Various Forms of Finite Memory Structure Filter for Discrete-Time State-Space Model

Author(s):  
Pyung Soo Kim ◽  
Min Hui Kim
2020 ◽  
Vol 2020 ◽  
pp. 1-10
Author(s):  
David Sotelo ◽  
Antonio Favela-Contreras ◽  
Viacheslav V. Kalashnikov ◽  
Carlos Sotelo

The Model Predictive Control technique is widely used for optimizing the performance of constrained multi-input multi-output processes. However, due to its mathematical complexity and heavy computation effort, it is mainly suitable in processes with slow dynamics. Based on the Exact Penalization Theorem, this paper presents a discrete-time state-space Model Predictive Control strategy with a relaxed performance index, where the constraints are implicitly defined in the weighting matrices, computed at each sampling time. The performance validation for the Model Predictive Control strategy with the proposed relaxed cost function uses the simulation of a tape transport system and a jet transport aircraft during cruise flight. Without affecting the tracking performance, numerical results show that the execution time is notably decreased compared with two well-known discrete-time state-space Model Predictive Control strategies. This makes the proposed Model Predictive Control mainly suitable for constrained multivariable processes with fast dynamics.


2018 ◽  
Vol 16 (6) ◽  
pp. 2688-2696 ◽  
Author(s):  
Carlos Sotelo ◽  
Antonio Favela-Contreras ◽  
Francisco Beltrán-Carbajal ◽  
Graciano Dieck-Assad ◽  
Pedro Rodríguez-Cañedo ◽  
...  

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Ranjita Pandey

The present work investigates state space model with nonnormal disturbances when the deviation from normality has been observed only with respect to kurtosis and the distribution of disturbances continues to follow a symmetric family of distributions. Spherically symmetric distribution is used to approximate behavior of symmetric nonnormal disturbances for discrete time series. The conditional posterior densities of the involved parameters are derived, which are further utilized in Gibbs sampler scheme for estimating the marginal posterior densities. The state space model with disturbances following multivariate-tdistribution, which is a particular case of spherically symmetric distribution, is discussed.


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