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Probabilistic Approach to Analysis and Synthesis of Control Systems

Research Project

Project/Area Number 20560418
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Control engineering
Research InstitutionKobe University

Principal Investigator

FUJISAKI Yasumasa  Kobe University, 大学院・情報科学研究科, 教授 (30238555)

Co-Investigator(Renkei-kenkyūsha) OISHI Yasuaki  南山大学, 情報理工学部, 教授 (80272392)
Project Period (FY) 2008 – 2010
Project Status Completed (Fiscal Year 2010)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2010: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2009: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2008: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords制御工学 / システム工学 / 数理工学 / アルゴリズム / モデル化
Research Abstract

Probabilistic approach to analysis and synthesis of control systems was investigated from both of theoretical and application viewpoints. A sequential randomized algorithm was developed, where a probabilistic cutting plane technique based on maximal volume ellipsoid center was proposed as its effective update rule. The update rule was further modified for improving its convergence, where the structure of control problems was employed. A new stopping rule for stochastic approximation was also developed via probabilistic approach.

Report

(4 results)
  • 2010 Annual Research Report   Final Research Report ( PDF )
  • 2009 Annual Research Report
  • 2008 Annual Research Report
  • Research Products

    (35 results)

All 2010 2009 2008

All Journal Article (8 results) (of which Peer Reviewed: 8 results) Presentation (27 results)

  • [Journal Article] Stochastic Ellipsoid Methods for Robust Control : Multiple Updates and Multiple Cuts2010

    • Author(s)
      和田孝之, 藤崎泰正
    • Journal Title

      Automatica Vol.46

      Pages: 1339-1345

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Stochastic Ellipsoid Methods for Robust Control : Multiple Updates and Multiple Cuts2010

    • Author(s)
      Takayuki Wada, Yasumasa Fujisaki
    • Journal Title

      Automatica

      Volume: Vol.46 Pages: 1339-1345

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 最大体積楕円体の中心を用いる確率的切除平面法2009

    • Author(s)
      和田孝之、藤崎泰正
    • Journal Title

      計測制御自動制御学会論文集 45巻・12号

      Pages: 711-716

    • NAID

      10026207504

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] 最大体積楕円体の中心を用いる確率的切除平面法2009

    • Author(s)
      和田孝之, 藤崎泰正
    • Journal Title

      計測自動制御学会論文集 45巻・12号

      Pages: 711-716

    • NAID

      10026207504

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] ロバスト最適化のための逐次的ランダマイズドアルゴリズム2008

    • Author(s)
      和田孝之、藤崎泰正
    • Journal Title

      計測自動制御学会論文集 44巻・12号

      Pages: 1027-1033

    • NAID

      10024594407

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Probabilistic Design of Discrete-Time Guaranteed Cost Regulators2008

    • Author(s)
      Yasumasa Fujisaki, Yuki Kitajima, Yasuaki Oishi
    • Journal Title

      Journal of Systems and Control Engineering Vol.222,No.7

      Pages: 721-731

    • NAID

      130006980482

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Probabilistic Design of Discrete-Time Guaranteed Cost Regulators2008

    • Author(s)
      Yasumasa Fujisaki, Yuki Kitajima, Yasuaki Oishi
    • Journal Title

      Journal of Systems and Control Engineering 222巻・ 7号

      Pages: 721-731

    • NAID

      130006980482

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] ロバスト最適化のための逐次的ランダマイズドアルゴリズム2008

    • Author(s)
      和田孝之, 藤崎泰正
    • Journal Title

      計測自動制御学会論文集 44巻・ 12号

      Pages: 1027-1033

    • NAID

      10024594407

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Presentation] A Stopping Rule for Stochastic Approximation2010

    • Author(s)
      Takayuki Wada, Takamitsu Itani, Yasumasa Fujisaki
    • Organizer
      The 49th IEEE Conference on Decision and Control
    • Place of Presentation
      Atlanta(USA)
    • Year and Date
      2010-12-16
    • Related Report
      2010 Annual Research Report 2010 Final Research Report
  • [Presentation] Expected Squared Estimation Error of Stochastic Approximation in Finite Samples2010

    • Author(s)
      和田孝之, 藤崎泰正
    • Organizer
      The 42th ISICE International Symposium on Stochastic Systems Theory and Its Applications
    • Place of Presentation
      岡山
    • Year and Date
      2010-11-27
    • Related Report
      2010 Final Research Report
  • [Presentation] Expected Squared Estimation Error of Stochastic Approximation in Finite Samples2010

    • Author(s)
      Takayuki Wada, Yasumasa Fujisaki
    • Organizer
      The 42nd ISICE International Sympusium on Stochastic Systems Theory and Its Applications
    • Place of Presentation
      岡山
    • Year and Date
      2010-11-27
    • Related Report
      2010 Annual Research Report
  • [Presentation] 多次元確率近似法に対する非漸近的な収束率確率2010

    • Author(s)
      和田孝之、井渓崇充、藤崎泰正
    • Organizer
      計測自動制御学会第39回制御理論シンポジウム
    • Place of Presentation
      大阪
    • Year and Date
      2010-09-27
    • Related Report
      2010 Final Research Report
  • [Presentation] 多次元確率近似法に対する非漸近的な収束率解析2010

    • Author(s)
      和田孝之, 井渓崇充, 藤崎泰正
    • Organizer
      計測自動制御学会第39回制御理論シンポジウム
    • Place of Presentation
      大阪
    • Year and Date
      2010-09-27
    • Related Report
      2010 Annual Research Report
  • [Presentation] Sequential Randomized Algorithms : A Probabilistic Cutting Plane Technique Based on Maximum Volume Ellipsoid Center2010

    • Author(s)
      和田孝之, 藤崎泰正
    • Organizer
      2010 IEEE International Symposium on Computer-Aided Control System Design
    • Place of Presentation
      横浜
    • Year and Date
      2010-09-09
    • Related Report
      2010 Final Research Report
  • [Presentation] Sequential Randomized Algorithms : A Probabilistic Cutting Plane Technique Based on Maximum Volume Elipsoid Center2010

    • Author(s)
      Takayuki Wada, Yasumasa Fujisaki
    • Organizer
      2010 IEEE International Symposium on Computer-Aided Control System Design
    • Place of Presentation
      横浜
    • Year and Date
      2010-09-09
    • Related Report
      2010 Annual Research Report
  • [Presentation] 確率近似法に対する停止則2010

    • Author(s)
      和田孝之、井渓崇充、藤崎泰正
    • Organizer
      第54回システム制御情報学会研究発表講演会
    • Place of Presentation
      京都
    • Year and Date
      2010-05-21
    • Related Report
      2010 Annual Research Report 2010 Final Research Report
  • [Presentation] 確率実現を用いた機械システムのモデルベース故障診断法2010

    • Author(s)
      上健太郎、藤崎泰正
    • Organizer
      計測自動制御学会第10回制御部門大会
    • Place of Presentation
      熊本
    • Year and Date
      2010-03-18
    • Related Report
      2010 Final Research Report
  • [Presentation] 確率実現を用いた機械システムのモデルベース故障診断法2010

    • Author(s)
      上健太郎, 藤崎泰正
    • Organizer
      計測自動制御学会第10回制御部門大会
    • Place of Presentation
      熊本大学(熊本県)
    • Year and Date
      2010-03-18
    • Related Report
      2009 Annual Research Report
  • [Presentation] 凸最適化による周波数重み付きARMAモデリング2010

    • Author(s)
      野村篤史、藤崎泰正
    • Organizer
      計測自動制御学会第10回制御部門大会
    • Place of Presentation
      熊本
    • Year and Date
      2010-03-17
    • Related Report
      2010 Final Research Report
  • [Presentation] 凸最適化による周波数重み付きARMAモデリング2010

    • Author(s)
      野村篤史, 藤崎泰正
    • Organizer
      計測自動制御学会第10回制御部門大会
    • Place of Presentation
      熊本大学(熊本県)
    • Year and Date
      2010-03-17
    • Related Report
      2009 Annual Research Report
  • [Presentation] Probabilistic Cutting Plane Technique Based on Maximum Volume Ellipsoid Center2009

    • Author(s)
      和田孝之, 藤崎泰正
    • Organizer
      The Combined 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference
    • Place of Presentation
      上海
    • Year and Date
      2009-12-16
    • Related Report
      2010 Final Research Report
  • [Presentation] Probabilistic Cutting Plane Technique Based on Maximum Volume Ellipsoid Center2009

    • Author(s)
      和田孝之, 藤崎泰正
    • Organizer
      The combined 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference
    • Place of Presentation
      上海(中国)
    • Year and Date
      2009-12-16
    • Related Report
      2009 Annual Research Report
  • [Presentation] 確率的切除平面法によるロバスト最適化-最大体積楕円体を用いるアプローチ2009

    • Author(s)
      和田孝之、藤崎泰正
    • Organizer
      第52回自動制御連合講演会
    • Place of Presentation
      豊中
    • Year and Date
      2009-11-21
    • Related Report
      2010 Final Research Report
  • [Presentation] 確率的切除平面法によるロバスト最適化-最大体積楕円体を用いるアプローチ2009

    • Author(s)
      和田孝之, 藤崎泰正
    • Organizer
      第52回自動制御連合講演会
    • Place of Presentation
      大阪大学(大阪府)
    • Year and Date
      2009-11-21
    • Related Report
      2009 Annual Research Report
  • [Presentation] A Primal-Dual Setting for Probabilistic of Robust LMIs2009

    • Author(s)
      和田孝之, 藤崎泰正
    • Organizer
      The 41st ISCIE International Symposium on Stochastic Systems Theory and Its Applications
    • Place of Presentation
      神戸
    • Year and Date
      2009-11-14
    • Related Report
      2010 Final Research Report
  • [Presentation] A Primal-Dual Setting for Probabilistic Feasibility of Robust LMIs2009

    • Author(s)
      和田孝之, 藤崎泰正
    • Organizer
      The 41st ISCIE International Symposium on Stochastic Systems Theory and Its Applications
    • Place of Presentation
      甲南大学(兵庫県)
    • Year and Date
      2009-11-14
    • Related Report
      2009 Annual Research Report
  • [Presentation] Robust Optimization via Randomized Algorithms2009

    • Author(s)
      藤崎泰正, 和田孝之
    • Organizer
      ICROS-SICE International Joint Conference 2009
    • Place of Presentation
      福岡
    • Year and Date
      2009-08-19
    • Related Report
      2010 Final Research Report
  • [Presentation] Robust Optimization via Randomized Algorithms2009

    • Author(s)
      藤崎泰正, 和田孝之
    • Organizer
      ICROS-SICE International Joint Conference 2009
    • Place of Presentation
      福岡国際会議場(福岡県)
    • Year and Date
      2009-08-19
    • Related Report
      2009 Annual Research Report
  • [Presentation] 複数の勾配を用いる確率的切除平面法2009

    • Author(s)
      和田孝之、藤崎泰正
    • Organizer
      計測自動制御学会第9回制御部門大会
    • Place of Presentation
      広島
    • Year and Date
      2009-03-06
    • Related Report
      2010 Final Research Report
  • [Presentation] 複数の勾配を用いる確率的切除平面法2009

    • Author(s)
      和田孝之, 藤崎泰正
    • Organizer
      計測自動制御学会第9回制御部門大会
    • Place of Presentation
      東広島
    • Year and Date
      2009-03-06
    • Related Report
      2008 Annual Research Report
  • [Presentation] Robust Optimization via Probabilistic Cutting Plane Technique2008

    • Author(s)
      和田孝之, 藤崎泰正
    • Organizer
      The 40th ISCIE International Symposium on Stochastic Systems Theory and Its Application
    • Place of Presentation
      京都
    • Year and Date
      2008-11-15
    • Related Report
      2010 Final Research Report
  • [Presentation] Robust Optimization via Probabilistic Cutting Plane Technique2008

    • Author(s)
      Takayuki Wada, Yasumasa Fujisaki
    • Organizer
      The 40th ISCIE International Symposium on Stochastic Systems Theory and Its Applications
    • Place of Presentation
      京都
    • Year and Date
      2008-11-15
    • Related Report
      2008 Annual Research Report
  • [Presentation] ランダマイズドアルゴリズムによるロバスト最適化2008

    • Author(s)
      藤崎泰正、和田孝之
    • Organizer
      第156回日本鉄鋼協会講演大会
    • Place of Presentation
      熊本
    • Year and Date
      2008-09-24
    • Related Report
      2010 Final Research Report 2008 Annual Research Report
  • [Presentation] 最大体積楕円体の中心を用いる確率的切除平面法2008

    • Author(s)
      和田孝之、藤崎泰正
    • Organizer
      計測自動制御学会第37回制御理論シンポジウム
    • Place of Presentation
      霧島
    • Year and Date
      2008-09-19
    • Related Report
      2010 Final Research Report 2008 Annual Research Report
  • [Presentation] ロバスト制御問題の可解性とランダマイズドアルゴリズムのサンプル数の関係について2008

    • Author(s)
      和田孝之、藤崎泰正
    • Organizer
      第52回システム制御情報学会研究発表講演会
    • Place of Presentation
      京都
    • Year and Date
      2008-05-17
    • Related Report
      2010 Final Research Report 2008 Annual Research Report

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Published: 2008-04-01   Modified: 2016-04-21  

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