909 resultados para Parallel Control Algorithm


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Mechanical support of a failing heart is typically performed with rotary blood pumps running at constant speed, which results in a limited control on cardiac workload and nonpulsatile hemodynamics. A potential solution to overcome these limitations is to modulate the pump speed to create pulses. This study aims at developing a pulsatile control algorithm for rotary pumps, while investigating its effect on left ventricle unloading and the hemodynamics.

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In this dissertation, the problem of creating effective large scale Adaptive Optics (AO) systems control algorithms for the new generation of giant optical telescopes is addressed. The effectiveness of AO control algorithms is evaluated in several respects, such as computational complexity, compensation error rejection and robustness, i.e. reasonable insensitivity to the system imperfections. The results of this research are summarized as follows: 1. Robustness study of Sparse Minimum Variance Pseudo Open Loop Controller (POLC) for multi-conjugate adaptive optics (MCAO). The AO system model that accounts for various system errors has been developed and applied to check the stability and performance of the POLC algorithm, which is one of the most promising approaches for the future AO systems control. It has been shown through numerous simulations that, despite the initial assumption that the exact system knowledge is necessary for the POLC algorithm to work, it is highly robust against various system errors. 2. Predictive Kalman Filter (KF) and Minimum Variance (MV) control algorithms for MCAO. The limiting performance of the non-dynamic Minimum Variance and dynamic KF-based phase estimation algorithms for MCAO has been evaluated by doing Monte-Carlo simulations. The validity of simple near-Markov autoregressive phase dynamics model has been tested and its adequate ability to predict the turbulence phase has been demonstrated both for single- and multiconjugate AO. It has also been shown that there is no performance improvement gained from the use of the more complicated KF approach in comparison to the much simpler MV algorithm in the case of MCAO. 3. Sparse predictive Minimum Variance control algorithm for MCAO. The temporal prediction stage has been added to the non-dynamic MV control algorithm in such a way that no additional computational burden is introduced. It has been confirmed through simulations that the use of phase prediction makes it possible to significantly reduce the system sampling rate and thus overall computational complexity while both maintaining the system stable and effectively compensating for the measurement and control latencies.

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La diabetes mellitus es un trastorno del metabolismo de los carbohidratos producido por la insuficiente o nula producción de insulina o la reducida sensibilidad a esta hormona. Es una enfermedad crónica con una mayor prevalencia en los países desarrollados debido principalmente a la obesidad, la vida sedentaria y disfunciones en el sistema endocrino relacionado con el páncreas. La diabetes Tipo 1 es una enfermedad autoinmune en la que son destruidas las células beta del páncreas, que producen la insulina, y es necesaria la administración de insulina exógena. Un enfermo de diabetes Tipo 1 debe seguir una terapia con insulina administrada por la vía subcutánea que debe estar adaptada a sus necesidades metabólicas y a sus hábitos de vida, esta terapia intenta imitar el perfil insulínico de un páncreas no patológico. La tecnología actual permite abordar el desarrollo del denominado “páncreas endocrino artificial”, que aportaría precisión, eficacia y seguridad para los pacientes, en cuanto a la normalización del control glucémico y reducción del riesgo de hipoglucemias. Permitiría que el paciente no estuviera tan pendiente de su enfermedad. El páncreas artificial consta de un sensor continuo de glucosa, una bomba de infusión de insulina y un algoritmo de control, que calcula la insulina a infusionar usando la glucosa como información principal. Este trabajo presenta un método de control en lazo semi-cerrado mediante un sistema borroso experto basado en reglas. La regulación borrosa se fundamenta en la ambigüedad del lenguaje del ser humano. Esta incertidumbre sirve para la formación de una serie de reglas que representan el pensamiento humano, pero a la vez es el sistema que controla un proceso, en este caso el sistema glucorregulatorio. Este proyecto está enfocado en el diseño de un controlador borroso que haciendo uso de variables como la glucosa, insulina y dieta, sea capaz de restaurar la función endocrina del páncreas de forma tecnológica. La validación del algoritmo se ha realizado principalmente mediante experimentos en simulación utilizando una población de pacientes sintéticos, evaluando los resultados con estadísticos de primer orden y algunos más específicos como el índice de riesgo de Kovatchev, para después comparar estos resultados con los obtenidos por otros métodos de control anteriores. Los resultados demuestran que el control borroso (FBPC) mejora el control glucémico con respecto a un sistema predictivo experto basado en reglas booleanas (pBRES). El FBPC consigue reducir siempre la glucosa máxima y aumentar la mínima respecto del pBRES pero es en terapias desajustadas, donde el FBPC es especialmente robusto, hace descender la glucosa máxima 8,64 mg/dl, el uso de insulina es 3,92 UI menor, aumenta la glucosa mínima 3,32 mg/dl y lleva al rango de glucosa 80 – 110 mg/dl 15,33 muestras más. Por lo tanto se puede concluir que el FBPC realiza un mejor control glucémico que el controlador pBRES haciéndole especialmente efectivo, robusto y seguro en condiciones de desajustes de terapia basal y con gran capacidad de mejora futura. SUMMARY The diabetes mellitus is a metabolic disorder caused by a poor or null insulin secretion or a reduced sensibility to insulin. Diabetes is a chronic disease with a higher prevalence in the industrialized countries, mainly due to obesity, the sedentary life and endocrine disfunctions connected with the pancreas. Type 1 diabetes is a self-immune disease where the beta cells of the pancreas, which are the responsible of secreting insulin, are damaged. Hence, it is necessary an exogenous delivery of insulin. The Type 1 diabetic patient has to follow a therapy with subcutaneous insulin administration which should be adjusted to his/her metabolic needs and life style. This therapy tries to mimic the insulin profile of a non-pathological pancreas. Current technology lets the development of the so-called endocrine artificial pancreas that would provide accuracy, efficiency and safety to patients, in regards to the glycemic control normalization and reduction of the risk of hypoglycemic. In addition, it would help the patient not to be so concerned about his disease. The artificial pancreas has a continuous glucose sensor, an insulin infusion pump and a control algorithm, that calculates the insulin infusion using the glucose as main information. This project presents a method of control in semi-closed-loop, through an expert fuzzy system based on rules. The fuzzy regulation is based on the human language ambiguity. This uncertainty serves for construction of some rules that represent the human language besides it is the system that controls a process, in this case the glucoregulatory system. This project is focus on the design of a fuzzy controller that, using variables like glucose insulin and diet, will be able to restore the pancreas endocrine function with technology. The algorithm assessment has mainly been done through experiments in simulation using a population of synthetic patients, evaluating the results with first order statistical parameters and some other more specific such as the Kovatchev risk index, to compare later these results with the ones obtained in others previous methods of control. The results demonstrate that the fuzzy control (FBPC) improves the glycemic control connected with a predictive expert system based on Booleans rules (pBRES). The FBPC is always able to reduce the maximum level of glucose and increase the minimum level as compared with pBRES but it is in unadjusted therapies where FBPC is especially strong, it manages to decrease the maximum level of glucose and insulin used by 8,64 mg/dl and 3,92 UI respectively, also increases the value of minimum glucose by 3,32 mg/dl, getting 15,33 samples more inside the 80-110 mg/dl glucose rank. Therefore we can conclude that FBPC achieves a better glycemic control than the controller pBRES doing it especially effective, robust and safe in conditions of mismatch basal therapy and with a great capacity for future improvements.

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Topology control is an important technique to improve the connectivity and the reliability of Wireless Sensor Networks (WSNs) by means of adjusting the communication range of wireless sensor nodes. In this paper, a novel Fuzzy-logic Topology Control (FTC) is proposed to achieve any desired average node degree by adaptively changing communication range, thus improving the network connectivity, which is the main target of FTC. FTC is a fully localized control algorithm, and does not rely on location information of neighbors. Instead of designing membership functions and if-then rules for fuzzy-logic controller, FTC is constructed from the training data set to facilitate the design process. FTC is proved to be accurate, stable and has short settling time. In order to compare it with other representative localized algorithms (NONE, FLSS, k-Neighbor and LTRT), FTC is evaluated through extensive simulations. The simulation results show that: firstly, similar to k-Neighbor algorithm, FTC is the best to achieve the desired average node degree as node density varies; secondly, FTC is comparable to FLSS and k-Neighbor in terms of energy-efficiency, but is better than LTRT and NONE; thirdly, FTC has the lowest average maximum communication range than other algorithms, which indicates that the most energy-consuming node in the network consumes the lowest power.

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In this work, we study the bilateral control of a nonlinear teleoperator system with constant delay, proposes a control strategy by state convergence, which directly connect the local and remote manipulator through feedback signals of position and speed. The control signal allows the remote manipulator follow the local manipulator through the state convergence even if it has a delay in the communication channel. The bilateral control of the teleoperator system considers the case when the human operator applies a constant force on the local manipulator and when the interaction of the remote manipulator with the environment is considered passive. The stability analysis is performed using functional of Lyapunov-Krasovskii, it showed that using a control algorithm by state convergence for the case with constant delay, the nonlinear local and remote teleoperation system is asymptotically stable, also speeds converge to zero and position tracking is achieved.

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In this work, we proposes a control strategy that allows the remote manipulator follow the local manipulator through the state convergence even if it has a delay in the communication channel. The bilateral control of the teleoperator system considers the case were the human operator applies a constant force on the local manipulator and when the interaction of the remote manipulator with the environment is considered passive. The stability analysis was performed using Lyapunov- Krasovskii functional, it showed for the case with constant delay, that using a proposed control algorithm by state convergence resulted in asymptotically stable, local and remote the nonlinear teleoperation system.

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In this work, we proposes a control strategy by state convergence applied to bilateral control of a nonlinear teleoperator system with constant delay. The bilateral control of the teleoperator system considers the case when the human operator applies a constant force on the local manipulator and when the interaction of the remote manipulator with the environment is considered passive. The stability analysis is performed using Lyapunov-Krasovskii functional, it showed that using an control algorithm by state convergence for the case with constant delay, the nonlinear local and remote teleoperation system is asymptotically stable, also speeds converge to zero and position tracking is achieved. This work also presents the implementation of an experimental platform. The mechanical structure of the arm that is located in the remote side has been built and the electric servomechanism has been mounted to control their movement.

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In this paper a Glucose-Insulin regulator for Type 1 Diabetes using artificial neural networks (ANN) is proposed. This is done using a discrete recurrent high order neural network in order to identify and control a nonlinear dynamical system which represents the pancreas? beta-cells behavior of a virtual patient. The ANN which reproduces and identifies the dynamical behavior system, is configured as series parallel and trained on line using the extended Kalman filter algorithm to achieve a quickly convergence identification in silico. The control objective is to regulate the glucose-insulin level under different glucose inputs and is based on a nonlinear neural block control law. A safety block is included between the control output signal and the virtual patient with type 1 diabetes mellitus. Simulations include a period of three days. Simulation results are compared during the overnight fasting period in Open-Loop (OL) versus Closed- Loop (CL). Tests in Semi-Closed-Loop (SCL) are made feedforward in order to give information to the control algorithm. We conclude the controller is able to drive the glucose to target in overnight periods and the feedforward is necessary to control the postprandial period.

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El trabajo realizado en la presente tesis doctoral se debe considerar parte del proyecto UPMSat-2, que se enmarca dentro del ámbito de la tecnología aeroespacial. El UPMSat-2 es un microsatélite (de bajo coste y pequeño tamaño) diseñado, construido, probado e integrado por la Universidad Politécnica de Madrid (España), para fines de demostración tecnológica y educación. El objetivo de la presente tesis doctoral es presentar nuevos modelos analíticos para estudiar la interdependencia energética entre los subsistemas de potencia y de control de actitud de un satélite. En primer lugar, se estudia la simulación del subsistema de potencia de un microsatélite, prestando especial atención a la simulación de la fuente de potencia, esto es, los paneles solares. En la tesis se presentan métodos sencillos pero precisos para simular la producción de energía de los paneles en condiciones ambientales variables a través de su circuito equivalente. Los métodos propuestos para el cálculo de los parámetros del circuito equivalente son explícitos (o al menos, con las variables desacopladas), no iterativos y directos; no se necesitan iteraciones o valores iniciales para calcular los parámetros. La precisión de este método se prueba y se compara con métodos similares de la literatura disponible, demostrando una precisión similar para mayor simplicidad. En segundo lugar, se presenta la simulación del subsistema de control de actitud de un microsatélite, prestando especial atención a la nueva ley de control propuesta. La tesis presenta un nuevo tipo de control magnético es aplicable a la órbita baja terrestre (LEO). La ley de control propuesta es capaz de ajustar la velocidad de rotación del satélite alrededor de su eje principal de inercia máximo o mínimo. Además, en el caso de órbitas de alta inclinación, la ley de control favorece la alineación del eje de rotación con la dirección normal al plano orbital. El algoritmo de control propuesto es simple, sólo se requieren magnetopares como actuadores; sólo se requieren magnetómetros como sensores; no hace falta estimar la velocidad angular; no incluye un modelo de campo magnético de la Tierra; no tiene por qué ser externamente activado con información sobre las características orbitales y permite el rearme automático después de un apagado total del subsistema de control de actitud. La viabilidad teórica de la citada ley de control se demuestra a través de análisis de Monte Carlo. Por último, en términos de producción de energía, se demuestra que la actitud propuesto (en eje principal perpendicular al plano de la órbita, y el satélite que gira alrededor de ella con una velocidad controlada) es muy adecuado para la misión UPMSat-2, ya que permite una área superior de los paneles apuntando hacia el sol cuando se compara con otras actitudes estudiadas. En comparación con el control de actitud anterior propuesto para el UPMSat-2 resulta en un incremento de 25% en la potencia disponible. Además, la actitud propuesto mostró mejoras significativas, en comparación con otros, en términos de control térmico, como la tasa de rotación angular por satélite puede seleccionarse para conseguir una homogeneización de la temperatura más alta que apunta satélite y la antena. ABSTRACT The work carried out in the present doctoral dissertation should be considered part of the UPMSat-2 project, falling within the scope of the aerospace technology. The UPMSat-2 is a microsatellite (low cost and small size) designed, constructed integrated and tested for educational and technology demonstration purposes at the Universidad Politécnica de Madrid (Spain). The aim of the present doctoral dissertation is to present new analytical models to study the energy interdependence between the power and the attitude control subsystems of a satellite. First, the simulation of the power subsystem of a microsatellite is studied, paying particular attention to the simulation of the power supply, i.e. the solar panels. Simple but accurate methods for simulate the power production under variable ambient conditions using its equivalent circuit are presented. The proposed methods for calculate the equivalent circuit parameters are explicit (or at least, with decoupled variables), non-iterative and straight forward; no iterations or initial values for the parameters are needed. The accuracy of this method is tested and compared with similar methods from the available literature demonstrating similar precision but higher simplicity. Second, the simulation of the control subsystem of a microsatellite is presented, paying particular attention to the new control law proposed. A new type of magnetic control applied to Low Earth Orbit (LEO) satellites has been presented. The proposed control law is able to set the satellite rotation speed around its maximum or minimum inertia principal axis. Besides, the proposed control law favors the alignment of this axis with the normal direction to the orbital plane for high inclination orbits. The proposed control algorithm is simples, only magnetorquers are required as actuators; only magnetometers are required as sensors; no estimation of the angular velocity is needed; it does not include an in-orbit Earth magnetic field model; it does not need to be externally activated with information about the orbital characteristics and it allows automatic reset after a total shutdown of attitude control subsystem. The theoretical viability of the control law is demonstrated through Monte Carlo analysis. Finally, in terms of power production, it is demonstrated that the proposed attitude (on principal axis perpendicular to the orbit plane, and the satellite rotating around it with a controlled rate) is quite suitable for the UPMSat-2 mission, as it allows a higher area of the panels pointing towards the sun when compared to other studied attitudes. Compared with the previous attitude control proposed for the UPMSat-2 it results in a 25% increment in available power. Besides, the proposed attitude showed significant improvements, when compared to others, in terms of thermal control, as the satellite angular rotation rate can be selected to achieve a higher temperature homogenization of the satellite and antenna pointing.

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Development of a Sensorimotor Algorithm Able to Deal with Unforeseen Pushes and Its Implementation Based on VHDL is the title of my thesis which concludes my Bachelor Degree in the Escuela Técnica Superior de Ingeniería y Sistemas de Telecomunicación of the Universidad Politécnica de Madrid. It encloses the overall work I did in the Neurorobotics Research Laboratory from the Beuth Hochschule für Technik Berlin during my ERASMUS year in 2015. This thesis is focused on the field of robotics, specifically an electronic circuit called Cognitive Sensorimotor Loop (CSL) and its control algorithm based on VHDL hardware description language. The reason that makes the CSL special resides in its ability to operate a motor both as a sensor and an actuator. This way, it is possible to achieve a balanced position in any of the robot joints (e.g. the robot manages to stand) without needing any conventional sensor. In other words, the back electromotive force (EMF) induced by the motor coils is measured and the control algorithm responds depending on its magnitude. The CSL circuit contains mainly an analog-to-digital converter (ADC) and a driver. The ADC consists on a delta-sigma modulation which generates a series of bits with a certain percentage of 1's and 0's, proportional to the back EMF. The control algorithm, running in a FPGA, processes the bit frame and outputs a signal for the driver. This driver, which has an H bridge topology, gives the motor the ability to rotate in both directions while it's supplied with the power needed. The objective of this thesis is to document the experiments and overall work done on push ignoring contractive sensorimotor algorithms, meaning sensorimotor algorithms that ignore large magnitude forces (compared to gravity) applied in a short time interval on a pendulum system. This main objective is divided in two sub-objectives: (1) developing a system based on parameterized thresholds and (2) developing a system based on a push bypassing filter. System (1) contains a module that outputs a signal which blocks the main Sensorimotor algorithm when a push is detected. This module has several different parameters as inputs e.g. the back EMF increment to consider a force as a push or the time interval between samples. System (2) consists on a low-pass Infinite Impulse Response digital filter. It cuts any frequency considered faster than a certain push oscillation. This filter required an intensive study on how to implement some functions and data types (fixed or floating point data) not supported by standard VHDL packages. Once this was achieved, the next challenge was to simplify the solution as much as possible, without using non-official user made packages. Both systems behaved with a series of interesting advantages and disadvantages for the elaboration of the document. Stability, reaction time, simplicity or computational load are one of the many factors to be studied in the designed systems. RESUMEN. Development of a Sensorimotor Algorithm Able to Deal with Unforeseen Pushes and Its Implementation Based on VHDL es un Proyecto de Fin de Grado (PFG) que concluye mis estudios en la Escuela Técnica Superior de Ingeniería y Sistemas de Telecomunicación de la Universidad Politécnica de Madrid. En él se documenta el trabajo de investigación que realicé en el Neurorobotics Research Laboratory de la Beuth Hochschule für Technik Berlin durante el año 2015 mediante el programa de intercambio ERASMUS. Este PFG se centra en el campo de la robótica y en concreto en un circuito electrónico llamado Cognitive Sensorimotor Loop (CSL) y su algoritmo de control basado en lenguaje de modelado hardware VHDL. La particularidad del CSL reside en que se consigue que un motor haga las veces tanto de sensor como de actuador. De esta manera es posible que las articulaciones de un robot alcancen una posición de equilibrio (p.ej. el robot se coloca erguido) sin la necesidad de sensores en el sentido estricto de la palabra. Es decir, se mide la propia fuerza electromotriz (FEM) inducida sobre el motor y el algoritmo responde de acuerdo a su magnitud. El circuito CSL se compone de un convertidor analógico-digital (ADC) y un driver. El ADC consiste en un modulador sigma-delta, que genera una serie de bits con un porcentaje de 1's y 0's determinado, en proporción a la magnitud de la FEM inducida. El algoritmo de control, que se ejecuta en una FPGA, procesa esta cadena de bits y genera una señal para el driver. El driver, que posee una topología en puente H, provee al motor de la potencia necesaria y le otorga la capacidad de rotar en cualquiera de las dos direcciones. El objetivo de este PFG es documentar los experimentos y en general el trabajo realizado en algoritmos Sensorimotor que puedan ignorar fuerzas de gran magnitud (en comparación con la gravedad) y aplicadas en una corta ventana de tiempo. En otras palabras, ignorar empujones conservando el comportamiento original frente a la gravedad. Para ello se han desarrollado dos sistemas: uno basado en umbrales parametrizados (1) y otro basado en un filtro de corte ajustable (2). El sistema (1) contiene un módulo que, en el caso de detectar un empujón, genera una señal que bloquea el algoritmo Sensorimotor. Este módulo recibe diferentes parámetros como el incremento necesario de la FEM para que se considere un empujón o la ventana de tiempo para que se considere la existencia de un empujón. El sistema (2) consiste en un filtro digital paso-bajo de respuesta infinita que corta cualquier variación que considere un empujón. Para crear este filtro se requirió un estudio sobre como implementar ciertas funciones y tipos de datos (coma fija o flotante) no soportados por las librerías básicas de VHDL. Tras esto, el objetivo fue simplificar al máximo la solución del problema, sin utilizar paquetes de librerías añadidos. En ambos sistemas aparecen una serie de ventajas e inconvenientes de interés para el documento. La estabilidad, el tiempo de reacción, la simplicidad o la carga computacional son algunas de las muchos factores a estudiar en los sistemas diseñados. Para concluir, también han sido documentadas algunas incorporaciones a los sistemas: una interfaz visual en VGA, un módulo que compensa el offset del ADC o la implementación de una batería de faders MIDI entre otras.

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This paper presents a general methodology for estimating and incorporating uncertainty in the controller and forward models for noisy nonlinear control problems. Conditional distribution modeling in a neural network context is used to estimate uncertainty around the prediction of neural network outputs. The developed methodology circumvents the dynamic programming problem by using the predicted neural network uncertainty to localize the possible control solutions to consider. A nonlinear multivariable system with different delays between the input-output pairs is used to demonstrate the successful application of the developed control algorithm. The proposed method is suitable for redundant control systems and allows us to model strongly non Gaussian distributions of control signal as well as processes with hysteresis.

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The main theme of research of this project concerns the study of neutral networks to control uncertain and non-linear control systems. This involves the control of continuous time, discrete time, hybrid and stochastic systems with input, state or output constraints by ensuring good performances. A great part of this project is devoted to the opening of frontiers between several mathematical and engineering approaches in order to tackle complex but very common non-linear control problems. The objectives are: 1. Design and develop procedures for neutral network enhanced self-tuning adaptive non-linear control systems; 2. To design, as a general procedure, neural network generalised minimum variance self-tuning controller for non-linear dynamic plants (Integration of neural network mapping with generalised minimum variance self-tuning controller strategies); 3. To develop a software package to evaluate control system performances using Matlab, Simulink and Neural Network toolbox. An adaptive control algorithm utilising a recurrent network as a model of a partial unknown non-linear plant with unmeasurable state is proposed. Appropriately, it appears that structured recurrent neural networks can provide conveniently parameterised dynamic models for many non-linear systems for use in adaptive control. Properties of static neural networks, which enabled successful design of stable adaptive control in the state feedback case, are also identified. A survey of the existing results is presented which puts them in a systematic framework showing their relation to classical self-tuning adaptive control application of neural control to a SISO/MIMO control. Simulation results demonstrate that the self-tuning design methods may be practically applicable to a reasonably large class of unknown linear and non-linear dynamic control systems.

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Over the past decade, several experienced Operational Researchers have advanced the view that the theoretical aspects of model building have raced ahead of the ability of people to use them. Consequently, the impact of Operational Research on commercial organisations and the public sector is limited, and many systems fail to achieve their anticipated benefits in full. The primary objective of this study is to examine a complex interactive Stock Control system, and identify the reasons for the differences between the theoretical expectations and the operational performance. The methodology used is to hypothesise all the possible factors which could cause a divergence between theory and practice, and to evaluate numerically the effect each of these factors has on two main control indices - Service Level and Average Stock Value. Both analytical and empirical methods are used, and simulation is employed extensively. The factors are divided into two main categories for analysis - theoretical imperfections in the model, and the usage of the system by Buyers. No evidence could be found in the literature of any previous attempts to place the differences between theory and practice in a system in quantitative perspective nor, more specifically, to study the effects of Buyer/computer interaction in a Stock Control system. The study reveals that, in general, the human factors influencing performance are of a much higher order of magnitude than the theoretical factors, thus providing objective evidence to support the original premise. The most important finding is that, by judicious intervention into an automatic stock control algorithm, it is possible for Buyers to produce results which not only attain but surpass the algorithmic predictions. However, the complexity and behavioural recalcitrance of these systems are such that an innately numerate, enquiring type of Buyer needs to be inducted to realise the performance potential of the overall man/computer system.

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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.

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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.