Moving Horizon Trend Identification Based on Switching Models for Data Driven Decomposition of Fluid Flows

Modal decomposition is pretty popular in fluid mechanics, especially for data-driven analysis. Dynamic mode decomposition (DMD) allows to identify the modes that describe complex phenomenona such as those physically modelled by the Navier-Stokes equation. The identified modes are associated with residuals, which can be used to detect a meaningful change of regime, e.g., the formation of a vortex. Toward this end, moving horizon estimation (MHE) is applied to identify the trend of the norm of the residuals that result from the application of DMD for the purpose to automatically classify the time evolution of fluid flows. The trend dynamics is modelled as a switching nonlinear system and hence an MHE problem is solved in such a way to monitor the time behavior of the fluid and quickly identify changes of regime. The stability of the estimation error given by MHE is proved. The combination of DMD and MHE provide successful results as shown by processing experimental datasets of the velocity field of fluid flows obtained by a particle image velocimetry

Robust Stability of Gaussian Process Based Moving Horizon Estimation

In this paper, we introduce a Gaussian process based moving horizon estimation (MHE) framework. The scheme is based on offline collected data and offline hyperparameter optimization. In particular, compared to standard MHE schemes, we replace the mathematical model of the system by the posterior mean of the Gaussian process. To account for the uncertainty of the learned model, we exploit the posterior variance of the learned Gaussian process in the weighting matrices of the cost function of the proposed MHE scheme. We prove practical robust exponential stability of the resulting estimator using a recently proposed Lyapunov-based proof technique. Finally, the performance of the Gaussian process based MHE scheme is illustrated via a nonlinear system.Comment: 8 page

Moving horizon estimation for networked systems with quantized measurements and packet dropouts

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Fast moving horizon state estimation for discrete-time systems using single and multi iteration descent methods

Descent algorithms based on the gradient,conjugate gradient, and Newton methods are investigated to perform optimization in moving horizon state estimation for discrete-time linear and nonlinear systems. Conditions that ensure the stability of the estimation error are established for single and multi iteration schemes with a least-squares cost function that takes into account only a batch of most recent information. Simulation results show the effectiveness of the proposed approaches also in comparison with techniques based on the Kalman filter

Gaussian Process-Based Nonlinear Moving Horizon Estimation

In this paper, we propose a novel Gaussian process-based moving horizon estimation (MHE) framework for unknown nonlinear systems. In the proposed scheme, we take advantage of the properties of Gaussian processes. On the one hand, we approximate the system dynamics by the posterior means of the learned Gaussian processes (GPs). On the other hand, we exploit the posterior variances of the Gaussian processes to design the weighting matrices in the MHE cost function and account for the uncertainty in the learned system dynamics. The data collection and the tuning of the hyperparameters are done offline. We prove robust stability of the GP-based MHE scheme using a Lyapunov-based proof technique. Furthermore, as additional contribution, we analyze under which conditions incremental input/output-to-state stability (a nonlinear detectability notion) is preserved when approximating the system dynamics using, e.g., machine learning techniques. Finally, we illustrate the performance of the GP-based MHE scheme in a simulation case study and show how the chosen weighting matrices can lead to an improved performance compared to standard cost functions.Comment: 16 page

Moving-horizon state estimation for nonlinear systems using neural networks

Abstract\u2014In recent results, a moving-horizon state estimation problem has been addressed for a class of nonlinear discrete-time systems with bounded noises acting on the system and measurement equations. For the resulting estimator, suboptimal solutions can be addressed for which a certain error is allowed in the minimization of the cost function. Building on such results, in this paper the use of nonlinear parameterized functions is studied to obtain suitable state estimators with guaranteed performance. Thanks to the off-line optimization of the parameters, the estimates can be generated on line almost instantly. A new technique based on the approximation of the cost value (and not of its argument) is proposed and the properties of such a scheme are studied. Simulation results are presented to show the effectiveness of the proposed approach in comparison with the extended Kalman filter

Real-Time Substrate Feed Optimization of Anaerobic Co-Digestion Plants

In anaerobic co-digestion plants a mix of organic materials is converted to biogas using the anaerobic digestion process. These organic materials, called substrates, can be crops, sludge, manure, organic wastes and many more. They are fed on a daily basis and significantly affect the biogas production process. In this thesis dynamic real-time optimization of the substrate feed for anaerobic co-digestion plants is developed. In dynamic real-time optimization a dynamic simulation model is used to predict the future performance of the controlled plant. Therefore, a complex simulation model for biogas plants is developed, which uses the famous Anaerobic Digestion Model No. 1 (ADM1). With this model the future economics as well as stability can be calculated resulting in a multi-objective performance criterion. Using multi-objective nonlinear model predictive control (NMPC) the model predictions are used to find the optimal substrate feed for the biogas plant. Therefore, NMPC solves an optimization problem over a moving horizon and applies the optimal substrate feed to the plant for a short while before recalculating the new optimal solution. The multi-objective optimization problem is solved using state-of-the-art methods such as SMS-EMOA and SMS-EGO. The performance of the proposed approach is validated in a detailed simulation studyAlgorithms and the Foundations of Software technolog