Economic health-aware LPV-MPC based on system reliability assessment for water transport network

This paper proposes a health-aware control approach for drinking water transport networks. This approach is based on an economic model predictive control (MPC) that considers an additional goal with the aim of extending the components and system reliability. The components and system reliability are incorporated into the MPC model using a Linear Parameter Varying (LPV) modeling approach. The MPC controller uses additionally an economic objective function that determines the optimal filling/emptying sequence of the tanks considering that electricity price varies between day and night and that the demand also follows a 24-h repetitive pattern. The proposed LPV-MPC control approach allows considering the model nonlinearities by embedding them in the parameters. The values of these varying parameters are updated at each iteration taking into account the new values of the scheduling variables. In this way, the optimization problem associated with the MPC problem is solved by means of Quadratic Programming (QP) to avoid the use of nonlinear programming. This iterative approach reduces the computational load compared to the solution of a nonlinear optimization problem. A case study based on the Barcelona water transport network is used for assessing the proposed approach performance.Peer ReviewedPostprint (published version

Computational burden reduction in Min-Max MPC

Min–max model predictive control (MMMPC) is one of the strategies used to control plants subject to bounded uncertainties. The implementation of MMMPC suffers a large computational burden due to the complex numerical optimization problem that has to be solved at every sampling time. This paper shows how to overcome this by transforming the original problem into a reduced min–max problem whose solution is much simpler. In this way, the range of processes to which MMMPC can be applied is considerably broadened. Proofs based on the properties of the cost function and simulation examples are given in the paper

A Probabilistic Approach to Robust Optimal Experiment Design with Chance Constraints

Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output data sets with high information content for parameter estimation. Standard OED approaches however face two challenges: (i) experiment design under incomplete system information due to unknown true parameters, which usually requires many iterations of OED; (ii) incapability of systematically accounting for the inherent uncertainties of complex systems, which can lead to diminished effectiveness of the designed optimal excitation signal as well as violation of system constraints. This paper presents a robust OED approach for nonlinear systems with arbitrarily-shaped time-invariant probabilistic uncertainties. Polynomial chaos is used for efficient uncertainty propagation. The distinct feature of the robust OED approach is the inclusion of chance constraints to ensure constraint satisfaction in a stochastic setting. The presented approach is demonstrated by optimal experimental design for the JAK-STAT5 signaling pathway that regulates various cellular processes in a biological cell.Comment: Submitted to ADCHEM 201

Data-driven Economic NMPC using Reinforcement Learning

Reinforcement Learning (RL) is a powerful tool to perform data-driven optimal control without relying on a model of the system. However, RL struggles to provide hard guarantees on the behavior of the resulting control scheme. In contrast, Nonlinear Model Predictive Control (NMPC) and Economic NMPC (ENMPC) are standard tools for the closed-loop optimal control of complex systems with constraints and limitations, and benefit from a rich theory to assess their closed-loop behavior. Unfortunately, the performance of (E)NMPC hinges on the quality of the model underlying the control scheme. In this paper, we show that an (E)NMPC scheme can be tuned to deliver the optimal policy of the real system even when using a wrong model. This result also holds for real systems having stochastic dynamics. This entails that ENMPC can be used as a new type of function approximator within RL. Furthermore, we investigate our results in the context of ENMPC and formally connect them to the concept of dissipativity, which is central for the ENMPC stability. Finally, we detail how these results can be used to deploy classic RL tools for tuning (E)NMPC schemes. We apply these tools on both a classical linear MPC setting and a standard nonlinear example from the ENMPC literature

Model Predictive Control meets robust Kalman filtering

Model Predictive Control (MPC) is the principal control technique used in industrial applications. Although it offers distinguishable qualities that make it ideal for industrial applications, it can be questioned its robustness regarding model uncertainties and external noises. In this paper we propose a robust MPC controller that merges the simplicity in the design of MPC with added robustness. In particular, our control system stems from the idea of adding robustness in the prediction phase of the algorithm through a specific robust Kalman filter recently introduced. Notably, the overall result is an algorithm very similar to classic MPC but that also provides the user with the possibility to tune the robustness of the control. To test the ability of the controller to deal with errors in modeling, we consider a servomechanism system characterized by nonlinear dynamics

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

Threshold Models for Trended Time Series

This paper presents the theoretical development of new threshold autoregressive models based on trended time series. The theoretical arguments underlying the models are outlined and a nonlinear economic model is used to derive the specification of the empirical econometric models. Estimation and testing issues are considered and analysed. Additionally, the models are applied to the empirical investigation of US GDP. The results are encouraging and warrant further research

Non-linear models for a gypsum kiln. A comparative analysis

INTERNATIONAL FEDERATION OF AUTOMATIC CONTROL. WORLD CONGRESS (15.2002.BARCELONA)This paper presents several non-linear models adjusted in order to capture the dynamics of a gypsum kiln. The behavior of this kind of processes is affected by nonlinear effects caused by the existence of disturbances and the coupling among some variables. The use of second order Volterra and Hammerstein models as appropriate solutions to describe the process dynamics is analyzed. A thorough study of the best model order and structure is performed. Coefficients that best fit real data are also selected. This work aims to obtain a good non-linear model in order to implement a non-linear predictive controller, able to improve the performances of those linear controllers already tested on the plant.Comisión Interministerial de Ciencia y Tecnología (CICYT) 1FD97-083