Robust multiplexed MPC for distributed multi-agent systems

This paper extends the authors' earlier work which adapted robust multiplexed MPC for application to distributed control of multi-agent systems with non-interacting dynamics and coupled constraint sets in the presence of persistent unknown, but bounded disturbances. Specifically, we propose exploiting the single agent update nature of the multiplexed approach, and fix the update sequence to enable input move-blocking and increased discretisation rates. This permits a higher rate of individual policy update to be achieved, whilst incurring no additional computational cost in the corresponding optimal control problems to be solved. A disturbance feedback policy is included between updates to facilitate finding feasible solutions. The new formulation inherits the property of rapid response to disturbances from multiplexing the control and numerical results show that fixing the update sequence does not incur any loss in performance. © 2011 IFAC.

Robust modelling of noisy ARMA signals

In this paper methods are developed for enhancement and analysis of autoregressive moving average (ARMA) signals observed in additive noise which can be represented as mixtures of heavy-tailed non-Gaussian sources and a Gaussian background component. Such models find application in systems such as atmospheric communications channels or early sound recordings which are prone to intermittent impulse noise. Markov Chain Monte Carlo (MCMC) simulation techniques are applied to the joint problem of signal extraction, model parameter estimation and detection of impulses within a fully Bayesian framework. The algorithms require only simple linear iterations for all of the unknowns, including the MA parameters, which is in contrast with existing MCMC methods for analysis of noise-free ARMA models. The methods are illustrated using synthetic data and noise-degraded sound recordings.

Robust approach to dynamic statistical process control

Statistical Process Control (SPC) technique are well established across a wide range of industries. In particular, the plotting of key steady state variables with their statistical limit against time (Shewart charting) is a common approach for monitoring the normality of production. This paper aims with extending Shewart charting techniques to the quality monitoring of variables driven by uncertain dynamic processes, which has particular application in the process industries where it is desirable to monitor process variables on-line as well as final product. The robust approach to dynamic SPC is based on previous work on guaranteed cost filtering for linear systems and is intended to provide a basis for both a wide application of SPC monitoring and also motivate unstructured fault detection.