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Kalman—Type Filtering for Stochastic Systems with State—Dependent Noise and Markovian Jumps

IFAC Proceedings Volumes 2009年第10期42卷 1375-1380页

作者： A.–M. Stoica V. Dragan I. Yaesh Faculty of Aerospace Engineering University “Politehnica” of Bucharest Bucharest Romania Institute of Mathematics of the Romanian Academy Bucharest Romania IMI Advanced Systems Div. Ramat-Hasharon Israel

The paper presents a Kalman–type filtering problem for linear stochastic systems subjected both to state–dependent white noise and to Markovian jumps. The results are derived using a unified approach for the continuous–time case and for the discrete-time models of the plant. It is proved that the optimal filters gains depend on the solutions of some specific Riccati-type systems which generalize the well–known equations from the classical Kalman filtering.

关键词： Kalman filters Stochastic systems Markov parameters Riccati equations numerical algorithms

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Teaching module for laminar and turbulent forced convection on a flat plate

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COMPUTER APPLICATIONS IN ENGINEERING EDUCATION 1998年第2期6卷 115-125页

作者： Ribando, RJ Coyne, KA O'Leary, GW Univ Virginia Sch Engn & Appl Sci Dept Mech Aerosp & Nucl Engn Charlottesville VA 22903 USA

This article describes a PC-based teaching module for the classical problem of forced convection over a heated flat plate. The transformed boundary layer equations for an incompressible fluid are solved using a finite-difference numerical procedure on a grid that grows along with the boundary layer. Simple transition and mixing length turbulence models allow the algorithm to be used across a wide range of Reynolds numbers. The program returns a colored contour plot of the thermal boundary layer on the screen and shows the edge of the velocity boundary layer. The effects of the Reynolds number and Prandtl numbers are dramatically demonstrated. The user can use a slider mechanism to take local measurements of the plate temperature and surface temperature gradient, and from these data develop local and overall "virtual" convection correlations. (C) 1998 John Wiley & Sons, Inc.

关键词： heat transfer engineering education forced convection numerical algorithms graphical user interface

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Dividends in finite time horizon

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APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 2014年第2期30卷 172-182页

作者： Cardoso, Rui M. R. Univ Nova Lisboa Fac Ciencias & Tecnol CMA P-2829516 Caparica Portugal Univ Nova Lisboa Fac Ciencias & Tecnol Dept Matemat P-2829516 Caparica Portugal

In this paper, we consider the classical risk model modified in two different ways by the inclusion of a dividend barrier. For Model I, we present numerical algorithms, which can be used to approximate or bound the expected discounted value of dividends up to a finite time horizon, t, or ruin if this occurs earlier. We extend this by requiring the shareholders to provide the initial capital and to pay the deficit at ruin each time it occurs so that the process then continues after ruin up to time t. For Model I, we assume the full premium income is paid as dividends whenever the surplus exceeds a set *** our Model II, we assume dividends are paid at a rate less than the rate of premium income. Copyright (c) 2012 John Wiley & Sons, Ltd.

关键词： surplus process dividend payments finite time numerical algorithms Markov chains

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Describing function analysis in the presence of uncertainty

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JOURNAL OF GUIDANCE CONTROL AND DYNAMICS 1997年第5期20卷 956-961页

作者： Tierno, JE Honeywell Technology Center Minneapolis Minnesota 55418

A framework is proposed that generalizes describing function (DF) analysis to uncertain systems. By fitting a rational approximation to the DF of nonlinear elements, DF analysis is incorporated into a generalized mu framework of robustness analysis. This allows us to consider uncertainty in both the linear and nonlinear components. Information on the size, frequency, and stability of unforced limit cycles is obtained as in the graphical test. The response to sinusoidal driving inputs can also be analyzed in this framework.

关键词： Single Input Single Output Nonlinear Feedback Nonlinear Systems Frequency Domain numerical algorithms Robust Control Computing MATLAB

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Scope of capacitive methods in solid propellant diagnostics

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JOURNAL OF PROPULSION AND POWER 1999年第6期15卷 849-855页

作者： Carretta, U Dondé, R Guarnieri, C CNR Ist Tecnol Mat & Proc Energet I-20125 Milan Italy

Apparatus for instantaneous regression rate measurements based on a simple plane-capacitor geometry and circuit theory is described, and results from a prototype setup are presented for both metallized and nonmetallized AP composite propellants at p approximate to 1 bar. The experiments show the apparatus is potentially effective as an instantaneous burning rate diagnostic only for the nonmetallized composite propellant. For metallized propellants the technique offers potential as 1) a go/no-go technique and 2) a monitor for the onset of bulk activity inside the gaseous part of the flame. Some tentative general conclusions about the:applicability of electric field diagnostics for solid propellants are suggested.

关键词： Solid Propellants Combustion Process Composite Propellants Energetic Materials Surface Roughness Frequency Response Functions numerical algorithms Rocket Motor Conduction Quenching

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ANOMALOUS ASYMMETRIES IN FLOWS GENERATED BY algorithms THAT FAIL TO CONSERVE SYMMETRY

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AIAA JOURNAL 1995年第6期33卷 999-1007页

作者： LEVY, Y HESSELINK, L DEGANI, D TECHNION ISRAEL INST TECHNOL FAC MECH ENGNIL-32000 HAIFAISRAEL STANFORD UNIV DEPT ELECT ENGNSTANFORDCA 94305

numerical simulations of high-angle-of-attach flows around slender bodies of revolution are earned out using four different numerical algorithms: a partially flux-split algorithm, the Beam and Warming algorithm in its original and diagonal forms, and an algorithm combining block and diagonal forms. Comparisons of laminar flows at alpha = 20 and 40 deg reveal that the diagonal algorithm fails to conserve symmetry at high angles of attack and a spurious asymmetry is developed, The source of the spurious asymmetry has been traced and found to be inherent to the diagonalization process.

关键词： Angle of Attack Flow Conditions numerical algorithms numerical Simulation Karman Vortex Street Surface Streamlines Ogive Cylinder Pressure Coefficient Navier Stokes Equations Wind Tunnel Models

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Continuous adjoint sensitivities for optimization with general cost functionals on unstructured meshes

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AIAA JOURNAL 2001年第1期39卷 48-55页

作者： Baysal, O Ghayour, K Old Dominion Univ Coll Engn & Technol Norfolk VA 23529 USA Old Dominion Univ Dept Aerosp Engn Norfolk VA 23529 USA

A continuous adjoint approach is developed to obtain the sensitivity derivatives for the Euler equations, The complete derivation of the costate equations and their transversality (boundary) conditions are presented. Both the state and the costate equations are second-order finite volume discretized fur unstructured meshes, and they are coupled with a constrained optimization algorithm. Also integrated into the overall methodology are a geometry parameterization method for the shape optimization, and a dynamic unstructured mesh method fur the shape evolution and the consequent volume mesh adaptations. For the proof of concept, three transonic airfoil optimization problems are presented. This method accepts general cost functionals, which are not necessarily functions of pressure only. It is also shown that a switch to the natural coordinate system in conjunction with the reduction of the governing state equation to the control surface results in sensitivity integrals that are only a function of the tangential derivatives of the state variables. This approach eliminates the need fur normal derivative computations that can be erroneous.

关键词： NACA 0012 Shape Optimization Continuity Equation numerical algorithms Sensitivity Analysis Pressure Drag numerical Optimization Material Derivatives Angle of Attack Upwind Scheme

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Multiple-Revolution Solutions of the Transverse-Eccentricity-Based Lambert Problem

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JOURNAL OF GUIDANCE CONTROL AND DYNAMICS 2010年第1期33卷 265-269页

作者： He, Quan Li, Jian Han, Chao Beijing Univ Aeronaut & Astronaut Sch Astronaut Beijing 100191 Peoples R China

The solution method for the Lambert problem based on the transverse eccentricity to the case of multiple-revolution transfers, presenting an explicit formulation for the derivative of the transfer time with respect to the transverse eccentricity, is presented. Using the analytical derivative, the multiple revolution solutions can be obtained more efficiently than by means of the numerical difference originally adopted for the transverse eccentricity method. One gets the minimum eccentricity admissible transfer orbit when the transverse eccentricity is equal to zero.

关键词： Lambert Algorithm Transfer Orbit numerical Simulation Iterative Algorithm numerical algorithms Canonical Units

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Parametric robust H₂ control design using iterative linear matrix inequalities synthesis

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JOURNAL OF GUIDANCE CONTROL AND DYNAMICS 2000年第1期23卷 138-142页

作者： Banjerdpongchai, D How, JP Chulalongkorn Univ Dept Elect Engn Bangkok 10330 Thailand Stanford Univ Dept Aeronaut & Astronaut Stanford CA 94305 USA

The numerical performance of a new linear matrix inequalities (LMI)-based design technique for robust H2-controller was analyzed for systems with real parametric uncertainty. This technique iterates between solving LM... 详细信息

The numerical performance of a new linear matrix inequalities (LMI)-based design technique for robust H₂-controller was analyzed for systems with real parametric uncertainty. This technique iterates between solving LMIs for the analysis parameters with the controller values fixed and LMIs for the controller values with the multiplier parameters fixed. A potential advantage of the LMI approach is the low implementation overhead associated with the optimization, especially given the simplicity of current semidefinite programming interfaces. This advantage also simplifies the extension of the algorithm to include more general stability multipliers.

关键词： Mass Spring System Linear Quadratic Gaussian Robust Control numerical Optimization Algorithm Performance Iterative Solution Bernoulli Euler Beams Search Algorithm Nonlinear Systems numerical algorithms

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ANALYTICAL MODELS FOR RELATIVE MOTION UNDER CONSTANT THRUST

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JOURNAL OF GUIDANCE CONTROL AND DYNAMICS 1990年第4期13卷 644-650页

作者： VANDERHA, J European Space Agency Darmstadt Federal Republic of Germany

A general formulation for the relative motion allowing for arbitrary perturbing or thrust forces on each of the vtwo satellites is presented. Exact as well as approximate perturbation solutions for the linearized relative motion vequations with constant radial or circumferential forces acting on the subsatellite are established. The validity vand usefulness of these solutions is assessed for a few realistic applications related to the European Space vAgency's retrievable carrier (EURECA) rendezvous maneuvering with the Shuttle. The results are of general vinterest for the fast calculation of relative subsatellite motion under thrust forces. © 1990 American Institute of Aeronautics and Astronautics, Inc., All rights reserved.

关键词： Thrust Satellites European Space Agency Clohessy Wiltshire Equation numerical algorithms Orbital Elements Earth numerical Integration Newton's Second Law Attitude Control

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