46,889 research outputs found
Learning-based Moving Horizon Estimation through Differentiable Convex Optimization Layers
To control a dynamical system it is essential to obtain an accurate estimate
of the current system state based on uncertain sensor measurements and existing
system knowledge. An optimization-based moving horizon estimation (MHE)
approach uses a dynamical model of the system, and further allows for
integration of physical constraints on system states and uncertainties, to
obtain a trajectory of state estimates. In this work, we address the problem of
state estimation in the case of constrained linear systems with parametric
uncertainty. The proposed approach makes use of differentiable convex
optimization layers to formulate an MHE state estimator for systems with
uncertain parameters. This formulation allows us to obtain the gradient of a
squared and regularized output error, based on sensor measurements and state
estimates, with respect to the current belief of the unknown system parameters.
The parameters within the MHE problem can then be updated online using
stochastic gradient descent (SGD) to improve the performance of the MHE. In a
numerical example of estimating temperatures of a group of manufacturing
machines, we show the performance of tuning the unknown system parameters and
the benefits of integrating physical state constraints in the MHE formulation.Comment: This paper was accepted for presentation at the 4th Annual Conference
on Learning for Dynamics and Control. The extended version here contains an
additional appendix with more details on the numerical exampl
Model predictive control techniques for hybrid systems
This paper describes the main issues encountered when applying model predictive control to hybrid processes. Hybrid model predictive control (HMPC) is a research field non-fully developed with many open challenges. The paper describes some of the techniques proposed by the research community to overcome the main problems encountered. Issues related to the stability and the solution of the optimization problem are also discussed. The paper ends by describing the results of a benchmark exercise in which several HMPC schemes were applied to a solar air conditioning plant.Ministerio de Eduación y Ciencia DPI2007-66718-C04-01Ministerio de Eduación y Ciencia DPI2008-0581
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