formulation and to implement simple design variations that offer clear implementational advantages, both practical and theoretical, over more conventional complex-data solutions to the problem. The highly-parallel formulation described is shown to lead to scalable and device-independent solutions to the latency-constrained version of the problem which are able to optimize the use of the available silicon resources, and thus to maximize the achievable computational density, th

  20. SU-E-T-574: Novel Chance-Constrained Optimization in Intensity-Modulated Proton Therapy Planning to Account for Range and Patient Setup Uncertainties

    International Nuclear Information System (INIS)

    An, Y; Liang, J; Liu, W

    2015-01-01

    Purpose: We propose to apply a probabilistic framework, namely chanceconstrained optimization, in the intensity-modulated proton therapy (IMPT) planning subject to range and patient setup uncertainties. The purpose is to hedge against the influence of uncertainties and improve robustness of treatment plans. Methods: IMPT plans were generated for a typical prostate patient. Nine dose distributions are computed — the nominal one and one each for ±5mm setup uncertainties along three cardinal axes and for ±3.5% range uncertainty. These nine dose distributions are supplied to the solver CPLEX as chance constraints to explicitly control plan robustness under these representative uncertainty scenarios with certain probability. This probability is determined by the tolerance level. We make the chance-constrained model tractable by converting it to a mixed integer optimization problem. The quality of plans derived from this method is evaluated using dose-volume histogram (DVH) indices such as tumor dose homogeneity (D5% – D95%) and coverage (D95%) and normal tissue sparing like V70 of rectum, V65, and V40 of bladder. We also compare the results from this novel method with the conventional PTV-based method to further demonstrate its effectiveness Results: Our model can yield clinically acceptable plans within 50 seconds. The chance-constrained optimization produces IMPT plans with comparable target coverage, better target dose homogeneity, and better normal tissue sparing compared to the PTV-based optimization [D95% CTV: 67.9 vs 68.7 (Gy), D5% – D95% CTV: 11.9 vs 18 (Gy), V70 rectum: 0.0 % vs 0.33%, V65 bladder: 2.17% vs 9.33%, V40 bladder: 8.83% vs 21.83%]. It also simultaneously makes the plan more robust [Width of DVH band at D50%: 2.0 vs 10.0 (Gy)]. The tolerance level may be varied to control the tradeoff between plan robustness and quality. Conclusion: The chance-constrained optimization generates superior IMPT plan compared to the PTV-based optimization with

  1. H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space

    Science.gov (United States)

    Figueiredo, Danilo Zucolli; Costa, Oswaldo Luiz do Valle

    2017-10-01

    This paper deals with the H2 optimal control problem of discrete-time Markov jump linear systems (MJLS) considering the case in which the Markov chain takes values in a general Borel space ?. It is assumed that the controller has access only to an output variable and to the jump parameter. The goal, in this case, is to design a dynamic Markov jump controller such that the H2-norm of the closed-loop system is minimised. It is shown that the H2-norm can be written as the sum of two H2-norms, such that one of them does not depend on the control, and the other one is obtained from the optimal filter for an infinite-horizon filtering problem. This result can be seen as a separation principle for MJLS with Markov chain in a Borel space ? considering the infinite time horizon case.

  2. Using discrete-time mathematical programming to optimise the extraction rate of a durable non-renewable resource with a single primary supplier

    Directory of Open Access Journals (Sweden)

    Albert Corominas

    Full Text Available A non-linear discrete-time mathematical program model is proposed to determining the optimal extraction policy for a single primary supplier of a durable non-renewable resource, such as gemstones or some metals. Karush, Kuhn and Tucker conditions allow obtaining analytic solutions and general properties of them in some specific settings. Moreover, provided that the objective function (i.e., the discounted value of the incomes throughout the planning horizon is concave, the model can be easily solved, even using standard commercial solver. However, the analysis of the solutions obtained for different assumptions of the values of the parameters show that the optimal extraction policies and the corresponding prices do not exhibit a general shape. Keywords: Durable non-renewable resources, Single primary supplier, Non-linear programming

  3. Discrete-time nonlinear damping backstepping control with observers for rejection of low and high frequency disturbances

    Science.gov (United States)

    Kim, Wonhee; Chen, Xu; Lee, Youngwoo; Chung, Chung Choo; Tomizuka, Masayoshi

    2018-05-01

    A discrete-time backstepping control algorithm is proposed for reference tracking of systems affected by both broadband disturbances at low frequencies and narrow band disturbances at high frequencies. A discrete time DOB, which is constructed based on infinite impulse response filters is applied to compensate for narrow band disturbances at high frequencies. A discrete-time nonlinear damping backstepping controller with an augmented observer is proposed to track the desired output and to compensate for low frequency broadband disturbances along with a disturbance observer, for rejecting narrow band high frequency disturbances. This combination has the merit of simultaneously compensating both broadband disturbances at low frequencies and narrow band disturbances at high frequencies. The performance of the proposed method is validated via experiments.

  4. Application of a Double-Sided Chance-Constrained Integer Linear Program for Optimization of the Incremental Value of Ecosystem Services in Jilin Province, China

    Directory of Open Access Journals (Sweden)

    Baofeng Cai

    2017-08-01

    Full Text Available The Interconnected River System Network Project (IRSNP is a significant water supply engineering project, which is capable of effectively utilizing flood resources to generate ecological value, by connecting 198 lakes and ponds in western Jilin, northeast China. In this article, an optimization research approach has been proposed to maximize the incremental value of IRSNP ecosystem services. A double-sided chance-constrained integer linear program (DCCILP method has been proposed to support the optimization, which can deal with uncertainties presented as integers or random parameters that appear on both sides of the decision variable at the same time. The optimal scheme indicates that after rational optimization, the total incremental value of ecosystem services from the interconnected river system network project increased 22.25%, providing an increase in benefits of 3.26 × 109 ¥ compared to the original scheme. Most of the functional area is swamp wetland, which provides the greatest ecological benefits. Adjustment services increased obviously, implying that the optimization scheme prioritizes ecological benefits rather than supply and production services.

  5. Persistence versus extinction for a class of discrete-time structured population models.

    Science.gov (United States)

    Jin, Wen; Smith, Hal L; Thieme, Horst R

    2016-03-01

    We provide sharp conditions distinguishing persistence and extinction for a class of discrete-time dynamical systems on the positive cone of an ordered Banach space generated by a map which is the sum of a positive linear contraction A and a nonlinear perturbation G that is compact and differentiable at zero in the direction of the cone. Such maps arise as year-to-year projections of population age, stage, or size-structure distributions in population biology where typically A has to do with survival and individual development and G captures the effects of reproduction. The threshold distinguishing persistence and extinction is the principal eigenvalue of (II−A)(−1)G'(0) provided by the Krein-Rutman Theorem, and persistence is described in terms of associated eigenfunctionals. Our results significantly extend earlier persistence results of the last two authors which required more restrictive conditions on G. They are illustrated by application of the results to a plant model with a seed bank.

  6. Factors associated with supermarket and convenience store closure: a discrete time spatial survival modelling approach.

    Science.gov (United States)

    Warren, Joshua L; Gordon-Larsen, Penny

    2018-06-01

    While there is a literature on the distribution of food stores across geographic and social space, much of this research uses cross-sectional data. Analyses attempting to understand whether the availability of stores across neighborhoods is associated with diet and/or health outcomes are limited by a lack of understanding of factors that shape the emergence of new stores and the closure of others. We used quarterly data on supermarket and convenience store locations spanning seven years (2006-2012) and tract-level census data in four US cities: Birmingham, Alabama; Chicago, Illinois; Minneapolis, Minnesota; San Francisco, California. A spatial discrete-time survival model was used to identify factors associated with an earlier and/or later closure time of a store. Sales volume was typically the strongest indicator of store survival. We identified heterogeneity in the association between tract-level poverty and racial composition with respect to store survival. Stores in high poverty, non-White tracts were often at a disadvantage in terms of survival length. The observed patterns of store survival varied by some of the same neighborhood sociodemographic factors associated with lifestyle and health outcomes, which could lead to confusion in interpretation in studies of the estimated effects of introduction of food stores into neighborhoods on health.

  7. A Generalized Stability Theorem for Discrete-Time Nonautonomous Chaos System with Applications

    Directory of Open Access Journals (Sweden)

    Mei Zhang

    2015-01-01

    Full Text Available Firstly, this study introduces a definition of generalized stability (GST in discrete-time nonautonomous chaos system (DNCS, which is an extension for chaos generalized synchronization. Secondly, a constructive theorem of DNCS has been proposed. As an example, a GST DNCS is constructed based on a novel 4-dimensional discrete chaotic map. Numerical simulations show that the dynamic behaviors of this map have chaotic attractor characteristics. As one application, we design a chaotic pseudorandom number generator (CPRNG based on the GST DNCS. We use the SP800-22 test suite to test the randomness of four 100-key streams consisting of 1,000,000 bits generated by the CPRNG, the RC4 algorithm, the ZUC algorithm, and a 6-dimensional CGS-based CPRNG, respectively. The numerical results show that the randomness performances of the two CPRNGs are promising. In addition, theoretically the key space of the CPRNG is larger than 21116. As another application, this study designs a stream avalanche encryption scheme (SAES in RGB image encryption. The results show that the GST DNCS is able to generate the avalanche effects which are similar to those generated via ideal CPRNGs.

  8. Rational solutions of the discrete time Toda lattice and the alternate discrete Painleve II equation

    International Nuclear Information System (INIS)

    Common, Alan K; Hone, Andrew N W

    2008-01-01

    The Yablonskii-Vorob'ev polynomials y n (t), which are defined by a second-order bilinear differential-difference equation, provide rational solutions of the Toda lattice. They are also polynomial tau-functions for the rational solutions of the second Painleve equation (P II ). Here we define two-variable polynomials Y n (t, h) on a lattice with spacing h, by considering rational solutions of the discrete time Toda lattice as introduced by Suris. These polynomials are shown to have many properties that are analogous to those of the Yablonskii-Vorob'ev polynomials, to which they reduce when h = 0. They also provide rational solutions for a particular discretization of P II , namely the so-called alternate discrete P II , and this connection leads to an expression in terms of the Umemura polynomials for the third Painleve equation (P III ). It is shown that the Baecklund transformation for the alternate discrete Painleve equation is a symplectic map, and the shift in time is also symplectic. Finally we present a Lax pair for the alternate discrete P II , which recovers Jimbo and Miwa's Lax pair for P II in the continuum limit h → 0

  9. An Augmented Discrete-Time Approach for Human-Robot Collaboration

    Directory of Open Access Journals (Sweden)

    Peidong Liang

    2016-01-01

    Full Text Available Human-robot collaboration (HRC is a key feature to distinguish the new generation of robots from conventional robots. Relevant HRC topics have been extensively investigated recently in academic institutes and companies to improve human and robot interactive performance. Generally, human motor control regulates human motion adaptively to the external environment with safety, compliance, stability, and efficiency. Inspired by this, we propose an augmented approach to make a robot understand human motion behaviors based on human kinematics and human postural impedance adaptation. Human kinematics is identified by geometry kinematics approach to map human arm configuration as well as stiffness index controlled by hand gesture to anthropomorphic arm. While human arm postural stiffness is estimated and calibrated within robot empirical stability region, human motion is captured by employing a geometry vector approach based on Kinect. A biomimetic controller in discrete-time is employed to make Baxter robot arm imitate human arm behaviors based on Baxter robot dynamics. An object moving task is implemented to validate the performance of proposed methods based on Baxter robot simulator. Results show that the proposed approach to HRC is intuitive, stable, efficient, and compliant, which may have various applications in human-robot collaboration scenarios.

  10. Adaptive dynamic programming for discrete-time linear quadratic regulation based on multirate generalised policy iteration

    Science.gov (United States)

    Chun, Tae Yoon; Lee, Jae Young; Park, Jin Bae; Choi, Yoon Ho

    2018-06-01

    In this paper, we propose two multirate generalised policy iteration (GPI) algorithms applied to discrete-time linear quadratic regulation problems. The proposed algorithms are extensions of the existing GPI algorithm that consists of the approximate policy evaluation and policy improvement steps. The two proposed schemes, named heuristic dynamic programming (HDP) and dual HDP (DHP), based on multirate GPI, use multi-step estimation (M-step Bellman equation) at the approximate policy evaluation step for estimating the value function and its gradient called costate, respectively. Then, we show that these two methods with the same update horizon can be considered equivalent in the iteration domain. Furthermore, monotonically increasing and decreasing convergences, so called value iteration (VI)-mode and policy iteration (PI)-mode convergences, are proved to hold for the proposed multirate GPIs. Further, general convergence properties in terms of eigenvalues are also studied. The data-driven online implementation methods for the proposed HDP and DHP are demonstrated and finally, we present the results of numerical simulations performed to verify the effectiveness of the proposed methods.

  11. Equilibrium and response properties of the integrate-and-fire neuron in discrete time

    Directory of Open Access Journals (Sweden)

    Moritz Helias

    2010-01-01

    Full Text Available The integrate-and-fire neuron with exponential postsynaptic potentials is a frequently employed model to study neural networks. Simulations in discrete time still have highest performance at moderate numerical errors, which makes them first choice for long-term simulations of plastic networks. Here we extend the population density approach to investigate how the equilibrium and response properties of the leaky integrate-and-fire neuron are affected by time discretization. We present a novel analytical treatment of the boundary condition at threshold, taking both discretization of time and finite synaptic weights into account. We uncover an increased membrane potential density just below threshold as the decisive property that explains the deviations found between simulations and the classical diffusion approximation. Temporal discretization and finite synaptic weights both contribute to this effect. Our treatment improves the standard formula to calculate the neuron’s equilibrium firing rate. Direct solution of the Markov process describing the evolution of the membrane potential density confirms our analysis and yields a method to calculate the firing rate exactly. Knowing the shape of the membrane potential distribution near threshold enables us to devise the transient response properties of the neuron model to synaptic input. We find a pronounced non-linear fast response component that has not been described by the prevailing continuous time theory for Gaussian white noise input.

  12. Dynamics of a two-dimensional discrete-time SIS model

    Directory of Open Access Journals (Sweden)

    Jaime H. Barrera

    2012-04-01

    Full Text Available We analyze a two-dimensional discrete-time SIS model with a non-constant total population. Our goal is to determine the interaction between the total population, the susceptible class and the infective class, and the implications this may have for the disease dynamics. Utilizing a constant recruitment rate in the susceptible class, it is possible to assume the existence of an asymptotic limiting equation, which enables us to reduce the system of, two-equations into a single, dynamically equivalent equation. In this case, we are able to demonstrate the global stability of the disease-free and the endemic equilibria when the basic reproductive number (Ro is less than one and greater than one, respectively. When we consider a non-constant recruitment rate, the total population bifurcates as we vary the birth rate and the death rate. Using computer simulations, we observe different behavior among the infective class and the total population, and possibly, the occurrence of a strange attractor.

  13. Variable elasticity of substituition in a discrete time Solow–Swan growth model with differential saving

    International Nuclear Information System (INIS)

    Brianzoni, Serena; Mammana, Cristiana; Michetti, Elisabetta

    2012-01-01

    Highlights: ► One dimensional piecewise smooth map: border collision bifurcations. ► Numerical simulations: complex dynamics. ► Ves production function in the solow–swan growth model and comparison with the ces production function. - Abstract: We study the dynamics shown by the discrete time neoclassical one-sector growth model with differential savings as in Bohm and Kaas while assuming VES production function in the form given by Revankar . It is shown that the model can exhibit unbounded endogenous growth despite the absence of exogenous technical change and the presence of non-reproducible factors if the elasticity of substitution is greater than one. We then consider parameters range related to non-trivial dynamics (i.e. the elasticity of substitution in less than one and shareholders save more than workers) and we focus on local and global bifurcations causing the transition to more and more complex asymptotic dynamics. In particular, as our map is non-differentiable in a subset of the states space, we show that border collision bifurcations occur. Several numerical simulations support the analysis.

  14. Theory and computation of disturbance invariant sets for discrete-time linear systems

    Directory of Open Access Journals (Sweden)

    Kolmanovsky Ilya

    1998-01-01

    Full Text Available This paper considers the characterization and computation of invariant sets for discrete-time, time-invariant, linear systems with disturbance inputs whose values are confined to a specified compact set but are otherwise unknown. The emphasis is on determining maximal disturbance-invariant sets X that belong to a specified subset Γ of the state space. Such d-invariant sets have important applications in control problems where there are pointwise-in-time state constraints of the form χ ( t ∈ Γ . One purpose of the paper is to unite and extend in a rigorous way disparate results from the prior literature. In addition there are entirely new results. Specific contributions include: exploitation of the Pontryagin set difference to clarify conceptual matters and simplify mathematical developments, special properties of maximal invariant sets and conditions for their finite determination, algorithms for generating concrete representations of maximal invariant sets, practical computational questions, extension of the main results to general Lyapunov stable systems, applications of the computational techniques to the bounding of state and output response. Results on Lyapunov stable systems are applied to the implementation of a logic-based, nonlinear multimode regulator. For plants with disturbance inputs and state-control constraints it enlarges the constraint-admissible domain of attraction. Numerical examples illustrate the various theoretical and computational results.

  15. Computational Procedures for a Class of GI/D/k Systems in Discrete Time

    Directory of Open Access Journals (Sweden)

    Md. Mostafizur Rahman

    2009-01-01

    Full Text Available A class of discrete time GI/D/k systems is considered for which the interarrival times have finite support and customers are served in first-in first-out (FIFO order. The system is formulated as a single server queue with new general independent interarrival times and constant service duration by assuming cyclic assignment of customers to the identical servers. Then the queue length is set up as a quasi-birth-death (QBD type Markov chain. It is shown that this transformed GI/D/1 system has special structures which make the computation of the matrix R simple and efficient, thereby reducing the number of multiplications in each iteration significantly. As a result we were able to keep the computation time very low. Moreover, use of the resulting structural properties makes the computation of the distribution of queue length of the transformed system efficient. The computation of the distribution of waiting time is also shown to be simple by exploiting the special structures.

  16. On a random area variable arising in discrete-time queues and compact directed percolation

    International Nuclear Information System (INIS)

    Kearney, Michael J

    2004-01-01

    A well-known discrete-time, single-server queueing system with mean arrival rate λ and mean departure rate μ is considered from the perspective of the area, A, swept out by the queue occupation process during a busy period. We determine the exact form of the tail of the distribution, Pr(A > x); in particular, we show that Pr(A > x) ∼ Cx -1/4 exp(-Dx 1/2 ) for all ρ ≠ 1, where ρ ≡ λ/μ, and expressions for C and D are given. For the critical case ρ = 1 we show that Pr(A > x) ∼ C'x -1/3 , with C' also given. A simple mapping, used in the derivation, establishes a connection with compact directed percolation on a square lattice. As a corollary, therefore, we are also able to specify the large-area asymptotic behaviour of this model at all points in the phase diagram. This extends previous scaling results, which are only valid close to the percolation threshold

  17. Bifurcation and complex dynamics of a discrete-time predator-prey system

    Directory of Open Access Journals (Sweden)

    S. M. Sohel Rana

    2015-06-01

    Full Text Available In this paper, we investigate the dynamics of a discrete-time predator-prey system of Holling-I type in the closed first quadrant R+2. The existence and local stability of positive fixed point of the discrete dynamical system is analyzed algebraically. It is shown that the system undergoes a flip bifurcation and a Neimark-Sacker bifurcation in the interior of R+2 by using bifurcation theory. It has been found that the dynamical behavior of the model is very sensitive to the parameter values and the initial conditions. Numerical simulation results not only show the consistence with the theoretical analysis but also display the new and interesting dynamic behaviors, including phase portraits, period-9, 10, 20-orbits, attracting invariant circle, cascade of period-doubling bifurcation from period-20 leading to chaos, quasi-periodic orbits, and sudden disappearance of the chaotic dynamics and attracting chaotic set. In particular, we observe that when the prey is in chaotic dynamic, the predator can tend to extinction or to a stable equilibrium. The Lyapunov exponents are numerically computed to characterize the complexity of the dynamical behaviors. The analysis and results in this paper are interesting in mathematics and biology.

  18. Examining School-Based Bullying Interventions Using Multilevel Discrete Time Hazard Modeling

    Science.gov (United States)

    Wagaman, M. Alex; Geiger, Jennifer Mullins; Bermudez-Parsai, Monica; Hedberg, E. C.

    2014-01-01

    Although schools have been trying to address bulling by utilizing different approaches that stop or reduce the incidence of bullying, little remains known about what specific intervention strategies are most successful in reducing bullying in the school setting. Using the social-ecological framework, this paper examines school-based disciplinary interventions often used to deliver consequences to deter the reoccurrence of bullying and aggressive behaviors among school-aged children. Data for this study are drawn from the School-Wide Information System (SWIS) with the final analytic sample consisting of 1,221 students in grades K – 12 who received an office disciplinary referral for bullying during the first semester. Using Kaplan-Meier Failure Functions and Multi-level discrete time hazard models, determinants of the probability of a student receiving a second referral over time were examined. Of the seven interventions tested, only Parent-Teacher Conference (AOR=0.65, pbullying and aggressive behaviors. By using a social-ecological framework, schools can develop strategies that deter the reoccurrence of bullying by identifying key factors that enhance a sense of connection between the students’ mesosystems as well as utilizing disciplinary strategies that take into consideration student’s microsystem roles. PMID:22878779

  19. A new look at the robust control of discrete-time Markov jump linear systems

    Science.gov (United States)

    Todorov, M. G.; Fragoso, M. D.

    2016-03-01

    In this paper, we make a foray in the role played by a set of four operators on the study of robust H2 and mixed H2/H∞ control problems for discrete-time Markov jump linear systems. These operators appear in the study of mean square stability for this class of systems. By means of new linear matrix inequality (LMI) characterisations of controllers, which include slack variables that, to some extent, separate the robustness and performance objectives, we introduce four alternative approaches to the design of controllers which are robustly stabilising and at the same time provide a guaranteed level of H2 performance. Since each operator provides a different degree of conservatism, the results are unified in the form of an iterative LMI technique for designing robust H2 controllers, whose convergence is attained in a finite number of steps. The method yields a new way of computing mixed H2/H∞ controllers, whose conservatism decreases with iteration. Two numerical examples illustrate the applicability of the proposed results for the control of a small unmanned aerial vehicle, and for an underactuated robotic arm.

  20. A discrete-time Bayesian network reliability modeling and analysis framework

    International Nuclear Information System (INIS)

    Boudali, H.; Dugan, J.B.

    2005-01-01

    Dependability tools are becoming an indispensable tool for modeling and analyzing (critical) systems. However the growing complexity of such systems calls for increasing sophistication of these tools. Dependability tools need to not only capture the complex dynamic behavior of the system components, but they must be also easy to use, intuitive, and computationally efficient. In general, current tools have a number of shortcomings including lack of modeling power, incapacity to efficiently handle general component failure distributions, and ineffectiveness in solving large models that exhibit complex dependencies between their components. We propose a novel reliability modeling and analysis framework based on the Bayesian network (BN) formalism. The overall approach is to investigate timed Bayesian networks and to find a suitable reliability framework for dynamic systems. We have applied our methodology to two example systems and preliminary results are promising. We have defined a discrete-time BN reliability formalism and demonstrated its capabilities from a modeling and analysis point of view. This research shows that a BN based reliability formalism is a powerful potential solution to modeling and analyzing various kinds of system components behaviors and interactions. Moreover, being based on the BN formalism, the framework is easy to use and intuitive for non-experts, and provides a basis for more advanced and useful analyses such as system diagnosis

  1. Discrete-Time Sliding-Mode Control of Uncertain Systems with Time-Varying Delays via Descriptor Approach

    Directory of Open Access Journals (Sweden)

    Maode Yan

    2008-01-01

    Full Text Available This paper considers the problem of robust discrete-time sliding-mode control (DT-SMC design for a class of uncertain linear systems with time-varying delays. By applying a descriptor model transformation and Moon's inequality for bounding cross terms, a delay-dependent sufficient condition for the existence of stable sliding surface is given in terms of linear matrix inequalities (LMIs. Based on this existence condition, the synthesized sliding mode controller can guarantee the sliding-mode reaching condition of the specified discrete-time sliding surface for all admissible uncertainties and time-varying delays. An illustrative example verifies the effectiveness of the proposed method.

  2. Leader-Following Consensus Stability of Discrete-Time Linear Multiagent Systems with Observer-Based Protocols

    Directory of Open Access Journals (Sweden)

    Bingbing Xu

    2013-01-01

    Full Text Available We consider the leader-following consensus problem of discrete-time multiagent systems on a directed communication topology. Two types of distributed observer-based consensus protocols are considered to solve such a problem. The observers involved in the proposed protocols include full-order observer and reduced-order observer, which are used to reconstruct the state variables. Two algorithms are provided to construct the consensus protocols, which are based on the modified discrete-time algebraic Riccati equation and Sylvester equation. In light of graph and matrix theory, some consensus conditions are established. Finally, a numerical example is provided to illustrate the obtained result.

  3. Different-Level Simultaneous Minimization Scheme for Fault Tolerance of Redundant Manipulator Aided with Discrete-Time Recurrent Neural Network.

    Science.gov (United States)

    Jin, Long; Liao, Bolin; Liu, Mei; Xiao, Lin; Guo, Dongsheng; Yan, Xiaogang

    2017-01-01

    By incorporating the physical constraints in joint space, a different-level simultaneous minimization scheme, which takes both the robot kinematics and robot dynamics into account, is presented and investigated for fault-tolerant motion planning of redundant manipulator in this paper. The scheme is reformulated as a quadratic program (QP) with equality and bound constraints, which is then solved by a discrete-time recurrent neural network. Simulative verifications based on a six-link planar redundant robot manipulator substantiate the efficacy and accuracy of the presented acceleration fault-tolerant scheme, the resultant QP and the corresponding discrete-time recurrent neural network.

  4. Distributed-observer-based cooperative control for synchronization of linear discrete-time multi-agent systems.

    Science.gov (United States)

    Liang, Hongjing; Zhang, Huaguang; Wang, Zhanshan

    2015-11-01

    This paper considers output synchronization of discrete-time multi-agent systems with directed communication topologies. The directed communication graph contains a spanning tree and the exosystem as its root. Distributed observer-based consensus protocols are proposed, based on the relative outputs of neighboring agents. A multi-step algorithm is presented to construct the observer-based protocols. In light of the discrete-time algebraic Riccati equation and internal model principle, synchronization problem is completed. At last, numerical simulation is provided to verify the effectiveness of the theoretical results. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  5. A New Approach to Rational Discrete-Time Approximations to Continuous-Time Fractional-Order Systems

    OpenAIRE

    Matos , Carlos; Ortigueira , Manuel ,

    2012-01-01

    Part 10: Signal Processing; International audience; In this paper a new approach to rational discrete-time approximations to continuous fractional-order systems of the form 1/(sα+p) is proposed. We will show that such fractional-order LTI system can be decomposed into sub-systems. One has the classic behavior and the other is similar to a Finite Impulse Response (FIR) system. The conversion from continuous-time to discrete-time systems will be done using the Laplace transform inversion integr...

  6. Systematic optimization of subcritical and transcritical organic Rankine cycles (ORCs) constrained by technical parameters in multiple applications

    International Nuclear Information System (INIS)

    Maraver, Daniel; Royo, Javier; Lemort, Vincent; Quoilin, Sylvain

    2014-01-01

    Highlights: • ORC optimization for different target applications. • Model developed to allow computation in subcritical and transcritical operation. • Regenerative and non-regenerative cycles evaluated through second law efficiency. • Common working fluids: R134a, R245fa, Solkatherm, n-Pentane, MDM, Toluene. • Thermodynamic and technological approaches lead to optimal design guidelines. - Abstract: The present work is focused on the thermodynamic optimization of organic Rankine cycles (ORCs) for power generation and CHP from different average heat source profiles (waste heat recovery, thermal oil for cogeneration and geothermal). The general goal is to provide optimization guidelines for a wide range of operating conditions, for subcritical and transcritical, regenerative and non-regenerative cycles. A parameter assessment of the main equipment in the cycle (expander, heat exchangers and feed pump) was also carried out. An optimization model of the ORC (available as an electronic annex) is proposed to predict the best cycle performance (subcritical or transcritical), in terms of its exergy efficiency, with different working fluids. The working fluids considered are those most commonly used in commercial ORC units (R134a, R245fa, Solkatherm, n-Pentane, Octamethyltrisiloxane and Toluene). The optimal working fluid and operating conditions from a purely thermodynamic approach are limited by the technological constraints of the expander, the heat exchangers and the feed pump. Hence, a complementary assessment of both approaches is more adequate to obtain some preliminary design guidelines for ORC units

  7. Determining the Optimal Solution for Quadratically Constrained Quadratic Programming (QCQP) on Energy-Saving Generation Dispatch Problem

    Science.gov (United States)

    Lesmana, E.; Chaerani, D.; Khansa, H. N.

    2018-03-01

    Energy-Saving Generation Dispatch (ESGD) is a scheme made by Chinese Government in attempt to minimize CO2 emission produced by power plant. This scheme is made related to global warming which is primarily caused by too much CO2 in earth’s atmosphere, and while the need of electricity is something absolute, the power plants producing it are mostly thermal-power plant which produced many CO2. Many approach to fulfill this scheme has been made, one of them came through Minimum Cost Flow in which resulted in a Quadratically Constrained Quadratic Programming (QCQP) form. In this paper, ESGD problem with Minimum Cost Flow in QCQP form will be solved using Lagrange’s Multiplier Method

  8. Charge-Domain Signal Processing of Direct RF Sampling Mixer with Discrete-Time Filters in Bluetooth and GSM Receivers

    Directory of Open Access Journals (Sweden)

    2006-01-01

    Full Text Available RF circuits for multi-GHz frequencies have recently migrated to low-cost digital deep-submicron CMOS processes. Unfortunately, this process environment, which is optimized only for digital logic and SRAM memory, is extremely unfriendly for conventional analog and RF designs. We present fundamental techniques recently developed that transform the RF and analog circuit design complexity to digitally intensive domain for a wireless RF transceiver, so that it enjoys benefits of digital and switched-capacitor approaches. Direct RF sampling techniques allow great flexibility in reconfigurable radio design. Digital signal processing concepts are used to help relieve analog design complexity, allowing one to reduce cost and power consumption in a reconfigurable design environment. The ideas presented have been used in Texas Instruments to develop two generations of commercial digital RF processors: a single-chip Bluetooth radio and a single-chip GSM radio. We further present details of the RF receiver front end for a GSM radio realized in a 90-nm digital CMOS technology. The circuit consisting of low-noise amplifier, transconductance amplifier, and switching mixer offers 32.5 dB dynamic range with digitally configurable voltage gain of 40 dB down to 7.5 dB. A series of decimation and discrete-time filtering follows the mixer and performs a highly linear second-order lowpass filtering to reject close-in interferers. The front-end gains can be configured with an automatic gain control to select an optimal setting to form a trade-off between noise figure and linearity and to compensate the process and temperature variations. Even under the digital switching activity, noise figure at the 40 dB maximum gain is 1.8 dB and +50 dBm IIP2 at the 34 dB gain. The variation of the input matching versus multiple gains is less than 1 dB. The circuit in total occupies 3.1 mm 2 . The LNA, TA, and mixer consume less than 15.3 mA at a supply voltage of 1.4 V.

  9. Charge-Domain Signal Processing of Direct RF Sampling Mixer with Discrete-Time Filters in Bluetooth and GSM Receivers

    Directory of Open Access Journals (Sweden)

    Ho Yo-Chuol

    2006-01-01

    Full Text Available RF circuits for multi-GHz frequencies have recently migrated to low-cost digital deep-submicron CMOS processes. Unfortunately, this process environment, which is optimized only for digital logic and SRAM memory, is extremely unfriendly for conventional analog and RF designs. We present fundamental techniques recently developed that transform the RF and analog circuit design complexity to digitally intensive domain for a wireless RF transceiver, so that it enjoys benefits of digital and switched-capacitor approaches. Direct RF sampling techniques allow great flexibility in reconfigurable radio design. Digital signal processing concepts are used to help relieve analog design complexity, allowing one to reduce cost and power consumption in a reconfigurable design environment. The ideas presented have been used in Texas Instruments to develop two generations of commercial digital RF processors: a single-chip Bluetooth radio and a single-chip GSM radio. We further present details of the RF receiver front end for a GSM radio realized in a 90-nm digital CMOS technology. The circuit consisting of low-noise amplifier, transconductance amplifier, and switching mixer offers dB dynamic range with digitally configurable voltage gain of 40 dB down to dB. A series of decimation and discrete-time filtering follows the mixer and performs a highly linear second-order lowpass filtering to reject close-in interferers. The front-end gains can be configured with an automatic gain control to select an optimal setting to form a trade-off between noise figure and linearity and to compensate the process and temperature variations. Even under the digital switching activity, noise figure at the 40 dB maximum gain is 1.8 dB and dBm IIP2 at the 34 dB gain. The variation of the input matching versus multiple gains is less than 1 dB. The circuit in total occupies 3.1 . The LNA, TA, and mixer consume less than mA at a supply voltage of 1.4 V.

  10. Financial Distress Prediction Using Discrete-time Hazard Model and Rating Transition Matrix Approach

    Science.gov (United States)

    Tsai, Bi-Huei; Chang, Chih-Huei

    2009-08-01

    Previous studies used constant cut-off indicator to distinguish distressed firms from non-distressed ones in the one-stage prediction models. However, distressed cut-off indicator must shift according to economic prosperity, rather than remains fixed all the time. This study focuses on Taiwanese listed firms and develops financial distress prediction models based upon the two-stage method. First, this study employs the firm-specific financial ratio and market factors to measure the probability of financial distress based on the discrete-time hazard models. Second, this paper further focuses on macroeconomic factors and applies rating transition matrix approach to determine the distressed cut-off indicator. The prediction models are developed by using the training sample from 1987 to 2004, and their levels of accuracy are compared with the test sample from 2005 to 2007. As for the one-stage prediction model, the model in incorporation with macroeconomic factors does not perform better than that without macroeconomic factors. This suggests that the accuracy is not improved for one-stage models which pool the firm-specific and macroeconomic factors together. In regards to the two stage models, the negative credit cycle index implies the worse economic status during the test period, so the distressed cut-off point is adjusted to increase based on such negative credit cycle index. After the two-stage models employ such adjusted cut-off point to discriminate the distressed firms from non-distressed ones, their error of misclassification becomes lower than that of one-stage ones. The two-stage models presented in this paper have incremental usefulness in predicting financial distress.

  11. A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Kretschmer, Uta; Pigorsch, Christian

    We develop an empirically highly accurate discrete-time daily stochastic volatility model that explicitly distinguishes between the jump and continuoustime components of price movements using nonparametric realized variation and Bipower variation measures constructed from high-frequency intraday...... dependencies inherent in the high-frequency intraday data....

  12. A collection of integrable systems of the Toda type in continuous and discrete time, with 2x2 Lax representations

    OpenAIRE

    Suris, Yuri B.

    1997-01-01

    A fairly complete list of Toda-like integrable lattice systems, both in the continuous and discrete time, is given. For each system the Newtonian, Lagrangian and Hamiltonian formulations are presented, as well as the 2x2 Lax representation and r-matrix structure. The material is given in the "no comment" style, in particular, all proofs are omitted.

  13. A Monte Carlo study of time-aggregation in continuous-time and discrete-time parametric hazard models.

    NARCIS (Netherlands)

    Hofstede, ter F.; Wedel, M.

    1998-01-01

    This study investigates the effects of time aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to various continuous and discrete-time processes, and aggregated into daily, weekly and monthly intervals. These data are

  14. Examining the Influence of Campus Climate on Students' Time to Degree: A Multilevel Discrete-Time Survival Analysis

    Science.gov (United States)

    Zhou, Ji; Castellanos, Michelle

    2013-01-01

    Utilizing longitudinal data of 3477 students from 28 institutions, we examine the effects of structural diversity and quality of interracial relation on students' persistence towards graduation within six years. We utilize multilevel discrete-time survival analysis to account for the longitudinal persistence patterns as well as the nested…

  15. On the stability analysis of a general discrete-time population model involving predation and Allee effects

    International Nuclear Information System (INIS)

    Merdan, H.; Duman, O.

    2009-01-01

    This paper presents the stability analysis of equilibrium points of a general discrete-time population dynamics involving predation with and without Allee effects which occur at low population density. The mathematical analysis and numerical simulations show that the Allee effect has a stabilizing role on the local stability of the positive equilibrium points of this model.

  16. Analysis and Design of a High-Order Discrete-Time Passive IIR Low-Pass Filter

    NARCIS (Netherlands)

    Tohidian, M.; Madadi, I.; Staszewski, R.B.

    2014-01-01

    In this paper, we propose a discrete-time IIR low-pass filter that achieves a high-order of filtering through a charge-sharing rotation. Its sampling rate is then multiplied through pipelining. The first stage of the filter can operate in either a voltage-sampling or charge-sampling mode. It uses

  17. Pilot signal design via constrained optimization with application to delay-Doppler shift estimation in OFDM systems

    DEFF Research Database (Denmark)

    Jing, Lishuai; Pedersen, Troels; Fleury, Bernard Henri

    2013-01-01

    for which we propose a genetic algorithm that computes close-to-optimal solutions. Simulation results demonstrate that the proposed algorithm can efficiently find pilot signals that outperform the state-of-the-art pilot signals in both single-path and multipath propagation scenarios. In addition, we...

  18. Explicit/multi-parametric model predictive control (MPC) of linear discrete-time systems by dynamic and multi-parametric programming

    KAUST Repository

    Kouramas, K.I.

    2011-08-01

    This work presents a new algorithm for solving the explicit/multi- parametric model predictive control (or mp-MPC) problem for linear, time-invariant discrete-time systems, based on dynamic programming and multi-parametric programming techniques. The algorithm features two key steps: (i) a dynamic programming step, in which the mp-MPC problem is decomposed into a set of smaller subproblems in which only the current control, state variables, and constraints are considered, and (ii) a multi-parametric programming step, in which each subproblem is solved as a convex multi-parametric programming problem, to derive the control variables as an explicit function of the states. The key feature of the proposed method is that it overcomes potential limitations of previous methods for solving multi-parametric programming problems with dynamic programming, such as the need for global optimization for each subproblem of the dynamic programming step. © 2011 Elsevier Ltd. All rights reserved.

  19. Cost-constrained optimal sampling for system identification in pharmacokinetics applications with population priors and nuisance parameters.

    Science.gov (United States)

    Sorzano, Carlos Oscars S; Pérez-De-La-Cruz Moreno, Maria Angeles; Burguet-Castell, Jordi; Montejo, Consuelo; Ros, Antonio Aguilar

    2015-06-01

    Pharmacokinetics (PK) applications can be seen as a special case of nonlinear, causal systems with memory. There are cases in which prior knowledge exists about the distribution of the system parameters in a population. However, for a specific patient in a clinical setting, we need to determine her system parameters so that the therapy can be personalized. This system identification is performed many times by measuring drug concentrations in plasma. The objective of this work is to provide an irregular sampling strategy that minimizes the uncertainty about the system parameters with a fixed amount of samples (cost constrained). We use Monte Carlo simulations to estimate the average Fisher's information matrix associated to the PK problem, and then estimate the sampling points that minimize the maximum uncertainty associated to system parameters (a minimax criterion). The minimization is performed employing a genetic algorithm. We show that such a sampling scheme can be designed in a way that is adapted to a particular patient and that it can accommodate any dosing regimen as well as it allows flexible therapeutic strategies. © 2015 Wiley Periodicals, Inc. and the American Pharmacists Association.

  20. Constrained non-linear optimization in 3D reflexion tomography; Problemes d'optimisation non-lineaire avec contraintes en tomographie de reflexion 3D

    Energy Technology Data Exchange (ETDEWEB)

    Delbos, F.

    2004-11-01

    Reflexion tomography allows the determination of a subsurface velocity model from the travel times of seismic waves. The introduction of a priori information in this inverse problem can lead to the resolution of a constrained non-linear least-squares problem. The goal of the thesis is to improve the resolution techniques of this optimization problem, whose main difficulties are its ill-conditioning, its large scale and an expensive cost function in terms of CPU time. Thanks to a detailed study of the problem and to numerous numerical experiments, we justify the use of a sequential quadratic programming method, in which the tangential quadratic programs are solved by an original augmented Lagrangian method. We show the global linear convergence of the latter. The efficiency and robustness of the approach are demonstrated on several synthetic examples and on two real data cases. (author)