Application of Advanced Estimation Techniques to a Chemical Plant Model

The paper is aimed at comparing some of the most promising and novel advanced techniques for estimation by assessing their effectiveness on the chemical process benchmark. Global and distributed implementations of the extended Kalman filter are the key elements of the work. In addition, the paper is also aimed at describing and developing a recursive implementation of the autocovariance least square algorithm for the on-line updating of the tuning knobs of the filter, demonstrating its relevance in the performance monitoring of chemical processes

Policy Optimization of Finite-Horizon Kalman Filter with Unknown Noise Covariance

This paper is on learning the Kalman gain by policy optimization method. Firstly, we reformulate the finite-horizon Kalman filter as a policy optimization problem of the dual system. Secondly, we obtain the global linear convergence of exact gradient descent method in the setting of known parameters. Thirdly, the gradient estimation and stochastic gradient descent method are proposed to solve the policy optimization problem, and further the global linear convergence and sample complexity of stochastic gradient descent are provided for the setting of unknown noise covariance matrices and known model parameters

Computation of Input Disturbance Sets for Constrained Output Reachability

Linear models with additive unknown-but-bounded input disturbances are extensively used to model uncertainty in robust control systems design. Typically, the disturbance set is either assumed to be known a priori or estimated from data through set-membership identification. However, the problem of computing a suitable input disturbance set in case the set of possible output values is assigned a priori has received relatively little attention. This problem arises in many contexts, such as in supervisory control, actuator design, decentralized control, and others. In this paper, we propose a method to compute input disturbance sets (and the corresponding set of states) such that the resulting set of outputs matches as closely as possible a given set of outputs, while additionally satisfying strict (inner or outer) inclusion constraints. We formulate the problem as an optimization problem by relying on the concept of robust invariance. The effectiveness of the approach is demonstrated in numerical examples that illustrate how to solve safe reference set and input-constraint set computation problems

Meta-optimization of the Extended Kalman filter's parameters through the use of the Bias-Variance Equilibrium Point criterion

The extraction of information on land cover classes using unsupervised methods has always been of relevance to the remote sensing community. In this paper, a novel criterion is proposed, which extracts the inherent information in an unsupervised fashion from a time series. The criterion is used to fit a parametric model to a time series, derive the corresponding covariance matrices of the parameters for the model, and estimate the additive noise on the time series. The proposed criterion uses both spatial and temporal information when estimating the covariance matrices and can be extended to incorporate spectral information. The algorithm used to estimate the parameters for the model is the extended Kalman filter (EKF). An unsupervised search algorithm, specifically designed for this criterion, is proposed in conjunction with the criterion that is used to rapidly and efficiently estimate the variables. The search algorithm attempts to satisfy the criterion by employing density adaptation to the current candidate system. The application in this paper is the use of an EKF to model Moderate Resolution Imaging Spectroradiometer time series with a triply modulated cosine function as the underlying model. The results show that the criterion improved the fit of the triply modulated cosine function by an order of magnitude on the time series over all seven spectral bands when compared with the other methods. The state space variables derived from the EKF are then used for both land cover classification and land cover change detection. The method was evaluated in the Gauteng province of South Africa where it was found to significantly improve on land cover classification and change detection accuracies when compared with other methods.http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=36hb201

Control of fluid flows and other systems governed by partial differential-algebraic equations

The motion of fluids, such as air or water, is central to many engineering systems of significant economic and environmental importance. Examples range from air/fuel mixing in combustion engines to turbulence induced noise and fatigue on aircraft. Recent advances in novel sensor/actuator technologies have raised the intriguing prospect of actively sensing and manipulating the motion of the fluid within these systems, making them ripe for feedback control, provided a suitable control model exists. Unfortunately, the models for many of these systems are described by nonlinear, partial differential-algebraic equations for which few, if any, controller synthesis techniques exist. In stark contrast, the majority of established control theory assumes plant models of finite (and typically small) state dimension, expressed as a linear system of ordinary differential equations. Therefore, this thesis explores the problem of how to apply the mainstream tools of control theory to the class of systems described by partial differential-algebraic equations, that are either linear, or for which a linear approximation is valid. The problems of control system design for infinite-dimensional and algebraically constrained systems are treated separately in this thesis. With respect to the former, a new method is presented that enables the computation of a bound on the n-gap between a discretisation of a spatially distributed plant, and the plant itself, by exploiting the convergence rate of the v-gap metric between low-order models of successively finer spatial resolution. This bound informs the design, on loworder models, of H[infinity] loop-shaping controllers that are guaranteed to robustly stabilise the actual plant. An example is presented on a one-dimensional heat equation. Controller/estimator synthesis is then discussed for finite-dimensional systems containing algebraic, as well as differential equations. In the case of fluid flows, algebraic constraints typically arise from incompressibility and the application of boundary conditions. A numerical algorithm is presented, suitable for the semi-discrete linearised Navier-Stokes equations, that decouples the differential and algebraic parts of the system, enabling application of standard control theory without the need for velocity-vorticity type methods. This algorithm is demonstrated firstly on a simple electrical circuit, and secondly on the highly non-trivial problem of flow-field estimation in the transient growth region of a flat-plate boundary layer, using only wall shear measurements. These separate strands are woven together in the penultimate chapter, where a transient energy controller is designed for a channel-flow system, using wall mounted sensors and actuators