optimal state feedback
Recently Published Documents


TOTAL DOCUMENTS

121
(FIVE YEARS 24)

H-INDEX

12
(FIVE YEARS 3)

Author(s):  
Ying Hu ◽  
Xiaomin Shi ◽  
Zuo Quan Xu

This paper is concerned with a stochastic linear-quadratic (LQ) optimal control problem on infinite time horizon, with regime switching, random coefficients, and cone control constraint. To tackle the problem, two new extended stochastic Riccati equations (ESREs) on infinite time horizon are introduced. The existence of the nonnegative solutions, in both standard and singular cases, is proved through a sequence of ESREs on finite time horizon. Based on this result and some approximation techniques, we obtain the optimal state feedback control and optimal value for the stochastic LQ problem explicitly. Finally, we apply these results to solve a lifetime portfolio selection problem of tracking a given wealth level with regime switching and portfolio constraint.


2021 ◽  
Author(s):  
Debaprasad Dutta

An optimal state feedback control strategy is proposed for processes described by non-linear, distributed-parameter models. For different values of a given parameter susceptible to upsets, the strategy involves off-line computation of a repository of optimal open-loop control, state, and the gain needed for the feedback adjustment of control. The gain is determined by minimizing the perturbation of the objective functional, state and control due to an upset. When an upset is encountered in a running process, the repository is utilized to obtain the control adjustment required to steer the process to the new optimal state. The strategy is successfully applied to a highly non-linear, heavy oil recovery process with the state depending non-linearly on time and two spatial directions inside a moving boundary, and subject to pressure upsets. The results demonstrate that the proposed strategy is able to determine control adjustment with negligible time delay, and navigate the process to the new optimal state when disturbed by a pressure upset.


2021 ◽  
Author(s):  
Debaprasad Dutta

An optimal state feedback control strategy is proposed for processes described by non-linear, distributed-parameter models. For different values of a given parameter susceptible to upsets, the strategy involves off-line computation of a repository of optimal open-loop control, state, and the gain needed for the feedback adjustment of control. The gain is determined by minimizing the perturbation of the objective functional, state and control due to an upset. When an upset is encountered in a running process, the repository is utilized to obtain the control adjustment required to steer the process to the new optimal state. The strategy is successfully applied to a highly non-linear, heavy oil recovery process with the state depending non-linearly on time and two spatial directions inside a moving boundary, and subject to pressure upsets. The results demonstrate that the proposed strategy is able to determine control adjustment with negligible time delay, and navigate the process to the new optimal state when disturbed by a pressure upset.


2021 ◽  
Author(s):  
Lan Shang

This thesis investigates temperature control of an aircraft engine bleed air system, aiming at reducing ram air usage to reduce fuel consumption while maintaining fast temperature control response. To achieve both of the objectives, a system configuration is designed to control both ram air and bypass flows. The analytical equations describing the systems dynamics are derived and utilized in developing the overall bleed air system model. Optimal state feedback control and output feedback control are applied in the temperature control system. Computer simulations and experiments have been conducted, and the proposed configuration and control strategy are shown to be effective in minimizing ram air usage and maintaining fast temperature control response in the meantime.


2021 ◽  
Author(s):  
Lan Shang

This thesis investigates temperature control of an aircraft engine bleed air system, aiming at reducing ram air usage to reduce fuel consumption while maintaining fast temperature control response. To achieve both of the objectives, a system configuration is designed to control both ram air and bypass flows. The analytical equations describing the systems dynamics are derived and utilized in developing the overall bleed air system model. Optimal state feedback control and output feedback control are applied in the temperature control system. Computer simulations and experiments have been conducted, and the proposed configuration and control strategy are shown to be effective in minimizing ram air usage and maintaining fast temperature control response in the meantime.


Sign in / Sign up

Export Citation Format

Share Document