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An example of the knowledge based controller-design and evaluation.

Oto Tezak (1999)

Mathware and Soft Computing

Knowledge based controller for a balance control model is presented in this paper. The design of the controller was based on the human control of the same process. Developed controller is tested by means of simulation and operation on the laboratory balance control model. The simulation results of the controller as well as a statistical description of the experiments with developed controller and human control is presented in the paper. Verification is based on experiments with an intelligent controller...

An explicit solution for optimal investment problems with autoregressive prices and exponential utility

Sándor Deák, Miklós Rásonyi (2015)

Applicationes Mathematicae

We calculate explicitly the optimal strategy for an investor with exponential utility function when the price of a single risky asset (stock) follows a discrete-time autoregressive Gaussian process. We also calculate its performance and analyse it when the trading horizon tends to infinity. Dependence of the asymptotic performance on the autoregression parameter is determined. This provides, to the best of our knowledge, the first instance of a theorem linking directly the memory of the asset price...

An extended version of average Markov decision processes on discrete spaces under fuzzy environment

Hugo Cruz-Suárez, Raúl Montes-de-Oca, R. Israel Ortega-Gutiérrez (2023)

Kybernetika

The article presents an extension of the theory of standard Markov decision processes on discrete spaces and with the average cost as the objective function which permits to take into account a fuzzy average cost of a trapezoidal type. In this context, the fuzzy optimal control problem is considered with respect to two cases: the max-order of the fuzzy numbers and the average ranking order of the trapezoidal fuzzy numbers. Each of these cases extends the standard optimal control problem, and for...

An extension of the Cayley-Hamilton theorem for nonlinear time-varying systems

Tadeusz Kaczorek (2006)

International Journal of Applied Mathematics and Computer Science

The classical Cayley-Hamilton theorem is extended to nonlinear time-varying systems with square and rectangular system matrices. It is shown that in both cases system matrices satisfy many equations with coefficients being the coefficients of characteristic polynomials of suitable square matrices. The proposed theorems are illustrated with numerical examples.

An H sliding mode observer for Takagi-Sugeno nonlinear systems with simultaneous actuator and sensor faults

Ali Ben Brahim, Slim Dhahri, Fayçal Ben Hmida, Anis Sellami (2015)

International Journal of Applied Mathematics and Computer Science

This paper considers the problem of robust reconstruction of simultaneous actuator and sensor faults for a class of uncertain Takagi-Sugeno nonlinear systems with unmeasurable premise variables. The proposed fault reconstruction and estimation design method with H∞ performance is used to reconstruct both actuator and sensor faults when the latter are transformed into pseudo-actuator faults by introducing a simple filter. The main contribution is to develop a sliding mode observer (SMO) with two...

An hp-Discontinuous Galerkin Method for the Optimal Control Problem of Laser Surface Hardening of Steel

Gupta Nupur, Nataraj Neela (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper, we discuss an hp-discontinuous Galerkin finite element method (hp-DGFEM) for the laser surface hardening of steel, which is a constrained optimal control problem governed by a system of differential equations, consisting of an ordinary differential equation for austenite formation and a semi-linear parabolic differential equation for temperature evolution. The space discretization of the state variable is done using an hp-DGFEM, time and control discretizations are based on a discontinuous Galerkin...

An hp-Discontinuous Galerkin Method for the Optimal Control Problem of Laser Surface Hardening of Steel

Gupta Nupur, Nataraj Neela (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper, we discuss an hp-discontinuous Galerkin finite element method (hp-DGFEM) for the laser surface hardening of steel, which is a constrained optimal control problem governed by a system of differential equations, consisting of an ordinary differential equation for austenite formation and a semi-linear parabolic differential equation for temperature evolution. The space discretization of the state variable is done using an hp-DGFEM, time and control discretizations are based on a discontinuous Galerkin...

An infinite horizon predictive control algorithm based on multivariable input-output models

Maciej Ławryńczuk, Piotr Tatjewski (2004)

International Journal of Applied Mathematics and Computer Science

In this paper an infinite horizon predictive control algorithm, for which closed loop stability is guaranteed, is developed in the framework of multivariable linear input-output models. The original infinite dimensional optimisation problem is transformed into a finite dimensional one with a penalty term. In the unconstrained case the stabilising control law, using a numerically reliable SVD decomposition, is derived as an analytical formula, calculated off-line. Considering constraints needs solving...

An Ingham type proof for a two-grid observability theorem

Michel Mehrenberger, Paola Loreti (2008)

ESAIM: Control, Optimisation and Calculus of Variations

Here, we prove the uniform observability of a two-grid method for the semi-discretization of the 1 D -wave equation for a time T > 2 2 ; this time, if the observation is made in ( - T / 2 , T / 2 ) , is optimal and this result improves an earlier work of Negreanu and Zuazua [C. R. Acad. Sci. Paris Sér. I 338 (2004) 413–418]. Our proof follows an Ingham type approach.

An Ingham type proof for a two-grid observability theorem

Paola Loreti, Michel Mehrenberger (2007)

ESAIM: Control, Optimisation and Calculus of Variations

Here, we prove the uniform observability of a two-grid method for the semi-discretization of the 1D-wave equation for a time T > 2 2 ; this time, if the observation is made in ( - T / 2 , T / 2 ) , is optimal and this result improves an earlier work of Negreanu and Zuazua [C. R. Acad. Sci. Paris Sér. I338 (2004) 413–418]. Our proof follows an Ingham type approach.

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