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A Distributed Parameter Approach to Optimal Filtering and Estimation with Mobile Sensor NetworksRautenberg, Carlos Nicolas 05 May 2010 (has links)
In this thesis we develop a rigorous mathematical framework for analyzing and approximating optimal sensor placement problems for distributed parameter systems and apply these results to PDE problems defined by the convection-diffusion equations. The mathematical problem is formulated as a distributed parameter optimal control problem with integral Riccati equations as constraints. In order to prove existence of the optimal sensor network and to construct a framework in which to develop rigorous numerical integration of the Riccati equations, we develop a theory based on Bochner integrable solutions of the Riccati equations. In particular, we focus on ℐ<sub>p</sub>-valued continuous solutions of the Bochner integral Riccati equation. We give new results concerning the smoothing effect achieved by multiplying a general strongly continuous mapping by operators in ℐ<sub>p</sub>. These smoothing results are essential to the proofs of the existence of Bochner integrable solutions of the Riccati integral equations. We also establish that multiplication of continuous ℐ<sub>p</sub>-valued functions improves convergence properties of strongly continuous approximating mappings and specifically approximating C₀-semigroups. We develop a Galerkin type numerical scheme for approximating the solutions of the integral Riccati equation and prove convergence of the approximating solutions in the ℐ<sub>p</sub>-norm. Numerical examples are given to illustrate the theory. / Ph. D.
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A theory of calcium dynamics in generating force and low-frequency fatigue in paralyzed human soleusConaway, Matthew James 01 July 2010 (has links)
Paralyzed muscle fatigues more quickly than intact muscle. The reason for this difference is currently unknown. This work will bridge this gap in knowledge by evaluating the predictive abilities of higher-resolution closed-form mathematical models of muscle force and fatigue. Knowledge garnered from this effort will suggest possible mechanisms for the differences in fatiguability of muscle in different states of health.
The hypothesis to be tested is that the concept missing from present models, and thus the present understanding of the physiology, is the dynamic behavior of divalent calcium (Ca2+) during induced muscle contraction. If the behavior of Ca2+ can be understood as a Riccati-Bass diffusion process, muscle force and low-frequency fatigue in paralyzed muscle can be more accurately predicted over the time course of response to neuromuscular electrical stimulation. The abilities of existing mathematical models to predict force and low-frequency fatigue are compared to the predictive abilities of new models that include the Riccati-Bass equation.
There are several major findings of this study. First, it was found that the structure of the Conaway models better predicts force and low-frequency fatigue than do the Ding models. Second, the cross-bridge friction is the most influential factor in generating force in fresh muscle at frequencies greater than 5 pps. Finally, the calcium leak current is most influential in low-frequency fatigue in paralyzed muscle. It is concluded that the process of muscle fatigue occurs as calcium channel remodeling and inactivation of excitation-contraction coupling from ionic crowding accelerate with every additional contraction.
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Nash strategies for dynamic noncooperative linear quadratic sequential gamesShen, Dan, January 2006 (has links)
Thesis (Ph. D.)--Ohio State University, 2006. / Title from first page of PDF file. Includes bibliographical references (p. 135-140).
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On the Parameter Selection Problem in the Newton-ADI Iteration for Large Scale Riccati EquationsBenner, Peter, Mena, Hermann, Saak, Jens 26 November 2007 (has links) (PDF)
The numerical treatment of linear-quadratic regulator problems for
parabolic partial differential equations (PDEs) on infinite time horizons
requires the solution of large scale algebraic Riccati equations (ARE).
The Newton-ADI iteration is an efficient numerical method for this task.
It includes the solution of a Lyapunov equation by the alternating directions
implicit (ADI) algorithm in each iteration step. On finite time
intervals the solution of a large scale differential Riccati equation is required.
This can be solved by a backward differentiation formula (BDF)
method, which needs to solve an ARE in each time step.
Here, we study the selection of shift parameters for the ADI method.
This leads to a rational min-max-problem which has been considered by
many authors. Since knowledge about the complete complex spectrum
is crucial for computing the optimal solution, this is infeasible for the
large scale systems arising from finite element discretization of PDEs.
Therefore several alternatives for computing suboptimal parameters are
discussed and compared for numerical examples.
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Study and implementation of Gauss Runge-Kutta schemes and application to Riccati equationsKeeve, Michael Octavis 12 1900 (has links)
No description available.
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Oscillation Of Second Order Matrix Equations On Time ScalesSelcuk, Aysun 01 November 2004 (has links) (PDF)
The theory of time scales is introduced by Stefan Hilger in his PhD thesis in 1998 in order to unify continuous and discrete analysis. In our thesis, by making use of the time scale calculus we study the oscillation of nonlinear matrix differential equations of second order. the first chapter is introductory in nature and contains some basic definitions and tools of the time scales calculus, while certain well-known results have been presented with regard to oscillation of the solutions of second order matrix equations and some new oscillation criteria for the same type equations have been established in the second chapter.
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Optimization and estimation of solutions of Riccati equations /Sigstam, Kibret Negussie, January 2004 (has links)
Diss. (sammanfattning) Uppsala : Univ., 2004. / Härtill 3 uppsatser.
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INVESTIGATIVE STUDY OF CONTROL DESIGN FOR A CLASS OF NONLINEAR SYSTEMS USING MODIFIED STATE-DEPENDENT DIFFERENTIAL RICCATI EQUATIONHuang, Weifeng 01 August 2012 (has links)
State dependent Riccati equation (SDRE) plays an important role in nonlinear controller design. For autonomous nonlinear systems that can be expressed in linear form with state-dependent coefficients (SDC), SDRE-based controllers guarantee local asymptotic stability of the closed-loop system, under pointwise stabilizability and detectability conditions. Moreover, the optimal control for a quadratic cost function, when it exists, corresponds to an SDRE-based control design for a specific SDC parameterization of the associated nonlinear system. Unfortunately, the implementation of the SDRE-based controllers is computationally expensive. Various techniques have been developed for solving the SDRE, which are either computationally expensive or lack acceptable precision. In this dissertation, a modified state-dependent differential Riccati equation (MSDDRE) is proposed for approximating the solution of the SDRE, which is easy to implement with moderate computation power and its solution can be made arbitrarily close to that of the SDRE. Therefore, it can be used for real-time implementation of near-optimal controllers for nonlinear systems in state-dependent linear form. The proposed technique is then extended to SDRE-based filter design and its application to SDRE-based output feedback control technique. The proposed technique is also extended to state-dependent H-inf; robust control design for a constant noise attenuation bound, when the solution exists. To reduce the design conservativeness, the technique is further extended to state-dependent H-inf; robust control design with adaptive noise attenuation bound, using gain-scheduling technique and linear matrix inequality (LMI) optimization, to approximate H-inf; optimal control with state-dependent noise-attenuation bound. Local asymptotic stability of the closed-loop system is proven for all proposed techniques. Simulation results further confirm the validity of the development and demonstrate the efficiency of the proposed techniques.
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Numerical Solution of the coupled algebraic Riccati equationsRajasingam, Prasanthan 01 December 2013 (has links)
In this paper we develop new and improved results in the numerical solution of the coupled algebraic Riccati equations. First we provide improved matrix upper bounds on the positive semidefinite solution of the unified coupled algebraic Riccati equations. Our approach is largely inspired by recent results established by Liu and Zhang. Our main results tighten the estimates of the relevant dominant eigenvalues. Also by relaxing the key restriction our upper bound applies to a larger number of situations. We also present an iterative algorithm to refine the new upper bounds and the lower bounds and numerically compute the solutions of the unified coupled algebraic Riccati equations. This construction follows the approach of Gao, Xue and Sun but we use different bounds. This leads to different analysis on convergence. Besides, we provide new matrix upper bounds for the positive semidefinite solution of the continuous coupled algebraic Riccati equations. By using an alternative primary assumption we present a new upper bound. We follow the idea of Davies, Shi and Wiltshire for the non-coupled equation and extend their results to the coupled case. We also present an iterative algorithm to improve our upper bounds. Finally we improve the classical Newton's method by the line search technique to compute the solutions of the continuous coupled algebraic Riccati equations. The Newton's method for couple Riccati equations is attributed to Salama and Gourishanar, but we construct the algorithm in a different way using the Fr\'echet derivative and we include line search too. Our algorithm leads to a faster convergence compared with the classical scheme. Numerical evidence is also provided to illustrate the performance of our algorithm.
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Stabilization of large linear systemsHe, C., Mehrmann, V. 30 October 1998 (has links) (PDF)
We discuss numerical methods for the
stabilization of large linear multi-input
control systems of the form x=Ax + Bu via a
feedback of the form u=Fx. The method
discussed in this paper is a stabilization
algorithm that is based on subspace splitting.
This splitting is done via the matrix
sign-function method. Then a projection into
the unstable subspace is performed followed by
a stabilization technique via the solution of
an appropriate algebraic Riccati equation.
There are several possibilities to deal with the
freedom in the choice of the feedback as well
as in the cost functional used in the Riccati
equation. We discuss several optimality criteria
and show that in special cases the feedback
matrix F of minimal spectral norm is obtained
via the Riccati equation with the zero constant term.
A theoretical analysis about the distance to
instability of the closed loop system is given
and furthermore numerical examples are presented
that support the practical experience with
this method.
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