Comparison of stochastic methods for control in air traffic management

This paper provides a direct comparison of two stochastic optimisation techniques (Markov Chain Monte Carlo and Sequential Monte Carlo) when applied to the problem of conflict resolution and aircraft trajectory control in air traffic management. The two methods are then also compared to another existing technique of Mixed-Integer Linear Programming which is also popular in distributed control. © 2011 IFAC.

Hybrid model predictive control applied to switching control of burner load for a compact marine boi

This paper discusses the application of hybrid model predictive control to control switching between different burner modes in a novel compact marine boiler design. A further purpose of the present work is to point out problems with finite horizon model predictive control applied to systems for which the optimal solution is a limit cycle. Regarding the marine boiler control the aim is to find an optimal control strategy which minimizes a trade-off between deviations in boiler pressure and water level from their respective setpoints while limiting burner switches.The approach taken is based on the Mixed Logic Dynamical framework. The whole boiler systems is modelled in this framework and a model predictive controller is designed. However to facilitate on-line implementation only a small part of the search tree in the mixed integer optimization is evaluated to find out whether a switch should occur or not. The strategy is verified on a simulation model of the compact marine boiler for control of low/high burner load switches. It is shown that even though performance is adequate for some disturbance levels it becomes deteriorated when the optimal solution is a limit cycle. Copyright © 2007 International Federation of Automatic Control All Rights Reserved.

Min-Max Moving Horizon Estimation for a Class of Hybrid Systems

In this paper, a strategy for min-max Moving Horizon Estimation (MHE) of a class of uncertain hybrid systems is proposed. The class of hybrid systems being considered are Piecewise Affine systems (PWA) with both continuous valued and logic components. Furthermore, we consider the case when there is a (possibly structured) norm bounded uncertainty in each subsystem. Sufficient conditions on the time horizon and the penalties on the state at the beginning of the estimation horizon to guarantee convergence of the MHE scheme will be provided. The MHE scheme will be implemented as a mixed integer semidefinite optimisation for which an efficient algorithm was recently introduced.

Bayesian separation and recovery of convolutively mixed autoregressive sources

In this paper we address the problem of the separation and recovery of convolutively mixed autoregressive processes in a Bayesian framework. Solving this problem requires the ability to solve integration and/or optimization problems of complicated posterior distributions. We thus propose efficient stochastic algorithms based on Markov chain Monte Carlo (MCMC) methods. We present three algorithms. The first one is a classical Gibbs sampler that generates samples from the posterior distribution. The two other algorithms are stochastic optimization algorithms that allow to optimize either the marginal distribution of the sources, or the marginal distribution of the parameters of the sources and mixing filters, conditional upon the observation. Simulations are presented.