A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems

Using a Girsanov change of measures, we propose novel variations within a particle-filtering algorithm, as applied to the inverse problem of state and parameter estimations of nonlinear dynamical systems of engineering interest, toward weakly correcting for the linearization or integration errors that almost invariably occur whilst numerically propagating the process dynamics, typically governed by nonlinear stochastic differential equations (SDEs). Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated within the evolving flow in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, which is directly computable, is accounted for via two different schemes, one employing resampling and the other using a gain-weighted innovation term added to the drift field of the process dynamics thereby overcoming the problem of sample dispersion posed by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates vis-a-vis those obtained through the parent-filtering schemes.

A Networked Control Systems Perspective for Wide-Area Monitoring Control of Smart Power Grids

This paper presents a networked control systems (NCS) framework for wide area monitoring control of smart power grids. We consider a scenario in which wide area measurements are transmitted to controllers at remote locations. We model the effects of delays and packet dropouts due to limited communication capabilities in the grid. We also design a robust networked controller to damp wide-area oscillations based on information obtained from Wide Area Monitoring Systems (WAMS), and analyze the improvement in system stability due to networked control. With communication integration being an important feature of the smart grid, detailed consideration of the effects of communication is essential in the control design for future power systems. We believe that this work is an essential step in this direction.

Nonlinear control of an air-breathing engine including its validation with vehicle guidance

An implementable nonlinear control design approach is presented for a supersonic air-breathing ramjet engine. The primary objective is to ensure that the thrust generated by the engine tracks the commanded thrust without violating the operational constraints. An important constraint is to manage the shock wave location in the intake so that it neither gets detached nor gets too much inside the intake. Both the objectives are achieved by regulating the fuel flow to the combustion chamber and by varying the throat area of the nozzle simultaneously. The design approach accounts for the nonlinear cross-coupling effects and nullifies those. Also, an extended Kalman filter has been used to filter out the sensor and process noises as well as to make the states available for feedback. Furthermore, independent control design has been carried out for the actuators. To test the performance of the engine for a realistic flight trajectory, a representative trajectory is generated through a trajectory optimization process, which is augmented with a newly-developed finite-time state dependent Riccati equation technique for nullifying the perturbations online. Satisfactory overall performance has been obtained during both climb and cruise phases. (C) 2015 Elsevier Masson SAS. All rights reserved.

Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems

A method to weakly correct the solutions of stochastically driven nonlinear dynamical systems, herein numerically approximated through the Eule-Maruyama (EM) time-marching map, is proposed. An essential feature of the method is a change of measures that aims at rendering the EM-approximated solution measurable with respect to the filtration generated by an appropriately defined error process. Using Ito's formula and adopting a Monte Carlo (MC) setup, it is shown that the correction term may be additively applied to the realizations of the numerically integrated trajectories. Numerical evidence, presently gathered via applications of the proposed method to a few nonlinear mechanical oscillators and a semi-discrete form of a 1-D Burger's equation, lends credence to the remarkably improved numerical accuracy of the corrected solutions even with relatively large time step sizes. (C) 2015 Elsevier Inc. All rights reserved.

An account of chronological developments in control of distributed parameter systems

Control systems arising in many engineering fields are often of distributed parameter type, which are modeled by partial differential equations. Decades of research have lead to a great deal of literature on distributed parameter systems scattered in a wide spectrum.Extensions of popular finite-dimensional techniques to infinite-dimensional systems as well as innovative infinite-dimensional specific control design approaches have been proposed. A comprehensive account of all the developments would probably require several volumes and is perhaps a very difficult task. In this paper, however, an attempt has been made to give a brief yet reasonably representative account of many of these developments in a chronological order. To make it accessible to a wide audience, mathematical descriptions have been completely avoided with the assumption that an interested reader can always find the mathematical details in the relevant references.

L2-stability of nonstationary feedback systems: Frequency-domain criteria

A frequency-domain positivity condition is derived for linear time-varying operators in2and is used to develop2stability criteria for linear and nonlinear feedback systems. These criteria permit the use of a very general class of operators in2with nonstationary kernels, as multipliers. More specific results are obtained by using a first-order differential operator with a time-varying coefficient as multiplier. Finally, by employing periodic multipliers, improved stability criteria are derived for the nonlinear damped Mathieu equation with a forcing function.

Nonlinear Sliding Mode Control Design for an Air-breathing Engine with State Estimation

A modern system theory based nonlinear control design is discussed in this paper for successful operation of an air-breathing engine operating at supersonic speed. The primary objective of the control design of such an air-breathing engine is to ensure that the engine dynamically produces the thrust that tracks a commanded value of thrust as closely as possible by regulating the fuel flow to the combustion system. However, since the engine operates in the supersonic range, an important secondary objective is to manage the shock wave configuration in the intake section of the engine which is manipulated by varying the throat area of the nozzle. A nonlinear sliding mode control technique has been successfully used to achieve both of the above objectives. In this problem, since the process is faster than the actuators, independent control designs are also carried out for the actuators as well to assure the satisfactory performance of the system. Moreover, to filter out the sensor and process noises and to estimate the states for making the control design operate based on output feedback, an Extended Kalman Filter based state estimation design is also carried out. The promising simulation results suggest that the proposed control design approach is quite successful in obtaining robust performance of the air-breathing engine.

Synchronizing and Damping Torques Analysis of Nonlinear Voltage Regulators

This paper makes an attempt to assess the benefits of replacing a conventional generator excitation system (AVR + PSS) with a nonlinear voltage regulator using the concepts of synchronizing and damping torque components in a single machine infinite bus (SMIB) system. In recent years, there has been considerable interest in designing nonlinear excitation controllers, which are expected to give better dynamic performance over a wider range of system and operating conditions. The performance of these controllers is often justified by simulation studies on few test cases which may not adequately represent the diverse operating conditions of a typical power system. The performance of two such nonlinear controllers which are designed based on feedback linearization and include automatic voltage regulation with good dynamic performance have been analyzed using an SMIB model. Linearizing the nonlinear control laws along with the SMIB system equations, a Heffron Phillip's type of a model has been derived. Concepts of synchronizing and damping torque components have been used to show that such controllers can impair the small signal stability under certain operating conditions. This paper shows the possibility of negative damping contribution due to nonlinear voltage regulators and gives a new insight on understanding the physical impact of complex nonlinear control laws on power system dynamics.

Terminal Impact Angle Constrained Guidance Laws Using Variable Structure Systems Theory

In this brief, variable structure systems theory based guidance laws, to intercept maneuvering targets at a desired impact angle, are presented. Choosing the missile's lateral acceleration (latax) to enforce sliding mode, which is the principal operating mode of variable structure systems, on a switching surface defined by the line-of-sight angle leads to a guidance law that allows the achievement of the desired terminal impact angle. As will be shown, this law does not ensure interception for all states of the missile and the target during the engagement. Hence, additional switching surfaces are designed and a switching logic is developed that allows the latax to switch between enforcing sliding mode on one of these surfaces so that the target can be intercepted at the desired impact angle. The guidance laws are designed using nonlinear engagement dynamics for the general case of a maneuvering target.

Sliding Mode Control-Based Autopilots for Leaderless Consensus of Unmanned Aerial Vehicles

In this brief, decentralized sliding mode controllers that enable a connected and leaderless swarm of unmanned aerial vehicles (UAVs) to reach a consensus in altitude and heading angle are presented. In addition, sliding mode control-based autopilot designs to control those states for which consensus is not required are also presented. By equipping each UAV with this combination of controllers, it can autonomously decide on being a member of the swarm or fly independently. The controllers are designed using a coupled nonlinear dynamic model, derived for the YF-22 aircraft, where the aerodynamic forces and moments are linear functions of the states and inputs.

Broadcast Control Mechanism for Positional Consensus in Multiagent Systems

In this paper, a strategy for controlling a group of agents to achieve positional consensus is presented. The problem is constrained by the requirement that every agent must be given the same control input through a broadcast communication mechanism. Although the control command is computed using state information in a global framework, the control input is implemented by the agents in a local coordinate frame. We propose a novel linear programming (LP) formulation that is computationally less intensive than earlier proposed methods. Moreover, a random perturbation input in the control command that helps the agents to come close to each other even for a large number of agents, which was not possible with an existing strategy in the literature, is introduced. The method is extended to achieve positional consensus at a prespecified location. The effectiveness of the approach is illustrated through simulation results. A comparison between the LP approach and the existing second-order cone programming-based approach is also presented. The algorithm was successfully implemented on a robotic platform with three robots.

Automatic Path Planning and Control Design for Autonomous Landing of UAVs using Dynamic Inversion

In this paper a nonlinear control has been designed using the dynamic inversion approach for automatic landing of unmanned aerial vehicles (UAVs), along with associated path planning. This is a difficult problem because of light weight of UAVs and strong coupling between longitudinal and lateral modes. The landing maneuver of the UAV is divided into approach, glideslope and flare. In the approach UAV aligns with the centerline of the runway by heading angle correction. In glideslope and flare the UAV follows straight line and exponential curves respectively in the pitch plane with no lateral deviations. The glideslope and flare path are scheduled as a function of approach distance from runway. The trajectory parameters are calculated such that the sink rate at touchdown remains within specified bounds. It is also ensured that the transition from the glideslope to flare path is smooth by ensuring C-1 continuity at the transition. In the outer loop, the roll rate command is generated by assuring a coordinated turn in the alignment segment and by assuring zero bank angle in the glideslope and flare segments. The pitch rate command is generated from the error in altitude to control the deviations from the landing trajectory. The yaw rate command is generated from the required heading correction. In the inner loop, the aileron, elevator and rudder deflections are computed together to track the required body rate commands. Moreover, it is also ensured that the forward velocity of the UAV at the touch down remains close to a desired value by manipulating the thrust of the vehicle. A nonlinear six-DOF model, which has been developed from extensive wind-tunnel testing, is used both for control design as well as to validate it.

A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

Nonlinear structural dynamical system identification using adaptive particle filters

The problem of identifying parameters of nonlinear vibrating systems using spatially incomplete, noisy, time-domain measurements is considered. The problem is formulated within the framework of dynamic state estimation formalisms that employ particle filters. The parameters of the system, which are to be identified, are treated as a set of random variables with finite number of discrete states. The study develops a procedure that combines a bank of self-learning particle filters with a global iteration strategy to estimate the probability distribution of the system parameters to be identified. Individual particle filters are based on the sequential importance sampling filter algorithm that is readily available in the existing literature. The paper develops the requisite recursive formulary for evaluating the evolution of weights associated with system parameter states. The correctness of the formulations developed is demonstrated first by applying the proposed procedure to a few linear vibrating systems for which an alternative solution using adaptive Kalman filter method is possible. Subsequently, illustrative examples on three nonlinear vibrating systems, using synthetic vibration data, are presented to reveal the correct functioning of the method. (c) 2007 Elsevier Ltd. All rights reserved.

A New Liquid Level Sensor for Process-Control Applications

Many process-control systems are air-operated. In such an environment, it would be desirable and economical to use pneumatic sensors. Bubble-back pressure sensors perform quite satisfactorily, but in case of viscous inflammable and slurry-like liquids with a tendency to froth, this level sensor is inadequate. The method suggested in this paper utilizes a pneumatic capacitor, one boundary of which is formed by the liquid level, to modulate a fluid amplifier feedback oscillator. The absence of moving parts and economy obtained makes this method attractive for process-control applications. The system has been mathematically modeled and simulated on an IBM 360/44 digital computer. Experimental values compare fairly well with the theoretical results. For the range tested, the sensor is found to have a linear frequency variation with the liquid level Extended running in the laboratory shows that the system is very reliable. This system has been found insensitive to temperature variations of up to 15ðC.