A Survey of the Probability Density Function Control for Stochastic Dynamic Systems

Probability density function (PDF) control strategy investigates the controller design approaches in order to to realise a desirable distributions shape control of the random variables for the stochastic processes. Different from the existing stochastic optimisation and control methods, the most important problem of PDF control is to establish the evolution of the PDF expressions of the system variables. Once the relationship between the control input and the output PDF is formulated, the control objective can be described as obtaining the control input signals which would adjust the system output PDFs to follow the pre-specified target PDFs. This paper summarises the recent research results of the PDF control while the controller design approaches can be categorised into three groups: 1) system model-based direct evolution PDF control; 2) model-based distribution-transformation PDF control methods and 3) databased PDF control. In addition, minimum entropy control, PDF-based filter design, fault diagnosis and probabilistic decoupling design are also introduced briefly as extended applications in theory sense

An introductory survey of probability density function control

YesProbability density function (PDF) control strategy investigates the controller design approaches where the random variables for the stochastic processes were adjusted to follow the desirable distributions. In other words, the shape of the system PDF can be regulated by controller design.Different from the existing stochastic optimization and control methods, the most important problem of PDF control is to establish the evolution of the PDF expressions of the system variables. Once the relationship between the control input and the output PDF is formulated, the control objective can be described as obtaining the control input signals which would adjust the system output PDFs to follow the pre-specified target PDFs. Motivated by the development of data-driven control and the state of the art PDF-based applications, this paper summarizes the recent research results of the PDF control while the controller design approaches can be categorized into three groups: (1) system model-based direct evolution PDF control; (2) model-based distribution-transformation PDF control methods and (3) data-based PDF control. In addition, minimum entropy control, PDF-based filter design, fault diagnosis and probabilistic decoupling design are also introduced briefly as extended applications in theory sense.De Montfort University - DMU HEIF’18 project, Natural Science Foundation of Shanxi Province [grant number 201701D221112], National Natural Science Foundation of China [grant numbers 61503271 and 61603136

An EKF-Based Performance Enhancement Scheme for Stochastic Nonlinear Systems by Dynamic Set-Point Adjustment

YesIn this paper, a performance enhancement scheme has been investigated for a class of stochastic nonlinear systems via set-point adjustment. Considering the practical industrial processes, the multi-layer systematic structure has been adopted to achieve the control design requirements subjected to random noise. The basic loop control is given by PID design while the parameters have been fixed after the design phase. Alternatively, we can consider that there exists an unadjustable loop control. Then, the additional loop is designed for performance enhancement in terms of the tracking accuracy. In particular, a novel approach has been presented to dynamically adjust the set-points using the estimated states of the systems through extended Kalman filter (EKF). Minimising the entropy criterion, the parameters of the set-point adjustment controller can be optimised which will enhance the performance of the entire closed-loop systems. Based upon the presented scheme, the stochastic stability analysis has been given to demonstrate that the closed-loop tracking errors are bounded in probability one. To indicate the effectiveness of the presented control scheme, the numerical examples have been given and the simulation results imply that the designed systems are bounded and the tracking performance can be enhanced simultaneously. In summary, a new framework for system performance enhancement has been presented even if the loop control is unadjustable which forms the main contribution of this paper

Integrated fault estimation and accommodation design for discrete-time Takagi-Sugeno fuzzy systems with actuator faults

This paper addresses the problem of integrated robust fault estimation (FE) and accommodation for discrete-time Takagi–Sugeno (T–S) fuzzy systems. First, a multiconstrained reduced-order FE observer (RFEO) is proposed to achieve FE for discrete-time T–S fuzzy models with actuator faults. Based on the RFEO, a new fault estimator is constructed. Then, using the information of online FE, a new approach for fault accommodation based on fuzzy-dynamic output feedback is designed to compensate for the effect of faults by stabilizing the closed-loop systems. Moreover, the RFEO and the dynamic output feedback fault-tolerant controller are designed separately, such that their design parameters can be calculated readily. Simulation results are presented to illustrate our contributions

A fully probabilistic control framework for stochastic systems with input and state delay

This paper proposes a unified probabilistic control framework for a class of stochastic systems with both control input and state time delays. Both of the stochastic nature and time delays in the system dynamics are considered simultaneously, thus providing a comprehensive and rigorous control methodology. The problem is formulated in a fully probabilistic framework, where the system dynamics and its controller are fully characterised by arbitrary probabilistic models. In this framework, the Kullback–Leibler Divergence between the actual joint probability density function of the system dynamics and controller and a predefined ideal joint probability density function is used to characterise the discrepancy between the two distributions and derive the randomised controller. Time delays in the control input and system state are taken into consideration in the optimisation process for the derivation of the optimal randomised controller. Besides, the analytic control solution of the time delay fully probabilistic control problem for a class of linear Gaussian stochastic systems is derived while the successive approximation approach is implemented to deal with the time-advanced components in the control law that result from the existence of time delays. The effectiveness of the proposed control framework is then illustrated on a numerical example and a real-world example

Analysis of Large-Scale Asynchronous Switched Dynamical Systems

This dissertation addresses research problems related to the switched system as well as its application to large-scale asynchronous dynamical systems. For decades, this switched system has been widely studied in depth, owing to the broad applicability of the switched system framework. For example, the switched system can be adopted for modeling the dynamics of numerous systems including power systems, manufacturing systems, aerospace systems, networked control systems, etc. Despite considerable research works that have been developed during last several decades, there are still remaining yet important and unsolved problems for the switched systems. In the first part of this dissertation, new methods are developed for uncertainty propagation of stochastic switched systems in the presence of the state uncertainty, represented by probability density functions(PDFs). The main difficulty of this problem is that the number of PDF components in the state increases exponentially under the stochastic switching, incurring the curse of dimensionality. This dissertation provides a novel method that circumvents the issue regarding the curse of dimensionality. As an extension of this research, the new method for the switching synthesis is presented in the second part, to achieve the optimal performance of the switched system. This research is relevant to developing the switching synthesis on how to switch between different switching modes. In the following chapters, some interesting applications that emerges as today's leading-edge technology in high-performance computing (HPC) will be introduced. Generally, the massive parallel computing entails idle process time in multi-core processors or distributed computing devices as up to 80% of total computation time, owing to the synchronization of the data. Thus, there is a trend toward relaxing such a restriction on synchronization penalty to overcome this bottleneck problem. This dissertation presents a synchronous computing algorithms as a key solution to Leverage the computing performance to the maximum capabilities. The price to Pay for adopting the asynchronous computing algorithms is, however, unpredictability of the solution due to the randomness in the behavior of asynchrony. In this dissertation, the switched system is employed to model the characteristics of the asynchrony in parallel computing, enabling analysis of the asynchronous algorithm. Particularly, the analysis will be performed for massively parallel asynchronous numerical algorithms implemented on 1D heat equation and large-scale asynchronous distributed quadratic programming problems. As another case study, this switched system is also implemented on the stability analysis of large-scaled is tribute networked control systems (DNCS) having random communication delays. For these problems, the convergence or stability analysis is carried out by the switched system framework. One of major concerns when adopting the switched system framework for analysis of these systems is the scalability issues associated with extremely large switching mode numbers. Due to the massive parallelism or large-scale distributed nodes, the switching mode numbers are beyond counting, leading to the computational intractability. The proposed methods are developed targeting the settlement of this scalability issue, which inevitably takes place in adopting the switched system framework. Thus, the primary emphasis of this dissertation is placed on the mathematical development of computationally efficient tools, particularly for analysis of the large-scale asynchronous switched dynamical system, which has broad applications including massively parallel asynchronous numerical algorithms to solve ODE/PDE problems, distributed optimization problems, and large-scale DNCS with random communication delays