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We present a dynamic programming based solution to a stochastic reachability problem for a controlled discrete-time stochastic hybrid system. A sum-multiplicative cost function is introduced along with a corresponding dynamic recursion which quantifies the ...
This paper presents an alternative way for the current regulation of single-phase voltage-source dc-ac converters in direct-quadrature (dq) synchronous reference frames. In a dq reference frame, ac (time varying) quantities appear as dc (time invariant) on ...
Institute of Electrical and Electronics Engineers2011
We consider robust feedback control of time-varying, linear discrete-time systems operating over a finite horizon. For such systems, we consider the problem of designing robust causal controllers that minimize the expected value of a convex quadratic cost ...
Institute of Electrical and Electronics Engineers2011
In this paper, an optimal filter design procedure is described, from the equation representing the behaviour of a ΣΔ modulator to a functional algorithm. The first section shows the design of an optimal filter for a first-order ΣΔ ADC with a constant input ...
The increasing computational load required by most applications and the limits in hardware performances affecting scientific computing contributed in the last decades to the development of parallel software and architectures. In Fluid-Structure Interaction ...
In this article we develop a systematic approach to enforce strong feasibility of probabilistically constrained stochastic model predictive control problems for linear discrete-time systems under affine disturbance feedback policies. Two approaches are pre ...
The presented work concerns the modelling and stability analysis of 155 mm spin-stabilised projectiles equipped with steering fins. While a large roll rate provides the projectile with interesting stability properties, it also renders the steering control ...
We consider robust feedback control of time-varying, linear discrete-time systems operating over a finite horizon. For such systems, we consider the problem of designing robust causal controllers that minimize the expected value of a convex quadratic cost ...
Institute of Electrical and Electronics Engineers2011
We propose a dynamic optimization approach to calculate optimal feedforward controls for exact path-following problems of differentially flat systems. Besides the derivation of a small dimensional optimal control problem, we provide easily checkable condit ...
This book bridges optimal control theory and economics, discussing ordinary differential equations, optimal control, game theory, and mechanism design in one volume. Technically rigorous and largely self-contained, it provides an introduction to the use of ...