On Control and Estimation of Large and Uncertain Systems

This thesis contains an introduction and six papers about the control and estimation of large and uncertain systems. The first paper poses and solves a deterministic version of the multiple-model estimation problem for finite sets of linear systems. The estimate is an interpolation of Kalman filter estimates. It achieves a provided energy gain bound from disturbances to the point-wise estimation error, given that the gain bound is feasible. The second paper shows how to compute upper and lower bounds for the smallest feasible gain bound. The bounds are computed via Riccati recursions. The third paper proves that it is sufficient to consider observer-based feedback in output-feedback control of linear systems with uncertain parameters, where the uncertain parameters belong to a finite set. The paper also contains an example of a discrete-time integrator with unknown gain. The fourth paper argues that the current methods for analyzing the robustness of large systems with structured uncertainty do not distinguish between sparse and dense perturbations and proposes a new robustness measure that captures sparsity. The paper also thoroughly analyzes this new measure. In particular, it proposes an upper bound that is amenable to distributed computation and valuable for control design. The fifth paper solves the problem of localized state-feedback L2 control with communication delay for large discrete-time systems. The synthesis procedure can be performed for each node in parallel. The paper combines the localized state-feedback controller with a localized Kalman filter to synthesize a localized output feedback controller that stabilizes the closed-loop subject to communication constraints. The sixth paper concerns optimal linear-quadratic team-decision problems where the team does not have access to the model. Instead, the players must learn optimal policies by interacting with the environment. The paper contains algorithms and regret bounds for the first- and zeroth-order information feedback

A Bayesian approach to robust identification: application to fault detection

In the Control Engineering field, the so-called Robust Identification techniques deal with the problem of obtaining not only a nominal model of the plant, but also an estimate of the uncertainty associated to the nominal model. Such model of uncertainty is typically characterized as a region in the parameter space or as an uncertainty band around the frequency response of the nominal model. Uncertainty models have been widely used in the design of robust controllers and, recently, their use in model-based fault detection procedures is increasing. In this later case, consistency between new measurements and the uncertainty region is checked. When an inconsistency is found, the existence of a fault is decided. There exist two main approaches to the modeling of model uncertainty: the deterministic/worst case methods and the stochastic/probabilistic methods. At present, there are a number of different methods, e.g., model error modeling, set-membership identification and non-stationary stochastic embedding. In this dissertation we summarize the main procedures and illustrate their results by means of several examples of the literature. As contribution we propose a Bayesian methodology to solve the robust identification problem. The approach is highly unifying since many robust identification techniques can be interpreted as particular cases of the Bayesian framework. Also, the methodology can deal with non-linear structures such as the ones derived from the use of observers. The obtained Bayesian uncertainty models are used to detect faults in a quadruple-tank process and in a three-bladed wind turbine

Regularized System Identification

This open access book provides a comprehensive treatment of recent developments in kernel-based identification that are of interest to anyone engaged in learning dynamic systems from data. The reader is led step by step into understanding of a novel paradigm that leverages the power of machine learning without losing sight of the system-theoretical principles of black-box identification. The authors’ reformulation of the identification problem in the light of regularization theory not only offers new insight on classical questions, but paves the way to new and powerful algorithms for a variety of linear and nonlinear problems. Regression methods such as regularization networks and support vector machines are the basis of techniques that extend the function-estimation problem to the estimation of dynamic models. Many examples, also from real-world applications, illustrate the comparative advantages of the new nonparametric approach with respect to classic parametric prediction error methods. The challenges it addresses lie at the intersection of several disciplines so Regularized System Identification will be of interest to a variety of researchers and practitioners in the areas of control systems, machine learning, statistics, and data science. This is an open access book

Celebrated Econometricians: Katarina Juselius and Søren Johansen

This Special Issue collects contributions related to advances in the theory and practice of Econometrics induced by the research of Katarina Juselius and Søren Johansen, whom this Special Issue aims to celebrate. The papers in this Special Issue provide advances on several topics, and they are grouped in the following areas, with three to four papers per group). The first group provides a historical perspective on Katarina’s and Søren’s contributions to Econometrics. The second group of papers concentrates on representation theory, while the third focuses on estimation and inference. The fourth group explores extensions of CVARs for modelling and forecasting, and the fifth and final group is centered on empirical applications