Matching Items (3)
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- All Subjects: Electrical Engineering
- All Subjects: LMI with weights
- 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
In the past decade, real-world applications of Vertical Take-Off and Landing (VTOL) Unmanned Aerial Vehicles (UAV) have increased significantly. There has been growing interest in one of these types of UAVs, called a tail-sitter UAV, due to its VTOL and cruise capabilities. This thesis presents the fabrication of a spherical tail-sitter UAV and derives a nonlinear mathematical model of its dynamics. The singularity in the attitude kinematics of the vehicle is avoided using Modified Rodrigues Parameters (MRP). The model parameters of the fabricated vehicle are calculated using the bifilar pendulum method, a motor stand, and ANSYS simulation software. Then the trim conditions at hover are calculated for the nonlinear model, and the rotational dynamics of the model are linearized around the equilibrium state with the calculated trim conditions. Robust controllers are designed to stabilize the UAV in hover using the H2 control and H-infinity control methodologies. For H2 control design, Linear Quadratic Gaussian (LQG) control is used. For the H infinity control design, Linear Matrix Inequalities (LMI) with frequency-dependent weights are derived and solved using the MATLAB toolbox YALMIP. In addition, a nonlinear controller is designed using the Sum-of-Squares (SOS) method to implement large-angle maneuvers for transitions between horizontal flight and vertical flight. Finally, the linear controllers are implemented in the fabricated spherical tail-sitter UAV for experimental validation. The performance trade-offs and the response of the UAV with the linear and nonlinear controllers are discussed in detail.
ContributorsRamasubramaniyan, Sri Ram Prasath (Author) / Berman, Spring M (Thesis advisor) / Mignolet, Marc P (Committee member) / Tsakalis, Konstantinos S (Committee member) / Arizona State University (Publisher)
Created2018
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