Stability of Linear-Quadratic Minimization over Euclidean Balls

2012 ◽  
Vol 22 (3) ◽  
pp. 936-952 ◽  
Author(s):  
G. M. Lee ◽  
N. N. Tam ◽  
N. D. Yen
Keyword(s):  
Linear Quadratic ◽  
Quadratic Minimization

scholarly journals Quadratic Constrained Periodic Optimization for Bandlimited Linear Systems Via the Fourier-Based Method

2021 ◽  
Vol 143 (6) ◽  
Author(s):  
Giacomo Moretti ◽  
Luca Zaccarian ◽  
Franco Blanchini
Keyword(s):  
Optimal Control ◽  
Steady State ◽  
Mechanical Energy ◽  
Practical Case ◽  
Linear Quadratic ◽  
Linear Dynamical Systems ◽  
Quadratic Minimization ◽  
Ac Power ◽  
Suboptimal Solution ◽  
Steady State Problem

Abstract Motivated by engineering applications, we address bounded steady-state optimal control of linear dynamical systems undergoing steady-state bandlimited periodic oscillations. The optimization can be cast as a minimization problem by expressing the state and the input as finite Fourier series expansions, and using the expansions coefficients as parameters to be optimized. With this parametrization, we address linear quadratic problems involving periodic bandlimited dynamics by using quadratic minimization with parametric time-dependent constraints. We hence investigate the implications of a discretization of linear continuous time constraints and propose an algorithm that provides a feasible suboptimal solution whose cost is arbitrarily close to the optimal cost for the original constrained steady-state problem. Finally, we discuss practical case studies that can be effectively tackled with the proposed framework, including optimal control of DC/AC power converters, and optimal energy harvesting from pulsating mechanical energy sources.

scholarly journals Robust linear-quadratic minimization

1978 ◽  
Vol 62 (3) ◽  
pp. 620-628 ◽  
Author(s):  
Brian D.O Anderson ◽  
David J Clements
Keyword(s):  
Linear Quadratic ◽  
Quadratic Minimization

On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems

2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang
Keyword(s):  
Optimal Control ◽  
Closed Loop ◽  
Optimal Control Problems ◽  
Mean Field ◽  
Open Loop ◽  
Time Inconsistency ◽  
Control Problems ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Equilibrium Strategies

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.

Glucose Calibration Modeling in Blood with Spline Regression Approaching to Non-Invasive Tools

2018 ◽  
pp. 144-149
Author(s):  
Ria Hayatun Nur ◽  
Indahwati A ◽  
Erfiani A
Keyword(s):  
Diabetes Mellitus ◽  
Linear Regression ◽  
Good Health ◽  
Cubic Spline ◽  
The Body ◽  
Spline Regression ◽  
Linear Quadratic ◽  
Important Thing ◽  
Non Invasive

In this globalization era, health is the most important thing to be able to run various activities. Without good health, this will hinder many activities. Diabetes mellitus is one of the diseases caused by unhealty lifestyle.There are many treatments that can be done to prevent the occurrence of diabetes. The treatments are giving the insulin and also checking the glucose rate to the patients.Checking the glucose rate needs the tools which is safety to the body. This research want to develop non invasive tool which is safety and do not injure the patient. The purpose of this research is also finding the best model which derived from Linear, Quadratic, and Cubic Spline Regression. Some respondents were taking to get the glucose measuring by invasive and non invasive tools. It could be seen clearly that Spline Linear Regression was the best model than Quadratic and Cubic Spline Regression. It had 70% and 33.939 for R2 and RMSEP respectively.

Quadratic Discriminant Analysis of Spatially Correlated Data

2001 ◽  
Vol 6 (2) ◽  
pp. 15-28 ◽  
Author(s):  
K. Dučinskas ◽  
J. Šaltytė
Keyword(s):  
Discriminant Function ◽  
Error Rate ◽  
Gaussian Random Field ◽  
Correlated Data ◽  
Covariance Matrices ◽  
Classification Rule ◽  
Spatial Correlations ◽  
Linear Quadratic ◽  
Spatial Correlation Function ◽  
Spatially Correlated

The problem of classification of the realisation of the stationary univariate Gaussian random field into one of two populations with different means and different factorised covariance matrices is considered. In such a case optimal classification rule in the sense of minimum probability of misclassification is associated with non-linear (quadratic) discriminant function. Unknown means and the covariance matrices of the feature vector components are estimated from spatially correlated training samples using the maximum likelihood approach and assuming spatial correlations to be known. Explicit formula of Bayes error rate and the first-order asymptotic expansion of the expected error rate associated with quadratic plug-in discriminant function are presented. A set of numerical calculations for the spherical spatial correlation function is performed and two different spatial sampling designs are compared.

A Study on Linear Quadratic Regulator with the Desired Low-Pass Property

2013 ◽  
Vol 133 (12) ◽  
pp. 2167-2175 ◽  
Author(s):  
Katsuhiko Fuwa ◽  
Satoshi Murayama ◽  
Tatsuo Narikiyo
Keyword(s):  
Linear Quadratic Regulator ◽  
Linear Quadratic ◽  
Low Pass
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