Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: A survey

The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances. Then, the covariance control theory, which serves as a practical method for multi-objective control design as well as a foundation for linear system theory, is reviewed comprehensively. The multiple design requirements frequently applied in engineering practice for the use of evaluating system performances are introduced, including robustness, reliability, and dissipativity. Several design techniques suitable for the multi-objective variance-constrained control and filtering problems for nonlinear stochastic systems are discussed. In particular, as a special case for the multi-objective design problems, the mixed H 2 / H ∞ control and filtering problems are reviewed in great detail. Subsequently, some latest results on the variance-constrained multi-objective control and filtering problems for the nonlinear stochastic systems are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out

A survey on gain-scheduled control and filtering for parameter-varying systems

Copyright © 2014 Guoliang Wei et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.This paper presents an overview of the recent developments in the gain-scheduled control and filtering problems for the parameter-varying systems. First of all, we recall several important algorithms suitable for gain-scheduling method including gain-scheduled proportional-integral derivative (PID) control, H 2, H ∞ and mixed H 2 / H ∞ gain-scheduling methods as well as fuzzy gain-scheduling techniques. Secondly, various important parameter-varying system models are reviewed, for which gain-scheduled control and filtering issues are usually dealt with. In particular, in view of the randomly occurring phenomena with time-varying probability distributions, some results of our recent work based on the probability-dependent gain-scheduling methods are reviewed. Furthermore, some latest progress in this area is discussed. Finally, conclusions are drawn and several potential future research directions are outlined.The National Natural Science Foundation of China under Grants 61074016, 61374039, 61304010, and 61329301; the Natural Science Foundation of Jiangsu Province of China under Grant BK20130766; the Program for Professor of Special Appointment (Eastern Scholar) at Shanghai Institutions of Higher Learning; the Program for New Century Excellent Talents in University under Grant NCET-11-1051, the Leverhulme Trust of the U.K., the Alexander von Humboldt Foundation of Germany

Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: A survey

This Article is provided by the Brunel Open Access Publishing Fund - Copyright @ 2012 Hindawi PublishingSome recent advances on the filtering and control problems for nonlinear stochastic complex systems with incomplete information are surveyed. The incomplete information under consideration mainly includes missing measurements, randomly varying sensor delays, signal quantization, sensor saturations, and signal sampling. With such incomplete information, the developments on various filtering and control issues are reviewed in great detail. In particular, the addressed nonlinear stochastic complex systems are so comprehensive that they include conventional nonlinear stochastic systems, different kinds of complex networks, and a large class of sensor networks. The corresponding filtering and control technologies for such nonlinear stochastic complex systems are then discussed. Subsequently, some latest results on the filtering and control problems for the complex systems with incomplete information are given. Finally, conclusions are drawn and several possible future research directions are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61104125, 61028008, 61174136, 60974030, and 61074129, the Qing Lan Project of Jiangsu Province of China, the Project sponsored by SRF for ROCS of SEM of China, the Engineering and Physical Sciences Research Council EPSRC of the UK under Grant GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

A hybrid EKF and switching PSO algorithm for joint state and parameter estimation of lateral flow immunoassay models

This is the post-print version of the Article. The official published can be accessed from the link below - Copyright @ 2012 IEEEIn this paper, a hybrid extended Kalman filter (EKF) and switching particle swarm optimization (SPSO) algorithm is proposed for jointly estimating both the parameters and states of the lateral flow immunoassay model through available short time-series measurement. Our proposed method generalizes the well-known EKF algorithm by imposing physical constraints on the system states. Note that the state constraints are encountered very often in practice that give rise to considerable difficulties in system analysis and design. The main purpose of this paper is to handle the dynamic modeling problem with state constraints by combining the extended Kalman filtering and constrained optimization algorithms via the maximization probability method. More specifically, a recently developed SPSO algorithm is used to cope with the constrained optimization problem by converting it into an unconstrained optimization one through adding a penalty term to the objective function. The proposed algorithm is then employed to simultaneously identify the parameters and states of a lateral flow immunoassay model. It is shown that the proposed algorithm gives much improved performance over the traditional EKF method.This work was supported in part by the International Science and Technology Cooperation Project of China under Grant 2009DFA32050, Natural Science Foundation of China under Grants 61104041, International Science and Technology Cooperation Project of Fujian Province of China under Grant 2009I0016

Modelling and feedback control design for quantum state preparation

The goal of this article is to provide a largely self-contained introduction to the modelling of controlled quantum systems under continuous observation, and to the design of feedback controls that prepare particular quantum states. We describe a bottom-up approach, where a field-theoretic model is subjected to statistical inference and is ultimately controlled. As an example, the formalism is applied to a highly idealized interaction of an atomic ensemble with an optical field. Our aim is to provide a unified outline for the modelling, from first principles, of realistic experiments in quantum control

Flow networks: A characterization of geophysical fluid transport

We represent transport between different regions of a fluid domain by flow networks, constructed from the discrete representation of the Perron-Frobenius or transfer operator associated to the fluid advection dynamics. The procedure is useful to analyze fluid dynamics in geophysical contexts, as illustrated by the construction of a flow network associated to the surface circulation in the Mediterranean sea. We use network-theory tools to analyze the flow network and gain insights into transport processes. In particular we quantitatively relate dispersion and mixing characteristics, classically quantified by Lyapunov exponents, to the degree of the network nodes. A family of network entropies is defined from the network adjacency matrix, and related to the statistics of stretching in the fluid, in particular to the Lyapunov exponent field. Finally we use a network community detection algorithm, Infomap, to partition the Mediterranean network into coherent regions, i.e. areas internally well mixed, but with little fluid interchange between them.Comment: 16 pages, 15 figures. v2: published versio

Optimal waveform estimation for classical and quantum systems via time-symmetric smoothing

Classical and quantum theories of time-symmetric smoothing, which can be used to optimally estimate waveforms in classical and quantum systems, are derived using a discrete-time approach, and the similarities between the two theories are emphasized. Application of the quantum theory to homodyne phase-locked loop design for phase estimation with narrowband squeezed optical beams is studied. The relation between the proposed theory and Aharonov et al.'s weak value theory is also explored.Comment: 13 pages, 5 figures, v2: changed the title to a more descriptive one, corrected a minor mistake in Sec. IV, accepted by Physical Review