MIMO Wiener model identification for large scale fading of wireless mobile communications links

The large scale fading of wireless mobile communications links is modelled assuming the mobile receiver motion is described by a dynamic linear system in state-space. The geometric relations involved in the attenuation and multi-path propagation of the electric field are described by a static non-linear mapping. A Wiener system subspace identification algorithm in conjunction with polynomial regression is used to identify a model from time-domain estimates of the field intensity assuming a multitude of emitters and an antenna array at the receiver end.

Filtering techniques in self-tuning

In the last few years a state-space formulation has been introduced into self-tuning control. This has not only allowed for a wider choice of possible control actions, but has also provided an insight into the theory underlying—and hidden by—that used in the polynomial description. This paper considers many of the self-tuning algorithms, both state-space and polynomial, presently in use, and by starting from first principles develops the observers which are, effectively, used in each case. At any specific time instant the state estimator can be regarded as taking one of two forms. In the first case the most recently available output measurement is excluded, and here an optimal and conditionally stable observer is obtained. In the second case the present output signal is included, and here it is shown that although the observer is once again conditionally stable, it is no longer optimal. This result is of significance, as many of the popular self-tuning controllers lie in the second, rather than first, category.

Optimal observers for ARMA models

A polynomial-based ARMA model, when posed in a state-space framework can be regarded in many different ways. In this paper two particular state-space forms of the ARMA model are considered, and although both are canonical in structure they differ in respect of the mode in which disturbances are fed into the state and output equations. For both forms a solution is found to the optimal discrete-time observer problem and algebraic connections between the two optimal observers are shown. The purpose of the paper is to highlight the fact that the optimal observer obtained from the first state-space form, commonly known as the innovations form, is not that employed in an optimal controller, in the minimum-output variance sense, whereas the optimal observer obtained from the second form is. Hence the second form is a much more appropriate state-space description to use for controller design, particularly when employed in self-tuning control schemes.

Self-organising neural networks for adaptive control

Self-organizing neural networks have been implemented in a wide range of application areas such as speech processing, image processing, optimization and robotics. Recent variations to the basic model proposed by the authors enable it to order state space using a subset of the input vector and to apply a local adaptation procedure that does not rely on a predefined test duration limit. Both these variations have been incorporated into a new feature map architecture that forms an integral part of an Hybrid Learning System (HLS) based on a genetic-based classifier system. Problems are represented within HLS as objects characterized by environmental features. Objects controlled by the system have preset targets set against a subset of their features. The system's objective is to achieve these targets by evolving a behavioural repertoire that efficiently explores and exploits the problem environment. Feature maps encode two types of knowledge within HLS — long-term memory traces of useful regularities within the environment and the classifier performance data calibrated against an object's feature states and targets. Self-organization of these networks constitutes non-genetic-based (experience-driven) learning within HLS. This paper presents a description of the HLS architecture and an analysis of the modified feature map implementing associative memory. Initial results are presented that demonstrate the behaviour of the system on a simple control task.

Using self-organising feature maps for the control of artificial organisms

Variations on the standard Kohonen feature map can enable an ordering of the map state space by using only a limited subset of the complete input vector. Also it is possible to employ merely a local adaptation procedure to order the map, rather than having to rely on global variables and objectives. Such variations have been included as part of a hybrid learning system (HLS) which has arisen out of a genetic-based classifier system. In the paper a description of the modified feature map is given, which constitutes the HLSs long term memory, and results in the control of a simple maze running task are presented, thereby demonstrating the value of goal related feedback within the overall network.

Novel developments in process optimisation using predictive control

In industrial practice, constrained steady state optimisation and predictive control are separate, albeit closely related functions within the control hierarchy. This paper presents a method which integrates predictive control with on-line optimisation with economic objectives. A receding horizon optimal control problem is formulated using linear state space models. This optimal control problem is very similar to the one presented in many predictive control formulations, but the main difference is that it includes in its formulation a general steady state objective depending on the magnitudes of manipulated and measured output variables. This steady state objective may include the standard quadratic regulatory objective, together with economic objectives which are often linear. Assuming that the system settles to a steady state operating point under receding horizon control, conditions are given for the satisfaction of the necessary optimality conditions of the steady-state optimisation problem. The method is based on adaptive linear state space models, which are obtained by using on-line identification techniques. The use of model adaptation is justified from a theoretical standpoint and its beneficial effects are shown in simulations. The method is tested with simulations of an industrial distillation column and a system of chemical reactors.

Reduced complexity set-point following in self-tuning control

An external input signal is incorporated into a self-tuning controller which, although it is based on a CARMA system model, employs a state-space framework for control law calculations. Steady-state set point following can then be accomplished even when only a recursive least squares parameter estimation scheme is used, despite the fact that the disturbance affecting the system may well be coloured.

Implementation of microprocessor based self-tuning control on a heating system

This paper describes the implementation, using a microprocessor, of a self-tuning control algorithm on a heating system. The algorithm is based on recursive least squares parameter estimation with a state-space, pole placement design criterion and shows how the controller behaves when applied to an actual system.

On the equivalence between radiance and retrieval assimilation

The need for consistent assimilation of satellite measurements for numerical weather prediction led operational meteorological centers to assimilate satellite radiances directly using variational data assimilation systems. More recently there has been a renewed interest in assimilating satellite retrievals (e.g., to avoid the use of relatively complicated radiative transfer models as observation operators for data assimilation). The aim of this paper is to provide a rigorous and comprehensive discussion of the conditions for the equivalence between radiance and retrieval assimilation. It is shown that two requirements need to be satisfied for the equivalence: (i) the radiance observation operator needs to be approximately linear in a region of the state space centered at the retrieval and with a radius of the order of the retrieval error; and (ii) any prior information used to constrain the retrieval should not underrepresent the variability of the state, so as to retain the information content of the measurements. Both these requirements can be tested in practice. When these requirements are met, retrievals can be transformed so as to represent only the portion of the state that is well constrained by the original radiance measurements and can be assimilated in a consistent and optimal way, by means of an appropriate observation operator and a unit matrix as error covariance. Finally, specific cases when retrieval assimilation can be more advantageous (e.g., when the estimate sought by the operational assimilation system depends on the first guess) are discussed.

Predictive computed-torque control of a PUMA 560 manipulator robot

This paper describes the integration of constrained predictive control and computed-torque control, and its application on a six degree-of-freedom PUMA 560 manipulator arm. The real-time implementation was based on SIMULINK, with the predictive controller and the computed-torque control law implemented in the C programming language. The constrained predictive controller solved a quadratic programming problem at every sampling interval, which was as short as 10 ms, using a prediction horizon of 150 steps and an 18th order state space model.

Feedback design for regularizing descriptor systems

This paper surveys numerical techniques for the regularization of descriptor (generalized state-space) systems by proportional and derivative feedback. We review generalizations of controllability and observability to descriptor systems along with definitions of regularity and index in terms of the Weierstraß canonical form. Three condensed forms display the controllability and observability properties of a descriptor system. The condensed forms are obtained through orthogonal equivalence transformations and rank decisions, so they may be computed by numerically stable algorithms. In addition, the condensed forms display whether a descriptor system is regularizable, i.e., when the system pencil can be made to be regular by derivative and/or proportional output feedback, and, if so, what index can be achieved. Also included is a a new characterization of descriptor systems that can be made to be regular with index 1 by proportional and derivative output feedback.

Regularization of descriptor systems by output feedback

Conditions are given under which a descriptor, or generalized state-space system can be regularized by output feedback. It is shown that under these conditions, proportional and derivative output feedback controls can be constructed such that the closed-loop system is regular and has index at most one. This property ensures the solvability of the resulting system of dynamic-algebraic equations. A reduced form is given that allows the system properties as well as the feedback to be determined. The construction procedures used to establish the theory are based only on orthogonal matrix decompositions and can therefore be implemented in a numerically stable way.

Robust pole assignment and optimal stability margins

A robust pole assignment by linear state feedback is achieved in state-space representation by selecting a feedback which minimises the conditioning of the assigned eigenvalues of the closed-loop system. It is shown here that when this conditioning is minimised, a lower bound on the stability margin in the frequency domain is maximised.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.