Matching Items (3)
Filtering by
- All Subjects: Electrical Engineering
- All Subjects: plume
- Genre: Masters Thesis
Description
The problem of systematically designing a control system continues to remain a subject of intense research. In this thesis, a very powerful control system design environment for Linear Time-Invariant (LTI) Multiple-Input Multiple-Output (MIMO) plants is presented. The environment has been designed to address a broad set of closed loop metrics and constraints; e.g. weighted H-infinity closed loop performance subject to closed loop frequency and/or time domain constraints (e.g. peak frequency response, peak overshoot, peak controls, etc.). The general problem considered - a generalized weighted mixed-sensitivity problem subject to constraints - permits designers to directly address and tradeoff multivariable properties at distinct loop breaking points; e.g. at plant outputs and at plant inputs. As such, the environment is particularly powerful for (poorly conditioned) multivariable plants. The Youla parameterization is used to parameterize the set of all stabilizing LTI proper controllers. This is used to convexify the general problem being addressed. Several bases are used to turn the resulting infinite-dimensional problem into a finite-dimensional problem for which there exist many efficient convex optimization algorithms. A simple cutting plane algorithm is used within the environment. Academic and physical examples are presented to illustrate the utility of the environment.
ContributorsPuttannaiah, Karan (Author) / Rodriguez, Armando A (Thesis advisor) / Tsakalis, Konstantinos S (Committee member) / Si, Jennie (Committee member) / Arizona State University (Publisher)
Created2013
Description
A systematic top down approach to minimize risk and maximize the profits of an investment over a given period of time is proposed. Macroeconomic factors such as Gross Domestic Product (GDP), Consumer Price Index (CPI), Outstanding Consumer Credit, Industrial Production Index, Money Supply (MS), Unemployment Rate, and Ten-Year Treasury are used to predict/estimate asset (sector ETF`s) returns. Fundamental ratios of individual stocks are used to predict the stock returns. An a priori known cash-flow sequence is assumed available for investment. Given the importance of sector performance on stock performance, sector based Exchange Traded Funds (ETFs) for the S&P; and Dow Jones are considered and wealth is allocated. Mean variance optimization with risk and return constraints are used to distribute the wealth in individual sectors among the selected stocks. The results presented should be viewed as providing an outer control/decision loop generating sector target allocations that will ultimately drive an inner control/decision loop focusing on stock selection. Receding horizon control (RHC) ideas are exploited to pose and solve two relevant constrained optimization problems. First, the classic problem of wealth maximization subject to risk constraints (as measured by a metric on the covariance matrices) is considered. Special consideration is given to an optimization problem that attempts to minimize the peak risk over the prediction horizon, while trying to track a wealth objective. It is concluded that this approach may be particularly beneficial during downturns - appreciably limiting downside during downturns while providing most of the upside during upturns. Investment in stocks during upturns and in sector ETF`s during downturns is profitable.
ContributorsChitturi, Divakar (Author) / Rodriguez, Armando (Thesis advisor) / Tsakalis, Konstantinos S (Committee member) / Si, Jennie (Committee member) / Arizona State University (Publisher)
Created2010
Description
This thesis examines the modeling, analysis, and control system design issues for scramjet powered hypersonic vehicles. A nonlinear three degrees of freedom longitudinal model which includes aero-propulsion-elasticity effects was used for all analysis. This model is based upon classical compressible flow and Euler-Bernouli structural concepts. Higher fidelity computational fluid dynamics and finite elementmethods are needed formore precise intermediate and final evaluations. The methods presented within this thesis were shown to be useful for guiding initial control relevant design. The model was used to examine the vehicles static and dynamic characteristics over the vehicles trimmable region. The vehicle has significant longitudinal coupling between the fuel equivalency ratio (FER) and the flight path angle (FPA). For control system design, a two-input two-output plant (FER - elevator to speed-FPA) with 11 states (including 3 flexible modes) was used. Velocity, FPA, and pitch were assumed to be available for feedback. Propulsion system design issues were given special consideration. The impact of engine characteristics (design) and plume model on control system design were addressed.Various engine designs were considered for comparison purpose. With accurate plume modeling, effective coupling from the FER to the FPA was increased, which made the peak frequency-dependent (singular value) conditioning of the two-input two-output plant (FER-elevator to speed-FPA) worse. This forced the control designer to trade off desirable (performance/robustness) properties between the plant input and output. For the vehicle under consideration (with a very aggressive engine and significant coupling), it has been observed that a large FPA settling time is needed in order to obtain reasonable (performance/ robustness) properties at the plant input. Ideas for alleviating this fundamental tradeoff were presented. Plume modeling was also found to be particularly significant. Controllers based on plants with insufficient plume fidelity did not work well with the higher fidelity plants. Given the above, the thesismakes significant contributions to control relevant hypersonic vehicle modeling, analysis, and design.
ContributorsKorad, Akshay Shashikumar (Author) / Rodriguez, Armando A (Thesis advisor) / Tsakalis, Konstantinos S (Committee member) / Wells, Valana L (Committee member) / Arizona State University (Publisher)
Created2010