A dual pair of optimization-based formulations for estimation and control

Download
2015-01-01
A finite-horizon optimal estimation problem for discrete-time linear systems is formulated and solved. The formulation is a natural extension of that which yields a deadbeat observer. The resultant observer is the dual of the controller produced by the finite-horizon minimum energy control problem with terminal equality constraint. Nonlinear extensions of this dual pair are also considered and sufficient conditions are provided for stability and convergence.

Suggestions

State deadbeat control of nonlinear systems: Construction via sets
Tuna, Sezai Emre (2012-09-01)
A geometric generalization of the discrete-time linear deadbeat control problem is studied. The proposed method to generate a deadbeat tracker for a given nonlinear system is constructive and makes use of sets that can be computed iteratively. For demonstration, derivations of the deadbeat feedback law and tracker dynamics are provided for an example system. Based on the method, a simple algorithm that computes the deadbeat gain for a linear system with scalar input is given.
A Parallel Numerical Solver Using Hierarchically Tiled Arrays
Brodman, James C.; Evans, G. Carl; Manguoğlu, Murat; Sameh, Ahmed; Garzaran, Maria J.; Padua, David (2011-01-01)
Solving linear systems is an important problem for scientific computing. Exploiting parallelism is essential for solving complex systems. and this traditionally involves writing parallel algorithms on top of a library such as MPI. The SPIKE family of algorithms is one well-known example of a parallel solver for linear systems. The Hierarchically Tiled Array data type extends traditional data-parallel array operations with explicit tiling and allows programmers to directly manipulate tiles. The tiles of the...
A genetic algorithm for TSP with backhauls based on conventional heuristics
Önder, İlter; Özdemirel, Nur Evin; Department of Information Systems (2007)
A genetic algorithm using conventional heuristics as operators is considered in this study for the traveling salesman problem with backhauls (TSPB). Properties of a crossover operator (Nearest Neighbor Crossover, NNX) based on the nearest neighbor heuristic and the idea of using more than two parents are investigated in a series of experiments. Different parent selection and replacement strategies and generation of multiple children are tried as well. Conventional improvement heuristics are also used as mut...
A branch and bound algorithm to minimize the total flow time for m-machine permutation flowshop problems
Chung, CS; Flynn, J; Kirca, O (Elsevier BV, 2002-10-11)
The m-machine permutation flowshop problem with the total flow-time objective is a common scheduling problem, which is known to be NP-hard for m greater than or equal to 2. In this article, we develop a branch and bound algorithm to solve both the weighted and unweighted version of this problem. Our algorithm incorporates a new machine-based lower bound and a dominance test for pruning nodes. Computational experiments suggest that the algorithm can handle test problems with n less than or equal to 15. It al...
A unified framework for derivation and implementation of Savitzky-Golay filters
Candan, Çağatay (Elsevier BV, 2014-11-01)
The Savitzky-Golay (SG) filter design problem is posed as the minimum norm solution of an underdetermined equation system. A unified SG filter design framework encompassing several important applications such as smoothing, differentiation, integration and fractional delay is developed. In addition to the generality and flexibility of the framework, an efficient SG filter implementation structure, naturally emerging from the framework, is proposed. The structure is shown to reduce the number of multipliers i...
Citation Formats
S. E. Tuna, “A dual pair of optimization-based formulations for estimation and control,” AUTOMATICA, pp. 18–26, 2015, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/40520.