Exploiting uncertainty in nonlinear stochastic control problem

This work introduces a novel inversion-based neurocontroller for solving control problems involving uncertain nonlinear systems which could also compensate for multi-valued systems. The approach uses recent developments in neural networks, especially in the context of modelling statistical distributions, which are applied to forward and inverse plant models. Provided that certain conditions are met, an estimate of the intrinsic uncertainty for the outputs of neural networks can be obtained using the statistical properties of networks. More generally, multicomponent distributions can be modelled by the mixture density network. Based on importance sampling from these distributions a novel robust inverse control approach is obtained. This importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The developed methodology circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider. Convergence of the output error for the proposed control method is verified by using a Lyapunov function. Several simulation examples are provided to demonstrate the efficiency of the developed control method. The manner in which such a method is extended to nonlinear multi-variable systems with different delays between the input-output pairs is considered and demonstrated through simulation examples.

Probability distribution modelling to improve stability in nonlinear MIMO control

We consider the direct adaptive inverse control of nonlinear multivariable systems with different delays between every input-output pair. In direct adaptive inverse control, the inverse mapping is learned from examples of input-output pairs. This makes the obtained controller sub optimal, since the network may have to learn the response of the plant over a larger operational range than necessary. Moreover, in certain applications, the control problem can be redundant, implying that the inverse problem is ill posed. In this paper we propose a new algorithm which allows estimating and exploiting uncertainty in nonlinear multivariable control systems. This approach allows us to model strongly non-Gaussian distribution of control signals as well as processes with hysteresis. The proposed algorithm circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider.

Multi-valued control problems and mixture density network

We have proposed a novel robust inversion-based neurocontroller that searches for the optimal control law by sampling from the estimated Gaussian distribution of the inverse plant model. However, for problems involving the prediction of continuous variables, a Gaussian model approximation provides only a very limited description of the properties of the inverse model. This is usually the case for problems in which the mapping to be learned is multi-valued or involves hysteritic transfer characteristics. This often arises in the solution of inverse plant models. In order to obtain a complete description of the inverse model, a more general multicomponent distributions must be modeled. In this paper we test whether our proposed sampling approach can be used when considering an arbitrary conditional probability distributions. These arbitrary distributions will be modeled by a mixture density network. Importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The effectiveness of the importance sampling from an arbitrary conditional probability distribution will be demonstrated using a simple single input single output static nonlinear system with hysteretic characteristics in the inverse plant model.

Distributed control of computer communication systems

Flow control in Computer Communication systems is generally a multi-layered structure, consisting of several mechanisms operating independently at different levels. Evaluation of the performance of networks in which different flow control mechanisms act simultaneously is an important area of research, and is examined in depth in this thesis. This thesis presents the modelling of a finite resource computer communication network equipped with three levels of flow control, based on closed queueing network theory. The flow control mechanisms considered are: end-to-end control of virtual circuits, network access control of external messages at the entry nodes and the hop level control between nodes. The model is solved by a heuristic technique, based on an equivalent reduced network and the heuristic extensions to the mean value analysis algorithm. The method has significant computational advantages, and overcomes the limitations of the exact methods. It can be used to solve large network models with finite buffers and many virtual circuits. The model and its heuristic solution are validated by simulation. The interaction between the three levels of flow control are investigated. A queueing model is developed for the admission delay on virtual circuits with end-to-end control, in which messages arrive from independent Poisson sources. The selection of optimum window limit is considered. Several advanced network access schemes are postulated to improve the network performance as well as that of selected traffic streams, and numerical results are presented. A model for the dynamic control of input traffic is developed. Based on Markov decision theory, an optimal control policy is formulated. Numerical results are given and throughput-delay performance is shown to be better with dynamic control than with static control.

A Bayesian perspective on stochastic neurocontrol

Control design for stochastic uncertain nonlinear systems is traditionally based on minimizing the expected value of a suitably chosen loss function. Moreover, most control methods usually assume the certainty equivalence principle to simplify the problem and make it computationally tractable. We offer an improved probabilistic framework which is not constrained by these previous assumptions, and provides a more natural framework for incorporating and dealing with uncertainty. The focus of this paper is on developing this framework to obtain an optimal control law strategy using a fully probabilistic approach for information extraction from process data, which does not require detailed knowledge of system dynamics. Moreover, the proposed control method framework allows handling the problem of input-dependent noise. A basic paradigm is proposed and the resulting algorithm is discussed. The proposed probabilistic control method is for the general nonlinear class of discrete-time systems. It is demonstrated theoretically on the affine class. A nonlinear simulation example is also provided to validate theoretical development.

Design and evaluation of a framework for cooperative and adaptive QoS control of DSRC network for road safety applications

Dedicated short-range communications (DSRC) are a promising vehicle communication technique for collaborative road safety applications (CSA). However, road safety applications require highly reliable and timely wireless communications, which present big challenges to DSRC based vehicle networks on effective and robust quality of services (QoS) provisioning due to the random channel access method applied in the DSRC technique. In this paper we examine the QoS control problem for CSA in the DSRC based vehicle networks and presented an overview of the research work towards the QoS control problem. After an analysis of the system application requirements and the DSRC vehicle network features, we propose a framework for cooperative and adaptive QoS control, which is believed to be a key for the success of DSRC on supporting effective collaborative road safety applications. A core design in the proposed QoS control framework is that network feedback and cross-layer design are employed to collaboratively achieve targeted QoS. A design example of cooperative and adaptive rate control scheme is implemented and evaluated, with objective of illustrating the key ideas in the framework. Simulation results demonstrate the effectiveness of proposed rate control schemes in providing highly available and reliable channel for emergency safety messages. © 2013 Wenyang Guan et al.

Probabilistic control for uncertain systems

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the probabilistic models of both the forward and inverse dynamics are estimated such that they are dependent on the state and the control input. The optimal control strategy is then derived which minimizes uncertainty of the closed loop system. In the absence of reliable plant models, the proposed control algorithm incorporates uncertainties in model parameters, observations, and latent processes. The local stability of the closed loop system has been established. The efficacy of the control algorithm is demonstrated on two nonlinear stochastic control examples with additive and multiplicative noise.

A probabilistic indirect adaptive control for systems with input-dependent noise

A probabilistic indirect adaptive controller is proposed for the general nonlinear multivariate class of discrete time system. The proposed probabilistic framework incorporates input–dependent noise prediction parameters in the derivation of the optimal control law. Moreover, because noise can be nonstationary in practice, the proposed adaptive control algorithm provides an elegant method for estimating and tracking the noise. For illustration purposes, the developed method is applied to the affine class of nonlinear multivariate discrete time systems and the desired result is obtained: the optimal control law is determined by solving a cubic equation and the distribution of the tracking error is shown to be Gaussian with zero mean. The efficiency of the proposed scheme is demonstrated numerically through the simulation of an affine nonlinear system.

Stochastic control strategies and adaptive critic methods

Adaptive critic methods have common roots as generalizations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, nonlinear and nonstationary environments. In this study, a novel probabilistic dual heuristic programming (DHP) based adaptive critic controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) adaptive critic method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterized by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the critic network is then calculated and shown to be equal to the analytically derived correct value.

Generalised Riccati solution and pinning control of complex stochastic networks

This paper considers the global synchronisation of a stochastic version of coupled map lattices networks through an innovative stochastic adaptive linear quadratic pinning control methodology. In a stochastic network, each state receives only noisy measurement of its neighbours' states. For such networks we derive a generalised Riccati solution that quantifies and incorporates uncertainty of the forward dynamics and inverse controller in the derivation of the stochastic optimal control law. The generalised Riccati solution is derived using the Lyapunov approach. A probabilistic approximation type algorithm is employed to estimate the conditional distributions of the state and inverse controller from historical data and quantifying model uncertainties. The theoretical derivation is complemented by its validation on a set of representative examples.

Design and analysis of distributed utility maximization algorithm for multihop wireless network with inaccurate feedback

Distributed network utility maximization (NUM) is receiving increasing interests for cross-layer optimization problems in multihop wireless networks. Traditional distributed NUM algorithms rely heavily on feedback information between different network elements, such as traffic sources and routers. Because of the distinct features of multihop wireless networks such as time-varying channels and dynamic network topology, the feedback information is usually inaccurate, which represents as a major obstacle for distributed NUM application to wireless networks. The questions to be answered include if distributed NUM algorithm can converge with inaccurate feedback and how to design effective distributed NUM algorithm for wireless networks. In this paper, we first use the infinitesimal perturbation analysis technique to provide an unbiased gradient estimation on the aggregate rate of traffic sources at the routers based on locally available information. On the basis of that, we propose a stochastic approximation algorithm to solve the distributed NUM problem with inaccurate feedback. We then prove that the proposed algorithm can converge to the optimum solution of distributed NUM with perfect feedback under certain conditions. The proposed algorithm is applied to the joint rate and media access control problem for wireless networks. Numerical results demonstrate the convergence of the proposed algorithm. © 2013 John Wiley & Sons, Ltd.

Design and analysis of distributed utility maximization algorithm for multihop wireless network with inaccurate feedback

Distributed network utility maximization (NUM) is receiving increasing interests for cross-layer optimization problems in multihop wireless networks. Traditional distributed NUM algorithms rely heavily on feedback information between different network elements, such as traffic sources and routers. Because of the distinct features of multihop wireless networks such as time-varying channels and dynamic network topology, the feedback information is usually inaccurate, which represents as a major obstacle for distributed NUM application to wireless networks. The questions to be answered include if distributed NUM algorithm can converge with inaccurate feedback and how to design effective distributed NUM algorithm for wireless networks. In this paper, we first use the infinitesimal perturbation analysis technique to provide an unbiased gradient estimation on the aggregate rate of traffic sources at the routers based on locally available information. On the basis of that, we propose a stochastic approximation algorithm to solve the distributed NUM problem with inaccurate feedback. We then prove that the proposed algorithm can converge to the optimum solution of distributed NUM with perfect feedback under certain conditions. The proposed algorithm is applied to the joint rate and media access control problem for wireless networks. Numerical results demonstrate the convergence of the proposed algorithm. © 2013 John Wiley & Sons, Ltd.

Distribution modeling of nonlinear inverse controllers under a Bayesian framework

The inverse controller is traditionally assumed to be a deterministic function. This paper presents a pedagogical methodology for estimating the stochastic model of the inverse controller. The proposed method is based on Bayes' theorem. Using Bayes' rule to obtain the stochastic model of the inverse controller allows the use of knowledge of uncertainty from both the inverse and the forward model in estimating the optimal control signal. The paper presents the methodology for general nonlinear systems and is demonstrated on nonlinear single-input-single-output (SISO) and multiple-input-multiple-output (MIMO) examples. © 2006 IEEE.