On control of discrete-time state-dependent jump linear systems with probabilistic constraints: A receding horizon approach

In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state constraints. Due to a nature of the dynamical system and the constraints, we consider a one-step receding horizon. Using inverse cumulative distribution function, we convert the probabilistic state constraints to deterministic constraints, and obtain a tractable deterministic receding horizon control problem. We consider the receding control law to have a linear state-feedback and an admissible offset term. We ensure mean square boundedness of the state variable via solving linear matrix inequalities off-line, and solve the receding horizon control problem on-line with control offset terms. We illustrate the overall approach applied on a macroeconomic system

A state-dependent wear model with an application to marine engine cylinder liners

Abstract: In this paper a new wear model is proposed in which the transition probabilities between process states, unlike models with independent increments, depend on the current system state. The model is used to describe the wear process of the cylinder liners of some identical heavy-duty diesel engines for marine propulsion. The application is developed on the basis of a real dataset of wear measures obtained via staggered inspections. A time and state space discretization is introduced to obtain the likelihood function of the observed data. The model parameters and reliability characteristics of the liners are then estimated and the wear growth during future inspection intervals is predicted. The homogeneity of wear data and the goodness of fit of the proposed model are tested. A simplified maintenance scenario is also considered to show the need for accurate modeling of the wear process for planning condition-based maintenance activities. Finally, inferential, predictive, and decision-making results derived within the proposed model are compared to those obtained within one of the most widely used age-dependent wear models. Fortran codes and executable programs, as well as the cylinder liner data, are available online as supplemental material