Search results for "Applied Mathematics"
showing 10 items of 4379 documents
Density Flow in Dynamical Networks via Mean-Field Games
2016
Current distributed routing control algorithms for dynamic networks model networks using the time evolution of density at network edges, while the routing control algorithm ensures edge density to converge to a Wardrop equilibrium, which was characterized by an equal traffic density on all used paths. We rearrange the density model to recast the problem within the framework of mean-field games. In doing that, we illustrate an extended state-space solution approach and we study the stochastic case where the density evolution is driven by a Brownian motion. Further, we investigate the case where the density evolution is perturbed by a bounded adversarial disturbance. For both the stochastic a…
Sliding solutions of second-order differential equations with discontinuous right-hand side
2017
We consider second-order ordinary differential equations with discontinuous right-hand side. We analyze the concept of solution of this kind of equations and determine analytical conditions that are satisfied by typical solutions. Moreover, the existence and uniqueness of solutions and sliding solutions are studied. Copyright © 2017 John Wiley & Sons, Ltd.
A unified observer for robust sensorless control of DC–DC converters
2017
Abstract Due to the large variety of converters' configurations, many different sensorless controllers are available in the literature, each one suited for a particular converter. The need for different configurations, especially on the same power supply, make it clear the advantage of having a shared control algorithm. This paper presents a unified nonlinear robust current observer for buck, boost and buck–boost converters in synchronous and asynchronous configurations. The unified observer speeds up the design, tuning and the implementation, and requires a memory cheaper code, easier to certify. Simulation and experimental results are presented to validate the approach in different scenar…
Data-based modeling and estimation of vehicle crash processes in frontal fixed-barrier crashes
2017
Abstract As a complex process, vehicle crash is challenging to be described and estimated mathematically. Although different mathematical models are developed, it is still difficult to balance the complexity of models and the performance of estimation. The aim of this work is to propose a novel scheme to model and estimate the processes of vehicle-barrier frontal crashes. In this work, a piecewise model structure is predefined to represent the accelerations of vehicle in frontal crashes. Each segment in the model is corresponding to the energy absorbing component in the crashworthiness structure. With the help of Ensemble Empirical Mode Decomposition (EEMD), a robust scheme is proposed for …
Virtual sensing of load forces in hydraulic actuators using second- and higher-order sliding modes
2019
Abstract External load forces are challenging for sensing or estimating in the hydraulic actuators. Once it is due to inconvenient instrumentation of the force sensors, especially on an open-end mechanical interface. The other way, the complex nonlinear system behavior aggravates reconstructing the system states in a robust and real-time suitable manner. This paper proposes a sensorless estimation of external load forces in standard hydraulic actuators by using a well-established equivalent output injection of the second-order sliding mode and also higher-order sliding mode differentiator. Only the basic inertial and frictional parameters are assumed to be known from an initial identificati…
Forecasting portfolio returns using weighted fuzzy time series methods
2016
We propose using weighted fuzzy time series (FTS) methods to forecast the future performance of returns on portfolios. We model the uncertain parameters of the fuzzy portfolio selection models using a possibilistic interval-valued mean approach, and approximate the uncertain future return on a given portfolio by means of a trapezoidal fuzzy number. Introducing some modifications into the classical models of fuzzy time series, based on weighted operators, enables us to generate trapezoidal numbers as forecasts of the future performance of the portfolio returns. This fuzzy forecast makes it possible to approximate both the expected return and the risk of the investment through the value and a…
Opinion Dynamics and Stubbornness via Multi-Population Mean-Field Games
2016
This paper studies opinion dynamics for a set of heterogeneous populations of individuals pursuing two conflicting goals: to seek consensus and to be coherent with their initial opinions. The multi-population game under investigation is characterized by (i) rational agents who behave strategically, (ii) heterogeneous populations, and (iii) opinions evolving in response to local interactions. The main contribution of this paper is to encompass all of these aspects under the unified framework of mean-field game theory. We show that, assuming initial Gaussian density functions and affine control policies, the Fokker---Planck---Kolmogorov equation preserves Gaussianity over time. This fact is t…
Game Theoretic Decentralized Feedback Controls in Markov Jump Processes
2017
This paper studies a decentralized routing problem over a network, using the paradigm of mean-field games with large number of players. Building on a state-space extension technique, we turn the problem into an optimal control one for each single player. The main contribution is an explicit expression of the optimal decentralized control which guarantees the convergence both to local and to global equilibrium points. Furthermore, we study the stability of the system also in the presence of a delay which we model using an hysteresis operator. As a result of the hysteresis, we prove existence of multiple equilibrium points and analyze convergence conditions. The stability of the system is ill…
An algebraic continuous time parameter estimation for a sum of sinusoidal waveform signals
2016
In this paper, a novel algebraic method is proposed to estimate amplitudes, frequencies, and phases of a biased and noisy sum of complex exponential sinusoidal signals. The resulting parameter estimates are given by original closed formulas, constructed as integrals acting as time-varying filters of the noisy measured signal. The proposed algebraic method provides faster and more robust results, compared with usual procedures. Some computer simulations illustrate the efficiency of our method. Copyright © 2016 John Wiley & Sons, Ltd.
Decomposition and Mean-Field Approach to Mixed Integer Optimal Compensation Problems
2016
Mixed integer optimal compensation deals with optimization problems with integer- and real-valued control variables to compensate disturbances in dynamic systems. The mixed integer nature of controls could lead to intractability in problems of large dimensions. To address this challenge, we introduce a decomposition method which turns the original n-dimensional optimization problem into n independent scalar problems of lot sizing form. Each of these problems can be viewed as a two-player zero-sum game, which introduces some element of conservatism. Each scalar problem is then reformulated as a shortest path one and solved through linear programming over a receding horizon, a step that mirro…