Linearly Solvable Stochastic Control Lyapunov Functions

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation to a linear partial differential equation for a class of problems with a particular constraint on the stochastic forcing. This linear partial differential equation can then be relaxed to a linear differential inclusion, allowing for relaxed solutions to be generated using sum of squares programming. The resulting relaxed solutions are in fact viscosity super/subsolutions, and by the maximum principle are pointwise upper and lower bounds to the underlying value function, even for coarse polynomial approximations. Furthermore, the pointwise upper bound is shown to be a stochastic control Lyapunov function, yielding a method for generating nonlinear controllers with pointwise bounded distance from the optimal cost when using the optimal controller. These approximate solutions may be computed with non-increasing error via a hierarchy of semidefinite optimization problems. Finally, this paper develops a-priori bounds on trajectory suboptimality when using these approximate value functions, as well as demonstrates that these methods, and bounds, can be applied to a more general class of nonlinear systems not obeying the constraint on stochastic forcing. Simulated examples illustrate the methodology.Comment: Published in SIAM Journal of Control and Optimizatio

Design of generalized minimum variance controllers for nonlinear multivariable systems

The design and implementation of Generalized Minimum Variance control laws for nonlinear multivariable systems that can include severe nonlinearities is considered. The quadratic cost index minimised involves dynamically weighted error and nonlinear control signal costing terms. The aim here is to show the controller obtained is simple to design and implement. The features of the control law are explored. The controller obtained includes an internal model of the process and in one form is a nonlinear version of the Smith Predictor

New advances in H∞ control and filtering for nonlinear systems

The main objective of this special issue is to summarise recent advances in H∞ control and filtering for nonlinear systems, including time-delay, hybrid and stochastic systems. The published papers provide new ideas and approaches, clearly indicating the advances made in problem statements, methodologies or applications with respect to the existing results. The special issue also includes papers focusing on advanced and non-traditional methods and presenting considerable novelties in theoretical background or experimental setup. Some papers present applications to newly emerging fields, such as network-based control and estimation

GMV control of nonlinear multivariable systems

A Generalized Minimum Variance control law is derived for the control of nonlinear, possibly time-varying multivariable systems. The solution for the control law is original and was obtained in the time-domain using a simple operator representation of the process. The quadratic cost index involves both error and control signal costing terms. The controller obtained is simple to implement and includes an internal model of the process. In one form might be considered a nonlinear version of the Smith Predictor. However, unlike the Smith Predictor a stabilizing control law can be obtained even for some open-loop unstable processe

On general systems with network-enhanced complexities

In recent years, the study of networked control systems (NCSs) has gradually become an active research area due to the advantages of using networked media in many aspects such as the ease of maintenance and installation, the large flexibility and the low cost. It is well known that the devices in networks are mutually connected via communication cables that are of limited capacity. Therefore, some network-induced phenomena have inevitably emerged in the areas of signal processing and control engineering. These phenomena include, but are not limited to, network-induced communication delays, missing data, signal quantization, saturations, and channel fading. It is of great importance to understand how these phenomena influence the closed-loop stability and performance properties

Optimal control of ankle joint moment: Toward unsupported standing in paraplegia

This paper considers part of the problem of how to provide unsupported standing for paraplegics by feedback control. In this work our overall objective is to stabilize the subject by stimulation only of his ankle joints while the other joints are braced, Here, we investigate the problem of ankle joint moment control. The ankle plantarflexion muscles are first identified with pseudorandom binary sequence (PRBS) signals, periodic sinusoidal signals, and twitches. The muscle is modeled in Hammerstein form as a static recruitment nonlinearity followed by a linear transfer function. A linear-quadratic-Gaussian (LQG)-optimal controller design procedure for ankle joint moment was proposed based on the polynomial equation formulation, The approach was verified by experiments in the special Wobbler apparatus with a neurologically intact subject, and these experimental results are reported. The controller structure is formulated in such a way that there are only two scalar design parameters, each of which has a clear physical interpretation. This facilitates fast controller synthesis and tuning in the laboratory environment. Experimental results show the effects of the controller tuning parameters: the control weighting and the observer response time, which determine closed-loop properties. Using these two parameters the tradeoff between disturbance rejection and measurement noise sensitivity can be straightforwardly balanced while maintaining a desired speed of tracking. The experimentally measured reference tracking, disturbance rejection, and noise sensitivity are good and agree with theoretical expectations