Nonlinear estimation techniques play an important role for process monitoring since some states and most of the parameters cannot be directly measured. There are many techniques available for nonlinear state and parameter estimation, i.e., extended Kalman filter (EKF), unscented Kalman filter (UKF), particle filtering (PF) and moving horizon estimation (MHE) etc. However, many issues related to the available techniques are to be solved. This dissertation discusses three important techniques in nonlinear estimation, which are the application of unscented Kalman filters, improvement of moving horizon estimation via computation of the arrival cost and different implementations of extended Kalman filters. First the use of several estimation algorithms such as linearized Kalman filter (LKF), extended Kalman filter (EKF), unscented Kalman filter (UKF) and moving horizon estimation (MHE) are investigated for nonlinear systems with special emphasis on UKF as it is a relatively new technique. Detailed case studies show that UKF has advantages over EKF for highly nonlinear unconstrained estimation problems while MHE performs better for systems with constraints. Moving horizon estimation alleviates the computational burden of solving a full information estimation problem by considering a finite horizon of the measurement data; however, it is non-trivial to determine the arrival cost. A commonly used approach for computing the arrival cost is to use a first order Taylor series approximation of the nonlinear model and then apply an extended Kalman filter. The second contribution of this dissertation is that an approach to compute the arrival cost for moving horizon estimation based on an unscented Kalman filter is proposed. It is found that such a moving horizon estimator performs better in some cases than if one based on an extended Kalman filter. It is a promising alternative for approximating the arrival cost for MHE. Many comparative studies, often based upon simulation results, between extended Kalman filters (EKF) and other estimation methodologies such as moving horizon estimation, unscented Kalman filter, or particle filtering have been published over the last few years. However, the results returned by the extended Kalman filter are affected by the algorithm used for its implementation and some implementations of EKF may lead to inaccurate results. In order to address this point, this dissertation investigates several different algorithms for implementing extended Kalman filters. Advantages and drawbacks of different EKF implementations are discussed in detail and illustrated in some comparative simulation studies. Continuously predicting covariance matrix for EKF results in an accurate implementation. Evaluating covariance matrix at discrete times can also be applied. Good performance can be expected if covariance matrix is obtained from integrating the continuous-time equation or if the sensitivity equation is used for computing the Jacobian matrix.

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Chemical vapor deposition (CVD) is an industrially important process to deposit crystalline and amorphous thin films on solid substrates. In situ sensing for CVD is necessary for process monitoring, fault detection, and process control. The challenge of in situ sensing lies in the prohibitive environment of the CVD process. Optical sensors such as the reflectometer and the ellipsometer are the most promising sensors because they can be installed outside of the deposition chamber, and are sensitive and easy to implement. However, the optical sensors do not measure film properties directly. Mathematical methods are needed to extract film properties from indirect optical measurements. Currently the most commonly used method is least squares fitting. In this project, we systematically investigated in situ reflectometry data interpretation based on state estimation theory. Optical models for light reflection on both smooth and rough surfaces were studied. The model validation results indicated that the effective medium model is better than the scalar scattering model when the surface is microscopically rough. The analysis of the observability for the sensor models indicated that the linearized observability does not always guarantee the true observability of a nonlinear system. We studied various state estimators such as batch least squares fitting (BLS), recursive least squares fitting (RLS), extended Kalman filter (EKF), and moving horizon estimation (MHE). It was shown that MHE is the general least-squares-based state estimation and BLS, RLS, and EKF are special cases of MHE. To reduce the computational requirement of MHE, a modified moving horizon estimator (mMHE) was developed which combines the advantage of the computational efficiency in RLS and the a priori estimate in MHE. State estimators were compared in simulated film growth processes, including both process model mismatch and sensor model mismatch, and reflection of both single wavelength and dual wavelength. In the case of process model mismatch and reflection on a smooth surface, there exists an optimum horizon size for both RLS and mMHE, although mMHE is less sensitive to the horizon size and performs better than RLS at all horizon sizes. The estimate with dual wavelength is more accurate than that with single wavelength indicating that estimation improves with more independent measurements. In the case of reflection on a rough surface, RLS failed to give a reasonable estimate due to the strong correlation between roughness and the extinction coefficient. However, mMHE successfully estimated the extinction coefficient and surface roughness by using the a priori estimate. MHE is much more computationally intensive than mMHE and there is no significant improvement on the estimation results. In the case of sensor model mismatch, either state estimator gave a good result, although mMHE consistently gave a better estimate, especially at a shorter horizon size. In order to test the state estimators in a real world environment, we built a cold-wall low-pressure chemical vapor deposition testbed with an in situ emissivity-correcting pyrometer. Fully automatic data-acquisition and instrument-control software was developed for the CVD testbed using LabVIEW. State estimators were compared using two experimental reflectance data sets acquired under different deposition conditions. The estimated film properties are compared with ex situ ellipsometry and AFM characterization results. In all cases, mMHE consistently yielded better estimates for processes under quite different deposition conditions. This indicated that mMHE is a useful and robust state estimator for in situ sensor data interpretation. By using the information from both the process and the sensor model, one can obtain a better estimate. A good feature of mMHE is that it provides such a versatile framework to organize all these useful information and gives a user the opportunity to interact with fitting and make wise decisions in the in situ sensor data interpretation.

This thesis considers the problem of control of nonlinear systems subject to limited availability of measurements and uncertainty in model parameters. To address this problem, first a linear offset free MPC is designed. Subsequently, a Lyapunov-based offset free MPC design is presented to handle structured uncertainty subject to constant disturbances. The controller's ability to handle unstructured uncertainty and measurement noise is demonstrated through simulation examples. Next, the problem of handling lack of state measurements as well as uncertainty is considered. To achieve simultaneous state and disturbance parameter estimation, a Lyapunov-based model predictive controller (MPC) is integrated with a moving horizon based mechanism, to achieve (where possible) offset elimination in the unmeasured states as well. A chemical reaction process example is presented to illustrate the key points. Finally its efficacy is demonstrated through a polymerization process example. / Thesis / Doctor of Philosophy (PhD)

The thesis work investigates brake friction estimation strategies. The friction between the brake disc and brake pads is not constant during the braking application and contributes to the amount of brake torque achieved at the wheels. In this study, it is considered that any change in the brake torque between the requested and achieved values is only due to the varying brake friction coefficient. The work gives three different approaches to estimate the brake friction coefficient using two prominent state estimation strategies, Unscented Kalman Filter and Moving Horizon Estimation. The inputs to the estimators are obtained from a Vehicle model, which is built using the wheel balance equations. The estimators have been tuned to minimize the estimation error in nominal conditions and tested for their robustness through a wide analysis, where the sensitivity of the strategies is checked against a spectra of potential system parameters and boundary conditions. Throughout all the analysis, the developed models estimate the brake friction coefficient within an acceptable error range. This work opens up opportunities for further studies that can be performed using the built estimator models. / Detta examensarbete studerar strategier för skattning av bromsfriktion. Friktionen mellan bromsskivan och bromsbeläggen är inte konstant under bromsförloppet och det är denna som genererar bromsmomentet för varje hjul. I detta arbete så antas att förändringen i bromsmoment mellan begärd och uppnått endast är på grund av varierande bromsfriktion mellan bromsbelägg och bromsskiva. Arbetet presenterar tre olika sätt att skatta bromsfriktionen genom användning av två kända skattningsmetoder, Uncented Kalman Filter och Moving Horizon Estimation. Ingående värden till skattningsmetoderna fås från en fordonsmodell som är byggd med hjälp av hjulbalansekvationer. Skattningsmetoderna har justerats så att de minimerar skattningsfelet i nominella fall och de är testade för robusthet genom en bred analys där känsligheten hos metoderna testas genom en flora av potentiella systemparametrar och gränsvärden. Genom hela analysen så uppnår de utvecklade skattningsmetoderna bromsfriktionsvärden med acceptabla felnivåer. Detta arbete öppnar upp för möjligheter för vidare analyser där de utvecklade metoderna kan användas.

The world's energy demand has been rapidly increasing and is projected to continue growing for at least the next two decades. With increasing global energy demand and competition from renewable energy, the oil and gas industry is striving for more efficient petroleum production. Many technical breakthroughs have enabled the drilling industry to expand the exploration to more difficult drilling such as deepwater drilling and multilateral directional drilling. For example, managed pressure drilling (MPD) offers ceaseless operation with multiple manipulated variables (MV) and wired drill pipe (WDP) provides two-way, high-speed measurements from bottom hole and along-string sensors. These technologies have maximum benefit when applied in an automation system or as a real-time advisory tool. The objective of this study is to investigate the benefit of nonlinear model-based control and estimation algorithms with various types of models. This work presents a new simplified flow model (SFM) for bottomhole pressure (BHP) regulation in MPD operations. The SFM is embedded into model-based control and estimation algorithms that use model predictive control (MPC) and moving horizon estimation (MHE), respectively. This work also presents a new Hammerstein-Wiener nonlinear model predictive controller for BHP regulation. Hammerstein-Wiener models employ input and output static nonlinear blocks before and after linear dynamics blocks to simplify the controller design. The control performance of the new Hammerstein-Wiener nonlinear controller is superior to conventional PID controllers in a variety of drilling scenarios. Conventional controllers show severe limitations in MPD because of the interconnected multivariable and nonlinear nature of drilling operations. BHP control performance is evaluated in scenarios such as drilling, pipe connection, kick attenuation, and mud density displacement and the efficacy of the SFM and Hammerstein-Wiener models is tested in various control schemes applicable to both WDP and mud pulse systems. Trusted high-fidelity drilling simulators are used to simulate well conditions and are used to evaluate the performance of the controllers using the SFM and Hammerstein-Wiener models. The comparison between non-WDP (semi-closed loop) and WDP (full-closed loop) applications validates the accuracy of the SFM under the set of conditions tested and confirms comparability with model-based control and estimation algorithms. The SFM MPC maintains the BHP within ± 1 bar of the setpoint for each investigated scenario, including for pipe connection and mud density displacement procedures that experience a wider operation range than normal drilling.

京都大学 / 新制・課程博士 / 博士(情報学) / 甲第24040号 / 情博第796号 / 新制||情||135(附属図書館) / 京都大学大学院情報学研究科システム科学専攻 / (主査)教授 加納 学, 教授 大塚 敏之, 教授 下平 英寿 / 学位規則第4条第1項該当 / Doctor of Informatics / Kyoto University / DGAM

Numerical algorithms for efficiently solving optimal control problems are important for commonly used advanced control strategies, such as model predictive control (MPC), but can also be useful for advanced estimation techniques, such as moving horizon estimation (MHE). In MPC, the control input is computed by solving a constrained finite-time optimal control (CFTOC) problem on-line, and in MHE the estimated states are obtained by solving an optimization problem that often can be formulated as a CFTOC problem. Common types of optimization methods for solving CFTOC problems are interior-point (IP) methods, sequential quadratic programming (SQP) methods and active-set (AS) methods. In these types of methods, the main computational effort is often the computation of the second-order search directions. This boils down to solving a sequence of systems of equations that correspond to unconstrained finite-time optimal control (UFTOC) problems. Hence, high-performing second-order methods for CFTOC problems rely on efficient numerical algorithms for solving UFTOC problems. Developing such algorithms is one of the main focuses in this thesis. When the solution to a CFTOC problem is computed using an AS type method, the aforementioned system of equations is only changed by a low-rank modification between two AS iterations. In this thesis, it is shown how to exploit these structured modifications while still exploiting structure in the UFTOC problem using the Riccati recursion. Furthermore, direct (non-iterative) parallel algorithms for computing the search directions in IP, SQP and AS methods are proposed in the thesis. These algorithms exploit, and retain, the sparse structure of the UFTOC problem such that no dense system of equations needs to be solved serially as in many other algorithms. The proposed algorithms can be applied recursively to obtain logarithmic computational complexity growth in the prediction horizon length. For the case with linear MPC problems, an alternative approach to solving the CFTOC problem on-line is to use multiparametric quadratic programming (mp-QP), where the corresponding CFTOC problem can be solved explicitly off-line. This is referred to as explicit MPC. One of the main limitations with mp-QP is the amount of memory that is required to store the parametric solution. In this thesis, an algorithm for decreasing the required amount of memory is proposed. The aim is to make mp-QP and explicit MPC more useful in practical applications, such as embedded systems with limited memory resources. The proposed algorithm exploits the structure from the QP problem in the parametric solution in order to reduce the memory footprint of general mp-QP solutions, and in particular, of explicit MPC solutions. The algorithm can be used directly in mp-QP solvers, or as a post-processing step to an existing solution. / Numeriska algoritmer för att effektivt lösa optimala styrningsproblem är en viktig komponent i avancerade regler- och estimeringsstrategier som exempelvis modellprediktiv reglering (eng. model predictive control (MPC)) och glidande horisont estimering (eng. moving horizon estimation (MHE)). MPC är en reglerstrategi som kan användas för att styra system med flera styrsignaler och/eller utsignaler samt ta hänsyn till exempelvis begränsningar i styrdon. Den grundläggande principen för MPC och MHE är att styrsignalen och de estimerade variablerna kan beräknas genom att lösa ett optimalt styrningsproblem. Detta optimeringsproblem måste lösas inom en kort tidsram varje gång som en styrsignal ska beräknas eller som variabler ska estimeras, och således är det viktigt att det finns effektiva algoritmer för att lösa denna typ av problem. Två vanliga sådana är inrepunkts-metoder (eng. interior-point (IP)) och aktivmängd-metoder (eng. active-set (AS)), där optimeringsproblemet löses genom att lösa ett antal enklare delproblem. Ett av huvudfokusen i denna avhandling är att beräkna lösningen till dessa delproblem på ett tidseffektivt sätt genom att utnyttja strukturen i delproblemen. Lösningen till ett delproblem beräknas genom att lösa ett linjärt ekvationssystem. Detta ekvationssystem kan man exempelvis lösa med generella metoder eller med så kallade Riccatirekursioner som utnyttjar strukturen i problemet. När man använder en AS-metod för att lösa MPC-problemet så görs endast små strukturerade ändringar av ekvationssystemet mellan varje delproblem, vilket inte har utnyttjats tidigare tillsammans med Riccatirekursionen. I denna avhandling presenteras ett sätt att utnyttja detta genom att bara göra små förändringar av Riccatirekursionen för att minska beräkningstiden för att lösa delproblemet. Idag har behovet av  parallella algoritmer för att lösa MPC och MHE problem ökat. Att algoritmerna är parallella innebär att beräkningar kan ske på olika delar av problemet samtidigt med syftet att minska den totala verkliga beräkningstiden för att lösa optimeringsproblemet. I denna avhandling presenteras parallella algoritmer som kan användas i både IP- och AS-metoder. Algoritmerna beräknar lösningen till delproblemen parallellt med ett förutbestämt antal steg, till skillnad från många andra parallella algoritmer där ett okänt (ofta stort) antal steg krävs. De parallella algoritmerna utnyttjar problemstrukturen för att lösa delproblemen effektivt, och en av dem har utvärderats på parallell hårdvara. Linjära MPC problem kan också lösas genom att utnyttja teori från multiparametrisk kvadratisk programmering (eng. multiparametric quadratic programming (mp-QP)) där den optimala lösningen beräknas i förhand och lagras i en tabell, vilket benämns explicit MPC. I detta fall behöver inte MPC problemet lösas varje gång en styrsignal beräknas, utan istället kan den förberäknade optimala styrsignalen slås upp. En nackdel med mp-QP är att det krävs mycket plats i minnet för att spara lösningen. I denna avhandling presenteras en strukturutnyttjande algoritm som kan minska behovet av minne för att spara lösningen, vilket kan öka det praktiska användningsområdet för mp-QP och explicit MPC.

Increasing worldwide demand for petroleum motivates greater efficiency, safety, and environmental responsibility in upstream oil and gas processes. The objective of this research is to improve these areas with advanced control methods. This work develops the integration of optimal control methods including model predictive control, moving horizon estimation, high fidelity simulators, and switched control techniques applied to subsea riser slugging and managed pressure drilling. A subsea riser slugging model predictive controller eliminates persistent offset and decreases settling time by 5% compared to a traditional PID controller. A sensitivity analysis shows the effect of riser base pressure sensor location on controller response. A review of current crude oil pipeline wax deposition prevention, monitoring, and remediation techniques is given. Also, industrially relevant control model parameter estimation techniques are reviewed and heuristics are developed for gain and time constant estimates for single input/single output systems. The analysis indicates that overestimated controller gain and underestimated controller time constant leads to better controller performance under model parameter uncertainty. An online method for giving statistical significance to control model parameter estimates is presented. Additionally, basic and advanced switched model predictive control schemes are presented. Both algorithms use control models of varying fidelity: a high fidelity process model, a reduced order nonlinear model, and a linear empirical model. The basic switched structure introduces a method for bumpless switching between control models in a predetermined switching order. The advanced switched controller builds on the basic controller; however, instead of a predetermined switching sequence, the advanced algorithm uses the linear empirical controller when possible. When controller performance becomes unacceptable, the algorithm implements the low order model to control the process while the high fidelity model generates simulated data which is used to estimate the empirical model parameters. Once this online model identification process is complete, the controller reinstates the empirical model to control the process. This control framework allows the more accurate, yet computationally expensive, predictive capabilities of the high fidelity simulator to be incorporated into the locally accurate linear empirical model while still maintaining convergence guarantees.

Recently, autonomous vehicles have received worldwide attentions from academic research, automotive industry and the general public. In order to achieve a higher level of automation, one of the most fundamental requirements of autonomous vehicles is the capability to respond to internal and external changes in a safe, timely and appropriate manner. Situational awareness and decision making are two crucial enabling technologies for safe operation of autonomous vehicles. This thesis presents a solution for improving the automation level of autonomous vehicles in both situational awareness and decision making aspects by utilising additional domain knowledge such as constraints and influence on a moving object caused by environment and interaction between different moving objects. This includes two specific sub-systems, model based target tracking in environmental perception module and motion planning in path planning module. In the first part, a rigorous Bayesian framework is developed for pooling road constraint information and sensor measurement data of a ground vehicle to provide better situational awareness. Consequently, a new multiple targets tracking (MTT) strategy is proposed for solving target tracking problems with nonlinear dynamic systems and additional state constraints. Besides road constraint information, a vehicle movement is generally affected by its surrounding environment known as interaction information. A novel dynamic modelling approach is then proposed by considering the interaction information as virtual force which is constructed by involving the target state, desired dynamics and interaction information. The proposed modelling approach is then accommodated in the proposed MTT strategy for incorporating different types of domain knowledge in a comprehensive manner. In the second part, a new path planning strategy for autonomous vehicles operating in partially known dynamic environment is suggested. The proposed MTT technique is utilized to provide accurate on-board tracking information with associated level of uncertainty. Based on the tracking information, a path planning strategy is developed to generate collision free paths by not only predicting the future states of the moving objects but also taking into account the propagation of the associated estimation uncertainty within a given horizon. To cope with a dynamic and uncertain road environment, the strategy is implemented in a receding horizon fashion.