University of Macau / Faculty of Science and Technology / Department of Electrical and Electronics Engineering

Although nonlinear model predictive control (NMPC) might be the best choice for a nonlinear plant, it is still not widely used. This is mainly due to the computational burden associated with solving online a set of nonlinear differential equations and a nonlinear dynamic optimization problem in real time. This thesis is concerned with strategies aimed at reducing the computational burden involved in different stages of the NMPC such as optimization problem, state estimation, and nonlinear model identification. A major part of the computational burden comes from function and derivative evaluations required in different parts of the NMPC algorithm. In this work, the problem is tackled using a recently introduced efficient tool, the automatic differentiation (AD). Using the AD tool, a function is evaluated together with all its partial derivative from the code defining the function with machine accuracy. A new NMPC algorithm based on nonlinear least square optimization is proposed. In a first–order method, the sensitivity equations are integrated using a linear formula while the AD tool is applied to get their values accurately. For higher order approximations, more terms of the Taylor expansion are used in the integration for which the AD is effectively used. As a result, the gradient of the cost function against control moves is accurately obtained so that the online nonlinear optimization can be efficiently solved. In many real control cases, the states are not measured and have to be estimated for each instance when a solution of the model equations is needed. A nonlinear extended version of the Kalman filter (EKF) is added to the NMPC algorithm for this purpose. The AD tool is used to calculate the required derivatives in the local linearization step of the filter automatically and accurately. Offset is another problem faced in NMPC. A new nonlinear integration is devised for this case to eliminate the offset from the output response. In this method, an integrated disturbance model is added to the process model input or output to correct the plant/model mismatch. The time response of the controller is also improved as a by–product. The proposed NMPC algorithm has been applied to an evaporation process and a two continuous stirred tank reactor (two–CSTR) process with satisfactory results to cope with large setpoint changes, unmeasured severe disturbances, and process/model mismatches. When the process equations are not known (black–box) or when these are too complicated to be used in the controller, modelling is needed to create an internal model for the controller. In this thesis, a continuous time recurrent neural network (CTRNN) in a state–space form is developed to be used in NMPC context. An efficient training algorithm for the proposed network is developed using AD tool. By automatically generating Taylor coefficients, the algorithm not only solves the differentiation equations of the network but also produces the sensitivity for the training problem. The same approach is also used to solve online the optimization problem of the NMPC. The proposed CTRNN and the predictive controller were tested on an evaporator and two–CSTR case studies. A comparison with other approaches shows that the new algorithm can considerably reduce network training time and improve solution accuracy. For a third case study, the ALSTOM gasifier, a NMPC via linearization algorithm is implemented to control the system. In this work a nonlinear state–space class Wiener model is used to identify the black–box model of the gasifier. A linear model of the plant at zero–load is adopted as a base model for prediction. Then, a feedforward neural network is created as the static gain for a particular output channel, fuel gas pressure, to compensate its strong nonlinear behavior observed in open–loop simulations. By linearizing the neural network at each sampling time, the static nonlinear gain provides certain adaptation to the linear base model. The AD tool is used here to linearize the neural network efficiently. Noticeable performance improvement is observed when compared with pure linear MPC. The controller was able to pass all tests specified in the benchmark problem at all load conditions.

Modern power networks are being driven ever closer to both their physical and operational limits. As a result, control systems are being increasingly relied on to assure satisfactory system performance. Power system stabilizers (PSSs) are one example of such controllers. Their purpose is to increase system damping and they are typically designed using a model of the network that is valid during nominal operating conditions. The limitation of this design approach is that during off-nominal operating conditions, such as those triggered by daily load fluctuations, performance of the controller can degrade. The research presented in this report attempts to evaluate the possibility of employing an adaptive PSS as a means of avoiding the performance degradation precipitated by off-nominal operation. Conceptually, an adaptive PSS would be capable of identifying changes in the network and then adjusting its parameters to ensure suitable damping of the identified network. This work begins with a detailed look at the identification algorithm employed followed by a similarly detailed examination of the control algorithm that was used. The results of these two investigations are then combined to allow for a preliminary assessment of the performance that could be expected from an adaptive PSS. The results of this research suggest that an adaptive PSS is a possibility but further work is needed to confirm this finding. Testing using more complex network models must be carried out, details pertaining to control parameter tuning must be resolved and closed-loop time domain simulations using the adaptive PSS design remain to be performed. / May 2007

Poorly damped electromechanical modes detection in a power system and corresponding stability margins prediction are very important in power system planning and operation, and can provide significant help to power system operators with preventing stability problems. <br /><br /> Stochastic subspace identification is proposed in this thesis as a technique to extract the critical mode(s) from the measured ambient noise without requiring artificial disturbances (e. g. a line outage), allowing these critical modes to be used as an on-line index, which is referred here to as System Identification Stability Indices (SISI) to predict the closest oscillatory instability. The SISI is not only independent of system models and truly representative of the actual system, but also computationally efficient. In addition, readily available signals in a power system and several identification methods are categorized, and merits and pitfalls of each one are addressed in this work. <br /><br /> The damping torque of linearized models of power systems is studied in this thesis as another possible on-line security index. This index is estimated by means of proper system identification techniques applied to both power system transient response and ambient noise. The damping torque index is shown to address some of drawbacks of the SISI. <br /><br /> This thesis also demonstrates the connection between the second order statistical properties, including confidence intervals, of the estimated electromechanical modes and the variance of model parameters. These analyses show that Monte-Carlo type of experiments or simulations can be avoided, hence resulting in a significant reduction in the number of samples. <br /><br /> In these types of studies, the models available in simulation packages are extremely important due to their unquestionable impact on modal analysis results. Hence, in this thesis, the validity of generator subtransient model and a typical STATCOM transient stability (TS) model are also investigated by means of system identification, illustrating that under certain conditions the STATCOM TS model can yield results that are too optimistic, which can lead to errors in power system planning and operation. <br /><br /> In addition to several small test systems used throughout this thesis, the feasibility of the proposed indices are tested on a realistic system with 14,000 buses, demonstrating their usefulness in practice.

When a helicopter is flying, the dynamics vary depending on, for example, speed and position. Hence, a time-invariant linear model cannot describe its properties under all flight conditions. It is therefore desirable to update the linear helicopter model continuously during the flight. In this thesis, two different recursive estimation methods are presented, LMS (Least Mean Square) and adaptation with a Kalman filter. The main purpose of the system estimation is to get a model which can be used for feedback control. In this report, the estimated model will be used to create a LQ controller with the task of keeping the output signal as close to the reference signal as possible.Simulations in this report show that adaptive feedback control can be used to control a helicopter's angular velocities and that the possibility to use an adaptive control algorithm in a real future helicopter is good.

The purpose of this thesis work was to develop an automatic fault detection system for surveillance of bearing temperature in hydropower turbines. The parameters used except the bearing temperature were cooling water temperature and cooling water flow. A simple static model based on data sampled every minute was developed to estimate the bearing temperature. Then a detector for detection of change in bearing temperature based on the CUSUM-algorithm was designed. Since the amount of data was very small the developed model was too uncertain to be used in a working system. The designed fault detection system showed to work well for the available data. It is, however, recommended that the performance of the system should be evaluated using more data. Another model based on data sampled once every minute for at least a year has to be developed before the system can be fully evaluated. The results shown were: • The fault detection system can discover fast and slow changes in bearing temperature. • No false alarms were given for measuring faults and sensor faults of the types used in this thesis. If a measuring fault occurs for too long there will be an alarm. The fault detection algorithm was also implemented in Delphi to be used in a working system over the Internet where for example trends and alarms will be presented. / Syftet med examensarbetet var att utveckla ett automatiskt feldetekteringssystem för övervakning av bärlagertemperaturen i vattenkraftturbiner. De ingående parametrarna förutom bärlagertemperaturen var kylvattentemperaturen och kylvattenflödet. En enkel statisk modell baserad på data samplat en gång per minut togs fram för att estimera bärlagertemperaturen. Därefter utvecklades en detektor för att upptäcka avvikelser i bärlagertemperaturen baserad på CUSUM-algoritmen. På grund av en för liten mängd data var den framtagna modellen alltför osäker för att kunna implementeras i ett fungerande system. Det framtagna feldetekteringssystemet visade sig fungera bra för de data som fanns tillgängliga. Det är däremot rekommenderat att utvärdera systemets prestanda med längre dataserier. En ytterligare modell baserad på minutdata över ett år måste tas fram innan systemet kan fungera på riktigt. De resultat som erhölls var: • Feldetekteringssystemet klarar av att upptäcka abrupta och långsamma avvikelser av bärlagertemperaturen. • Inga falsklarm ges då det är enstaka mätfel eller givarfel av sådan typ som tagits upp i arbetet. Pågår ett mätfel alltför länge ges dock ett larm. Feldetekteringsalgoritmen implementerades även i Delphi för att kunna användas i ett fungerande system över Internet där t.ex. trendkurvor och larmsignaler skall kunna presenteras.

I Australien är vattenresurserna begränsade. För lantbrukare är tillgängligheten på vatten mycket viktig. På grund av det torra klimatet kan inte de Australiensiska bönderna förlita sig på nederbörden. Bevattningssystemen är därför en viktig del i jordbrukningsindustrin. Bevattningsområdet i Coleambally ligger i södra New South Wales nära gränsen till staten Victoria. Bevattningsnätet i Coleambally förser ofta bevattningskanalerna med för mycket vatten för att vara säker på att lantbrukarna får den mängd vatten de behöver. På grund av denna tillförsel av överskottvatten går stor mängd av vatten förlorad. Design av ett bättre reglersystem skulle kunna minska den stora förlusten av vatten. En matematisk modell beskrivande dynamiken av bevattningssystemet är ett bra redskap vid en design av ett bättre reglersystem. Syftet med det här projektet var att genom systemidentifiering bygga en matematisk modell av bevattningssystemet. Modellen syftade till att beskriva vattennivån i en sträcka av bevattningskanalerna, sträckan i kanalen skulle ha två olika typer av luckor, en typ där vattnet strömmar över luckan och en annan typ där vattnet strömmar under luckan. En modell byggdes genom att parametrar från en vald modellstruktur estimerades från experimentella data. Data samlades under ett experiment som utfördes på en bevattningskanal i Coleambally. Resultatet från systemidentifieringen blev en första ordningens output error grey box modell. Modellen visar goda resultat vid validering och bör kunna användas vid design av ett bättre reglersystem. Modellen visar så god överensstämmelse med valideringsdata att den även kan användas för olika fall av simulering. / Water resources in Australia are limited. For a farmer the access to water is crucial and due to the dry climate the farmers in Australia can not rely on precipitation. Irrigation is therefore a very important part of the farming industry. The Coleambally Irrigation Area is situated in the southern parts of New South Wales close to the border of Victoria. The Irrigation Network often supplies the irrigation channels with too much water to be sure that the demand of water is satisfied. Due to this over supply a great amount of water gets wasted. Design of a bettercontrol system would be able to reduce the water wastage. A mathematical model describing the dynamics of the irrigation system can be used as a tool for the control system design. The aim of this project was to build a mathematical model with the system identification approach. The model should be able to describe the downstream water level of a single pool of an irrigation channel which has both undershot and overshot gates. A model was built by estimating unknown parameters of a chosen model structure from a set of experimental data. The data was collected from an experiment performed on the real irrigation system in Coleambally. The result of the system identification was a first order output error grey box model. The model performs well on validation data and may therefore be used for design of a more efficient control system. The model gave such good results that it additionally may be used for various simulation purposes.

The objective for this master thesis is to investigate the possibility to predict the risk of stocks in financial markets. The data used for model estimation has been gathered from different branches and different European countries. The four data series that are used in the estimation are price series from: Münchner Rück, Suez-Lyonnaise des Eaux, Volkswagen and OMX, a Swedish stock index. The risk prediction is done with univariate GARCH models. GARCH models are estimated and validated for these four data series. Conclusions are drawn regarding different GARCH models, their numbers of lags and distributions. The model that performs best, out-of-sample, is the APARCH model but the standard GARCH is also a good choice. The use of non-normal distributions is not clearly supported. The result from this master thesis could be used in option pricing, hedging strategies and portfolio selection.

The purpose with this masters thesis was to model the scanner in a system for laser bathymetry. The model was then used to develop a controller for the scanner so a good search pattern was achieved. Two different types of models have been tested, a physical model and a Black Box model of Box Jenkins type. The physical model has been derived from Lagranges equations. Identification experiments have been used to compute the Black Box model and to find the unknown parameters in the physical model. Three different controllers have been tested, a PID controller, a model predictive controller and a controller with feedforward. The controller with feedforward gave the best result. By softening the reference signal and using feedforward a good search pattern was achieved.

Information about dynamic tire properties has always been important for drivers of wheel driven vehicles. With the increasing amount of systems in modern vehicles designed to measure and control the behavior of the vehicle information regarding dynamic tire properties has grown even more important. In this thesis a number of methods for modeling and estimating dynamic tire properties have been implemented and evaluated. The more general issue of estimating model parameters in linear and non-linear vehicle models is also addressed. We conclude that the slope of the tire slip curve seems to dependent on the stiffness of the road surface and introduce the term combined stiffness. We also show that it is possible to estimate both longitudinal and lateral combined stiffness using only standard vehicle sensors.