278 research outputs found
Robust State Space Filtering under Incremental Model Perturbations Subject to a Relative Entropy Tolerance
This paper considers robust filtering for a nominal Gaussian state-space
model, when a relative entropy tolerance is applied to each time increment of a
dynamical model. The problem is formulated as a dynamic minimax game where the
maximizer adopts a myopic strategy. This game is shown to admit a saddle point
whose structure is characterized by applying and extending results presented
earlier in [1] for static least-squares estimation. The resulting minimax
filter takes the form of a risk-sensitive filter with a time varying risk
sensitivity parameter, which depends on the tolerance bound applied to the
model dynamics and observations at the corresponding time index. The
least-favorable model is constructed and used to evaluate the performance of
alternative filters. Simulations comparing the proposed risk-sensitive filter
to a standard Kalman filter show a significant performance advantage when
applied to the least-favorable model, and only a small performance loss for the
nominal model
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
Distributionally Robust LQG control under Distributed Uncertainty
A new paradigm is proposed for the robustification of the LQG controller
against distributional uncertainties on the noise process. Our controller
optimizes the closed-loop performances in the worst possible scenario under the
constraint that the noise distributional aberrance does not exceed a certain
threshold limiting the relative entropy pseudo-distance between the actual
noise distribution the nominal one. The main novelty is that the bounds on the
distributional aberrance can be arbitrarily distributed along the whole
disturbance trajectory. We discuss why this can, in principle, be a substantial
advantage and we provide simulation results that substantiate such a principle
Control optimization, stabilization and computer algorithms for aircraft applications
The analysis and design of complex multivariable reliable control systems are considered. High performance and fault tolerant aircraft systems are the objectives. A preliminary feasibility study of the design of a lateral control system for a VTOL aircraft that is to land on a DD963 class destroyer under high sea state conditions is provided. Progress in the following areas is summarized: (1) VTOL control system design studies; (2) robust multivariable control system synthesis; (3) adaptive control systems; (4) failure detection algorithms; and (5) fault tolerant optimal control theory
A two-stage probability based, conservatism reduction methodology for traditional Minimax robust control system design
A two-stage, probability-based controller design methodology is proposed to reduce the conservatism from traditional robust minimax controller design method, by relaxing the norm-bounded parameter uncertainty constraint and incorporating uncertain parameters' probabilistic information.Ph.D
“A Smart Grid Robust Optimization Framework”
AbstractThis paper presents a robust optimization framework that integrates three energy sources for superior smart grid economical and environmental operations. The renewable hydro and wind energy sources as well as nonrenewable coal-fired steam energy source are considered to be connected via an asynchronous link. The robust control framework treats the hydro and steam power plants as controllable energy sources while it treats the wind turbine as an exogenous energy source. The proposed robust system framework ensures optimal smart grid power generation for acceptable load demand tracking or for ecological benefits under wind power and model uncertainties. Simulation results demonstrate the efficiency of the proposed framework for superior smart grid power source integration under uncertain operation conditions.
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