5,163 research outputs found

    Nonlinear Model Predictive Control Considering Stochastic and Systematic Uncertainties with Sets of Densities

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    In Model Predictive Control, the quality of control is highly dependent upon the model of the system under control. Therefore, a precise deterministic model is desirable. However, in real-world applications, modeling accuracy is typically limited and systems are generally affected by disturbances. Hence, it is important to systematically consider these uncertainties and to model them correctly. In this paper, we present a novel Nonlinear Model Predictive Control method for systems affected by two different types of perturbations that are modeled as being either stochastic or unknown but bounded quantities. We derive a formal generalization of the Nonlinear Model Predictive Control principle for considering both types of uncertainties simultaneously, which is achieved by using sets of probability densities. In doing so, a more robust and reliable control is obtained. The capabilities and benefits of our approach are demonstrated in real-world experiments with miniature walking robots

    Stochastic Nonlinear Model Predictive Control with Efficient Sample Approximation of Chance Constraints

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    This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost function in terms of expected values and higher moments of the states, and chance constraints that ensure probabilistic constraint satisfaction. The generalized polynomial chaos framework is used to propagate the time-invariant stochastic uncertainties through the nonlinear system dynamics, and to efficiently sample from the probability densities of the states to approximate the satisfaction probability of the chance constraints. To increase computational efficiency by avoiding excessive sampling, a statistical analysis is proposed to systematically determine a-priori the least conservative constraint tightening required at a given sample size to guarantee a desired feasibility probability of the sample-approximated chance constraint optimization problem. In addition, a method is presented for sample-based approximation of the analytic gradients of the chance constraints, which increases the optimization efficiency significantly. The proposed stochastic nonlinear model predictive control approach is applicable to a broad class of nonlinear systems with the sufficient condition that each term is analytic with respect to the states, and separable with respect to the inputs, states and parameters. The closed-loop performance of the proposed approach is evaluated using the Williams-Otto reactor with seven states, and ten uncertain parameters and initial conditions. The results demonstrate the efficiency of the approach for real-time stochastic model predictive control and its capability to systematically account for probabilistic uncertainties in contrast to a nonlinear model predictive control approaches.Comment: Submitted to Journal of Process Contro

    Wind Energy: Forecasting Challenges for its Operational Management

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    Renewable energy sources, especially wind energy, are to play a larger role in providing electricity to industrial and domestic consumers. This is already the case today for a number of European countries, closely followed by the US and high growth countries, for example, Brazil, India and China. There exist a number of technological, environmental and political challenges linked to supplementing existing electricity generation capacities with wind energy. Here, mathematicians and statisticians could make a substantial contribution at the interface of meteorology and decision-making, in connection with the generation of forecasts tailored to the various operational decision problems involved. Indeed, while wind energy may be seen as an environmentally friendly source of energy, full benefits from its usage can only be obtained if one is able to accommodate its variability and limited predictability. Based on a short presentation of its physical basics, the importance of considering wind power generation as a stochastic process is motivated. After describing representative operational decision-making problems for both market participants and system operators, it is underlined that forecasts should be issued in a probabilistic framework. Even though, eventually, the forecaster may only communicate single-valued predictions. The existing approaches to wind power forecasting are subsequently described, with focus on single-valued predictions, predictive marginal densities and space-time trajectories. Upcoming challenges related to generating improved and new types of forecasts, as well as their verification and value to forecast users, are finally discussed.Comment: Published in at http://dx.doi.org/10.1214/13-STS445 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Type Ia Supernova Light Curve Inference: Hierarchical Bayesian Analysis in the Near Infrared

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    We present a comprehensive statistical analysis of the properties of Type Ia SN light curves in the near infrared using recent data from PAIRITEL and the literature. We construct a hierarchical Bayesian framework, incorporating several uncertainties including photometric error, peculiar velocities, dust extinction and intrinsic variations, for coherent statistical inference. SN Ia light curve inferences are drawn from the global posterior probability of parameters describing both individual supernovae and the population conditioned on the entire SN Ia NIR dataset. The logical structure of the hierarchical model is represented by a directed acyclic graph. Fully Bayesian analysis of the model and data is enabled by an efficient MCMC algorithm exploiting the conditional structure using Gibbs sampling. We apply this framework to the JHK_s SN Ia light curve data. A new light curve model captures the observed J-band light curve shape variations. The intrinsic variances in peak absolute magnitudes are: sigma(M_J) = 0.17 +/- 0.03, sigma(M_H) = 0.11 +/- 0.03, and sigma(M_Ks) = 0.19 +/- 0.04. We describe the first quantitative evidence for correlations between the NIR absolute magnitudes and J-band light curve shapes, and demonstrate their utility for distance estimation. The average residual in the Hubble diagram for the training set SN at cz > 2000 km/s is 0.10 mag. The new application of bootstrap cross-validation to SN Ia light curve inference tests the sensitivity of the model fit to the finite sample and estimates the prediction error at 0.15 mag. These results demonstrate that SN Ia NIR light curves are as effective as optical light curves, and, because they are less vulnerable to dust absorption, they have great potential as precise and accurate cosmological distance indicators.Comment: 24 pages, 15 figures, 4 tables. Accepted for publication in ApJ. Corrected typo, added references, minor edit

    Physics-Based Probabilistic Motion Compensation of Elastically Deformable Objects

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    A predictive tracking approach and a novel method for visual motion compensation are introduced, which accurately reconstruct and compensate the deformation of the elastic object, even in the case of complete measurement information loss. The core of the methods involves a probabilistic physical model of the object, from which all other mathematical models are systematically derived. Due to flexible adaptation of the models, the balance between their complexity and their accuracy is achieved
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