Discrete-time minimal control synthesis adaptive algorithm

This article proposes a discrete-time Minimal Control Synthesis (MCS) algorithm for a class of single-input single-output discrete-time systems written in controllable canonical form. As it happens with the continuous-time MCS strategy, the algorithm arises from the family of hyperstability-based discrete-time model reference adaptive controllers introduced in (Landau, Y. (1979), Adaptive Control: The Model Reference Approach, New York: Marcel Dekker, Inc.) and is able to ensure tracking of the states of a given reference model with minimal knowledge about the plant. The control design shows robustness to parameter uncertainties, slow parameter variation and matched disturbances. Furthermore, it is proved that the proposed discrete-time MCS algorithm can be used to control discretised continuous-time plants with the same performance features. Contrary to previous discrete-time implementations of the continuous-time MCS algorithm, here a formal proof of asymptotic stability is given for generic n-dimensional plants in controllable canonical form. The theoretical approach is validated by means of simulation results.     

A design technique for fast sampled-data nonlinear model predictive control with convergence and stability results

ABSTRACT

In this study, a sampled-data nonlinear model predictive control scheme is developed. The control algorithm uses a prediction horizon with variable length, a terminal constraint set, and a feedback controller defined on this set. Following a suboptimal solution strategy, a defined number of steps of an iterative optimisation routine improve the current input trajectory at each sampling point. The value of the objective function monotonically decreases and the state converges to a target set. A discrete-time formulation of the algorithm and a discrete-time design model ensure high computational efficiency and avoid an ad hoc quasi-continuous implementation. This design technique for a fast sampled-data nonlinear model predictive control algorithm is the main contribution of the paper. Based on a benchmark control problem, the performance of the developed control algorithm is assessed against state-of-the-art nonlinear model predictive control methods available in the literature. This assessment demonstrates that the developed control algorithm stabilises the system with very low computational effort. Hence, the algorithm is suitable for real-time control of fast dynamical systems.     

A neural-network-based iterative GDHP approach for solving a class of nonlinear optimal control problems with control constraints

In this paper, a novel neural-network-based iterative adaptive dynamic programming (ADP) algorithm is proposed. It aims at solving the optimal control problem of a class of nonlinear discrete-time systems with control constraints. By introducing a generalized nonquadratic functional, the iterative ADP algorithm through globalized dual heuristic programming technique is developed to design optimal controller with convergence analysis. Three neural networks are constructed as parametric structures to facilitate the implementation of the iterative algorithm. They are used for approximating at each iteration the cost function, the optimal control law, and the controlled nonlinear discrete-time system, respectively. A simulation example is also provided to verify the effectiveness of the control scheme in solving the constrained optimal control problem.     

Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations

State estimator design for a nonlinear discrete-time system is a challenging problem, further complicated when additional physical insight is available in the form of inequality constraints on the state variables and disturbances. One strategy for constrained state estimation is to employ online optimization using a moving horizon approximation. We propose a general theory for constrained moving horizon estimation. Sufficient conditions for asymptotic and bounded stability are established. We apply these results to develop a practical algorithm for constrained linear and nonlinear state estimation. Examples are used to illustrate the benefits of constrained state estimation. Our framework is deterministic.     

不确定离散时间系统的复合非线性反馈积分滑模控制

针对不确定离散时间系统,提出一种基于离散复合非线性反馈的积分滑模(DCNF-ISM)控制策略,并将该算法应用于扰动下的磁盘跟踪问题.该算法由离散复合非线性反馈(DCNF)控制律与积分滑模(ISM)控制律两部分组成,其中DCNF控制律用于保证系统具有较好瞬态性能,基于改进的离散趋近律设计的ISM控制律用于保证系统鲁棒性.基于Lyapunov稳定性理论对本文提出的控制策略的稳定性进行了推导证明,证明了离散时间系统的一致最终有界性.仿真结果表明,本文提出的控制策略能保证系统在扰动下仍然能够精确跟踪给定的参考信号,与传统的DCNF控制相比,该算法能够保证系统具有响应速度快超调量小、鲁棒性强等优点.     

非线性HAMMERSTEIN系统的预测控制及其pH过程应用

本文基于非线性离散Hammerstein模型,开发了一种非线性Hammerstein系统预测控制(Non-Linear Hammerstein Predic- tive Control,NLHPC)算法。遵循预测控制策略,该算法利用Hammerstein模型进行输出预测。理论分析结果表明,该算法不仅具有好的稳定性和鲁棒性,而且其自身具有积分作用。在一台工业PC机上实现了该NLHPC算法,并用于具有强非线性的酸碱中和过程实验装置pH值的控制。实验结果表明NLHPC有着比工业界常用的非线性PID控制(nonlinear PID,NL-PID)更好的控制性能。     

The equivalent discrete-time optimal control problem for time-varying continuous-time systems with white stochastic parameters

The transformation into discrete-time equivalents of digital optimal control problems, involving continuous-time linear systems with white stochastic parameters, and quadratic integral criteria, is considered. The system parameters have time-varying statistics. The observations available at the sampling instants are in general nonlinear and corrupted by discrete-time noise. The equivalent discrete-time system has white stochastic parameters. Expressions are derived for the first and second moment of these parameters and for the parameters of the equivalent discrete-time sum criterion, which are explicit in the parameters and statistics of the original digital optimal control problem. A numerical algorithm to compute these expressions is presented. For each sampling interval, the algorithm computes the expressions recursively, forward in time, using successive equidistant evaluations of the matrices which determine the original digital optimal control problem. The algorithm is illustrated with three examples. If the observations at the sampling instants are linear and corrupted by multiplicative and/or additive discrete-time white noise, then, using recent results, full and reduced-order controllers that solve the equivalent discrete-time optimal control problem can be computed.     

Discrete-time optimal control for stochastic nonlinear polynomial systems

This paper presents a solution to the discrete-time optimal control problem for stochastic nonlinear polynomial systems over linear observations and a quadratic criterion. The solution is obtained in two steps: the optimal control algorithm is developed for nonlinear polynomial systems by considering complete information when generating a control law. Then, the state estimate equations for discrete-time stochastic nonlinear polynomial system over linear observations are employed. The closed-form solution is finally obtained substituting the state estimates into the obtained control law. The designed optimal control algorithm can be applied to both distributed and lumped systems. To show effectiveness of the proposed controller, an illustrative example is presented for a second degree polynomial system. The obtained results are compared to the optimal control for the linearized system.     

UKF与EKF在空对海单站TO-TMA中的应用

探讨了目标运动分析(Target moving analysis,TMA)中基本的非线性估计问题,介绍了基于UT的UKF 算法的设计思想与具体实现,特别针对空对海单站无源到达时间TMA(TO-TMA)问题应用UKF和EKF进行了对照研究,建立了问题的离散非线性滤波估计模型,设计了典型的应用场景,给出了Monte Carlo仿真运行结果;表明UKF在该特定应用背景下,由于模型的非线性较弱,使得UKF在精度上与EKF相当,而且在运算量上也有所增加.     

Variable structure control with sliding mode prediction for discrete-time nonlinear systems

A new variable structure control algorithm based on sliding mode prediction for a class of discrete-time nonlinear systems is presented. By employing a special model to predict future sliding mode value, and combining feedback correction and receding horizon optimization methods which are extensively applied on predictive control strategy, a discrete-time variable structure control law is constructed. The closed-loop systems are proved to have robustness to uncertainties with unspecified boundaries. Numerical simulation and pendulum experiment results illustrate that the closed-loop systems possess desired performance, such as strong robustness, fast convergence and chattering elimination.     

Volterra filter modeling of nonlinear discrete-time system using improved particle swarm optimization

This paper focuses on the identification problem of nonlinear discrete-time systems using Volterra filter series model. Generally, to update the kernels of Volterra model, the most commonly used method is the gradient adaptive algorithm. However, this method probably traps at the local minimum for searching parameter solutions. In this study, a new intelligence swarm computation of the global search is considered. We utilize an improved particle swarm optimization (IPSO) algorithm to design the Volterra kernel parameters. It is somewhat different from the original algorithm due to modifying its velocity updating formula and this can promote the algorithm?s searching ability for solving the optimization problem. Using the IPSO algorithm to minimize the mean square error (MSE) between the actual output and model output, the identification problem for nonlinear discrete-time systems can be fulfilled. Finally, two different kinds of examples are provided to demonstrate the efficiency of the proposed method. Moreover, some examinations including the Volterra model memory size and algorithm initial condition are further considered.     

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.     

改进的非线性离散系统自适应数据驱动控制

基于同步扰动随机近似的算法, 控制器选取为一个函数逼近器, 并在这里被确定为神经网络. 控制算法中使用了自适应的参数估计, 明显改善了控制性能, 同时也给出了相应的收敛性分析. 最后, 新型的控制算法被应用到了解决非线性离散系统的跟踪控制问题中, 并通过仿真比较结果, 充分验证了这种自适应数据驱动控制策略的可行性和有效性.     

A Bayesian perspective on stochastic neurocontrol.

Control design for stochastic uncertain nonlinear systems is traditionally based on minimizing the expected value of a suitably chosen loss function. Moreover, most control methods usually assume the certainty equivalence principle to simplify the problem and make it computationally tractable. We offer an improved probabilistic framework which is not constrained by these previous assumptions, and provides a more natural framework for incorporating and dealing with uncertainty. The focus of this paper is on developing this framework to obtain an optimal control law strategy using a fully probabilistic approach for information extraction from process data, which does not require detailed knowledge of system dynamics. Moreover, the proposed control method framework allows handling the problem of input-dependent noise. A basic paradigm is proposed and the resulting algorithm is discussed. The proposed probabilistic control method is for the general nonlinear class of discrete-time systems. It is demonstrated theoretically on the affine class. A nonlinear simulation example is also provided to validate theoretical development.     

Adaptive discrete-time sliding-mode control of nonlinear systems described by Wiener models

In this paper, we propose an adaptive control scheme that can be applied to nonlinear systems with unknown parameters. The considered class of nonlinear systems is described by the block-oriented models, specifically, the Wiener models. These models consist of dynamic linear blocks in series with static nonlinear blocks. The proposed adaptive control method is based on the inverse of the nonlinear function block and on the discrete-time sliding-mode controller. The parameters adaptation are performed using a new recursive parametric estimation algorithm. This algorithm is developed using the adjustable model method and the least squares technique. A recursive least squares (RLS) algorithm is used to estimate the inverse nonlinear function. A time-varying gain is proposed, in the discrete-time sliding mode controller, to reduce the chattering problem. The stability of the closed-loop nonlinear system, with the proposed adaptive control scheme, has been proved. An application to a pH neutralisation process has been carried out and the simulation results clearly show the effectiveness of the proposed adaptive control scheme.     

Control design for arbitrary complex nonlinear discrete-time systems based on direct NNMRAC strategy

A novel scheme of neural network model reference adaptive control is proposed for arbitrary complex nonlinear discrete-time systems, i.e., non-minimum phase system, time-delay system and minimum phase system. An improved nearest neighbor clustering algorithm using an optimization strategy is introduced as the on-line learning algorithm to regulate the parameters of the RBFNN, which can simplify the neural network structure and accelerate the convergence speed. The clustering radius can be regulated automatically to guarantee the rationality of radius. Through constructing the pseudo-plant, the direct NNMRAC is also effective to the nonlinear non-minimum phase system. With the help of simulations, the control strategy based on direct RBFNN model reference adaptive control can not only make the multi-dimension nonlinear plants track multi-dimension reference signals quickly, but also endow the control systems with satisfying robustness.     

Neural-Network-Based Near-Optimal Control for a Class of Discrete-Time Affine Nonlinear Systems With Control Constraints

In this paper, the near-optimal control problem for a class of nonlinear discrete-time systems with control constraints is solved by iterative adaptive dynamic programming algorithm. First, a novel nonquadratic performance functional is introduced to overcome the control constraints, and then an iterative adaptive dynamic programming algorithm is developed to solve the optimal feedback control problem of the original constrained system with convergence analysis. In the present control scheme, there are three neural networks used as parametric structures for facilitating the implementation of the iterative algorithm. Two examples are given to demonstrate the convergence and feasibility of the proposed optimal control scheme.     

Observers for discrete-time nonlinear systems

The problem of observers for discrete-time nonlinear systems has been considered and a simple, easy-to-implement algorithm is given whose convergence properties are guaranteed for autonomous and forced systems. Some numerical examples show the effectiveness of the proposed observer.     

Finite-horizon neuro-optimal tracking control for a class of discrete-time nonlinear systems using adaptive dynamic programming approach

In this paper, a finite-horizon neuro-optimal tracking control strategy for a class of discrete-time nonlinear systems is proposed. Through system transformation, the optimal tracking problem is converted into designing a finite-horizon optimal regulator for the tracking error dynamics. Then, with convergence analysis in terms of cost function and control law, the iterative adaptive dynamic programming (ADP) algorithm via heuristic dynamic programming (HDP) technique is introduced to obtain the finite-horizon optimal tracking controller which makes the cost function close to its optimal value within an ?-error bound. Three neural networks are used as parametric structures to implement the algorithm, which aims at approximating the cost function, the control law, and the error dynamics, respectively. Two simulation examples are included to complement the theoretical discussions.     

Linear and nonlinear algorithms for identification in H∞ with error bounds

A linear algorithm and a nonlinear algorithm for the problem of system identification in H_∞ posed by Helmicki et al. (1990) for discrete-time systems are presented. The authors derive some error bounds for the linear algorithm which indicate that it is not robustly convergent. However, the worst-case identification error is shown to grow as log(n), where n is the model order. A robustly convergent nonlinear algorithm is derived, and bounds on the worst-case identification error (in the H_∞ norm) are obtained