Conditioning and preconditioning of the optimal state estimation problem

Optimal state estimation is a method that requires minimising a weighted, nonlinear, least-squares objective function in order to obtain the best estimate of the current state of a dynamical system. Often the minimisation is non-trivial due to the large scale of the problem, the relative sparsity of the observations and the nonlinearity of the objective function. To simplify the problem the solution is often found via a sequence of linearised objective functions. The condition number of the Hessian of the linearised problem is an important indicator of the convergence rate of the minimisation and the expected accuracy of the solution. In the standard formulation the convergence is slow, indicating an ill-conditioned objective function. A transformation to different variables is often used to ameliorate the conditioning of the Hessian by changing, or preconditioning, the Hessian. There is only sparse information in the literature for describing the causes of ill-conditioning of the optimal state estimation problem and explaining the effect of preconditioning on the condition number. This paper derives descriptive theoretical bounds on the condition number of both the unpreconditioned and preconditioned system in order to better understand the conditioning of the problem. We use these bounds to explain why the standard objective function is often ill-conditioned and why a standard preconditioning reduces the condition number. We also use the bounds on the preconditioned Hessian to understand the main factors that affect the conditioning of the system. We illustrate the results with simple numerical experiments.

Reduced gradient method combined with augmented Lagrangian and barrier for the optimal power flow problem

A new approach for solving the optimal power flow (OPF) problem is established by combining the reduced gradient method and the augmented Lagrangian method with barriers and exploring specific characteristics of the relations between the variables of the OPF problem. Computer simulations on IEEE 14-bus and IEEE 30-bus test systems illustrate the method. (c) 2007 Elsevier Inc. All rights reserved.

Global stabilizing feedback law for a problem of biological control of mosquito-borne diseases

The control of the spread of dengue fever by introduction of the intracellular parasitic bacterium Wolbachia in populations of the vector Aedes aegypti, is presently one of the most promising tools for eliminating dengue, in the absence of an efficient vaccine. The success of this operation requires locally careful planning to determine the adequate number of mosquitoes carrying the Wolbachia parasite that need to be introduced into the natural population. The latter are expected to eventually replace the Wolbachia-free population and guarantee permanent protection against the transmission of dengue to human. In this paper, we propose and analyze a model describing the fundamental aspects of the competition between mosquitoes carrying Wolbachia and mosquitoes free of the parasite. We then introduce a simple feedback control law to synthesize an introduction protocol, and prove that the population is guaranteed to converge to a stable equilibrium where the totality of mosquitoes carry Wolbachia. The techniques are based on the theory of monotone control systems, as developed after Angeli and Sontag. Due to bistability, the considered input-output system has multivalued static characteristics, but the existing results are unable to prove almost-global stabilization, and ad hoc analysis has to be conducted.

Optimised placement of control and protective devices in electric distribution systems through reactive tabu search algorithm

Optimised placement of control and protective devices in distribution networks allows for a better operation and improvement of the reliability indices of the system. Control devices (used to reconfigure the feeders) are placed in distribution networks to obtain an optimal operation strategy to facilitate power supply restoration in the case of a contingency. Protective devices (used to isolate faults) are placed in distribution systems to improve the reliability and continuity of the power supply, significantly reducing the impacts that a fault can have in terms of customer outages, and the time needed for fault location and system restoration. This paper presents a novel technique to optimally place both control and protective devices in the same optimisation process on radial distribution feeders. The problem is modelled through mixed integer non-linear programming (MINLP) with real and binary variables. The reactive tabu search algorithm (RTS) is proposed to solve this problem. Results and optimised strategies for placing control and protective devices considering a practical feeder are presented. (c) 2007 Elsevier B.V. All rights reserved.

Multi Objective Evolutionary Algorithm Applied to the Optimal Power Flow Problem

This work presents the application of a multiobjective evolutionary algorithm (MOEA) for optimal power flow (OPF) solution. The OPF is modeled as a constrained nonlinear optimization problem, non-convex of large-scale, with continuous and discrete variables. The violated inequality constraints are treated as objective function of the problem. This strategy allows attending the physical and operational restrictions without compromise the quality of the found solutions. The developed MOEA is based on the theory of Pareto and employs a diversity-preserving mechanism to overcome the premature convergence of algorithm and local optimal solutions. Fuzzy set theory is employed to extract the best compromises of the Pareto set. Results for the IEEE-30, RTS-96 and IEEE-354 test systems are presents to validate the efficiency of proposed model and solution technique.

Observer-based state-feedback versus H-infinity output feedback control solved by LMI approach for applications in smart structures

This paper aims with the use of linear matrix inequalities approach (LMIs) for application in active vibration control problems in smart strutures. A robust controller for active damping in a panel was designed with piezoelectrical actuators in optimal locations for illustration of the main proposal. It was considered, in the simulations of the closed-loop, a model identified by eigensystem realization algorithm (ERA) and reduced by modal decomposition. We tested two differents techniques to solve the problem. The first one uses LMI approach by state-feedback based in an observer design, considering several simultaneous constraints as: a decay rate, limited input on the actuators, bounded output peak (output energy) and robustness to parametic uncertainties. The results demonstrated the vibration attenuation in the structure by controlling only the first modes and the increased damping in the bandwidth of interest. However, it is possible to occur spillover effects, because the design has not been done considering the dynamic uncertainties related with high frequencies modes. In this sense, the second technique uses the classical H. output feedback control, also solved by LMI approach, considering robustness to residual dynamic to overcome the problem found in the first test. The results are compared and discussed. The responses shown the robust performance of the system and the good reduction of the vibration level, without increase mass.

Optimal and robust modal control of a flexible structure using an active dynamic vibration absorber

This paper is concerned with feedback vibration control of a lightly damped flexible structure that has a large number of well-separated modes. A single active electrical dynamic absorber is used to reduce a particular single vibration mode selectively or multiple modes simultaneously. The absorber is realized electrically by feeding back the structural acceleration at one position to a collocated piezoceramic patch actuator via a controller consisting of one or several second order lowpass filters. A simple analytical method is presented to design a modal control filter that is optimal in that it maximally flattens the mobility frequency response of the target mode, as well as robust in that it works within a prescribed maximum control spillover of 2 dB at all frequencies. Experiments are conducted with a free-free beam to demonstrate its ability to control any single mode optimally and robustly. It is also shown that an active absorber with multiple such filters can effectively control multiple modes simultaneously.

Experimental Active Vibration Control in Truss Structures Considering Uncertainties in System Parameters

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On an Optimal Linear Control of a Chaotic Non-Ideal Duffing System

In this work, we use a nonlinear control based on Optimal Linear Control. We used as mathematical model a Duffing equation to model a supporting structure for an unbalanced rotating machine with limited power (non-ideal motor). Numerical simulations are performed for a set control parameter (depending on the voltage of the motor, that is, in the static and dynamic characteristic of the motor) The interaction of the non-ideal excitation with the structure may lead to the occurrence of interesting phenomena during the forward passage through the several resonance states of the system. Chaotic behavior is obtained for values of the parameters. Then, the proposed control strategy is applied in order to regulate the chaotic behavior, in order to obtain a periodic orbit and to decrease its amplitude. Both methodologies were used in complete agreement between them. The purpose of the paper is to give suggestions and recommendations to designers and engineers on how to drive this kind of system through resonance.

A reducing of a chaotic movement to a periodic orbit, of a micro-electro-mechanical system, by using an optimal linear control design

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Chaos control of a nonlinear oscillator with shape memory alloy using an optimal linear control: Part II: Nonideal energy source

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Logarithmic barrier-augmented Lagrangian function to the optimal power flow problem

This paper presents a new approach to solve the Optimal Power Flow problem. This approach considers the application of logarithmic barrier method to voltage magnitude and tap-changing transformer variables and the other constraints are treated by augmented Lagrangian method. Numerical test results are presented, showing the effective performance of this algorithm. (C) 2005 Elsevier Ltd. All rights reserved.

A new approach to the solution of the optimal power flow problem based on the modified Newton's method associated to an augmented Lagrangian function

This paper presents a new algorithm for optimal power flow problem. The algorithm is based on Newton's method which it works with an Augmented Lagrangian function associated with the original problem. The function aggregates all the equality and inequality constraints and is solved using the modified-Newton method. The test results have shown the effectiveness of the approach using the IEEE 30 and 638 bus systems.

Optimal capacitor placement in radial distribution networks

The capacitor placement (replacement) problem for radial distribution networks determines capacitor types, sizes, locations and control schemes. Optimal capacitor placement is a hard combinatorial problem that can be formulated as a mixed integer nonlinear program. Since this is a NP complete problem (Non Polynomial time) the solution approach uses a combinatorial search algorithm. The paper proposes a hybrid method drawn upon the Tabu Search approach, extended with features taken from other combinatorial approaches such as genetic algorithms and simulated annealing, and from practical heuristic approaches. The proposed method has been tested in a range of networks available in the literature with superior results regarding both quality and cost of solutions.