Coarse-to-fine dynamic programming

We introduce an extension of dynamic programming, we call "coarse-to-fine dynamic programming" (CFDP), ideally suited to DP problems with large state space. CFDP uses dynamic programming to solve a sequence of coarse approximations which are lower bounds to the original DP problem. These approximations are developed by merging states in the original graph into "superstates" in a coarser graph which uses an optimistic arc cost between superstates. The approximations are designed so that CFDP terminates when the optimal path through the original state graph has been found. CFDP leads to significant decreases in the amount of computation necessary to solve many DP problems and can, in some instances, make otherwise infeasible computations possible. CFDP generalizes to DP problems with continuous state space and we offer a convergence result for this extension. We demonstrate applications of this technique to optimization of functions and boundary estimation in mine recognition     

An integrated optimal control algorithm for discrete-time nonlinear stochastic system

Consider a discrete-time nonlinear system with random disturbances appearing in the real plant and the output channel where the randomly perturbed output is measurable. An iterative procedure based on the linear quadratic Gaussian optimal control model is developed for solving the optimal control of this stochastic system. The optimal state estimate provided by Kalman filtering theory and the optimal control law obtained from the linear quadratic regulator problem are then integrated into the dynamic integrated system optimisation and parameter estimation algorithm. The iterative solutions of the optimal control problem for the model obtained converge to the solution of the original optimal control problem of the discrete-time nonlinear system, despite model-reality differences, when the convergence is achieved. An illustrative example is solved using the method proposed. The results obtained show the effectiveness of the algorithm proposed.     

Finite-dimensional recurrent algorithms for optimal nonlinear logical–dynamical filtering

The problem of the most accurate estimation of the current state of a multimode nonlinear dynamic observation system with discrete time based on indirect measurements of this state is considered. The general case when a mode indicator is available and the measurement errors depend on the plant disturbances is investigated. A comparative analysis of two known approaches is performed—the conventional absolutely optimal one based on the use of the posterior probability distribution, which requires the use of an unimplementable infinite-dimensional estimation algorithm, and a finitedimensional optimal approach, which produces the best structure of the difference equation of a low-order filter. More practical equations for the Gaussian approximations of these two optimal filters are obtained and compared. In the case of the absolutely optimal case, such an approximation is finitedimensional, but it differs from the approximation of the finite-dimensional optimal version in terms of its considerably larger dimension and the absence of parameters. The presence of parameters, which can be preliminarily calculated using the Monte-Carlo method, allows the Gaussian finite-dimensional optimal filter to produce more accurate estimates.     

Solving Fixed Final Time Fractional Optimal Control Problems Using the Parametric Optimization Method

In this paper, the parametric optimization method is used to find optimal control laws for fractional systems. The proposed approach is based on the use for the fractional variational iteration method to convert the original optimal control problem into a nonlinear optimization one. The control variable is parameterized by unknown parameters to be determined, then its expression is substituted into the system state‐space model. The resulting fractional ordinary differential equations are solved by the fractional variational iteration method, which provides an approximate analytical expression of the closed‐form solution of the state equations. This solution is a function of time and the unknown parameters of the control law. By substituting this solution into the performance index, the original fractional optimal control problem reduces to a nonlinear optimization problem where the unknown parameters, introduced in the parameterization procedure, are the optimization variables. To solve the nonlinear optimization problem and find the optimal values of the control parameters, the Alienor global optimization method is used to achieve the global optimal values of the control law parameters. The proposed approach is illustrated by two application examples taken from the literature.     

Optimal State Estimation and Fault Diagnosis for a Class of Nonlinear Systems

This study proposes a scheme for state estimation and,consequently,fault diagnosis in nonlinear systems.Initially,an optimal nonlinear observer is designed for nonlinear systems subject to an actuator or plant fault.By utilizing Lyapunov's direct method,the observer is proved to be optimal with respect to a performance function,including the magnitude of the observer gain and the convergence time.The observer gain is obtained by using approximation of Hamilton-Jacobi-Bellman(HJB)equation.The approximation is determined via an online trained neural network(NN).Next a class of affine nonlinear systems is considered which is subject to unknown disturbances in addition to fault signals.In this case,for each fault the original system is transformed to a new form in which the proposed optimal observer can be applied for state estimation and fault detection and isolation(FDI).Simulation results of a singlelink flexible joint robot(SLFJR)electric drive system show the effectiveness of the proposed methodology.     

Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property

This paper presents an optimal control algorithm for linear systems with measurement noise which has a Markov dependent statistical property. Ordinarily, the optimal control for this problem involves a very large number of sequences, and the usual calculation method becomes impractical. In the algorithm proposed here, the optimal control is calculated with a relatively small number of sequences, sampled at random from the set of all the sequences.

Evidently, the algorithm for a control problem should be obtained directly from the performance criterion. Unlike the state estimation problem, the problem considered here has a difficulty that there exists an interaction between the algorithm and the state of the system. Because of this, a special consideration is required for the design of the algorithm. In this paper control-free measurement data are introduced to establish the convergence of the algorithm and to find a desirable way of sampling the sequences. Then, certain approximations are made to design a practical and efficient algorithm. A few digital simulation results appear to show the effectiveness of the proposed method.     

一种新的基于保证定界椭球算法的非线性集员滤波器

基于未知但有界噪声假设的集员滤波器为传统的概率化滤波方法提供了一种可行的替代选择, 然而其潜在的计算负担和保守性考虑制约了该方法的实际应用. 本文提出一种新的基于保证定界椭球近似的改进集员滤波方法, 用于解决针对非线性系统的状态估计问题,在保证实时性的前提下降低了算法的保守性. 首先,对非线性模型进行线性化处理,采用DC (Difference of convex)规划方法对线性化误差进行外包定界, 并通过椭球近似将其融合到系统噪声中; 在此基础上提出了一种结合了椭球直和计算和基于迭代外定界椭球算法的椭球--带交集计算 所构成的经典预测--更新步骤来估计得到状态的可行椭球集. 与常规的非线性扩展集员滤波方法的仿真比较表明了本文所提出算法的有效性和改进性能.     

Optimal Nonlinear Recurrent Finite Memory Filter

A problem of best estimation of the current values of part of the state variables of a discrete stochastic Markovian plant using measurement results is considered. To ensure that these measurements are sufficiently simply processed, it is proposed to synthesize a finite-dimensional filter that stores only the last few measurements in its state vector. The filter’s memory size is arbitrary and can be chosen as a compromise between the attained estimation accuracy and complexity of the hardware implementation of the filter. The root-mean-squarely optimal structure of the filter is represented via the respective probability distribution, a recurrent way to find this distribution is found, and the algorithm for the numerical construction of the filter by the Monte Carlo method is given. Since it is cumbersome, analytical Gaussian and linearized approximations to the proposed filter are considered. A comprehensive example to compare the accuracies of these approximations with their known analogues is shown.     

基于滚动时域估计的非线性目标跟踪*

实际的雷达跟踪问题大多属于非线性问题,存在着各种物理约束,采用基于在线滚动优化原理的滚动时域估计方法可以有效地处理带约束非线性目标跟踪问题。滚动时域估计通过引入到达代价函数,将非线性跟踪滤波问题转换为带约束的有限时域优化问题,可以有效减少优化问题求解的计算量,能够显著提高状态估计的准确度。针对实际的雷达跟踪问题,仿真结果表明,滚动时域估计能有效地提高非线性目标跟踪的精度。     

State waypoint approach to continuous‐time nonlinear optimal control problems

In this paper, we propose an optimal control technique for a class of continuous‐time nonlinear systems. The key idea of the proposed approach is to parametrize continuous state trajectories by sequences of a finite number of intermediate target states; namely, waypoint sequences. It is shown that the optimal control problem for transferring the state from one waypoint to the next is given an explicit‐form suboptimal solution, by means of linear approximation. Thus the original continuous‐time nonlinear control problem reduces to a finite‐dimensional optimization problem of waypoint sequences. Any efficient numerical optimization method, such as the interior‐reflection Newton method, can be applied to solve this optimization problem. Finally, we solve the optimal control problem for a simple nonlinear system example to illustrate the effectiveness of this approach. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Near-optimal state estimation for interconnected systems

A new algorithm is proposed for estimating the state of a nonlinear stochastic system when only noisy observations of the state are available. The state estimation problem is formulated as a modal-trajectory, maximum likelihood estimation problem. The resulting minimization problem is analogous to the nonlinear tracking problem in optimal control theory. By viewing the system as an interconnection of lower-dimension subsystems and applying the so-called ε-coupling technqiue, which originated in the study of sensitivity of control systems to parameter variations, a near-optimal state estimation algorithm is derived which has the properties that all computations can be performed in parallel at the subsystem level and only linear equations need be solved. The principal attraction of the method is that significant reductions in the computational requirements relative to other approximate algorithms can be achieved when the system is large-dimensional.     

Primary exploration of nonlinear information fusion control theory

By introducing information fusion techniques into a control field, a new theory of information fusion control (IFC) is proposed. Based on the theory of information fusion estimation, optimal control of nonlinear discrete control system is investigated. All information on control strategy, including ideal control strategy, expected object trajectory and dynamics of system, are regarded as measuring information of control strategy. Therefore, the problem of optimal control is transferred into the one of information fusion estimation. Firstly, the nonlinear information fusion estimation theorems are described. Secondly, an algorithm of nonlinear IFC theory is detailedly deduced. Finally, the simulation results of manipulator shift control are given, which show the feasibility and effectiveness of the presented algorithm.     

Simplex filter: A novel heuristic filter for nonlinear systems state estimation

This paper introduces a new filter for nonlinear systems state estimation. The new filter formulates the state estimation problem as a stochastic dynamic optimization problem and utilizes a new stochastic method based on simplex technique to find and track the best estimation. The vertices of the simplex search the state space dynamically in a similar scheme to the optimization algorithm, known as Nelder-Mead simplex. The parameters of the proposed filter are tuned, using an information visualization technique to identify the optimal region of the parameters space. The visualization is performed using the concept of parallel coordinates. The proposed filter is applied to estimate the state of some nonlinear dynamic systems with noisy measurement and its performance is compared with other filters.     

Dissipative interval observer design for discrete‐time nonlinear systems

This paper studies the problem of designing interval observers for a family of discrete‐time nonlinear systems subject to parametric uncertainties and external disturbances. The design approach states that the interval observers are constituted by a couple of preserving order observers, one providing an upper estimation of the state while the other provides a lower one. The design aim is to apply the cooperative and dissipative properties to the discrete‐time estimation error dynamics in order to guarantee that the upper and lower estimations are always above and below the true state trajectory for all times, while both estimations asymptotically converge towards a neighborhood of the true state values. The approach represents an extension to the original method proposed by the authors, which focuses on the continuous‐time nonlinear systems. In some situations, the design conditions can be formulated as bilinear matrix inequalities (BMIs) and/or linear matrix inequalities (LMIs). Two simulation examples are provided to show the effectiveness of the design approach.     

State estimation using model order reduction for unstable systems

The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.     

Performance‐based near‐optimal vibration control for nonlinear offshore platforms with delayed input

This paper investigates the vibration control problem for offshore platform, where the nonlinear characteristics, delayed input and external wave force are considered in time domain. By introducing a delay‐free reconstructional vector and applying the maximum principle, the original vibration problem for offshore platform is formulated as a nonlinear two‐point‐boundary‐value (TPBV) problem with delayed items. The major contribution of this paper is that a performance‐based near‐optimal vibration control strategy is proposed by solving this nonlinear TPBV problem, which includes a feedback item with offshore platform system state, a feedforward item with wave force state, and a compensator for nonlinear and delayed items with infinite supersensitive component. In particular, the designed compensator is calculated from two group series of linear differential equations by introducing a parameter for expending the Maclaurin series of nonlinear and delay items. Meanwhile, an iterative algorithm is designed to make the proposed vibration control scheme computable based on the control performance in each iterative procedure. Finally, experimental results show that the displacement, velocity and performance index of an employed offshore platform achieved small values under the proposed control strategy and designed algorithm.     

非线性时滞系统次优控制的逐次逼近法

对状态变量含有时滞的非线性系统的次优控制问题进行了研究，提出了一种次优控制的逐次逼近设计方法．针对由最优控制理论导出的既含有时滞项又含有超前项的非线性两点边值问题，构造了其解序列一致收敛于原问题最优解的非齐次线性两点边值问题序列．从而将两点边值问题解序列的有限次迭代结果作为系统的次优控制律．仿真结果表明了所提出方法的有效性．     

Neural networks for feedback feedforward nonlinear control systems

This paper deals with the problem of designing feedback feedforward control strategies to drive the state of a dynamic system (in general, nonlinear) so as to track any desired trajectory joining the points of given compact sets, while minimizing a certain cost function (in general, nonquadratic). Due to the generality of the problem, conventional methods are difficult to apply. Thus, an approximate solution is sought by constraining control strategies to take on the structure of multilayer feedforward neural networks. After discussing the approximation properties of neural control strategies, a particular neural architecture is presented, which is based on what has been called the "linear-structure preserving principle". The original functional problem is then reduced to a nonlinear programming one, and backpropagation is applied to derive the optimal values of the synaptic weights. Recursive equations to compute the gradient components are presented, which generalize the classical adjoint system equations of N-stage optimal control theory. Simulation results related to nonlinear nonquadratic problems show the effectiveness of the proposed method.     

Moving-horizon state estimation for nonlinear discrete-time systems: New stability results and approximation schemes

A moving-horizon state estimation problem is addressed for a class of nonlinear discrete-time systems with bounded noises acting on the system and measurement equations. As the statistics of such disturbances and of the initial state are assumed to be unknown, we use a generalized least-squares approach that consists in minimizing a quadratic estimation cost function defined on a recent batch of inputs and outputs according to a sliding-window strategy. For the resulting estimator, the existence of bounding sequences on the estimation error is proved. In the absence of noises, exponential convergence to zero is obtained. Moreover, suboptimal solutions are sought for which a certain error is admitted with respect to the optimal cost value. The approximate solution can be determined either on-line by directly minimizing the cost function or off-line by using a nonlinear parameterized function. Simulation results are presented to show the effectiveness of the proposed approach in comparison with the extended Kalman filter.     

基于Unscented变换的非线性状态平滑

众所周知, 平滑因可以使用更多的量测信息而能够获得比滤波更精确的状态估计. 为此, 本文提出一种面向非线性随机系统的状态平滑新算法. 首先, 基于最小方差估计理论, 提出了一种新颖的最优平滑器, 该平滑器为解决非线性状态平滑问题提供了一种通用的理论框架;接着, 采用Unscented变换(UT)来近似上述最优平滑框架中的平滑增益, 进而设计出一种次优平滑算法;最后, 相比传统扩展卡尔曼平滑器(EKS), 仿真结果验证了新算法的有效性和可行性.