An Optimal Linear Control Design for Nonlinear Systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A model for optimal chemical control of leaf area damaged by fungi population - Parameter dependence

We present a model to study a fungi population submitted to chemical control, incorporating the fungicide application directly into the model. From that, we obtain an optimal control strategy that minimizes both the fungicide application (cost) and leaf area damaged by fungi population during the interval between the moment when the disease is detected (t = 0) and the time of harvest (t = t(f)). Initially, the parameters of the model are considered constant. Later, we consider the apparent infection rate depending on the time (and the temperature) and do some simulations to illustrate and to compare with the constant case.

Necessary conditions for optimal impulsive control problems

A Maximum Principle is derived for a class of optimal control problems arising in midcourse guidance, in which certain controls are represented by measures and, the state trajectories are functions of bounded variation. The optimality conditions improves on previous optimality conditions by allowing nonsmooth data, measurable time dependence, and a possibly time varying constraint set for the conventional controls.

Optimal linear and nonlinear control design for chaotic systems

In this work, the linear and nonlinear feedback control techniques for chaotic systems were been considered. The optimal nonlinear control design problem has been resolved by using Dynamic Programming that reduced this problem to a solution of the Hamilton-Jacobi-Bellman equation. In present work the linear feedback control problem has been reformulated under optimal control theory viewpoint. The formulated Theorem expresses explicitly the form of minimized functional and gives the sufficient conditions that allow using the linear feedback control for nonlinear system. The numerical simulations for the Rössler system and the Duffing oscillator are provided to show the effectiveness of this method. Copyright © 2005 by ASME.

A new sufficient condition for optimal impulsive control problems

In this article we introduce the concept of MP-pseudoinvexity for general nonlinear impulsive optimal control problems whose dynamics are specified by measure driven control equations. This is a general paradigm in that, both the absolutely continuous and singular components of the dynamics depend on both the state and the control variables. The key result consists in showing the sufficiency for optimality of the MP-pseudoinvexity. It is proved that, if this property holds, then every process satisfying the maximum principle is an optimal one. This result is obtained in the context of a proper solution concept that will be presented and discussed. © 2012 IEEE.

Optimal linear control to parametric uncertainties in a micro electro mechanical system

This paper, a micro-electro-mechanical systems (MEMS) with parametric uncertainties is considered. The non-linear dynamics in MEMS system is demonstrated with a chaotic behavior. We present the linear optimal control technique for reducing the chaotic movement of the micro-electromechanical system with parametric uncertainties to a small periodic orbit. The simulation results show the identification by linear optimal control is very effective. © 2013 Academic Publications, Ltd.

Vibration Control Applied in a Semi-Active Suspension using Magneto Rheological Damper and Optimal Linear Control Design

In this paper we study the behavior of a semi-active suspension witch external vibrations. The mathematical model is proposed coupled to a magneto rheological (MR) damper. The goal of this work is stabilize of the external vibration that affect the comfort and durability an vehicle, to control these vibrations we propose the combination of two control strategies, the optimal linear control and the magneto rheological (MR) damper. The optimal linear control is a linear feedback control problem for nonlinear systems, under the optimal control theory viewpoint We also developed the optimal linear control design with the scope in to reducing the external vibrating of the nonlinear systems in a stable point. Here, we discuss the conditions that allow us to the linear optimal control for this kind of non-linear system.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Optimal current control for sub-unity power factor correction

Switching mode power supplies (SMPS) are subject to low power factor and high harmonic distortions. Active power-factor correction (APFC) is a technique to improve the power factor and to reduce the harmonic distortion of SMPSs. However, this technique results in double frequency output voltage variation which can be reduced by using a large output capacitance. Using large capacitors increases the cost and size of the converter. Furthermore, the capacitors are subject to frequent failures mainly caused by evaporation of the electrolytic solution which reduce the converter reliability. This thesis presents an optimal control method for the input current of a boost converter to reduce the size of the output capacitor. The optimum current waveform as a function of weighing factor is found by using the Euler Lagrange equation. A set of simulations are performed to determine the ideal weighing which gives the lowest possible output voltage variation as the converter still meets the IEC-61000-3-2 class-A harmonics requirements with a power factor of 0.8 or higher. The proposed method is verified by the experimental work. A boost converter is designed and it is run for different power levels, 100 W, 200 W and 400 W. The desired output voltage ripple is 10 V peak to peak for the output voltage of 200 Vdc. This ripple value corresponds to a ± 2.5% output voltage ripple. The experimental and the simulation results are found to be quite matching. A significant reduction in capacitor size, as high as 50%, is accomplished by using the proposed method.

Optimal game theoretic distributed control methodologies in small scale power systems

This dissertation presents the competitive control methodologies for small-scale power system (SSPS). A SSPS is a collection of sources and loads that shares a common network which can be isolated during terrestrial disturbances. Micro-grids, naval ship electric power systems (NSEPS), aircraft power systems and telecommunication system power systems are typical examples of SSPS. The analysis and development of control systems for small-scale power systems (SSPS) lacks a defined slack bus. In addition, a change of a load or source will influence the real time system parameters of the system. Therefore, the control system should provide the required flexibility, to ensure operation as a single aggregated system. In most of the cases of a SSPS the sources and loads must be equipped with power electronic interfaces which can be modeled as a dynamic controllable quantity. The mathematical formulation of the micro-grid is carried out with the help of game theory, optimal control and fundamental theory of electrical power systems. Then the micro-grid can be viewed as a dynamical multi-objective optimization problem with nonlinear objectives and variables. Basically detailed analysis was done with optimal solutions with regards to start up transient modeling, bus selection modeling and level of communication within the micro-grids. In each approach a detail mathematical model is formed to observe the system response. The differential game theoretic approach was also used for modeling and optimization of startup transients. The startup transient controller was implemented with open loop, PI and feedback control methodologies. Then the hardware implementation was carried out to validate the theoretical results. The proposed game theoretic controller shows higher performances over traditional the PI controller during startup. In addition, the optimal transient surface is necessary while implementing the feedback controller for startup transient. Further, the experimental results are in agreement with the theoretical simulation. The bus selection and team communication was modeled with discrete and continuous game theory models. Although players have multiple choices, this controller is capable of choosing the optimum bus. Next the team communication structures are able to optimize the players’ Nash equilibrium point. All mathematical models are based on the local information of the load or source. As a result, these models are the keys to developing accurate distributed controllers.

Optimal Controller Designs for Rotating Machines - Penalising the Rate of Change of Control Forcing

In the context of active control of rotating machines, standard optimal controller methods enable a trade-off to be made between (weighted) mean-square vibrations and (weighted) mean-square currents injected into magnetic bearings. One shortcoming of such controllers is that no concern is devoted to the voltages required. In practice, the voltage available imposes a strict limitation on the maximum possible rate of change of control force (force slew rate). This paper removes the aforementioned existing shortcomings of traditional optimal control.

AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact action space depending on the state variable. The control variable acts on the jump rate and transition measure of the PDMP, and the running and boundary costs are assumed to be positive but not necessarily bounded. Our first main result is to obtain an optimality equation for the long run average cost in terms of a discrete-time optimality equation related to the embedded Markov chain given by the postjump location of the PDMP. Our second main result guarantees the existence of a feedback measurable selector for the discrete-time optimality equation by establishing a connection between this equation and an integro-differential equation. Our final main result is to obtain some sufficient conditions for the existence of a solution for a discrete-time optimality inequality and an ordinary optimal feedback control for the long run average cost using the so-called vanishing discount approach. Two examples are presented illustrating the possible applications of the results developed in the paper.

The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes

The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

THE VANISHING DISCOUNT APPROACH FOR THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient conditions were derived to ensure the existence of an optimal control by using the vanishing discount approach. These conditions were mainly expressed in terms of the relative difference of the alpha-discount value functions. The main goal of this paper is to derive tractable conditions directly related to the primitive data of the PDMP to ensure the existence of an optimal control. The present work can be seen as a continuation of the results derived in Costa and Dufour (2008). Our main assumptions are written in terms of some integro-differential inequalities related to the so-called expected growth condition, and geometric convergence of the post-jump location kernel associated to the PDMP. An example based on the capacity expansion problem is presented, illustrating the possible applications of the results developed in the paper.