A review on analysis and synthesis of nonlinear stochastic systems with randomly occurring incomplete information

Copyright q 2012 Hongli Dong 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.In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modeling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Such a phenomenon typically appears in a networked environment. Examples include, but are not limited to, randomly occurring uncertainties, randomly occurring nonlinearities, randomly occurring saturation, randomly missing measurements and randomly occurring quantization. Randomly occurring incomplete information, if not properly handled, would seriously deteriorate the performance of a control system. In this paper, we aim to survey some recent advances on the analysis and synthesis problems for nonlinear stochastic systems with randomly occurring incomplete information. The developments of the filtering, control and fault detection problems are systematically reviewed. Latest results on analysis and synthesis of nonlinear stochastic systems are discussed in great detail. In addition, various distributed filtering technologies over sensor networks are highlighted. Finally, some concluding remarks are given and some possible future research directions are pointed out. © 2012 Hongli Dong et al.This work was supported in part by the National Natural Science Foundation of China under Grants 61273156, 61134009, 61273201, 61021002, and 61004067, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National Science Foundation of the USA under Grant No. HRD-1137732, and the Alexander von Humboldt Foundation of German

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

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Stochastic MPC Design for a Two-Component Granulation Process

We address the issue of control of a stochastic two-component granulation process in pharmaceutical applications through using Stochastic Model Predictive Control (SMPC) and model reduction to obtain the desired particle distribution. We first use the method of moments to reduce the governing integro-differential equation down to a nonlinear ordinary differential equation (ODE). This reduced-order model is employed in the SMPC formulation. The probabilistic constraints in this formulation keep the variance of particles' drug concentration in an admissible range. To solve the resulting stochastic optimization problem, we first employ polynomial chaos expansion to obtain the Probability Distribution Function (PDF) of the future state variables using the uncertain variables' distributions. As a result, the original stochastic optimization problem for a particulate system is converted to a deterministic dynamic optimization. This approximation lessens the computation burden of the controller and makes its real time application possible.Comment: American control Conference, May, 201

Robust model predictive control for linear systems subject to norm-bounded model Uncertainties and Disturbances: An Implementation to industrial directional drilling system

Model Predictive Control (MPC) refers to a class of receding horizon algorithms in which the current control action is computed by solving online, at each sampling instant, a constrained optimization problem. MPC has been widely implemented within the industry, due to its ability to deal with multivariable processes and to explicitly consider any physical constraints within the optimal control problem in a straightforward manner. However, the presence of uncertainty, whether in the form of additive disturbances, state estimation error or plant-model mismatch, and the robust constraints satisfaction and stability, remain an active area of research. The family of predictive control algorithms, which explicitly take account of process uncertainties/disturbances whilst guaranteeing robust constraint satisfaction and performance is referred to as Robust MPC (RMPC) schemes. In this thesis, RMPC algorithms based on Linear Matrix Inequality (LMI) optimization are investigated, with the overall aim of improving robustness and control performance, while maintaining conservativeness and computation burden at low levels. Typically, the constrained RMPC problem with state-feedback parameterizations is nonlinear (and nonconvex) with a prohibitively high computational burden for online implementation. To remedy this issue, a novel approach is proposed to linearize the state-feedback RMPC problem, with minimal conservatism, through the use of semidefinite relaxation techniques and the Elimination Lemma. The proposed algorithm computes the state-feedback gain and perturbation online by solving an LMI optimization that, in comparison to other schemes in the literature is shown to have a substantially reduced computational burden without adversely affecting the tracking performance of the controller. In the case that only (noisy) output measurements are available, an output-feedback RMPC algorithm is also derived for norm-bounded uncertain systems. The novelty lies in the fact that, instead of using an offline estimation scheme or a fixed linear observer, the past input/output data is used within a Robust Moving Horizon Estimation (RMHE) scheme to compute (tight) bounds on the current state. These current state bounds are then used within the RMPC control algorithm. To reduce conservatism, the output-feedback control gain and control perturbation are both explicitly considered as decision variables in the online LMI optimization. Finally, the aforementioned robust control strategies are applied in an industrial directional drilling configuration and their performance is illustrated by simulations. A rotary steerable system (RSS) is a drilling technology that has been extensively studied over the last 20 years in hydrocarbon exploration and is used to drill complex curved borehole trajectories. RSSs are commonly treated as dynamic robotic actuator systems, driven by a reference signal and typically controlled by using a feedback loop control law. However, due to spatial delays, parametric uncertainties, and the presence of disturbances in such an unpredictable working environment, designing such control laws is not a straightforward process. Furthermore, due to their inherent delayed feedback, described by delay differential equations (DDE), directional drilling systems have the potential to become unstable given the requisite conditions. To address this problem, a simplified model described by ordinary differential equations (ODE) is first proposed, and then taking into account disturbances and system uncertainties that arise from design approximations, the proposed RMPC algorithm is used to automate the directional drilling system.Open Acces