Piecewise Linear Control Systems

This thesis treats analysis and design of piecewise linear control systems. Piecewise linear systems capture many of the most common nonlinearities in engineering systems, and they can also be used for approximation of other nonlinear systems. Several aspects of linear systems with quadratic constraints are generalized to piecewise linear systems with piecewise quadratic constraints. It is shown how uncertainty models for linear systems can be extended to piecewise linear systems, and how these extensions give insight into the classical trade-offs between fidelity and complexity of a model. Stability of piecewise linear systems is investigated using piecewise quadratic Lyapunov functions. Piecewise quadratic Lyapunov functions are much more powerful than the commonly used quadratic Lyapunov functions. It is shown how piecewise quadratic Lyapunov functions can be computed via convex optimization in terms of linear matrix inequalities. The computations are based on a compact parameterization of continuous piecewise quadratic functions and conditional analysis using the S-procedure. A unifying framework for computation of a variety of Lyapunov functions via convex optimization is established based on this parameterization. Systems with attractive sliding modes and systems with bounded regions of attraction are also treated. Dissipativity analysis and optimal control problems with piecewise quadratic cost functions are solved via convex optimization. The basic results are extended to fuzzy systems, hybrid systems and smooth nonlinear systems. It is shown how Lyapunov functions with a discontinuous dependence on the discrete state can be computed via convex optimization. An automated procedure for increasing the flexibility of the Lyapunov function candidate is suggested based on linear programming duality. A Matlab toolbox that implements several of the results derived in the thesis is presented

Robust Multi-Criteria Optimal Fuzzy Control of Continuous-Time Nonlinear Systems

This paper presents a novel fuzzy control design of continuous-time nonlinear systems with multiple performance criteria. The purpose behind this work is to improve the traditional fuzzy controller performance to satisfy several performance criteria simultaneously to secure quadratic optimality with inherent stability property together with dissipativity type of disturbance reduction. The Takagi– Sugeno fuzzy model is used in our control system design. By solving the linear matrix inequality at each time step, the control solution can be found to satisfy the mixed performance criteria. The effectiveness of the proposed technique is demonstrated by simulation of the control of the inverted pendulum system

Analysis, filtering, and control for Takagi-Sugeno fuzzy models in networked systems

Copyright © 2015 Sunjie Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.The fuzzy logic theory has been proven to be effective in dealing with various nonlinear systems and has a great success in industry applications. Among different kinds of models for fuzzy systems, the so-called Takagi-Sugeno (T-S) fuzzy model has been quite popular due to its convenient and simple dynamic structure as well as its capability of approximating any smooth nonlinear function to any specified accuracy within any compact set. In terms of such a model, the performance analysis and the design of controllers and filters play important roles in the research of fuzzy systems. In this paper, we aim to survey some recent advances on the T-S fuzzy control and filtering problems with various network-induced phenomena. The network-induced phenomena under consideration mainly include communication delays, packet dropouts, signal quantization, and randomly occurring uncertainties (ROUs). With such network-induced phenomena, the developments on T-S fuzzy control and filtering issues are reviewed in detail. In addition, some latest results on this topic are highlighted. In the end, conclusions are drawn and some possible future research directions are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grants 61134009, 61329301, 11301118 and 61174136, the Natural Science Foundation of Jiangsu Province of China under Grant BK20130017, the Fundamental Research Funds for the Central Universities of China under Grant CUSF-DH-D-2013061, the Royal Society of the U.K., and the Alexander von Humboldt Foundation of Germany

Model predictive control techniques for hybrid systems

This paper describes the main issues encountered when applying model predictive control to hybrid processes. Hybrid model predictive control (HMPC) is a research field non-fully developed with many open challenges. The paper describes some of the techniques proposed by the research community to overcome the main problems encountered. Issues related to the stability and the solution of the optimization problem are also discussed. The paper ends by describing the results of a benchmark exercise in which several HMPC schemes were applied to a solar air conditioning plant.Ministerio de Eduación y Ciencia DPI2007-66718-C04-01Ministerio de Eduación y Ciencia DPI2008-0581

Review of modern numerical methods for a simple vanilla option pricing problem

Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model. The increasing complexity of these market assumptions contributes to the popularity of the numerical treatment of option valuation. Therefore, the pricing and hedging of plain vanilla options under the Black–Scholes model usually serve as a bench-mark for the development of new numerical pricing approaches and methods designed for advanced option pricing models. The objective of the paper is to present and compare the methodological concepts for the valuation of simple vanilla options using the relatively modern numerical techniques in this issue which arise from the discontinuous Galerkin method, the wavelet approach and the fuzzy transform technique. A theoretical comparison is accompanied by an empirical study based on the numerical verification of simple vanilla option prices. The resulting numerical schemes represent a particularly effective option pricing tool that enables some features of options that are depend-ent on the discretization of the computational domain as well as the order of the polynomial approximation to be captured better

A review of convex approaches for control, observation and safety of linear parameter varying and Takagi-Sugeno systems

This paper provides a review about the concept of convex systems based on Takagi-Sugeno, linear parameter varying (LPV) and quasi-LPV modeling. These paradigms are capable of hiding the nonlinearities by means of an equivalent description which uses a set of linear models interpolated by appropriately defined weighing functions. Convex systems have become very popular since they allow applying extended linear techniques based on linear matrix inequalities (LMIs) to complex nonlinear systems. This survey aims at providing the reader with a significant overview of the existing LMI-based techniques for convex systems in the fields of control, observation and safety. Firstly, a detailed review of stability, feedback, tracking and model predictive control (MPC) convex controllers is considered. Secondly, the problem of state estimation is addressed through the design of proportional, proportional-integral, unknown input and descriptor observers. Finally, safety of convex systems is discussed by describing popular techniques for fault diagnosis and fault tolerant control (FTC).Peer ReviewedPostprint (published version

The predictive functional control and the management of constraints in GUANAY II autonomous underwater vehicle actuators

Autonomous underwater vehicle control has been a topic of research in the last decades. The challenges addressed vary depending on each research group's interests. In this paper, we focus on the predictive functional control (PFC), which is a control strategy that is easy to understand, install, tune, and optimize. PFC is being developed and applied in industrial applications, such as distillation, reactors, and furnaces. This paper presents the rst application of the PFC in autonomous underwater vehicles, as well as the simulation results of PFC, fuzzy, and gain scheduling controllers. Through simulations and navigation tests at sea, which successfully validate the performance of PFC strategy in motion control of autonomous underwater vehicles, PFC performance is compared with other control techniques such as fuzzy and gain scheduling control. The experimental tests presented here offer effective results concerning control objectives in high and intermediate levels of control. In high-level point, stabilization and path following scenarios are proven. In the intermediate levels, the results show that position and speed behaviors are improved using the PFC controller, which offers the smoothest behavior. The simulation depicting predictive functional control was the most effective regarding constraints management and control rate change in the Guanay II underwater vehicle actuator. The industry has not embraced the development of control theories for industrial systems because of the high investment in experts required to implement each technique successfully. However, this paper on the functional predictive control strategy evidences its easy implementation in several applications, making it a viable option for the industry given the short time needed to learn, implement, and operate, decreasing impact on the business and increasing immediacy.Peer ReviewedPostprint (author's final draft

Gain-scheduled H∞ control via parameter-dependent Lyapunov functions

Synthesising a gain-scheduled output feedback H∞ controller via parameter-dependent Lyapunov functions for linear parameter-varying (LPV) plant models involves solving an infinite number of linear matrix inequalities (LMIs). In practice, for affine LPV models, a finite number of LMIs can be achieved using convexifying techniques. This paper proposes an alternative approach to achieve a finite number of LMIs. By simple manipulations on the bounded real lemma inequality, a symmetric matrix polytope inequality can be formed. Hence, the LMIs need only to be evaluated at all vertices of such a symmetric matrix polytope. In addition, a construction technique of the intermediate controller variables is also proposed as an affine matrix-valued function in the polytopic coordinates of the scheduled parameters. Computational results on a numerical example using the approach were compared with those from a multi-convexity approach in order to demonstrate the impacts of the approach on parameter-dependent Lyapunov-based stability and performance analysis. Furthermore, numerical simulation results show the effectiveness of these proposed techniques

Robust H∞ control for discrete-time fuzzy systems with infinite-distributed delays

Copyright [2009] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.This paper is concerned with the robust H∞ control problem for a class of discrete-time Takagi-Sugeno (T-S) fuzzy systems with time delays and uncertain parameters. The time delay is assumed to be infinitely distributed in the discrete-time domain, and the uncertain parameters are norm-bounded. By using the linear matrix inequality (LMI) technique, sufficient conditions are derived for ensuring the exponential stability as well as the H infin performance for the closed-loop fuzzy control system. It is also shown that the controller gain can be characterized in terms of the solution to a set of LMIs, which can be easily solved by using standard software packages. A simulation example is exploited in order to illustrate the effectiveness of the proposed design procedures

On the interpretation and identification of dynamic Takagi-Sugenofuzzy models

Dynamic Takagi-Sugeno fuzzy models are not always easy to interpret, in particular when they are identified from experimental data. It is shown that there exists a close relationship between dynamic Takagi-Sugeno fuzzy models and dynamic linearization when using affine local model structures, which suggests that a solution to the multiobjective identification problem exists. However, it is also shown that the affine local model structure is a highly sensitive parametrization when applied in transient operating regimes. Due to the multiobjective nature of the identification problem studied here, special considerations must be made during model structure selection, experiment design, and identification in order to meet both objectives. Some guidelines for experiment design are suggested and some robust nonlinear identification algorithms are studied. These include constrained and regularized identification and locally weighted identification. Their usefulness in the present context is illustrated by examples