25,760 research outputs found

    Emulating dynamic non-linear simulators using Gaussian processes

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    The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models of the climate or the functioning of the human brain. The models we are interested in are highly non-linear and exhibit tipping points, bifurcations and chaotic behaviour. However, each simulation run could be too time-consuming to perform analyses that require many runs, including quantifying the variation in model output with respect to changes in the inputs. Therefore, Gaussian process emulators are used to approximate the output of the code. To do this, the flow map of the system under study is emulated over a short time period. Then, it is used in an iterative way to predict the whole time series. A number of ways are proposed to take into account the uncertainty of inputs to the emulators, after fixed initial conditions, and the correlation between them through the time series. The methodology is illustrated with two examples: the highly non-linear dynamical systems described by the Lorenz and Van der Pol equations. In both cases, the predictive performance is relatively high and the measure of uncertainty provided by the method reflects the extent of predictability in each system

    Gaussian process based model predictive control : a thesis submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Engineering, School of Engineering and Advanced Technology, Massey University, New Zealand

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    The performance of using Model Predictive Control (MPC) techniques is highly dependent on a model that is able to accurately represent the dynamical system. The datadriven modelling techniques are usually used as an alternative approach to obtain such a model when first principle techniques are not applicable. However, it is not easy to assess the quality of learnt models when using the traditional data-driven models, such as Artificial Neural Network (ANN) and Fuzzy Model (FM). This issue is addressed in this thesis by using probabilistic Gaussian Process (GP) models. One key issue of using the GP models is accurately learning the hyperparameters. The Conjugate Gradient (CG) algorithms are conventionally used in the problem of maximizing the Log-Likelihood (LL) function to obtain these hyperparameters. In this thesis, we proposed a hybrid Particle Swarm Optimization (PSO) algorithm to cope with the problem of learning hyperparameters. In addition, we also explored using the Mean Squared Error (MSE) of outputs as the fitness function in the optimization problem. This will provide us a quality indication of intermediate solutions. The GP based MPC approaches for unknown systems have been studied in the past decade. However, most of them are not generally formulated. In addition, the optimization solutions in existing GP based MPC algorithms are not clearly given or are computationally demanding. In this thesis, we first study the use of GP based MPC approaches in the unconstrained problems. Compared to the existing works, the proposed approach is generally formulated and the corresponding optimization problem is eff- ciently solved by using the analytical gradients of GP models w.r.t. outputs and control inputs. The GPMPC1 and GPMPC2 algorithms are subsequently proposed to handle the general constrained problems. In addition, through using the proposed basic and extended GP based local dynamical models, the constrained MPC problem is effectively solved in the GPMPC1 and GPMPC2 algorithms. The proposed algorithms are verified in the trajectory tracking problem of the quadrotor. The issue of closed-loop stability in the proposed GPMPC algorithm is addressed by means of the terminal cost and constraint technique in this thesis. The stability guaranteed GPMPC algorithm is subsequently proposed for the constrained problem. By using the extended GP based local dynamical model, the corresponding MPC problem is effectively solved

    What can systems and control theory do for agricultural science?

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    Abstract: While many professionals with a background in agricultural and bio-resource sciences work with models, only few have been exposed to systems and control theory. The purpose of this paper is to elucidate a selection of methods from systems theory that can be beneficial to quantitative agricultural science. The state space representation of a dynamical system is the corner stone in the mainstream of systems theory. It is not well known in agro-modelling that linearization followed by evaluation of eigenvalues and eigenvectors of the system matrix is useful to obtain dominant time constants and dominant directions in state space, and offers opportunities for science-based model reduction. The continuous state space description is also useful in deriving truly equivalent discrete time models, and clearly shows that parameters obtained with discrete models must be interpreted with care when transferred to another model code environment. Sensitivity analysis of dynamic models reveals that sensitivity is time and input dependent. Identifiability and sensitivity are essential notions in the design of informative experiments, and the idea of persistent excitation, leading to dynamic experiments rather than the usual static experiments can be very beneficial. A special branch of systems theory is control theory. Obviously, control plays an important part in agricultural and bio-systems engineering, but it is argued that also agronomists can profit from notions from the world of control, even if practical control options are restricted to alleviating growth limiting conditions, rather than true crop control. The most important is the idea of reducing uncertainty via feed-back. On the other hand, the systems and control community is challenged to do more to address the problems of real life, such as spatial variability, measurement delays, lacking data, environmental stochasticity, parameter variability, unavoidable model uncertainty, discrete phenomena, variable system structures, the interaction of technical ad living systems, and, indeed, the study of the functioning of life itself
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