共查询到20条相似文献,搜索用时 31 毫秒
1.
Roland Pulch 《Applied Numerical Mathematics》2009,59(10):2610-2624
In radio frequency applications, a multivariate model yields an efficient representation of signals with amplitude modulation and/or frequency modulation. Periodic boundary value problems of multirate partial differential algebraic equations (MPDAEs) have to be solved to reproduce the quasiperiodic signals. Typically, technical parameters appear in the system, which may exhibit some uncertainty. Substitution by random variables results in a corresponding stochastic model. We apply the technique of the generalised polynomial chaos to obtain according solutions. A Galerkin approach yields larger coupled systems of MPDAEs. We analyse the properties of the coupled systems with respect to the original formulations. Thereby, we focus on the case of frequency modulation, since the case of amplitude modulation alone is straightforward. 相似文献
2.
Auxiliary model identification method for multirate multi-input systems based on least squares 总被引:1,自引:0,他引:1
This paper derives state-space models for multirate multi-input sampled-data systems. Based on the corresponding transfer function models, an auxiliary model based recursive least squares algorithm is presented to identify the parameters of the multirate systems from the multirate input–output data. Further, convergence properties of the proposed algorithm are analyzed. Finally, an illustrative example is given. 相似文献
3.
Roland Pulch 《PAMM》2005,5(1):811-814
In radio frequency (RF) applications, electric circuits produce signals including widely separated time scales. A multidimensional representation yields an efficient model by decoupling the time scales. Consequently, a warped multirate partial differential algebraic equation (MPDAE) describes the circuit's behaviour. The appropriate determination of an arising local frequency function is crucial for the efficiency of this approach. Variational calculus implies a necessary condition to a specific solution, which exhibits a minimal amount of oscillations in the whole domain of dependence. We apply a similar strategy to minimise oscillatory performance in some boundary values only. Now variational calculus yields a boundary condition, which can easily be used in numerical methods. We compare the results of both minimisation criteria in a simulation of a warped MPDAE model. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
4.
Roland Pulch 《Mathematical and Computer Modelling of Dynamical Systems: Methods, Tools and Applications in Engineering and Related Sciences》2013,19(4):315-330
In radio frequency (RF) applications, slowly varying signals often modulate the amplitude and frequency of fast carrier waves. Thus a numerical simulation of the differential algebraic equations (DAEs) modelling the electric circuit becomes tedious. Alternative models are required to achieve efficient simulations. A multivariate formulation of signals yields a suitable representation via decoupling the widely separated time scales. Consequently, the circuit's DAEs change into warped multirate partial DAEs. On the other hand, the transient behaviour of the circuit can also be approximated by a parameter-dependent DAE model including a multivariate structure. The properties of this alternative strategy are investigated. In particular, the two multidimensional approaches are compared with respect to the simulation of RF signals. 相似文献
5.
K. G. Arvanitis P. N. Paraskevopoulos 《Journal of Optimization Theory and Applications》1995,84(3):471-493
The use of multirate sampled-data controllers for linear multivariable time-invariant systems with unknown parameters is investigated. Such controllers contain periodically time-varying elements and a multirate sampling mechanism with different sampling periods at each system input. Their application to unknown continuous-time linear multi-input, multi-output systems results in a sampled closedloop system for which an arbitrary discrete-time transfer function matrix can be assigned, as is shown in the present paper. The contribution of the present paper is twofold: the use of multirate sampled-data controllers in the area of model reference adaptive control; and the application, for the first time, of periodically varying controllers for model reference adaptive control of multi-input, multi-output systems.The work described in this paper has been partialy funded by the General Secretariat for Research and Technology of the Greek Ministry of Industry, Research, and Technology and by the Heracles General Cement Company of Greece. 相似文献
6.
Existence and uniqueness of optimal solutions for multirate partial differential algebraic equations
The numerical simulation of electric circuits including multirate signals can be done by a model based on partial differential algebraic equations. In the case of frequency modulated signals, a local frequency function appears as a degree of freedom in the model. Thus the determination of a solution with a minimum amount of variation is feasible, which allows for resolving on relatively coarse grids. We prove the existence and uniqueness of the optimal solutions in the case of initial-boundary value problems as well as biperiodic boundary value problems. The minimisation problems are also investigated and interpreted in the context of optimal control. Furthermore, we construct a method of characteristics for the computation of optimal solutions in biperiodic problems. Numerical simulations of test examples are presented. 相似文献
7.
The mathematical model of electric circuits yields systems of differential-algebraic equations (DAEs). In radio frequency applications, a multivariate model of oscillatory signals transforms the DAEs into a system of multirate partial differential-algebraic equations (MPDAEs). Considering quasiperiodic signals, an approach based on a method of characteristics yields efficient numerical schemes for the MPDAEs in time domain. If additionally digital signal structures occur, an adaptive grid is required to achieve the efficiency of the technique. We present a strategy applying a wavelet transformation to construct a mesh for resolving steep gradients in respective signals. Consequently, we employ finite difference methods to determine an approximative solution of characteristic systems in according grid points. Numerical simulations demonstrate the performance of the adaptive grid generation, where radio frequency signals with digital structures are resolved. 相似文献
8.
Tudor Mihai Stoenescu Mingyan Liu Demosthenis Teneketzis 《Mathematical Methods of Operations Research》2007,65(3):389-415
In multirate multicast different users in the same multicast group can receive services at different rates depending on their
own requirements and the congestion level of the network. In this two-part paper we present a general framework for addressing
the optimal rate control problem in multirate multicast where the objective is the maximization of a social welfare function
expressed by the sum of the users’ utility functions. In Part II we present a market based mechanism and an adjustment process
that have the following features. They satisfy the informational constraints imposed by the nature of multirate multicast;
and when they are combined with the results of Part I they result in an optimal solution of the corresponding centralized
multirate multicast problem. 相似文献
9.
Consider a mechanical system that contains slow and fast dynamics. Let it be possible, to split the potential energy into a slow and a fast potential and the configuration vector into slow and fast variables. For such systems, multirate schemes simulate the different parts using different time steps with the goal to save computing time. For the proposed multirate scheme, a time grid consisting of micro and macro nodes is used and the integrator is derived from a discrete variational principle. Variational integrators conserve properties like symplecticity and momentum maps and have good energy behavior. To solve the resulting system of coupled nonlinear equations, a Newton-Raphson iteration with an analytical Jacobian is used. It is demonstrated that the multirate approach leads to less computing time compared to singlerate simulation by means of three example systems, the Fermi-Pasta-Ulam problem, a triple spherical pendulum and a simple atomistic model, where the latter two are subject to constraints. Computing times are compared for different numbers of micro and macro nodes for dynamic simulations during a certain time interval. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
10.
Woinshet D. Mergia 《Quaestiones Mathematicae》2016,39(5):689-714
We consider a system of ordinary differential equations describing a slow-fast dynamical system, in particular, a predator-prey system that is highly susceptible to local time variations. This model exhibits coexistence of predatorprey dynamics in the case when the prey population grows much faster than that of the predators with a quite diversified time response. For particular parametric values their interactions show a stable relaxation oscillation in the positive octant. Such characteristics are di?cult to mimic using conventional time integrators that are used to solve systems of ordinary di?erential equations. To resolve this, we design and analyze multirate time integration methods to solve a mathematical model for a slow-fast dynamical system. Proposed methods are based on using extrapolation multirate discretisation algorithms. Through these methods, we reduce the integration time by integrating the slow sub-system with a larger step length than the fast sub-system. This allows us to efficiently solve multiscale ordinary differential equations. Besides theoretical results, we provide thorough numerical experiments which confirm that these multirate schemes outperform corresponding single-rate schemes substantially both in terms of computational work and CPU times. 相似文献
11.
To solve ODE systems with different time scales which are localized over the components, multirate time stepping is examined.
In this paper we introduce a self-adjusting multirate time stepping strategy, in which the step size for a particular component
is determined by its own local temporal variation, instead of using a single step size for the whole system. We primarily
consider implicit time stepping methods, suitable for stiff or mildly stiff ODEs. Numerical results with our multirate strategy
are presented for several test problems. Comparisons with the corresponding single-rate schemes show that substantial gains
in computational work and CPU times can be obtained.
AMS subject classification (2000) 65L05, 65L06, 65L50 相似文献
12.
A dynamical system including frequency modulated signals can be transformed into multirate partial differential algebraic equations. Optimal solutions are determined by a necessary condition. A method of lines yields a semi-discretisation in the case of initial-boundary value problems. We show that the resulting system can be written in a standard formulation of differential algebraic equations. Hence appropriate time integration schemes are available for a numerical solution. We present results for a test example modelling the electric circuit of a ring oscillator. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
13.
This contribution deals with the observer design for linear multirate sampled systems. The proposed algorithm is fea-tured by a time-invariant modelling approach. It is shown that a multirate state observer can be derived by gradually building up the observer gain matrix by means of optimization based design methods in combination with a pole placement observer design. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
14.
《Journal of Computational and Applied Mathematics》2002,147(2):411-425
Subunits of coupled technical systems typically behave on differing time scales, which are often separated by several orders of magnitude. An ordinary integration scheme is limited by the fastest changing component, whereas so-called multirate methods employ an inherent step size for each subsystem to exploit these settings. However, the realization of the coupling terms is crucial for any convergence. Thus the approach to return to one-step methods within the multirate concept is promising. This paper introduces the multirate W-method for ordinary differential equations and gives a theoretical discussion in the context of partitioned Rosenbrock–Wanner methods. Finally, the MATLAB implementation of an embedded scheme of order (3)2 is tested for a multirate version of Prothero–Robinson's equation and the inverter-chain-benchmark. 相似文献
15.
In this paper, a robust receding horizon control for multirate sampled-data nonlinear systems with bounded disturbances is presented. The proposed receding horizon control is based on the solution of Bolza-type optimal control problems for the approximate discrete-time model of the nominal system. “Low measurement rate” is assumed. It is shown that the multistep receding horizon controller that stabilizes the nominal approximate discrete-time model also practically input-to-state stabilizes the exact discrete-time system with disturbances. 相似文献
16.
This paper contains a comparison of the asymptotic stability properties for two multirate strategies. For each strategy, the asymptotic stability regions are presented for a 2×2 test problem and the differences between the results are discussed. The considered multirate schemes use Rosenbrock type methods as the main time integration method and have one level of temporal local refinement. Some remarks on the relevance of the results for 2×2 test problems are presented. 相似文献
17.
Many processes contain phenomena on different time scales, leading to model equations with fast and small parts. There are several approaches to solve these equations, like additive Runge Kutta methods or multirate infinitesimal steps methods (MIS). Both methods make use of the additive splitting of the ODE in fast and small parts. The multiple infinitesimal step method integrates the slow part with a large macro stepsize, whereas the fast terms are solved with several smaller steps of a simpler method. The order conditions of a MIS method are derived under the assumption of the exact integration of the fast parts. We develop the multirate finite step methods (MFS). These methods are derived from the MIS methods, by taking a simple small scale integrator for the fast terms. This small scale integrator uses the same number of steps in each stage. With these assumptions, we derive the order conditions, such that the order is independent in the number of small steps. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
18.
Mechanical systems with dynamics on varying time scales, in particular those including highly oscillatory motion, impose challenging questions for numerical integration schemes. Tiny step sizes are required to guarantee a stable integration of the fast frequencies. However, for the simulation of the slow dynamics, integration with a larger time step is accurate enough. Small time steps increase integration times unnecessarily, especially for costly function evaluations. For systems comprising fast and slow dynamics, multirate methods integrate the slow part of the system with a relatively large step size while the fast part is integrated with a small time step. Main challenges are the identification of fast and slow parts (e.g. by separating the energy or by distinguishing sets of variables), the synchronisation of their dynamics and in particular the treatment of mixed parts that often appear when fast and slow dynamics are coupled by constraints. In this contribution, a multirate integrator is derived in closed form via a discrete variational principle on a time grid consisting of macro and micro time nodes. Variational integrators (based on a discrete version of Hamilton's principle) lead to symplectic and momentum preserving integration schemes that also exhibit good energy behavior. The resulting multirate variational integrator has the same preservation properties. An example demonstrates the performance of the multirate integrator for constrained multibody dynamics. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
19.
自适应滤波器组设计是多速率滤波器组理论和应用的一个重要方面.由于其频率响应更好地匹配于输入信号的统计特性,这类滤波器组可获得更大的子带编码增益.研究了用提升方法设计三带自适应双正交滤波器组,给出了设计算法.最后,给出例子,说明其子带编码增益明显提高. 相似文献
20.
Tudor Mihai Stoenescu Mingyan Liu Demosthenis Teneketzis 《Mathematical Methods of Operations Research》2007,65(2):199-228
In this two-part paper we present a general framework for addressing the optimal rare control problem in multirate multicast
where the objective is the maximization of a social welfare function expressed by the sum of the users’ utility functions.
Specifically, we propose a market-based mechanism that satisfies the informational constraints imposed by the decentralization
of information in multirate multicast service provisioning, and achieves an optimal solution to the corresponding centralized
optimization problem. In Part I we discover properties of an optimal solution to the centralized problem. Based on these properties,
we develop a distributed algorithm that determines how link prices are split among users whose connections along a multicast
tree share the same link. 相似文献