Fully probabilistic control for stochastic nonlinear control systems with input dependent noise

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained

A Fully Probabilistic Decentralised Control Design for Complex Stochastic Systems

Computational and communication complexity call for robustness of controlled systems as well as for distributed control. The proposed technical solutions in this paper are bottom up solutions where simple controllers are designed to care about individual nodes either completely independently or within various structures like cascade control. Cheap computational resources allow now the improvement of the overall behaviour of the network of such controlled loops by allowing the individual ”nodes” to share information with their neighbours without aiming at hopeless global solution. The current paper inspects this proposed method on a linearised version of coupled map lattice with spatiotemporal chaos yielding close to linear quadratic design which gives insight into possible behaviours of such networks

Enhancing the performance of intelligent control systems in the face of higher levels of complexity and uncertainty

Modern advances in technology have led to more complex manufacturing processes whose success centres on the ability to control these processes with a very high level of accuracy. Plant complexity inevitably leads to poor models that exhibit a high degree of parametric or functional uncertainty. The situation becomes even more complex if the plant to be controlled is characterised by a multivalued function or even if it exhibits a number of modes of behaviour during its operation. Since an intelligent controller is expected to operate and guarantee the best performance where complexity and uncertainty coexist and interact, control engineers and theorists have recently developed new control techniques under the framework of intelligent control to enhance the performance of the controller for more complex and uncertain plants. These techniques are based on incorporating model uncertainty. The newly developed control algorithms for incorporating model uncertainty are proven to give more accurate control results under uncertain conditions. In this paper, we survey some approaches that appear to be promising for enhancing the performance of intelligent control systems in the face of higher levels of complexity and uncertainty

Probabilistic control for uncertain systems

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the probabilistic models of both the forward and inverse dynamics are estimated such that they are dependent on the state and the control input. The optimal control strategy is then derived which minimizes uncertainty of the closed loop system. In the absence of reliable plant models, the proposed control algorithm incorporates uncertainties in model parameters, observations, and latent processes. The local stability of the closed loop system has been established. The efficacy of the control algorithm is demonstrated on two nonlinear stochastic control examples with additive and multiplicative noise

A Fully Probabilistic Design for Tracking Control for Stochastic Systems with Input Delay

This paper studies model reference adaptive control (MRAC) for a class of stochastic discrete time control systems with time delays in the control input. In particular, a unified fully probabilistic control framework is established to develop the solution to the MRAC, where the controller is the minimiser of the Kullback-Leibler Divergence (KLD) between the actual and desired joint probability density functions of the tracking error and the controller. The developed framework is quite general, where all the components within this framework, including the controller and system tracking error, are modelled using probabilistic models. The general solution for arbitrary probabilistic models of the framework components is first obtained and then demonstrated on a class of linear Gaussian systems with time delay in the main control input, thus obtaining the desired results. The contribution of this paper is twofold. First, we develop a fully probabilistic design framework for MRAC, referred to as MRFPD, for stochastic dynamical systems. Second, we establish a systematic pedagogic procedure that is based on deriving explicit forms for the required predictive distributions for obtaining the causal form of the randomised controller when input delays are present

Decentralised Probabilistic Consensus Control for Stochastic Complex Dynamical Networks

This letter is concerned with the consensus analysis and control problems for a class of stochastic complex dynamical networks (SCDNs) that consists of a large number of interconnected nodes. In particular, a unified probabilistic decentralised consensus control framework is established where decentralised randomised controllers are designed such that the individual subsystems in a network synchronise their states with each other to achieve consensus of the whole network. The proposed framework is quite general, where all the components within this framework including local controllers, systems' models, and communications between the subsystems of a complex system are modelled using probabilistic models. The general solution for arbitrary probabilistic models of the framework components is obtained then demonstrated on a class of linear Gaussian complex systems, thus obtaining the desired results. Furthermore, a numerical example is presented to illustrate the effectiveness and the usefulness of the theoretical development

Probabilistic Message Passing for Decentralized Control of Stochastic Complex Systems

This paper proposes a novel probabilistic framework for the design of probabilistic message passing mechanism for complex and large dynamical systems that are operating and governing under a decentralized way. The proposed framework considers the evaluation of probabilistic messages that can be passed between mutually interacting quasi-independent subsystems that will not be restricted by the assumption of homogeneity or conformability of the subsystems components. The proposed message passing scheme is based on the evaluation of the marginal density functions of the states that need to be passed from one subsystem to another. An additional contribution is the development of stochastic controllability analysis of the controlled subsystems that constitute a complex system. To facilitate the understanding and the analytical analysis of the proposed message passing mechanism and the controllability analysis, theoretical developments are demonstrated on linear stochastic Gaussian systems

A probabilistic indirect adaptive control for systems with input-dependent noise

A probabilistic indirect adaptive controller is proposed for the general nonlinear multivariate class of discrete time system. The proposed probabilistic framework incorporates input–dependent noise prediction parameters in the derivation of the optimal control law. Moreover, because noise can be nonstationary in practice, the proposed adaptive control algorithm provides an elegant method for estimating and tracking the noise. For illustration purposes, the developed method is applied to the affine class of nonlinear multivariate discrete time systems and the desired result is obtained: the optimal control law is determined by solving a cubic equation and the distribution of the tracking error is shown to be Gaussian with zero mean. The efficiency of the proposed scheme is demonstrated numerically through the simulation of an affine nonlinear system

Generalised Riccati solution and pinning control of complex stochastic networks

This paper considers the global synchronisation of a stochastic version of coupled map lattices networks through an innovative stochastic adaptive linear quadratic pinning control methodology. In a stochastic network, each state receives only noisy measurement of its neighbours' states. For such networks we derive a generalised Riccati solution that quantifies and incorporates uncertainty of the forward dynamics and inverse controller in the derivation of the stochastic optimal control law. The generalised Riccati solution is derived using the Lyapunov approach. A probabilistic approximation type algorithm is employed to estimate the conditional distributions of the state and inverse controller from historical data and quantifying model uncertainties. The theoretical derivation is complemented by its validation on a set of representative examples

Improved robust control of nonlinear stochastic systems using uncertain models

We introduce a technique for quantifying and then exploiting uncertainty in nonlinear stochastic control systems. The approach is suboptimal though robust and relies upon the approximation of the forward and inverse plant models by neural networks, which also estimate the intrinsic uncertainty. Sampling from the resulting Gaussian distributions of the inversion based neurocontroller allows us to introduce a control law which is demonstrably more robust than traditional adaptive controllers