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

Composite Disturbance Filtering: A Novel State Estimation Scheme for Systems With Multi-Source, Heterogeneous, and Isomeric Disturbances

State estimation has long been a fundamental problem in signal processing and control areas. The main challenge is to design filters with ability to reject or attenuate various disturbances. With the arrival of big data era, the disturbances of complicated systems are physically multi-source, mathematically heterogenous, affecting the system dynamics via isomeric (additive, multiplicative and recessive) channels, and deeply coupled with each other. In traditional filtering schemes, the multi-source heterogenous disturbances are usually simplified as a lumped one so that the "single" disturbance can be either rejected or attenuated. Since the pioneering work in 2012, a novel state estimation methodology called {\it composite disturbance filtering} (CDF) has been proposed, which deals with the multi-source, heterogenous, and isomeric disturbances based on their specific characteristics. With the CDF, enhanced anti-disturbance capability can be achieved via refined quantification, effective separation, and simultaneous rejection and attenuation of the disturbances. In this paper, an overview of the CDF scheme is provided, which includes the basic principle, general design procedure, application scenarios (e.g. alignment, localization and navigation), and future research directions. In summary, it is expected that the CDF offers an effective tool for state estimation, especially in the presence of multi-source heterogeneous disturbances

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

H

This paper investigates the problem of H∞ filtering for class discrete-time Lipschitz nonlinear singular systems with measurement quantization. Assume that the system measurement output is quantized by a static, memoryless, and logarithmic quantizer before it is transmitted to the filter, while the quantizer errors can be treated as sector-bound uncertainties. The attention of this paper is focused on the design of a nonlinear quantized H∞ filter to mitigate quantization effects and ensure that the filtering error system is admissible (asymptotically stable, regular, and causal), while having a unique solution with a prescribed H∞ noise attenuation level. By introducing some slack variables and using the Lyapunov stability theory, some sufficient conditions for the existence of the nonlinear quantized H∞ filter are expressed in terms of linear matrix inequalities (LMIs). Finally, a numerical example is presented to demonstrate the effectiveness of the proposed quantized filter design method

Enabling Resilience in Cyber-Physical-Human Water Infrastructures

Rapid urbanization and growth in urban populations have forced community-scale infrastructures (e.g., water, power and natural gas distribution systems, and transportation networks) to operate at their limits. Aging (and failing) infrastructures around the world are becoming increasingly vulnerable to operational degradation, extreme weather, natural disasters and cyber attacks/failures. These trends have wide-ranging socioeconomic consequences and raise public safety concerns. In this thesis, we introduce the notion of cyber-physical-human infrastructures (CPHIs) - smart community-scale infrastructures that bridge technologies with physical infrastructures and people. CPHIs are highly dynamic stochastic systems characterized by complex physical models that exhibit regionwide variability and uncertainty under disruptions. Failures in these distributed settings tend to be difficult to predict and estimate, and expensive to repair. Real-time fault identification is crucial to ensure continuity of lifeline services to customers at adequate levels of quality. Emerging smart community technologies have the potential to transform our failing infrastructures into robust and resilient future CPHIs.In this thesis, we explore one such CPHI - community water infrastructures. Current urban water infrastructures, that are decades (sometimes over a 100 years) old, encompass diverse geophysical regimes. Water stress concerns include the scarcity of supply and an increase in demand due to urbanization. Deterioration and damage to the infrastructure can disrupt water service; contamination events can result in economic and public health consequences. Unfortunately, little investment has gone into modernizing this key lifeline.To enhance the resilience of water systems, we propose an integrated middleware framework for quick and accurate identification of failures in complex water networks that exhibit uncertain behavior. Our proposed approach integrates IoT-based sensing, domain-specific models and simulations with machine learning methods to identify failures (pipe breaks, contamination events). The composition of techniques results in cost-accuracy-latency tradeoffs in fault identification, inherent in CPHIs due to the constraints imposed by cyber components, physical mechanics and human operators. Three key resilience problems are addressed in this thesis; isolation of multiple faults under a small number of failures, state estimation of the water systems under extreme events such as earthquakes, and contaminant source identification in water networks using human-in-the-loop based sensing. By working with real world water agencies (WSSC, DC and LADWP, LA), we first develop an understanding of operations of water CPHI systems. We design and implement a sensor-simulation-data integration framework AquaSCALE, and apply it to localize multiple concurrent pipe failures. We use a mixture of infrastructure measurements (i.e., historical and live water pressure/flow), environmental data (i.e., weather) and human inputs (i.e., twitter feeds), combined and enhanced with the domain model and supervised learning techniques to locate multiple failures at fine levels of granularity (individual pipeline level) with detection time reduced by orders of magnitude (from hours/days to minutes). We next consider the resilience of water infrastructures under extreme events (i.e., earthquakes) - the challenge here is the lack of apriori knowledge and the increased number and severity of damages to infrastructures. We present a graphical model based approach for efficient online state estimation, where the offline graph factorization partitions a given network into disjoint subgraphs, and the belief propagation based inference is executed on-the-fly in a distributed manner on those subgraphs. Our proposed approach can isolate 80% broken pipes and 99% loss-of-service to end-users during an earthquake.Finally, we address issues of water quality - today this is a human-in-the-loop process where operators need to gather water samples for lab tests. We incorporate the necessary abstractions with event processing methods into a workflow, which iteratively selects and refines the set of potential failure points via human-driven grab sampling. Our approach utilizes Hidden Markov Model based representations for event inference, along with reinforcement learning methods for further refining event locations and reducing the cost of human efforts.The proposed techniques are integrated into a middleware architecture, which enables components to communicate/collaborate with one another. We validate our approaches through a prototype implementation with multiple real-world water networks, supply-demand patterns from water utilities and policies set by the U.S. EPA. While our focus here is on water infrastructures in a community, the developed end-to-end solution is applicable to other infrastructures and community services which operate in disruptive and resource-constrained environments

Review of selection criteria for sensor and actuator configurations suitable for internal combustion engines

This literature review considers the problem of finding a suitable configuration of sensors and actuators for the control of an internal combustion engine. It takes a look at the methods, algorithms, processes, metrics, applications, research groups and patents relevant for this topic. Several formal metric have been proposed, but practical use remains limited. Maximal information criteria are theoretically optimal for selecting sensors, but hard to apply to a system as complex and nonlinear as an engine. Thus, we reviewed methods applied to neighboring fields including nonlinear systems and non-minimal phase systems. Furthermore, the closed loop nature of control means that information is not the only consideration, and speed, stability and robustness have to be considered. The optimal use of sensor information also requires the use of models, observers, state estimators or virtual sensors, and practical acceptance of these remains limited. Simple control metrics such as conditioning number are popular, mostly because they need fewer assumptions than closed-loop metrics, which require a full plant, disturbance and goal model. Overall, no clear consensus can be found on the choice of metrics to define optimal control configurations, with physical measures, linear algebra metrics and modern control metrics all being used. Genetic algorithms and multi-criterial optimisation were identified as the most widely used methods for optimal sensor selection, although addressing the dimensionality and complexity of formulating the problem remains a challenge. This review does present a number of different successful approaches for specific applications domains, some of which may be applicable to diesel engines and other automotive applications. For a thorough treatment, non-linear dynamics and uncertainties need to be considered together, which requires sophisticated (non-Gaussian) stochastic models to establish the value of a control architecture