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Wyszukujesz frazę "linear quadratic optimization" wg kryterium: Temat


Wyświetlanie 1-4 z 4
Tytuł:
On LQ optimization problem subject to fractional order irregular singular systems
Autorzy:
Muhafzan, -
Nazra, Admi
Yulianti, Lyra
Zulakmal, -
Revina, Refi
Powiązania:
https://bibliotekanauki.pl/articles/1409212.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
linear quadratic optimization
fractional order
irregular singular system
Caputo fractional derivative
Mittag-Leffler function
Opis:
In this paper we discuss the linear quadratic (LQ) optimization problem subject to fractional order irregular singular systems. The aim of this paper is to find the control-state pairs satisfying the dynamic constraint of the form a fractional order irregular singular systems such that the LQ objective functional is minimized. The method of solving is to convert such LQ optimization into the standard fractional LQ optimization problem. Under some particularly conditions we find the solution of the problem under consideration.
Źródło:
Archives of Control Sciences; 2020, 30, 4; 745-756
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Artificial bee colony based state feedback position controller for PMSM servo-drive – the efficiency analysis
Autorzy:
Tarczewski, T.
Niewiara, L. J.
Grzesiak, L. M.
Powiązania:
https://bibliotekanauki.pl/articles/200239.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
tuning
PMSM servo-drive
artificial bee colony algorithm
linear-quadratic optimization problem
pole placement
Opis:
This paper presents a state feedback controller (SFC) for position control of PMSM servo-drive. Firstly, a short review of the commonly used swarm-based optimization algorithms for tuning of SFC is presented. Then designing process of current control loop as well as of SFC with feedforward path is depicted. Next, coefficients of controller are tuned by using an artificial bee colony (ABC) optimization algorithm. Three of the most commonly applied tuning methods (i.e. linear-quadratic optimization, pole placement technique and direct selection of coefficients) are used and investigated in terms of positioning performance, disturbance compensation and robustness against plant parameter changes. Simulation analysis is supported by experimental tests conducted on laboratory stand with modern PMSM servo-drive.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2020, 68, 5; 997-1007
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A direct approach to linear-quadratic stochastic control
Autorzy:
Duncan, T. E.
Pasik-Duncan, B.
Powiązania:
https://bibliotekanauki.pl/articles/255863.pdf
Data publikacji:
2017
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
linear-quadratic Gaussian control
Riccati equation for optimization
stochastic control
Opis:
A direct approach is used to solve some linear-quadratic stochastic control problems for Brownian motion and other noise processes. This direct method does not require solving Hamilton-Jacobi-Bellman partial differential equations or backward stochastic differential equations with a stochastic maximum principle or the use of a dynamic programming principle. The appropriate Riccati equation is obtained as part of the optimization problem. The noise processes can be fairly general including the family of fractional Brownian motions.
Źródło:
Opuscula Mathematica; 2017, 37, 6; 821-827
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A recursive procedure for selecting optimal portfolio according to the MAD model
Autorzy:
Michałowski, W.
Ogryczak, W.
Powiązania:
https://bibliotekanauki.pl/articles/205763.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja
programowanie liniowe
downside risk aversion
investment
linear programming
portfolio optimization
quadratic programming
risk management
Opis:
The mathematical model of portfolio optimization is usually represented as a bicriteria optimization problem where a reasonable trade-off between expected rate of return and risk is sought. Im a classical Markowitz model the risk is measured by a variance, thus resulting in a quadratic programming model. As an alternative, the MAD model was proposed where risk is measured by (mean) absolute deviation instead of a variance. The MAD model is computationally attractive, since it is transformed into an easy to solve linear programming program. In this paper we poesent a recursive procedure which allows to identify optimal portfolio of the MAD model depending on investor's downside risk aversion.
Źródło:
Control and Cybernetics; 1999, 28, 4; 725-738
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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