A Warm-start Interior-point Method for Predictive Control

In predictive control, a quadratic program (QP) needs to be solved at each sampling instant. We present a new warm-start strategy to solve a QP with an interior-point method whose data is slightly perturbed from the previous QP. In this strategy, an initial guess of the unknown variables in the perturbed problem is determined from the computed solution of the previous problem. We demonstrate the effectiveness of our warm-start strategy to a number of online benchmark problems. Numerical results indicate that the proposed technique depends upon the size of perturbation and it leads to a reduction of 30–74% in floating point operations compared to a cold-start interior-point method

Sensitivity-based multistep MPC for embedded systems

In model predictive control (MPC), an optimization problem is solved every sampling instant to determine an optimal control for a physical system. We aim to accelerate this procedure for fast systems applications and address the challenge of implementing the resulting MPC scheme on an embedded system with limited computing power. We present the sensitivity-based multistep MPC, a strategy which considerably reduces the computing requirements in terms of floating point operations (FLOPs), compared to a standard MPC formulation, while fulfilling closed- loop performance expectations. We illustrate by applying the method to a DC-DC converter model and show how a designer can optimally trade off closed-loop performance considerations with computing requirements in order to fit the controller into a resource-constrained embedded system

Quantization in Control Systems and Forward Error Analysis of Iterative Numerical Algorithms

The use of control theory to study iterative algorithms, which can be considered as dynamical systems, opens many opportunities to find new tools for analysis of algorithms. In this paper we show that results from the study of quantization effects in control systems can be used to find systematic ways for forward error analysis of iterative algorithms. The proposed schemes are applied to the classical iterative methods for solving a system of linear equations. The obtained bounds are compared with bounds given in the numerical analysis literature

Constrained LQR for Low-Precision Data Representation

Performing computations with a low-bit number representation results in a faster implementation that uses less silicon, and hence allows an algorithm to be implemented in smaller and cheaper processors without loss of performance. We propose a novel formulation to efficiently exploit the low (or non-standard) precision number representation of some computer architectures when computing the solution to constrained LQR problems, such as those that arise in predictive control. The main idea is to include suitably-defined decision variables in the quadratic program, in addition to the states and the inputs, to allow for smaller roundoff errors in the solver. This enables one to trade off the number of bits used for data representation against speed and/or hardware resources, so that smaller numerical errors can be achieved for the same number of bits (same silicon area). Because of data dependencies, the algorithm complexity, in terms of computation time and hardware resources, does not necessarily increase despite the larger number of decision variables. Examples show that a 10-fold reduction in hardware resources is possible compared to using double precision floating point, without loss of closed-loop performance

Computer Architectures to Close the Loop in Real-time Optimization

© 2015 IEEE.Many modern control, automation, signal processing and machine learning applications rely on solving a sequence of optimization problems, which are updated with measurements of a real system that evolves in time. The solutions of each of these optimization problems are then used to make decisions, which may be followed by changing some parameters of the physical system, thereby resulting in a feedback loop between the computing and the physical system. Real-time optimization is not the same as fast optimization, due to the fact that the computation is affected by an uncertain system that evolves in time. The suitability of a design should therefore not be judged from the optimality of a single optimization problem, but based on the evolution of the entire cyber-physical system. The algorithms and hardware used for solving a single optimization problem in the office might therefore be far from ideal when solving a sequence of real-time optimization problems. Instead of there being a single, optimal design, one has to trade-off a number of objectives, including performance, robustness, energy usage, size and cost. We therefore provide here a tutorial introduction to some of the questions and implementation issues that arise in real-time optimization applications. We will concentrate on some of the decisions that have to be made when designing the computing architecture and algorithm and argue that the choice of one informs the other

The effect of small-amplitude time-dependent changes to the surface morphology of a sphere

Typical approaches to manipulation of flow separation employ passive means or active techniques such as blowing and suction or plasma acceleration. Here it is demonstrated that the flow can be significantly altered by making small changes to the shape of the surface. A proof of concept experiment is performed using a very simple time-dependent perturbation to the surface of a sphere: a roughness element of 1% of the sphere diameter is moved azimuthally around a sphere surface upstream of the uncontrolled laminar separation point, with a rotational frequency as large as the vortex shedding frequency. A key finding is that the non-dimensional time to observe a large effect on the lateral force due to the perturbation produced in the sphere boundary layers as the roughness moves along the surface is ˆt =tU_(∞)/D ≈4. This slow development allows the moving element to produce a tripped boundary layer over an extended region. It is shown that a lateral force can be produced that is as large as the drag. In addition, simultaneous particle image velocimetry and force measurements reveal that a pair of counter-rotating helical vortices are produced in the wake, which have a significant effect on the forces and greatly increase the Reynolds stresses in the wake. The relatively large perturbation to the flow-field produced by the small surface disturbance permits the construction of a phase-averaged, three-dimensional (two-velocity component) wake structure from measurements in the streamwise/radial plane. The vortical structure arising due to the roughness element has implications for flow over a sphere with a nominally smooth surface or distributed roughness. In addition, it is shown that oscillating the roughness element, or shaping its trajectory, can produce a mean lateral force