Embedded Optimization for Control and Signal Processing
Event details
| Date | 18.02.2011 |
| Hour | 10:15 |
| Speaker | Pr. Moritz Diehl, Optimization in Eng. Center and Elect. Eng. Dept., K.U.Leuven, Belgium |
| Location |
MEC2405
|
| Category | Conferences - Seminars |
Many branches of engineering employ linear mappings between some input and output sequences, most prominently in control engineering and in signal processing. Examples are PID or other linear controllers, the Kalman Filter, as well as the many filters used in sound processing e.g. in loudspeakers or hearing aids. These linear maps are usually only useful for one special set of conditions, when no constraints are violated, while they need to be adapted whenever the conditions change. A completely different approach is the following: we generate a map between inputs and outputs via embedded optimization, i.e. the outputs are generated as the solution of parametric optimization problems that are solved again and again, each time for different values of the input parameters. This approach directly generates a nonlinear map between inputs and outputs, and allows to easily incorporating constraints and user defined objectives. It can be shown that this approach is able to generate any continuous input-output map even if we require the optimization problems to be convex in both inputs and outputs, which is the most favorable case. The structure of the embedded optimization problems needs to be exploited to the maximum, as many applications require sampling times in the order of milli or even microseconds. We present four structure exploiting algorithms that were used in applications:
(a) a duality and Fourier based approach to optimal clipping in hearing aids.
(b) online active set strategy for an optimal pre-filter for machine tools
(c) nonlinear real-time iterations for model predictive control of power generating kite systems
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- General public
- Free