A Bayesian solution to the multiple composite hypothesis testing for fault diagnosis in dynamic systems

This paper is concerned with model-based isolation and estimation of additive faults in discrete-time linear Gaussian systems. The isolation problem is stated as a multiple composite hypothesis testing on the innovation sequence of the Kalman filter (KF) that considers the system operating under fault-free conditions. Fault estimation is carried out, after isolating a fault mode, by using the Maximum a Posteriori (MAP) criterion. An explicit solution is presented for both fault isolation and estimation when the parameters of the fault modes are assumed to be realizations of specific random variables (RV).     

A robust adaptive congestion control strategy for large scale networks with differentiated services traffic

In this paper, a robust decentralized congestion control strategy is developed for a large scale network with Differentiated Services (Diff-Serv) traffic. The network is modeled by a nonlinear fluid flow model corresponding to two classes of traffic, namely the premium traffic and the ordinary traffic. The proposed congestion controller does take into account the associated physical network resource limitations and is shown to be robust to the unknown and time-varying delays. Our proposed decentralized congestion control strategy is developed on the basis of Diff-Serv architecture by utilizing a robust adaptive technique. A Linear Matrix Inequality (LMI) condition is obtained to guarantee the ultimate boundedness of the closed-loop system. Numerical simulation implementations are presented by utilizing the QualNet and Matlab software tools to illustrate the effectiveness and capabilities of our proposed decentralized congestion control strategy.     

Fast computation of minimal elementary decompositions of metabolic flux vectors

The concept of elementary flux vector is valuable in a number of applications of metabolic engineering. For instance, in metabolic flux analysis, each admissible flux vector can be expressed as a non-negative linear combination of a small number of elementary flux vectors. However a critical issue concerns the total number of elementary flux vectors which may be huge because it combinatorially increases with the size of the metabolic network. In this paper we present a fast algorithm that randomly computes a decomposition of admissible flux vectors in a minimal number of elementary flux vectors without explicitly enumerating all of them.     

Reachability and stabilization of discrete-time affine systems with disturbances

This paper studies the fundamental problems: whether an affine system affected by additive disturbances is robustly transferable from a source set (simplex) to a target set (polytope) and whether it is robustly stabilizable with its state constrained in a simplex. First, a necessary and sufficient condition is derived for the existence of affine feedback control that solves the robust reachability problem. Further investigation is provided for two situations relying on whether the union of the source set and the target set is convex or non-convex. For the former one, a necessary and sufficient condition is obtained in the form of linear inequalities, while for the latter, several computationally feasible sufficient conditions are found. Second, we show that robust stabilization subject to a state constraint is equivalent to find a feasible solution to a linear equation. Once it is known that either of the problems has a solution by checking the derived conditions, design of control laws is then straightforward.     

Virtual Reference Feedback Tuning for non-minimum phase plants

Model reference control design methods fail when the plant has one or more non-minimum phase zeros that are not included in the reference model, leading possibly to an unstable closed loop. This is a very serious problem for data-based control design methods, where the plant is typically unknown. In this paper, we extend the Virtual Reference Feedback Tuning method to non-minimum phase plants. This extension is based on the idea proposed in Lecchini and Gevers (2002) for Iterative Feedback Tuning. We present a simple two-step procedure that can cope with the situation where the unknown plant may or may not have non-minimum phase zeros.     

Supply chain coordination with risk sensitive retailer under target sales rebate

Target sales rebate (TSR) contracts have been shown to be useful in coordinating supply chains with risk-neutral agents. However, there have been few studies on the cases with risk sensitive agents. As a result, based on the classic Markowitz portfolio theory in finance, we carry out in this paper a mean–variance (MV) analysis of supply chains under TSR contracts. We study a supply chain with a single supplier and a single risk averse retailer. We propose TSR contracts for achieving coordination. We demonstrate how TSR contracts can coordinate the supply chain which takes into consideration the degree of risk aversion of the retailer. We find that the supplier can coordinate the channel with flexible TSR contracts. In addition, we extend the supply chain model to include sales effort decision of the retailer. Conditions for TSR contracts to coordinate the supply chain with sales effort of retailer are also derived.     

Explicit/multi-parametric model predictive control (MPC) of linear discrete-time systems by dynamic and multi-parametric programming

This work presents a new algorithm for solving the explicit/multi-parametric model predictive control (or mp-MPC) problem for linear, time-invariant discrete-time systems, based on dynamic programming and multi-parametric programming techniques. The algorithm features two key steps: (i) a dynamic programming step, in which the mp-MPC problem is decomposed into a set of smaller subproblems in which only the current control, state variables, and constraints are considered, and (ii) a multi-parametric programming step, in which each subproblem is solved as a convex multi-parametric programming problem, to derive the control variables as an explicit function of the states. The key feature of the proposed method is that it overcomes potential limitations of previous methods for solving multi-parametric programming problems with dynamic programming, such as the need for global optimization for each subproblem of the dynamic programming step.     

Gain-scheduled control via filtered scheduling parameters

Gain-scheduled control via LPV system models enjoys LMI-based synthesis methods and in particular parameter-dependent Lyapunov matrices have been employed to successfully reduce conservatism. Those controllers derived via parameter-dependent Lyapunov matrices, however, end up with depending on derivatives of scheduling parameters. Though this can be avoided by approximating derivatives or restricting Lyapunov matrices to be partly constant, the former loses guarantee of performance and stability and the latter can cause conservatism. This paper proposes a synthesis method of gain-scheduled controllers that depend on filtered scheduling parameters, instead of derivatives, with a concrete guarantee of a performance level. Moreover, it is shown that the performance level of conventional derivative-dependent gain-scheduled controllers is recovered with arbitrarily small errors.     

Parameter estimation with scarce measurements

In this paper, the problems of parameter estimation are addressed for systems with scarce measurements. A gradient-based algorithm is derived to estimate the parameters of the input–output representation with scarce measurements, and the convergence properties of the parameter estimation and unavailable output estimation are established using the Kronecker lemma and the deterministic version of the martingale convergence theorem. Finally, an example is provided to demonstrate the effectiveness of the proposed algorithm.     

Difference algebra and system identification

The framework of differential algebra, especially Ritt’s algorithm, has turned out to be a useful tool when analyzing the identifiability of certain nonlinear continuous-time model structures. This framework provides conceptually interesting means to analyze complex nonlinear model structures via the much simpler linear regression models. One difficulty when working with continuous-time signals is dealing with white noise in nonlinear systems. In this paper, difference algebraic techniques, which mimic the differential-algebraic techniques, are presented. Besides making it possible to analyze discrete-time model structures, this opens up the possibility of dealing with noise. Unfortunately, the corresponding discrete-time identifiability results are not as conclusive as in continuous time. In addition, an alternative elimination scheme to Ritt’s algorithm will be formalized and the resulting algorithm is analyzed when applied to a special form of the nfir model structure.