Direct data-driven control of constrained linear parameter-varying systems: A hierarchical approach

In many nonlinear control problems, the plant can be accurately described by a linear model whose operating point depends on some measurable variables, called scheduling signals. When such a linear parameter-varying (LPV) model of the open-loop plant needs to be derived from a set of data, several issues arise in terms of parameterization, estimation, and validation of the model before designing the controller. Moreover, the way modeling errors affect the closed-loop performance is still largely unknown in the LPV context. In this paper, a direct data-driven control method is proposed to design LPV controllers directly from data without deriving a model of the plant. The main idea of the approach is to use a hierarchical control architecture, where the inner controller is designed to match a simple and a-priori specified closed-loop behavior. Then, an outer model predictive controller is synthesized to handle input/output constraints and to enhance the performance of the inner loop. The effectiveness of the approach is illustrated by means of a simulation and an experimental example. Practical implementation issues are also discussed.Comment: Preliminary version of the paper "Direct data-driven control of constrained systems" published in the IEEE Transactions on Control Systems Technolog

Towards Efficient Maximum Likelihood Estimation of LPV-SS Models

How to efficiently identify multiple-input multiple-output (MIMO) linear parameter-varying (LPV) discrete-time state-space (SS) models with affine dependence on the scheduling variable still remains an open question, as identification methods proposed in the literature suffer heavily from the curse of dimensionality and/or depend on over-restrictive approximations of the measured signal behaviors. However, obtaining an SS model of the targeted system is crucial for many LPV control synthesis methods, as these synthesis tools are almost exclusively formulated for the aforementioned representation of the system dynamics. Therefore, in this paper, we tackle the problem by combining state-of-the-art LPV input-output (IO) identification methods with an LPV-IO to LPV-SS realization scheme and a maximum likelihood refinement step. The resulting modular LPV-SS identification approach achieves statical efficiency with a relatively low computational load. The method contains the following three steps: 1) estimation of the Markov coefficient sequence of the underlying system using correlation analysis or Bayesian impulse response estimation, then 2) LPV-SS realization of the estimated coefficients by using a basis reduced Ho-Kalman method, and 3) refinement of the LPV-SS model estimate from a maximum-likelihood point of view by a gradient-based or an expectation-maximization optimization methodology. The effectiveness of the full identification scheme is demonstrated by a Monte Carlo study where our proposed method is compared to existing schemes for identifying a MIMO LPV system

Predictive LPV control of a liquid-gas separation process

[EN] The problem of controlling a liquid-gas separation process is approached by using LPV control techniques. An LPV model is derived from a nonlinear model of the process using differential inclusion techniques. Once an LPV model is available, an LPV controller can be synthesized. The authors present a predictive LPV controller based on the GPC controller [Clarke D, Mohtadi C, Tuffs P. Generalized predictive control - Part I. Automatica 1987;23(2):137-48; Clarke D, Mohtadi C, Tuffs P. Generalized predictive control - Part II. Extensions and interpretations. Automatica 1987;23(2):149-60]. The resulting controller is denoted as GPC-LPV. This one shows the same structure as a general LPV controller [El Gahoui L, Scorletti G. Control of rational systems using linear-fractional representations and linear matrix inequalities. Automatica 1996;32(9):1273-84; Scorletti G, El Ghaoui L. Improved LMI conditions for gain scheduling and related control problems. International Journal of Robust Nonlinear Control 1998;8:845-77; Apkarian P, Tuan HD. Parametrized LMIs in control theory. In: Proceedings of the 37th IEEE conference on decision and control; 1998. p. 152-7; Scherer CW. LPV control and full block multipliers. Automatica 2001;37:361-75], which presents a linear fractional dependence on the process signal measurements. Therefore, this controller has the ability of modifying its dynamics depending on measurements leading to a possibly nonlinear controller. That controller is designed in two steps. First, for a given steady state point is obtained a linear GPC using a linear local model of the nonlinear system around that operating point. And second, using bilinear and linear matrix inequalities (BMIs/LMIs) the remaining matrices of GPC-LPV are selected in order to achieve some closed loop properties: stability in some operation zone, norm bounding of some input/output channels, maximum settling time, maximum overshoot, etc., given some LPV model for the nonlinear system. As an application, a GPC-LPV is designed for the derived LPV model of the liquid-gas separation process. This methodology can be applied to any nonlinear system which can be embedded in an LPV system using differential inclusion techniques. (C) 2006 Elsevier Ltd. All rights reserved.Partially supported by projects: CICYT DPI2004-08383-C03-02 and DPI2005-07835.Salcedo-Romero-De-Ávila, J.; Martínez Iranzo, MA.; Ramos Fernández, C.; Herrero Durá, JM. (2007). Predictive LPV control of a liquid-gas separation process. Advances in Engineering Software. 38(7):466-474. https://doi.org/10.1016/j.advengsoft.2006.10.003S46647438

Optimal control and robust estimation for ocean wave energy converters

This thesis deals with the optimal control of wave energy converters and some associated observer design problems. The first part of the thesis will investigate model predictive control of an ocean wave energy converter to maximize extracted power. A generic heaving converter that can have both linear dampers and active elements as a power take-off system is considered and an efficient optimal control algorithm is developed for use within a receding horizon control framework. The optimal control is also characterized analytically. A direct transcription of the optimal control problem is also considered as a general nonlinear program. A variation of the projected gradient optimization scheme is formulated and shown to be feasible and computationally inexpensive compared to a standard nonlinear program solver. Since the system model is bilinear and the cost function is not convex quadratic, the resulting optimization problem is shown not to be a quadratic program. Results are compared with other methods like optimal latching to demonstrate the improvement in absorbed power under irregular sea condition simulations. In the second part, robust estimation of the radiation forces and states inherent in the optimal control of wave energy converters is considered. Motivated by this, low order H∞ observer design for bilinear systems with input constraints is investigated and numerically tractable methods for design are developed. A bilinear Luenberger type observer is formulated and the resulting synthesis problem reformulated as that for a linear parameter varying system. A bilinear matrix inequality problem is then solved to find nominal and robust quadratically stable observers. The performance of these observers is compared with that of an extended Kalman filter. The robustness of the observers to parameter uncertainty and to variation in the radiation subsystem model order is also investigated. This thesis also explores the numerical integration of bilinear control systems with zero-order hold on the control inputs. Making use of exponential integrators, exact to high accuracy integration is proposed for such systems. New a priori bounds are derived on the computational complexity of integrating bilinear systems with a given error tolerance. Employing our new bounds on computational complexity, we propose a direct exponential integrator to solve bilinear ODEs via the solution of sparse linear systems of equations. Based on this, a novel sparse direct collocation of bilinear systems for optimal control is proposed. These integration schemes are also used within the indirect optimal control method discussed in the first part.Open Acces

A prediction-error identification framework for linear parameter-varying systems

Identification of Linear Parameter-Varying (LPV) models is often addressed in an Input-Output (IO) setting using particular extensions of classical Linear Time-Invariant (LTI) prediction-error methods. However, due to the lack of appropriate system-theoretic results, most of these methods are applied without the understanding of their statistical properties and the behavior of the considered noise models. Using a recently developed series expansion representation of LPV systems, the classical concepts of the prediction-error framework are extended to the LPV case and the statistical properties of estimation are analyzed in the LPV context. In the introduced framework it can be shown that under minor assumptions, the classical results on consistency, convergence, bias and asymptotic variance can be extended for LPV predictionerror models and the concept of noise models can be clearly understood. Preliminary results on persistency of excitation and identifiability can also established

Realization Theory for LPV State-Space Representations with Affine Dependence

In this paper we present a Kalman-style realization theory for linear parameter-varying state-space representations whose matrices depend on the scheduling variables in an affine way (abbreviated as LPV-SSA representations). We deal both with the discrete-time and the continuous-time cases. We show that such a LPV-SSA representation is a minimal (in the sense of having the least number of state-variables) representation of its input-output function, if and only if it is observable and span-reachable. We show that any two minimal LPV-SSA representations of the same input-output function are related by a linear isomorphism, and the isomorphism does not depend on the scheduling variable.We show that an input-output function can be represented by a LPV-SSA representation if and only if the Hankel-matrix of the input-output function has a finite rank. In fact, the rank of the Hankel-matrix gives the dimension of a minimal LPV-SSA representation. Moreover, we can formulate a counterpart of partial realization theory for LPV-SSA representation and prove correctness of the Kalman-Ho algorithm. These results thus represent the basis of systems theory for LPV-SSA representation.Comment: The main difference with respect to the previous version is as follows: typos have been fixe