Control of Electric Vehicles Using a Model Predictive Controller With Closed Form Solution

Author(s):  
Milad Jalaliyazdi ◽  
Amir Khajepour ◽  
Alireza Kasaiezadeh ◽  
Bakhtiar Litkouhi ◽  
Shih-Ken Chen

In this paper, the problem of vehicle stability control using model predictive technique is addressed. The vehicle under consideration is an electric vehicle with an electric motor driving each wheel independently. For the purpose of stability control, it is required that the vehicle tracks a desired yaw rate at all times therefore, extending the linear range of the vehicle dynamics. The desired yaw rate is defined based on vehicle speed, steering wheel angle and road surface friction. The vehicle stability control system considered in this paper consists of a high-level controller that compares the current states of the vehicle with its desired states to determine the required forces and moments at the center of mass, and a low-level controller to track those C.G. forces and moments by adjusting the motor torques on each wheel. It will be shown that a non-predictive low-level controller can have a closed form solution. In order to avoid saturation of the tires, the low-level controller has a penalty function that increases exponentially when the tire forces are close to the limits of saturation to reduce tire forces to keep them within the tires force capacity. In this paper, a model predictive controller is designed as the low-level controller to predict the tire forces and the yaw moment at the C.G. to minimize the tracking error of desired C.G. forces and moments. To keep the tire forces within the tires capacity limit, a penalty function is used at each sample time to penalize control actions that result in excessive tire forces. This adds a level of anticipation to the low-level controller to detect in advance when tires are about to saturate and to choose control actions to prevent that from happening. Since tire capacity limit is treated with an analytical penalty function, it is still possible to find a closed form solution for the model predictive low-level controller. The proposed controller is tested with simulations and the results are compared with a similar non-predictive controller.

2013 ◽  
Vol 40 (2) ◽  
pp. 106-114
Author(s):  
J. Venetis ◽  
Aimilios (Preferred name Emilios) Sideridis

2021 ◽  
Vol 10 (7) ◽  
pp. 435
Author(s):  
Yongbo Wang ◽  
Nanshan Zheng ◽  
Zhengfu Bian

Since pairwise registration is a necessary step for the seamless fusion of point clouds from neighboring stations, a closed-form solution to planar feature-based registration of LiDAR (Light Detection and Ranging) point clouds is proposed in this paper. Based on the Plücker coordinate-based representation of linear features in three-dimensional space, a quad tuple-based representation of planar features is introduced, which makes it possible to directly determine the difference between any two planar features. Dual quaternions are employed to represent spatial transformation and operations between dual quaternions and the quad tuple-based representation of planar features are given, with which an error norm is constructed. Based on L2-norm-minimization, detailed derivations of the proposed solution are explained step by step. Two experiments were designed in which simulated data and real data were both used to verify the correctness and the feasibility of the proposed solution. With the simulated data, the calculated registration results were consistent with the pre-established parameters, which verifies the correctness of the presented solution. With the real data, the calculated registration results were consistent with the results calculated by iterative methods. Conclusions can be drawn from the two experiments: (1) The proposed solution does not require any initial estimates of the unknown parameters in advance, which assures the stability and robustness of the solution; (2) Using dual quaternions to represent spatial transformation greatly reduces the additional constraints in the estimation process.


Author(s):  
Puneet Pasricha ◽  
Anubha Goel

This article derives a closed-form pricing formula for the European exchange option in a stochastic volatility framework. Firstly, with the Feynman–Kac theorem's application, we obtain a relation between the price of the European exchange option and a European vanilla call option with unit strike price under a doubly stochastic volatility model. Then, we obtain the closed-form solution for the vanilla option using the characteristic function. A key distinguishing feature of the proposed simplified approach is that it does not require a change of numeraire in contrast with the usual methods to price exchange options. Finally, through numerical experiments, the accuracy of the newly derived formula is verified by comparing with the results obtained using Monte Carlo simulations.


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