2013 Fiscal Year Final Research Report
Analysis and Synthesis of Control Systems via Risk Based Optimization
| Project/Area Number |
23560530
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Control engineering
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| Research Institution | Osaka University |
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Principal Investigator |
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| Project Period (FY) |
2011 – 2013
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| 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 |
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| Research Abstract |
Analysis and synthesis of control systems were investigated via risk based optimization from both theoretical and application viewpoints. In particular, rigorous stopping rules with risk assessment were derived for sequential randomized algorithms in stochastic approximation and optimization. A new scenario approach was also developed for optimization subject to robust and average constraints. Then, model invalidation with respect to noisy input-output data was established, and synthesis of control systems with variable sampling rate was considered via randomized algorithms.
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