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.

A joint state and parameter estimation scheme for nonlinear dynamical systems

We present a novel algorithm for concurrent model state and parameter estimation in nonlinear dynamical systems. The new scheme uses ideas from three dimensional variational data assimilation (3D-Var) and the extended Kalman filter (EKF) together with the technique of state augmentation to estimate uncertain model parameters alongside the model state variables in a sequential filtering system. The method is relatively simple to implement and computationally inexpensive to run for large systems with relatively few parameters. We demonstrate the efficacy of the method via a series of identical twin experiments with three simple dynamical system models. The scheme is able to recover the parameter values to a good level of accuracy, even when observational data are noisy. We expect this new technique to be easily transferable to much larger models.

Methods to verify parameter equality in nonlinear regression models

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Q parameter estimation using numerical simulations for linear and nonlinear transmission systems

We compare the Q parameter obtained from scalar, semi-analytical and full vector models for realistic transmission systems. One set of systems is operated in the linear regime, while another is using solitons at high peak power. We report in detail on the different results obtained for the same system using different models. Polarisation mode dispersion is also taken into account and a novel method to average Q parameters over several independent simulation runs is described. © 2006 Elsevier B.V. All rights reserved.

Semi-analytical Q parameter estimate in linear and nonlinear transmission systems

We compare the Q parameter obtained from the semi-analytical model with scalar and vector models for two realistic transmission systems. First a linear system with a compensated dispersion map and second a soliton transmission system.

Nonlinear Variational Inequalities Depending on a Parameter

This paper develops the results announced in the Note [14]. Using an eigenvalue problem governed by a variational inequality, we try to unify the theory concerning the post-critical equilibrium state of a thin elastic plate subjected to unilateral conditions.

Trajectory Sensitivity Method and Master-Slave Synchronization to Estimate Parameters of Nonlinear Systems

A combination of trajectory sensitivity method and master-slave synchronization was proposed to parameter estimation of nonlinear systems. It was shown that master-slave coupling increases the robustness of the trajectory sensitivity algorithm with respect to the initial guess of parameters. Since synchronization is not a guarantee that the estimation process converges to the correct parameters, a conditional test that guarantees that the new combined methodology estimates the true values of parameters was proposed. This conditional test was successfully applied to Lorenz's and Chua's systems, and the proposed parameter estimation algorithm has shown to be very robust with respect to parameter initial guesses and measurement noise for these examples. Copyright (C) 2009 Elmer P. T. Cari et al.

Stability region bifurcations of nonlinear autonomous dynamical systems: Type-zero saddle-node bifurcations

The behavior of stability regions of nonlinear autonomous dynamical systems subjected to parameter variation is studied in this paper. In particular, the behavior of stability regions and stability boundaries when the system undergoes a type-zero sadle-node bifurcation on the stability boundary is investigated in this paper. It is shown that the stability regions suffer drastic changes with parameter variation if type-zero saddle-node bifurcations occur on the stability boundary. A complete characterization of these changes in the neighborhood of a type-zero saddle-node bifurcation value is presented in this paper. Copyright (C) 2010 John Wiley & Sons, Ltd.

Experimental results on the nonlinear H(infinity) control via quasi-LPV representation and game theory for wheeled mobile robots

In this paper, nonlinear dynamic equations of a wheeled mobile robot are described in the state-space form where the parameters are part of the state (angular velocities of the wheels). This representation, known as quasi-linear parameter varying, is useful for control designs based on nonlinear H(infinity) approaches. Two nonlinear H(infinity) controllers that guarantee induced L(2)-norm, between input (disturbances) and output signals, bounded by an attenuation level gamma, are used to control a wheeled mobile robot. These controllers are solved via linear matrix inequalities and algebraic Riccati equation. Experimental results are presented, with a comparative study among these robust control strategies and the standard computed torque, plus proportional-derivative, controller.

An EFG method for the nonlinear analysis of plates undergoing arbitrarily large deformations

The applicability of a meshfree approximation method, namely the EFG method, on fully geometrically exact analysis of plates is investigated. Based on a unified nonlinear theory of plates, which allows for arbitrarily large rotations and displacements, a Galerkin approximation via MLS functions is settled. A hybrid method of analysis is proposed, where the solution is obtained by the independent approximation of the generalized internal displacement fields and the generalized boundary tractions. A consistent linearization procedure is performed, resulting in a semi-definite generalized tangent stiffness matrix which, for hyperelastic materials and conservative loadings, is always symmetric (even for configurations far from the generalized equilibrium trajectory). Besides the total Lagrangian formulation, an updated version is also presented, which enables the treatment of rotations beyond the parameterization limit. An extension of the arc-length method that includes the generalized domain displacement fields, the generalized boundary tractions and the load parameter in the constraint equation of the hyper-ellipsis is proposed to solve the resulting nonlinear problem. Extending the hybrid-displacement formulation, a multi-region decomposition is proposed to handle complex geometries. A criterium for the classification of the equilibrium`s stability, based on the Bordered-Hessian matrix analysis, is suggested. Several numerical examples are presented, illustrating the effectiveness of the method. Differently from the standard finite element methods (FEM), the resulting solutions are (arbitrary) smooth generalized displacement and stress fields. (c) 2007 Elsevier Ltd. All rights reserved.

On the nonlinear Neumann problem with critical and supercritical nonlinearities

We investigate the solvability of the Neumann problem (1.1) involving a critical Sobolev exponent. In the first part of this work it is assumed that the coeffcients Q and h are at least continuous. Moreover Q is positive on overline Omega and lambda > 0 is a parameter. We examine the common effect of the mean curvature and the shape of the graphs of the coeffcients Q and h on the existence of low energy solutions. In the second part of this work we consider the same problem with Q replaced by - Q. In this case the problem can be supercritical and the existence results depend on integrability conditions on Q and h.

Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Travelling wave profiles in some models with nonlinear diffusion

We study some properties of the monotone solutions of the boundary value problem (p(u'))' - cu' + f(u) = 0, u(-infinity) = 0, u(+infinity) = 1, where f is a continuous function, positive in (0, 1) and taking the value zero at 0 and 1, and P may be an increasing homeomorphism of (0, 1) or (0, +infinity) onto [0, +infinity). This problem arises when we look for travelling waves for the reaction diffusion equation partial derivative u/partial derivative t = partial derivative/partial derivative x [p(partial derivative u/partial derivative x)] + f(u) with the parameter c representing the wave speed. A possible model for the nonlinear diffusion is the relativistic curvature operator p(nu)= nu/root 1-nu(2). The same ideas apply when P is given by the one- dimensional p- Laplacian P(v) = |v|(p-2)v. In this case, an advection term is also considered. We show that, as for the classical Fisher- Kolmogorov- Petrovski- Piskounov equations, there is an interval of admissible speeds c and we give characterisations of the critical speed c. We also present some examples of exact solutions. (C) 2014 Elsevier Inc. All rights reserved.