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

Soft-bound interval control system and its robust fault-tolerant controller design

A soft-bound interval control problem is proposed for general non-Gaussian systems with the aim to control the output variable within a bounded region at a specified probability level. To find a feasible solution to this challenging task, the initial soft-bound interval control problem has been transformed into an output probability density function (PDF) tracking control problem with constrained tracking errors, thereby the controller can be designed under the established framework of stochastic distribution control. Fault tolerant control (FTC) is investigated for soft-bound interval control systems in presence of faults. Three fault detection methods are proposed based on criteria extracted from the initial soft-bound control problem and the recast PDF tracking problem. An integrated design for fault estimation and FTC is proposed based on a double proportional integral structure. This integrated FTC design is developed through linear matrix inequality. Extensive simulation studies have been conducted to examine the key design factors, the implementation issues and the effectiveness of the proposed approach

Iterative Learning Control design for uncertain and time-windowed systems

Iterative Learning Control (ILC) is a control strategy capable of dramatically increasing the performance of systems that perform batch repetitive tasks. This performance improvement is achieved by iteratively updating the command signal, using measured error data from previous trials, i.e., by learning from past experience. This thesis deals with ILC for time-windowed and uncertain systems. With the term "time-windowed systems", we mean systems in which actuation and measurement time intervals differ. With "uncertain systems", we refer to systems whose behavior is represented by incomplete or inaccurate models. To study the ILC design issues for time-windowed systems, we consider the task of residual vibration suppression in point-to-point motion problems. In this application, time windows are used to modify the original system to comply with the task. With the properties of the time-windowed system resulting in nonconverging behavior of the original ILC controlled system, we introduce a novel ILC design framework in which convergence can be achieved. Additionally, this framework reveals new design freedom in ILC for point-to-point motion problems, which is unknown in "standard" ILC. Theoretical results concerning the problem formulation and control design for these systems are supported by experimental results on a SISO and MIMO flexible structure. The analysis and design results of ILC for time-windowed systems are subsequently extended to the whole class of linear systems whose input and output are filtered with basis functions (which include time windows). Analysis and design theory of ILC for this class of systems reveals how different ILC objectives can be reached by design of separate parts of the ILC controller. Our research on ILC for uncertain systems is divided into two parts. In the first part, we formulate an approach to analyze the robustness properties of existing ILC controllers, using well developed µ theory. To exemplify our findings, we analyze the robustness properties of linear quadratic (LQ) norm optimal ILC controllers. Moreover, we show that the approach is applicable to the class of linear trial invariant ILC controlled systems with basis functions. In the second part, we present a finite time interval robust ILC control strategy that is robust against model uncertainty as given by an additive uncertainty model. For that, we exploit H1 control theory, however, modified such that the controller is not restricted to be causal and operates on a finite time interval. Furthermore, we optimize the robust controller so as to optimize performance while remaining robustly monotonically convergent. By means of experiments on a SISO flexible system, we show that this control strategy can indeed outperform LQ norm optimal ILC and causal robust ILC control strategies

Probabilistic DHP adaptive critic for nonlinear stochastic control systems

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained

Systems and control : 21th Benelux meeting, 2002, March 19-21, Veldhoven, The Netherlands

Book of abstract

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained