178 resultados para STOCHASTIC OPTIMAL CONTROL


Relevância:

40.00% 40.00%

Publicador:

Resumo:

This paper is concerned with the optimal flow control of an ATM switching element in a broadband-integrated services digital network. We model the switching element as a stochastic fluid flow system with a finite buffer, a constant output rate server, and a Gaussian process to characterize the input, which is a heterogeneous set of traffic sources. The fluid level should be maintained between two levels namely b1 and b2 with b1control on the ATM network is considered

Relevância:

40.00% 40.00%

Publicador:

Resumo:

We consider a dense, ad hoc wireless network, confined to a small region. The wireless network is operated as a single cell, i.e., only one successful transmission is supported at a time. Data packets are sent between source-destination pairs by multihop relaying. We assume that nodes self-organize into a multihop network such that all hops are of length d meters, where d is a design parameter. There is a contention-based multiaccess scheme, and it is assumed that every node always has data to send, either originated from it or a transit packet (saturation assumption). In this scenario, we seek to maximize a measure of the transport capacity of the network (measured in bit-meters per second) over power controls (in a fading environment) and over the hop distance d, subject to an average power constraint. We first motivate that for a dense collection of nodes confined to a small region, single cell operation is efficient for single user decoding transceivers. Then, operating the dense ad hoc wireless network (described above) as a single cell, we study the hop length and power control that maximizes the transport capacity for a given network power constraint. More specifically, for a fading channel and for a fixed transmission time strategy (akin to the IEEE 802.11 TXOP), we find that there exists an intrinsic aggregate bit rate (Theta(opt) bits per second, depending on the contention mechanism and the channel fading characteristics) carried by the network, when operating at the optimal hop length and power control. The optimal transport capacity is of the form d(opt)((P) over bar (t)) x Theta(opt) with d(opt) scaling as (P) over bar (t) (1/eta), where (P) over bar (t) is the available time average transmit power and eta is the path loss exponent. Under certain conditions on the fading distribution, we then provide a simple characterization of the optimal operating point. Simulation results are provided comparing the performance of the optimal strategy derived here with some simple strategies for operating the network.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

Adapting the power of secondary users (SUs) while adhering to constraints on the interference caused to primary receivers (PRxs) is a critical issue in underlay cognitive radio (CR). This adaptation is driven by the interference and transmit power constraints imposed on the secondary transmitter (STx). Its performance also depends on the quality of channel state information (CSI) available at the STx of the links from the STx to the secondary receiver and to the PRxs. For a system in which an STx is subject to an average interference constraint or an interference outage probability constraint at each of the PRxs, we derive novel symbol error probability (SEP)-optimal, practically motivated binary transmit power control policies. As a reference, we also present the corresponding SEP-optimal continuous transmit power control policies for one PRx. We then analyze the robustness of the optimal policies when the STx knows noisy channel estimates of the links between the SU and the PRxs. Altogether, our work develops a holistic understanding of the critical role played by different transmit and interference constraints in driving power control in underlay CR and the impact of CSI on its performance.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

A neural-network-aided nonlinear dynamic inversion-based hybrid technique of model reference adaptive control flight-control system design is presented in this paper. Here, the gains of the nonlinear dynamic inversion-based flight-control system are dynamically selected in such a manner that the resulting controller mimics a single network, adaptive control, optimal nonlinear controller for state regulation. Traditional model reference adaptive control methods use a linearized reference model, and the presented control design method employs a nonlinear reference model to compute the nonlinear dynamic inversion gains. This innovation of designing the gain elements after synthesizing the single network adaptive controller maintains the advantages that an optimal controller offers, yet it retains a simple closed-form control expression in state feedback form, which can easily be modified for tracking problems without demanding any a priori knowledge of the reference signals. The strength of the technique is demonstrated by considering the longitudinal motion of a nonlinear aircraft system. An extended single network adaptive control/nonlinear dynamic inversion adaptive control design architecture is also presented, which adapts online to three failure conditions, namely, a thrust failure, an elevator failure, and an inaccuracy in the estimation of C-M alpha. Simulation results demonstrate that the presented adaptive flight controller generates a near-optimal response when compared to a traditional nonlinear dynamic inversion controller.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

The aim in this paper is to allocate the `sleep time' of the individual sensors in an intrusion detection application so that the energy consumption from the sensors is reduced, while keeping the tracking error to a minimum. We propose two novel reinforcement learning (RL) based algorithms that attempt to minimize a certain long-run average cost objective. Both our algorithms incorporate feature-based representations to handle the curse of dimensionality associated with the underlying partially-observable Markov decision process (POMDP). Further, the feature selection scheme used in our algorithms intelligently manages the energy cost and tracking cost factors, which in turn assists the search for the optimal sleeping policy. We also extend these algorithms to a setting where the intruder's mobility model is not known by incorporating a stochastic iterative scheme for estimating the mobility model. The simulation results on a synthetic 2-d network setting are encouraging.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

In this article, we study risk-sensitive control problem with controlled continuous time Markov chain state dynamics. Using multiplicative dynamic programming principle along with the atomic structure of the state dynamics, we prove the existence and a characterization of optimal risk-sensitive control under geometric ergodicity of the state dynamics along with a smallness condition on the running cost.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

In this article, we look at the political business cycle problem through the lens of uncertainty. The feedback control used by us is the famous NKPC with stochasticity and wage rigidities. We extend the New Keynesian Phillips Curve model to the continuous time stochastic set up with an Ornstein-Uhlenbeck process. We minimize relevant expected quadratic cost by solving the corresponding Hamilton-Jacobi-Bellman equation. The basic intuition of the classical model is qualitatively carried forward in our set up but uncertainty also plays an important role in determining the optimal trajectory of the voter support function. The internal variability of the system acts as a base shifter for the support function in the risk neutral case. The role of uncertainty is even more prominent in the risk averse case where all the shape parameters are directly dependent on variability. Thus, in this case variability controls both the rates of change as well as the base shift parameters. To gain more insight we have also studied the model when the coefficients are time invariant and studied numerical solutions. The close relationship between the unemployment rate and the support function for the incumbent party is highlighted. The role of uncertainty in creating sampling fluctuation in this set up, possibly towards apparently anomalous results, is also explored.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The ergodic or long-run average cost control problem for a partially observed finite-state Markov chain is studied via the associated fully observed separated control problem for the nonlinear filter. Dynamic programming equations for the latter are derived, leading to existence and characterization of optimal stationary policies.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Combining the philosophies of nonlinear model predictive control and approximate dynamic programming, a new suboptimal control design technique is presented in this paper, named as model predictive static programming (MPSP), which is applicable for finite-horizon nonlinear problems with terminal constraints. This technique is computationally efficient, and hence, can possibly be implemented online. The effectiveness of the proposed method is demonstrated by designing an ascent phase guidance scheme for a ballistic missile propelled by solid motors. A comparison study with a conventional gradient method shows that the MPSP solution is quite close to the optimal solution.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Wireless adhoc networks transmit information from a source to a destination via multiple hops in order to save energy and, thus, increase the lifetime of battery-operated nodes. The energy savings can be especially significant in cooperative transmission schemes, where several nodes cooperate during one hop to forward the information to the next node along a route to the destination. Finding the best multi-hop transmission policy in such a network which determines nodes that are involved in each hop, is a very important problem, but also a very difficult one especially when the physical wireless channel behavior is to be accounted for and exploited. We model the above optimization problem for randomly fading channels as a decentralized control problem - the channel observations available at each node define the information structure, while the control policy is defined by the power and phase of the signal transmitted by each node. In particular, we consider the problem of computing an energy-optimal cooperative transmission scheme in a wireless network for two different channel fading models: (i) slow fading channels, where the channel gains of the links remain the same for a large number of transmissions, and (ii) fast fading channels, where the channel gains of the links change quickly from one transmission to another. For slow fading, we consider a factored class of policies (corresponding to local cooperation between nodes), and show that the computation of an optimal policy in this class is equivalent to a shortest path computation on an induced graph, whose edge costs can be computed in a decentralized manner using only locally available channel state information (CSI). For fast fading, both CSI acquisition and data transmission consume energy. Hence, we need to jointly optimize over both these; we cast this optimization problem as a large stochastic optimization problem. We then jointly optimize over a set of CSI functions of the local channel states, and a c- - orresponding factored class of control poli.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper two nonlinear model based control algorithms have been developed to monitor the magnetorheological (MR) damper voltage. The main advantage of the proposed algorithms is that it is possible to directly monitor the voltage required to control the structural vibration considering the effect of the supplied and commanded voltage dynamics of the damper. The efficiency of the proposed techniques has been shown and compared taking an example of a base isolated three-storey building under a set of seismic excitations. Comparison of the performances with a fuzzy based intelligent control algorithm and a widely used clipped optimal strategy has also been shown.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The application of multilevel control strategies for load-frequency control of interconnected power systems is assuming importance. A large multiarea power system may be viewed as an interconnection of several lower-order subsystems, with possible change of interconnection pattern during operation. The solution of the control problem involves the design of a set of local optimal controllers for the individual areas, in a completely decentralised environment, plus a global controller to provide the corrective signal to account for interconnection effects. A global controller, based on the least-square-error principle suggested by Siljak and Sundareshan, has been applied for the LFC problem. A more recent work utilises certain possible beneficial aspects of interconnection to permit more desirable system performances. The paper reports the application of the latter strategy to LFC of a two-area power system. The power-system model studied includes the effects of excitation system and governor controls. A comparison of the two strategies is also made.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Evolutionarily stable sex ratios are determined for social hymenoptera under local mate competition (LMC) and when the brood size is finite. LMC is modelled by the parameter d. Of the reproductive progeny from a single foundress nest, a fraction d disperses (outbreeding), while (1-d) mate amongst themselves (sibmating). When the brood size is finite, d is taken to be the probability of an offspring dispersing, and similarly, r, the proportion of male offspring, the probability of a haploid egg being laid. Under the joint influence of these two stochastic processes, there is a nonzero probability that some females remain unmated in the nest. As a result, the optimal proportion of males (corresponding to the evolutionarily stable strategy, ESS) is higher than that obtained when the brood size is infinite. When the queen controls the sex ration, the ESS becomes more female biased under increased inbreeding (lower d), However, the ESS under worker control shows an unexpected pattern, including an increase in the proportion of males with increased inbreeding. This effect is traced to the complex interaction between inbreeding and local mate competition.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

An approach is presented for hierarchical control of an ammonia reactor, which is a key unit process in a nitrogen fertilizer complex. The aim of the control system is to ensure safe operation of the reactor around the optimal operating point in the face of process variable disturbances and parameter variations. The four different layers perform the functions of regulation, optimization, adaptation, and self-organization. The simulation for this proposed application is conducted on an AD511 hybrid computer in which the AD5 analog processor is used to represent the process and the PDP-11/ 35 digital computer is used for the implementation of control laws. Simulation results relating to the different layers have been presented.