12 resultados para State-dependent Riccati equation
em Cambridge University Engineering Department Publications Database
Resumo:
This paper presents explicit solutions for a class of decentralized LQG problems in which players communicate their states with delays. A method for decomposing the Bellman equation into a hierarchy of independent subproblems is introduced. Using this decomposition, all of the gains for the optimal controller are computed from the solution of a single algebraic Riccati equation. © 2012 AACC American Automatic Control Council).
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This paper studies the dynamical response of a rotary drilling system with a drag bit, using a lumped parameter model that takes into consideration the axial and torsional vibration modes of the bit. These vibrations are coupled through a bit-rock interaction law. At the bit-rock interface, the cutting process introduces a state-dependent delay, while the frictional process is responsible for discontinuous right-hand sides in the equations governing the motion of the bit. This complex system is characterized by a fast axial dynamics compared to the slow torsional dynamics. A dimensionless formulation exhibits a large parameter in the axial equation, enabling a two-time-scales analysis that uses a combination of averaging methods and a singular perturbation approach. An approximate model of the decoupled axial dynamics permits us to derive a pseudoanalytical expression of the solution of the axial equation. Its averaged behavior influences the slow torsional dynamics by generating an apparent velocity weakening friction law that has been proposed empirically in earlier work. The analytical expression of the solution of the axial dynamics is used to derive an approximate analytical expression of the velocity weakening friction law related to the physical parameters of the system. This expression can be used to provide recommendations on the operating parameters and the drillstring or the bit design in order to reduce the amplitude of the torsional vibrations. Moreover, it is an appropriate candidate model to replace empirical friction laws encountered in torsional models used for control. © 2009 Society for Industrial and Applied Mathematics.
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Using the nonlinear analog of the Fake Riccati equation developed for linear systems, we derive an inverse optimality result for several receding-horizon control schemes. This inverse optimality result unifies stability proofs and shows that receding-horizon control possesses the stability margins of optimal control laws. © 1997 Elsevier Science B.V.
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Effective dialogue management is critically dependent on the information that is encoded in the dialogue state. In order to deploy reinforcement learning for policy optimization, dialogue must be modeled as a Markov Decision Process. This requires that the dialogue statemust encode all relevent information obtained during the dialogue prior to that state. This can be achieved by combining the user goal, the dialogue history, and the last user action to form the dialogue state. In addition, to gain robustness to input errors, dialogue must be modeled as a Partially Observable Markov Decision Process (POMDP) and hence, a distribution over all possible states must be maintained at every dialogue turn. This poses a potential computational limitation since there can be a very large number of dialogue states. The Hidden Information State model provides a principled way of ensuring tractability in a POMDP-based dialogue model. The key feature of this model is the grouping of user goals into partitions that are dynamically built during the dialogue. In this article, we extend this model further to incorporate the notion of complements. This allows for a more complex user goal to be represented, and it enables an effective pruning technique to be implemented that preserves the overall system performance within a limited computational resource more effectively than existing approaches. © 2011 ACM.
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Motor learning has been extensively studied using dynamic (force-field) perturbations. These induce movement errors that result in adaptive changes to the motor commands. Several state-space models have been developed to explain how trial-by-trial errors drive the progressive adaptation observed in such studies. These models have been applied to adaptation involving novel dynamics, which typically occurs over tens to hundreds of trials, and which appears to be mediated by a dual-rate adaptation process. In contrast, when manipulating objects with familiar dynamics, subjects adapt rapidly within a few trials. Here, we apply state-space models to familiar dynamics, asking whether adaptation is mediated by a single-rate or dual-rate process. Previously, we reported a task in which subjects rotate an object with known dynamics. By presenting the object at different visual orientations, adaptation was shown to be context-specific, with limited generalization to novel orientations. Here we show that a multiple-context state-space model, with a generalization function tuned to visual object orientation, can reproduce the time-course of adaptation and de-adaptation as well as the observed context-dependent behavior. In contrast to the dual-rate process associated with novel dynamics, we show that a single-rate process mediates adaptation to familiar object dynamics. The model predicts that during exposure to the object across multiple orientations, there will be a degree of independence for adaptation and de-adaptation within each context, and that the states associated with all contexts will slowly de-adapt during exposure in one particular context. We confirm these predictions in two new experiments. Results of the current study thus highlight similarities and differences in the processes engaged during exposure to novel versus familiar dynamics. In both cases, adaptation is mediated by multiple context-specific representations. In the case of familiar object dynamics, however, the representations can be engaged based on visual context, and are updated by a single-rate process.
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Instability triggering and transient growth of thermoacoustic oscillations were experimentally investigated in combination with linear/nonlinear flame transfer function (FTF) methodology in a model lean-premixed gas turbine combustor operated with CH 4 and air at atmospheric pressure. A fully premixed flame with 10kW thermal power and an equivalence ratio of 0.60 was chosen for detailed characterization of the nonlinear transient behaviors. Flame transfer functions were experimentally determined by simultaneous measurements of inlet velocity fluctuations and heat release rate oscillations using a constant temperature anemometer and OH */CH * chemiluminescence emissions, respectively. The phase-resolved variation of the local flame structure at a limit cycle was measured by planar laser-induced fluorescence of OH. Simultaneous measurements of inlet velocity, OH */CH * emission, and acoustic pressure were performed to investigate the temporal evolution of the system from a stable to a limit cycle operation. This measurement allows us to describe an unsteady instability triggering event in terms of several distinct stages: (i) initiation of a small perturbation, (ii) exponential amplification, (iii) saturation, (iv) nonlinear evolution of the perturbations towards a new unstable periodic state, (v) quasi-steady low-amplitude periodic oscillation, and (vi) fully-developed high-amplitude limit cycle oscillation. Phase-plane portraits of instantaneous inlet velocity and heat release rate clearly show the presence of two different attractors. Depending on its initial position in phase space at infinitesimally small amplitude, the system evolves towards either a high-amplitude oscillatory state or a low-amplitude oscillatory state. This transient phenomenon was analyzed using frequency- and amplitude-dependent damping mechanisms, and compared to subcritical and supercritical bifurcation theories. The results presented in this paper experimentally demonstrate the hypothesis proposed by Preetham et al. based on analytical and computational solutions of the nonlinear G-equation [J. Propul. Power 24 (2008) 1390-1402]. Good quantitative agreement was obtained between measurements and predictions in terms of the conditions for the onset of triggering and the amplitude of triggered combustion instabilities. © 2011 The Combustion Institute.
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The universal exhaust gas oxygen (UEGO) sensor is a well-established device which was developed for the measurement of relative air fuel ratio in internal combustion engines. There is, however, little information available which allows for the prediction of the UEGO's behaviour when exposed to arbitrary gas mixtures, pressures and temperatures. Here we present a steady-state model for the sensor, based on a solution of the Stefan-Maxwell equation, and which includes a momentum balance. The response of the sensor is dominated by a diffusion barrier, which controls the rate of diffusion of gas species between the exhaust and a cavity. Determination of the diffusion barrier characteristics, especially the mean pore size, porosity and tortuosity, is essential for the purposes of modelling, and a measurement technique based on identification of the sensor pressure giving zero temperature sensitivity is shown to be a convenient method of achieving this. The model, suitably calibrated, is shown to make good predictions of sensor behaviour for large variations of pressure, temperature and gas composition. © 2012 IOP Publishing Ltd.
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Several equations of state (EOS) have been incorporated into a novel algorithm to solve a system of multi-phase equations in which all phases are assumed to be compressible to varying degrees. The EOSs are used to both supply functional relationships to couple the conservative variables to the primitive variables and to calculate accurately thermodynamic quantities of interest, such as the speed of sound. Each EOS has a defined balance of accuracy, robustness and computational speed; selection of an appropriate EOS is generally problem-dependent. This work employs an AUSM+-up method for accurate discretisation of the convective flux terms with modified low-Mach number dissipation for added robustness of the solver. In this paper we show a newly-developed time-marching formulation for temporal discretisation of the governing equations with incorporated time-dependent source terms, as well as considering the system of eigenvalues that render the governing equations hyperbolic.
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Conventional Hidden Markov models generally consist of a Markov chain observed through a linear map corrupted by additive noise. This general class of model has enjoyed a huge and diverse range of applications, for example, speech processing, biomedical signal processing and more recently quantitative finance. However, a lesser known extension of this general class of model is the so-called Factorial Hidden Markov Model (FHMM). FHMMs also have diverse applications, notably in machine learning, artificial intelligence and speech recognition [13, 17]. FHMMs extend the usual class of HMMs, by supposing the partially observed state process is a finite collection of distinct Markov chains, either statistically independent or dependent. There is also considerable current activity in applying collections of partially observed Markov chains to complex action recognition problems, see, for example, [6]. In this article we consider the Maximum Likelihood (ML) parameter estimation problem for FHMMs. Much of the extant literature concerning this problem presents parameter estimation schemes based on full data log-likelihood EM algorithms. This approach can be slow to converge and often imposes heavy demands on computer memory. The latter point is particularly relevant for the class of FHMMs where state space dimensions are relatively large. The contribution in this article is to develop new recursive formulae for a filter-based EM algorithm that can be implemented online. Our new formulae are equivalent ML estimators, however, these formulae are purely recursive and so, significantly reduce numerical complexity and memory requirements. A computer simulation is included to demonstrate the performance of our results. © Taylor & Francis Group, LLC.
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BACKGROUND: A large proportion of students identify statistics courses as the most anxiety-inducing courses in their curriculum. Many students feel impaired by feelings of state anxiety in the examination and therefore probably show lower achievements. AIMS: The study investigates how statistics anxiety, attitudes (e.g., interest, mathematical self-concept) and trait anxiety, as a general disposition to anxiety, influence experiences of anxiety as well as achievement in an examination. SAMPLE: Participants were 284 undergraduate psychology students, 225 females and 59 males. METHODS: Two weeks prior to the examination, participants completed a demographic questionnaire and measures of the STARS, the STAI, self-concept in mathematics, and interest in statistics. At the beginning of the statistics examination, students assessed their present state anxiety by the KUSTA scale. After 25 min, all examination participants gave another assessment of their anxiety at that moment. Students' examination scores were recorded. Structural equation modelling techniques were used to test relationships between the variables in a multivariate context. RESULTS: Statistics anxiety was the only variable related to state anxiety in the examination. Via state anxiety experienced before and during the examination, statistics anxiety had a negative influence on achievement. However, statistics anxiety also had a direct positive influence on achievement. This result may be explained by students' motivational goals in the specific educational setting. CONCLUSIONS: The results provide insight into the relationship between students' attitudes, dispositions, experiences of anxiety in the examination, and academic achievement, and give recommendations to instructors on how to support students prior to and in the examination.