Stochastic Event-Based Control and Estimation
Författare
Summary, in English
Forms of event-based control have been used in practice for a very long time, but mostly in an ad-hoc way. Though optimal solutions to most event-based control problems are unknown, it should still be viable to compare performance between suggested approaches in a reasonable manner.
This thesis investigates an event-based variation on the stochastic linear-quadratic (LQ) control problem, with a fixed cost per control event. The sporadic constraint of an enforced minimum inter-event time is introduced, yielding a mixed continuous-/discrete-time formulation. The quantitative trade-off between event rate and control performance is compared between periodic and sporadic control. Example problems for first-order plants are investigated, for a single control loop and for multiple loops closed over a shared medium.
Path constraints are introduced to model and analyze higher-order event-based control systems. This component-based approach to stochastic hybrid systems allows to express continuous- and discrete-time dynamics, state and switching constraints, control laws, and stochastic disturbances in the same model. Sum-of-squares techniques are then used to find bounds on control objectives using convex semidefinite programming.
The thesis also considers state estimation for discrete time linear stochastic systems from measurements with convex set uncertainty. The Bayesian observer is considered given log-concave process disturbances and measurement likelihoods. Strong log-concavity is introduced, and it is shown that the observer preserves log-concavity, and propagates strong log-concavity like inverse covariance in a Kalman filter. A recursive state estimator is developed for systems with both stochastic and set-bounded process and measurement noise terms. A time-varying linear filter gain is optimized using convex semidefinite programming and ellipsoidal over-approximation, given a relative weight on the two kinds of error.
Avdelning/ar
Publiceringsår
2012
Språk
Engelska
Publikation/Tidskrift/Serie
PhD Thesis TFRT-1095
Fulltext
Dokumenttyp
Doktorsavhandling
Förlag
Department of Automatic Control, Lund Institute of Technology, Lund University
Ämne
- Control Engineering
Nyckelord
- event-based control
- event-based estimation
- sporadic control
- stochastic control
- stochastic hybrid systems
- sum-of-squares methods
- control over networks
- quantized measurements
Status
Published
Handledare
ISBN/ISSN/Övrigt
- ISSN: 0280-5316
- ISSN: 0280-5316
- ISBN: 978-91-7473-410-2
Försvarsdatum
18 december 2012
Försvarstid
10:15
Försvarsplats
Lecture hall M:B, M-building, Ole Römers väg 1, Lund University Faculty of Engineering
Opponent
- Joao Pedro Hespanha (Professor)