72 resultados para Discrete Time Branching Processes


Relevância:

100.00% 100.00%

Publicador:

Resumo:

While a large amount of research over the past two decades has focused on discrete abstractions of infinite-state dynamical systems, many structural and algorithmic details of these abstractions remain unknown. To clarify the computational resources needed to perform discrete abstractions, this paper examines the algorithmic properties of an existing method for deriving finite-state systems that are bisimilar to linear discrete-time control systems. We explicitly find the structure of the finite-state system, show that it can be enormous compared to the original linear system, and give conditions to guarantee that the finite-state system is reasonably sized and efficiently computable. Though constructing the finite-state system is generally impractical, we see that special cases could be amenable to satisfiability based verification techniques. ©2009 IEEE.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Gaussian processes are gaining increasing popularity among the control community, in particular for the modelling of discrete time state space systems. However, it has not been clear how to incorporate model information, in the form of known state relationships, when using a Gaussian process as a predictive model. An obvious example of known prior information is position and velocity related states. Incorporation of such information would be beneficial both computationally and for faster dynamics learning. This paper introduces a method of achieving this, yielding faster dynamics learning and a reduction in computational effort from O(Dn2) to O((D - F)n2) in the prediction stage for a system with D states, F known state relationships and n observations. The effectiveness of the method is demonstrated through its inclusion in the PILCO learning algorithm with application to the swing-up and balance of a torque-limited pendulum and the balancing of a robotic unicycle in simulation. © 2012 IEEE.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

To calculate the noise emanating from a turbulent flow using an acoustic analogy knowledge concerning the unsteady characteristics of the turbulence is required. Specifically, the form of the turbulent correlation tensor together with various time and length-scales are needed. However, if a Reynolds Averaged Navier-Stores calculation is used as the starting point then one can only obtain steady characteristics of the flow and it is necessary to model the unsteady behavior in some way. While there has been considerable attention given to the correct way to model the form of the correlation tensor less attention has been given to the underlying physics that dictate the proper choice of time-scale. In this paper the authors recognize that there are several time dependent processes occurring within a turbulent flow and propose a new way of obtaining the time-scale. Isothermal single-stream flow jets with Mach numbers 0.75 and 0.90 have been chosen for the present study. The Mani-Gliebe-Balsa-Khavaran method has been used for prediction of noise at different angles, and there is good agreement between the noise predictions and observations. Furthermore, the new time-scale has an inherent frequency dependency that arises naturally from the underlying physics, thus avoiding supplementary mathematical enhancements needed in previous modeling.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This study considers the discrete-time dynamics of a network of agents that exchange information according to the nearest-neighbour protocol under which all agents are guaranteed to reach consensus asymptotically. We present a fully decentralised algorithm that allows any agent to compute the consensus value of the whole network in finite time using only the minimal number of successive values of its own history. We show that this minimal number of steps is related to a Jordan block decomposition of the network dynamics and present an algorithm to obtain the minimal number of steps in question by checking a rank condition on a Hankel matrix of the local observations. Furthermore, we prove that the minimal number of steps is related to other algebraic and graph theoretical notions that can be directly computed from the Laplacian matrix of the graph and from the underlying graph topology. © 2011 IEEE.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper considers a group of agents that aim to reach an agreement on individually received time-varying signals by local communication. In contrast to static network averaging problem, the consensus considered in this paper is reached in a dynamic sense. A discrete-time dynamic average consensus protocol can be designed to allow all the agents tracking the average of their reference inputs asymptotically. We propose a minimal-time dynamic consensus algorithm, which only utilises a minimal number of local observations of a randomly picked node in a network to compute the final consensus signal. Our results illustrate that with memory and computational ability, the running time of distributed averaging algorithms can be indeed improved dramatically as suggested by Olshevsky and Tsitsiklis. © 2012 AACC American Automatic Control Council).

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We consider the discrete-time dynamics of a network of agents that exchange information according to a nearest-neighbour protocol under which all agents are guaranteed to reach consensus asymptotically. We present a fully decentralised algorithm that allows any agent to compute the final consensus value of the whole network in finite time using the minimum number of successive values of its own state history. We show that the minimum number of steps is related to a Jordan block decomposition of the network dynamics, and present an algorithm to compute the final consensus value in the minimum number of steps by checking a rank condition of a Hankel matrix of local observations. Furthermore, we prove that the minimum number of steps is related to graph theoretical notions that can be directly computed from the Laplacian matrix of the graph and from the minimum external equitable partition. © 2013 Elsevier Ltd. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Using an entropy argument, it is shown that stochastic context-free grammars (SCFG's) can model sources with hidden branching processes more efficiently than stochastic regular grammars (or equivalently HMM's). However, the automatic estimation of SCFG's using the Inside-Outside algorithm is limited in practice by its O(n3) complexity. In this paper, a novel pre-training algorithm is described which can give significant computational savings. Also, the need for controlling the way that non-terminals are allocated to hidden processes is discussed and a solution is presented in the form of a grammar minimization procedure. © 1990.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper we present a new, compact derivation of state-space formulae for the so-called discretisation-based solution of the H∞ sampled-data control problem. Our approach is based on the established technique of continuous time-lifting, which is used to isometrically map the continuous-time, linear, periodically time-varying, sampled-data problem to a discretetime, linear, time-invariant problem. State-space formulae are derived for the equivalent, discrete-time problem by solving a set of two-point, boundary-value problems. The formulae accommodate a direct feed-through term from the disturbance inputs to the controlled outputs of the original plant and are simple, requiring the computation of only a single matrix exponential. It is also shown that the resultant formulae can be easily re-structured to give a numerically robust algorithm for computing the state-space matrices. © 1997 Elsevier Science Ltd. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We study the behavior of channel capacity when a one-bit quantizer is employed at the output of the discrete-time average-power-limited Gaussian channel. We focus on the low signal-to-noise ratio regime, where communication at very low spectral efficiencies takes place, as in Spread-Spectrum and Ultra-Wideband communications. It is well known that, in this regime, a symmetric one-bit quantizer reduces capacity by 2/π, which translates to a power loss of approximately two decibels. Here we show that if an asymmetric one-bit quantizer is employed, and if asymmetric signal constellations are used, then these two decibels can be recovered in full. © 2011 IEEE.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The capacity of discrete-time, noncoherent, multipath fading channels is considered. It is shown that if the variances of the path gains decay faster than exponentially, then capacity is unbounded in the transmit power. © 2008 IEEE.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper introduces a new formulation of variable horizon model predictive control (VH-MPC) that utilises move blocking for reducing computational complexity. Various results pertaining to move blocking are derived, following which, a generalised blocked VH-MPC controller is formulated for linear discrete-time systems. Robustness to bounded disturbances is ensured through the use of tightened constraints. The resulting time-varying control scheme is shown to guarantee robust recursive feasibility and finite-time completion. An example is then presented for a particular choice of blocking regime, as would be applicable to vehicle manœuvring problems. Simulations demonstrate the efficacy of the formulation. © 2012 Elsevier B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper introduces the notion of M-step robust fault tolerance for discrete-time systems where finite-time completion of a control manoeuvre is desired. It considers a scenario with two distinct objectives; a primary and secondary target are specified as sets to be reached in finite-time, whilst satisfying operating constraints on the states and inputs. The primary target is switched to the secondary target when a fault affects the system. As it is unknown when or if the fault will occur, the trajectory to the primary target is constrained to ensure reachability of the secondary target within M steps. A variable-horizon linear MPC formulation is developed to illustrate the concept. The formulation is then extended to provide robustness to bounded disturbances by use of tightened constraints. Simulations demonstrate the efficacy of the controller formulation on a double-integrator model. © 2011 IFAC.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper, a novel MPC strategy is proposed, and referred to as asso MPC. The new paradigm features an 1-regularised least squares loss function, in which the control error variance competes with the sum of input channels magnitude (or slew rate) over the whole horizon length. This cost choice is motivated by the successful development of LASSO theory in signal processing and machine learning. In the latter fields, sum-of-norms regularisation have shown a strong capability to provide robust and sparse solutions for system identification and feature selection. In this paper, a discrete-time dual-mode asso MPC is formulated, and its stability is proven by application of standard MPC arguments. The controller is then tested for the problem of ship course keeping and roll reduction with rudder and fins, in a directional stochastic sea. Simulations show the asso MPC to inherit positive features from its corresponding regressor: extreme reduction of decision variables' magnitude, namely, actuators' magnitude (or variations), with a finite energy error, being particularly promising for over-actuated systems. © 2012 AACC American Automatic Control Council).

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper develops a technique for improving the region of attraction of a robust variable horizon model predictive controller. It considers a constrained discrete-time linear system acted upon by a bounded, but unknown time-varying state disturbance. Using constraint tightening for robustness, it is shown how the tightening policy, parameterised as direct feedback on the disturbance, can be optimised to increase the volume of an inner approximation to the controller's true region of attraction. Numerical examples demonstrate the benefits of the policy in increasing region of attraction volume and decreasing the maximum prediction horizon length. © 2012 IEEE.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The information provided by the in-cylinder pressure signal is of great importance for modern engine management systems. The obtained information is implemented to improve the control and diagnostics of the combustion process in order to meet the stringent emission regulations and to improve vehicle reliability and drivability. The work presented in this paper covers the experimental study and proposes a comprehensive and practical solution for the estimation of the in-cylinder pressure from the crankshaft speed fluctuation. Also, the paper emphasizes the feasibility and practicality aspects of the estimation techniques, for the real-time online application. In this study an engine dynamics model based estimation method is proposed. A discrete-time transformed form of a rigid-body crankshaft dynamics model is constructed based on the kinetic energy theorem, as the basis expression for total torque estimation. The major difficulties, including load torque estimation and separation of pressure profile from adjacent-firing cylinders, are addressed in this work and solutions to each problem are given respectively. The experimental results conducted on a multi-cylinder diesel engine have shown that the proposed method successfully estimate a more accurate cylinder pressure over a wider range of crankshaft angles. Copyright © 2012 SAE International.