Data-Driven Moving Horizon Estimation Using Bayesian Optimization

In this work, an innovative data-driven moving horizon state estimation is proposed for model dynamic-unknown systems based on Bayesian optimization. As long as the measurement data is received, a locally linear dynamics model can be obtained from one Bayesian optimization-based offline learning framework. Herein, the learned model is continuously updated iteratively based on the actual observed data to approximate the actual system dynamic with the intent of minimizing the cost function of the moving horizon estimator until the desired performance is achieved. Meanwhile, the characteristics of Bayesian optimization can guarantee the closest approximation of the learned model to the actual system dynamic. Thus, one effective data-driven moving horizon estimator can be designed further on the basis of this learned model. Finally, the efficiency of the proposed state estimation algorithm is demonstrated by several numerical simulations.Comment: 12 pages,3 figure

Enhancing Control Performance through ESN-Based Model Compensation in MPC for Dynamic Systems

Deriving precise system dynamic models through traditional numerical methods is often a challenging endeavor. The performance of Model Predictive Control is heavily contingent on the accuracy of the system dynamic model. Consequently, this study employs Echo State Networks to acquire knowledge of the unmodeled dynamic characteristics inherent in the system. This information is then integrated with the nominal model, functioning as a form of model compensation. The present paper introduces a control framework that combines ESN with MPC. By perpetually assimilating the disparities between the nominal and real models, control performance experiences augmentation. In a demonstrative example, a second order dynamic system is subjected to simulation. The outcomes conclusively evince that ESNbased MPC adeptly assimilates unmodeled dynamic attributes, thereby elevating the system control proficiency.Comment: 5 pages,3 figures,conferenc

Biogeography-based Optimization in Noisy Environments

Biogeography-based optimization (BBO) is a new evolutionary optimization algorithm that is based on the science of biogeography. In this paper, BBO is applied to the optimization of problems in which the fitness function is corrupted by random noise. Noise interferes with the BBO immigration rate and emigration rate, and adversely affects optimization performance. We analyse the effect of noise on BBO using a Markov model. We also incorporate re-sampling in BBO, which samples the fitness of each candidate solution several times and calculates the average to alleviate the effects of noise. BBO performance on noisy benchmark functions is compared with particle swarm optimization (PSO), differential evolution (DE), self-adaptive DE (SaDE) and PSO with constriction (CPSO). The results show that SaDE performs best and BBO performs second best. In addition, BBO with re-sampling is compared with Kalman filter-based BBO (KBBO). The results show that BBO with re-sampling achieves almost the same performance as KBBO but consumes less computational tim

Interactive Markov Models of Evolutionary Algorithms

This paper introduces a Markov model for evolutionary algorithms (EAs) that is based on interactions among individuals in the population. This interactive Markov model has the potential to provide tractable models for optimization problems of realistic size. We propose two simple discrete optimization search strategies with population-proportion-based selection and a modified mutation operator. The probability of selection is linearly proportional to the number of individuals at each point of the search space. The mutation operator randomly modifies an entire individual rather than a single decision variable. We exactly model these optimization search strategies with interactive Markov models. We present simulation results to confirm the interactive Markov model theory. We show that genetic algorithms and biogeography-based optimization perform better with the addition of population-proportion-based selection on a set of real-world benchmarks. We note that many other EAs, both new and old, might be able to be improved with this addition, or modeled with this method

Almost sure stability of switching Markov Jump Linear Systems

Recently a special hybrid system called Switching Markov Jump Linear System (SMJLS) is studied. A SMJLS is subject to a deterministic switching and a stochastic Markovain switching. To extend the results already obtained and to investigate some new aspects of such systems, our main contributions in this paper are: (i) Transient analysis of Markov process, i.e. the expectations of the sojourn time, the activation number of any mode, and the number of switchings between any two modes; and (ii) Two sufficient conditions of the exponential almost sure stability for a general SMJLS. Different from previous work, which is a special case of our study, the transition rate matrix for the random Markov process in our study is not fixed, but varies when a deterministic switching takes place

Ensemble Multi-Objective Biogeography-Based Optimization with Application to Automated Warehouse Scheduling

This paper proposes an ensemble multi-objective biogeography-based optimization (EMBBO) algorithm, which is inspired by ensemble learning, to solve the automated warehouse scheduling problem. First, a real-world automated warehouse scheduling problem is formulated as a constrained multi-objective optimization problem. Then EMBBO is formulated as a combination of several multi-objective biogeography-based optimization (MBBO) algorithms, including vector evaluated biogeography-based optimization (VEBBO), non-dominated sorting biogeography-based optimization (NSBBO), and niched Pareto biogeography-based optimization (NPBBO). Performance is tested on a set of 10 unconstrained multi-objective benchmark functions and 10 constrained multi-objective benchmark functions from the 2009 Congress on Evolutionary Computation (CEC), and compared with single constituent MBBO and CEC competition algorithms. Results show that EMBBO is better than its constituent algorithms, and among the best CEC competition algorithms, for the benchmark functions studied in this paper. Finally, EMBBO is successfully applied to the automated warehouse scheduling problem, and the results show that EMBBO is a competitive algorithm for automated warehouse scheduling

Interactive Markov Models of Evolutionary Algorithms

This paper introduces a Markov model for evolutionary algorithms (EAs) that is based on interactions among individuals in the population. This interactive Markov model has the potential to provide tractable models for optimization problems of realistic size. We propose two simple discrete optimization search strategies with population-proportion-based selection and a modified mutation operator. The probability of selection is linearly proportional to the number of individuals at each point of the search space. The mutation operator randomly modifies an entire individual rather than a single decision variable. We exactly model these optimization search strategies with interactive Markov models. We present simulation results to confirm the interactive Markov model theory. We show that genetic algorithms and biogeography-based optimization perform better with the addition of population-proportion-based selection on a set of real-world benchmarks. We note that many other EAs, both new and old, might be able to be improved with this addition, or modeled with this method

Ensemble Multi-Objective Biogeography-Based Optimization with Application to Automated Warehouse Scheduling

This paper proposes an ensemble multi-objective biogeography-based optimization (EMBBO) algorithm, which is inspired by ensemble learning, to solve the automated warehouse scheduling problem. First, a real-world automated warehouse scheduling problem is formulated as a constrained multi-objective optimization problem. Then EMBBO is formulated as a combination of several multi-objective biogeography-based optimization (MBBO) algorithms, including vector evaluated biogeography-based optimization (VEBBO), non-dominated sorting biogeography-based optimization (NSBBO), and niched Pareto biogeography-based optimization (NPBBO). Performance is tested on a set of 10 unconstrained multi-objective benchmark functions and 10 constrained multi-objective benchmark functions from the 2009 Congress on Evolutionary Computation (CEC), and compared with single constituent MBBO and CEC competition algorithms. Results show that EMBBO is better than its constituent algorithms, and among the best CEC competition algorithms, for the benchmark functions studied in this paper. Finally, EMBBO is successfully applied to the automated warehouse scheduling problem, and the results show that EMBBO is a competitive algorithm for automated warehouse scheduling