Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems

An algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimization and Parameter Estimation (DISOPE), which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimization procedure. A version of the algorithm with a linear-quadratic model-based problem, implemented in the C+ + programming language, is developed and applied to illustrative simulation examples. An analysis of the optimality and convergence properties of the algorithm is also presented.

Model predictive control using dynamic integrated system optimisation and parameter estimation (DISOPE)

DISOPE is a technique for solving optimal control problems where there are differences in structure and parameter values between reality and the model employed in the computations. The model reality differences can also allow for deliberate simplification of model characteristics and performance indices in order to facilitate the solution of the optimal control problem. The technique was developed originally in continuous time and later extended to discrete time. The main property of the procedure is that by iterating on appropriately modified model based problems the correct optimal solution is achieved in spite of the model-reality differences. Algorithms have been developed in both continuous and discrete time for a general nonlinear optimal control problem with terminal weighting, bounded controls and terminal constraints. The aim of this paper is to show how the DISOPE technique can aid receding horizon optimal control computation in nonlinear model predictive control.

A model for comparative analysis of inventory costs of JIT and EOQ purchasing in the ready mixed concrete industry

A model for comparing the inventory costs of purchasing under the economic order quantity (EOQ) system and the just-in-time (JIT) order purchasing system in existing literature concluded that JIT purchasing was virtually always the preferable inventory ordering system especially at high level of annual demand. By expanding the classical EOQ model, this paper shows that it is possible for the EOQ system to be more cost effective than the JIT system once the inventory demand approaches the EOQ-JIT cost indifference point. The case study conducted in the ready-mixed concrete industry in Singapore supported this proposition.

Wiener-System subspace identification for mobile wireless mm-wave networks

We discuss the feasibility of wireless terahertz communications links deployed in a metropolitan area and model the large-scale fading of such channels. The model takes into account reception through direct line of sight, ground and wall reflection, as well as diffraction around a corner. The movement of the receiver is modeled by an autonomous dynamic linear system in state space, whereas the geometric relations involved in the attenuation and multipath propagation of the electric field are described by a static nonlinear mapping. A subspace algorithm in conjunction with polynomial regression is used to identify a single-output Wiener model from time-domain measurements of the field intensity when the receiver motion is simulated using a constant angular speed and an exponentially decaying radius. The identification procedure is validated by using the model to perform q-step ahead predictions. The sensitivity of the algorithm to small-scale fading, detector noise, and atmospheric changes are discussed. The performance of the algorithm is tested in the diffraction zone assuming a range of emitter frequencies (2, 38, 60, 100, 140, and 400 GHz). Extensions of the simulation results to situations where a more complicated trajectory describes the motion of the receiver are also implemented, providing information on the performance of the algorithm under a worst case scenario. Finally, a sensitivity analysis to model parameters for the identified Wiener system is proposed.

State-space model identification of a wireless THz network

We model the large scale fading of wireless THz communications links deployed in a metropolitan area taking into account reception through direct line of sight, ground or wall reflection and diffraction. The movement of the receiver in the three dimensions is modelled by an autonomous dynamic linear system in state-space whereas the geometric relations involved in the attenuation and multi-path propagation of the electric field are described by a static non-linear mapping. A subspace algorithm in conjunction with polynomial regression is used to identify a Wiener model from time-domain measurements of the field intensity.

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.

Application of a novel optimal control algorithm to a benchmark fed-batch fermentation process

A novel algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimisation and Parameter Estimation (DISOPE) which has been designed to achieve the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimisation procedure. A method based on Broyden's ideas is used for approximating some derivative trajectories required. Ways for handling con straints on both manipulated and state variables are described. Further, a method for coping with batch-to- batch dynamic variations in the process, which are common in practice, is introduced. It is shown that the iterative procedure associated with the algorithm naturally suits applications to batch processes. The algorithm is success fully applied to a benchmark problem consisting of the input profile optimisation of a fed-batch fermentation process.

New developments in batch process input profile optimisation

A novel algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses dynamic integrated system optimisation and parameter estimation (DISOPE) which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimisation procedure. A new method for approximating some Jacobian trajectories required by the algorithm is introduced. It is shown that the iterative procedure associated with the algorithm naturally suits applications to batch chemical processes.

A new approach for the solution of the optimal set-point tracking problem for nonlinear systems

In this paper, a discrete time dynamic integrated system optimisation and parameter estimation algorithm is applied to the solution of the nonlinear tracking optimal control problem. A version of the algorithm with a linear-quadratic model-based problem is developed and implemented in software. The algorithm implemented is tested with simulation examples.

An Efficient Parameterization of Dynamic Neural Networks for Nonlinear System Identification

Dynamic neural networks (DNNs), which are also known as recurrent neural networks, are often used for nonlinear system identification. The main contribution of this letter is the introduction of an efficient parameterization of a class of DNNs. Having to adjust less parameters simplifies the training problem and leads to more parsimonious models. The parameterization is based on approximation theory dealing with the ability of a class of DNNs to approximate finite trajectories of nonautonomous systems. The use of the proposed parameterization is illustrated through a numerical example, using data from a nonlinear model of a magnetic levitation system.

Dynamic recurrent neural network for system identification and control

A dynamic recurrent neural network (DRNN) that can be viewed as a generalisation of the Hopfield neural network is proposed to identify and control a class of control affine systems. In this approach, the identified network is used in the context of the differential geometric control to synthesise a state feedback that cancels the nonlinear terms of the plant yielding a linear plant which can then be controlled using a standard PID controller.