A Closed-Form Solution for Selecting Maximum Critically Damped Actuator Impedance Parameters

Author(s):  
Nicholas Paine ◽  
Luis Sentis

This paper introduces a simple and effective method for selecting the maximum feedback gains in PD-type controllers applied to actuators where feedback delay and derivative signal filtering are present. The method provides the maximum feedback parameters that satisfy a phase margin criteria, producing a closed-loop system with high stability and a dynamic response with near-minimum settling time. Our approach is unique in that it simultaneously possesses: (1) a model of real-world performance-limiting factors (i.e., filtering and delay), (2) the ability to meet performance and stability criteria, and (3) the simplicity of a single closed-form expression. A central focus of our approach is the characterization of system stability through exhaustive searches of the feedback parameter space. Using this search-based method, we locate a set of maximum feedback parameters based on a phase margin criteria. We then fit continuous equations to this data and obtain a closed-form expression which matches the sampled data to within 2–4% error for the majority of the parameter space. We apply our feedback parameter selection method to two real-world actuators with widely differing system properties and show that our method successfully produces the maximum achievable nonoscillating impedance response.

2010 ◽  
Vol 13 (06) ◽  
pp. 901-929 ◽  
Author(s):  
FERNANDA D'IPPOLITI ◽  
ENRICO MORETTO ◽  
SARA PASQUALI ◽  
BARBARA TRIVELLATO

A stochastic volatility jump-diffusion model for pricing derivatives with jumps in both spot return and volatility underlying dynamics is presented. This model admits, in the spirit of Heston, a closed-form solution for European-style options. The structure of the model is also suitable to explicitly obtain the fair delivery price for variance swaps. To evaluate derivatives whose value does not admit a closed-form expression, a methodology based on an "exact algorithm", in the sense that no discretization of equations is required, is developed and applied to barrier options. Goodness of pricing algorithm is tested using DJ Euro Stoxx 50 market data for European options. Finally, the algorithm is applied to compute prices and Greeks for barrier options and to determine the fair delivery prices for variance swaps.


2013 ◽  
Vol 2013 ◽  
pp. 1-9
Author(s):  
Panayotis E. Nastou ◽  
Paul Spirakis ◽  
Yannis C. Stamatiou ◽  
Apostolos Tsiakalos

We investigate the properties of a general class of differential equations described bydy(t)/dt=fk+1(t)y(t)k+1+fk(t)y(t)k+⋯+f2(t)y(t)2+f1(t)y(t)+f0(t),withk>1a positive integer andfi(t), 0≤i≤k+1, withfi(t), real functions oft. Fork=2, these equations reduce to the class ofAbel differential equations of the first kind,for which a standard solution procedure is available. However, fork>2no general solution methodology exists, to the best of our knowledge, that can lead to their solution. We develop a general solution methodology that for odd values ofkconnects the closed form solution of the differential equations with the existence of closed-form expressions for the roots of the polynomial that appears on the right-hand side of the differential equation. Moreover, the closed-form expression (when it exists) for the polynomial roots enables the expression of the solution of the differential equation in closed form, based on the class of Hyper-Lambert functions. However, for certain even values ofk, we prove that such closed form does not exist in general, and consequently there is no closed-form expression for the solution of the differential equation through this methodology.


IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Yassine Zouaoui ◽  
Larbi Talbi ◽  
Khelifa Hettak ◽  
Naresh K. Darimireddy

2021 ◽  
Vol 48 (3) ◽  
pp. 91-96
Author(s):  
Shigeo Shioda

The consensus achieved in the consensus-forming algorithm is not generally a constant but rather a random variable, even if the initial opinions are the same. In the present paper, we investigate the statistical properties of the consensus in a broadcasting-based consensus-forming algorithm. We focus on two extreme cases: consensus forming by two agents and consensus forming by an infinite number of agents. In the two-agent case, we derive several properties of the distribution function of the consensus. In the infinite-numberof- agents case, we show that if the initial opinions follow a stable distribution, then the consensus also follows a stable distribution. In addition, we derive a closed-form expression of the probability density function of the consensus when the initial opinions follow a Gaussian distribution, a Cauchy distribution, or a L´evy distribution.


2021 ◽  
Vol 2021 (6) ◽  
Author(s):  
Vivek Kumar Singh ◽  
Rama Mishra ◽  
P. Ramadevi

Abstract Weaving knots W(p, n) of type (p, n) denote an infinite family of hyperbolic knots which have not been addressed by the knot theorists as yet. Unlike the well known (p, n) torus knots, we do not have a closed-form expression for HOMFLY-PT and the colored HOMFLY-PT for W(p, n). In this paper, we confine to a hybrid generalization of W(3, n) which we denote as $$ {\hat{W}}_3 $$ W ̂ 3 (m, n) and obtain closed form expression for HOMFLY-PT using the Reshitikhin and Turaev method involving $$ \mathrm{\mathcal{R}} $$ ℛ -matrices. Further, we also compute [r]-colored HOMFLY-PT for W(3, n). Surprisingly, we observe that trace of the product of two dimensional $$ \hat{\mathrm{\mathcal{R}}} $$ ℛ ̂ -matrices can be written in terms of infinite family of Laurent polynomials $$ {\mathcal{V}}_{n,t}\left[q\right] $$ V n , t q whose absolute coefficients has interesting relation to the Fibonacci numbers $$ {\mathrm{\mathcal{F}}}_n $$ ℱ n . We also computed reformulated invariants and the BPS integers in the context of topological strings. From our analysis, we propose that certain refined BPS integers for weaving knot W(3, n) can be explicitly derived from the coefficients of Chebyshev polynomials of first kind.


Author(s):  
M.J. Cañavate-Sánchez ◽  
A. Segneri ◽  
S. Godi ◽  
A. Georgiadis ◽  
S. Kosmopoulos ◽  
...  

2004 ◽  
Vol 40 (19) ◽  
pp. 1192 ◽  
Author(s):  
J. Pérez ◽  
J. Ibáñez ◽  
L. Vielva ◽  
I. Santamaría

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