Search results for "Matrix"
showing 10 items of 3205 documents
A new method for creating sparse design velocity fields
2006
We present a novel method for the computation of mesh node sensitivities with respect to the boundary node movement. The sensitivity field is sparse in a sense that movement of each boundary node affects only given amount of inner mesh nodes, which can result in considerable savings in the storage space. The method needs minimal control from the user, and it does not place any restrictions (such as block structure) on the mesh. Use of the method is demonstrated with a shape optimization problem using CAD-free parametrization. A solution to the classical die-swell free boundary problem by coupling the boundary node locations with the state variables is also presented. In that case, sparsity …
Discrete-timeH − ∕ H ∞ sensor fault detection observer design for nonlinear systems with parameter uncertainty
2013
SUMMARY This work concerns robust sensor fault detection observer (SFDO) design for uncertain and disturbed discrete-time Takagi–Sugeno (T–S) systems using H − ∕ H ∞ criterion. The principle of the proposed approach is based on simultaneously minimizing the perturbation effect and maximizing the fault effect on the residual vector. Furthermore, by introducing slack decision matrices and taking advantage of the descriptor formulation, less conservative sufficient conditions are proposed leading to easier linear matrix inequalities (LMIs). Moreover, the proposed (SFDO) design conditions allow dealing with unmeasurable premise variables. Finally, a numerical example and a truck–trailer system…
model reduction for continuous-time Markovian jump systems with incomplete statistics of mode information
2013
This paper investigates the problem of model reduction for a class of continuous-time Markovian jump linear systems with incomplete statistics of mode information, which simultaneously considers the exactly known, partially unknown and uncertain transition rates. By fully utilising the properties of transition rate matrices, together with the convexification of uncertain domains, a new sufficient condition for performance analysis is first derived, and then two approaches, namely, the convex linearisation approach and the iterative approach, are developed to solve the model reduction problem. It is shown that the desired reduced-order models can be obtained by solving a set of strict linear…
Notice of Violation of IEEE Publication Principles: Robust Observer Design for Unknown Inputs Takagi–Sugeno Models
2013
This paper deals with the observer design for Takagi-Sugeno (T-S) fuzzy models subject to unknown inputs and disturbance affecting both states and outputs of the system. Sufficient conditions to design an unknown input T-S observer are given in linear matrix inequality (LMI) terms. Both continuous-time and discrete-time cases are studied. Relaxations are introduced by using intermediate variables. Extension to the case of unmeasured decision variables is also given. A numerical example is given to illustrate the effectiveness of the given results.
Relaxed Stability and Performance LMI Conditions for Takagi-Sugeno Fuzzy Systems With Polynomial Constraints on Membership Function Shapes
2008
Most linear matrix inequality (LMI) fuzzy control results in literature are valid for any membership function, i.e., independent of the actual membership shape. Hence, they are conservative (with respect to other nonlinear control approaches) when specific knowledge of the shapes is available. This paper presents relaxed LMI conditions for fuzzy control that incorporate such shape information in the form of polynomial constraints, generalizing previous works by the authors. Interesting particular cases are overlap (product) bounds and ellipsoidal regions. Numerical examples illustrate the achieved improvements, as well as the possibilities of solving some multiobjective problems. The result…
Efficient Pruning LMI Conditions for Branch-and-Prune Rank and Chirality-Constrained Estimation of the Dual Absolute Quadric
2014
International audience; We present a new globally optimal algorithm for self- calibrating a moving camera with constant parameters. Our method aims at estimating the Dual Absolute Quadric (DAQ) under the rank-3 and, optionally, camera centers chirality constraints. We employ the Branch-and-Prune paradigm and explore the space of only 5 parameters. Pruning in our method relies on solving Linear Matrix Inequality (LMI) feasibility and Generalized Eigenvalue (GEV) problems that solely depend upon the entries of the DAQ. These LMI and GEV problems are used to rule out branches in the search tree in which a quadric not satisfy- ing the rank and chirality conditions on camera centers is guarantee…
Optimal Switches in Multi–inventory Systems
2007
Given a switched multi-inventory system we wish to find the optimal schedule of the resets to maintain the system in a safe operating interval, while minimizing a function related to the cost of the resets. We discuss a family of instances that can be solved in polynomial time by linear programming. We do this by introducing a set-covering formulation with a totally unimodular constraint matrix.
Stability Analysis of Large Scale Networks of Autonomous Work Systems with Delays
2011
This paper considers the problem of stability analysis for a class of production networks of autonomous work systems with delays in the capacity changes. The system under consideration does not share information between work systems and the work systems adjust capacity with the objective of maintaining a desired amount of local work in progress (WIP). Attention is focused to derive explicit sufficient delay-dependent stability conditions for the network using properties of matrix norm. Finally, numerical results are provided to demonstrate the proposed approach.
Design of robust observer for T-S fuzzy time-delayed systems subject to unknown inputs
2013
In this paper, a novel approach is proposed to design a robust observer for a class of Takagi-Sugeno (T-S) fuzzy models with unknown inputs and delays. The main contribution of this paper is to consider unknown inputs and a mixed neutral and discrete delay in the model. Also, the system is subject to disturbances, which are imposed on both state and output signals. Delay-dependent sufficient conditions for the design of an unknown input T-S observer with time delays are given in terms of linear matrix inequalities (LMIs). Some relaxations are introduced by using intermediate variables. A numerical example is given to illustrate the effectiveness of the given results.
Robust and Efficient IMEX Schemes for Option Pricing under Jump-Diffusion Models
2013
We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump diffusion process. The schemes include the families of IMEX-midpoint, IMEXCNAB and IMEX-BDF2 schemes. Each family is defined by a convex parameter c ∈ [0, 1], which divides the zeroth-order term due to the jumps between the implicit and explicit part in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restrictions, the IMEX-midpoint fa…