Este trabalho aborda o problema de controle ótimo por modos deslizantes via função penalidade para sistemas de tempo discreto. Para resolver este problema será desenvolvido uma estrutura matricial alternativa baseada no problema de mínimos quadrados ponderados e funções penalidade. A partir desta nova formulação é possível obter a lei de controle ótimo por modos deslizantes, as equações de Riccati e a matriz do ganho de realimentação através desta estrutura matricial alternativa. A motivação para propormos essa nova abordagem é mostrar que é possível obter uma solução alternativa para o problema clássico de controle ótimo por modos deslizantes. / This work introduces a penalty function approach to deal with the optimal sliding mode control problem for discrete-time systems. To solve this problem an alternative array structure based on the problem of weighted least squares penalty function will be developed. Using this alternative matrix structure, the optimal sliding mode control law of, the matrix Riccati equations and feedback gain were obtained. The motivation of this new approach is to show that it is possible to obtain an alternative solution to the classic problem of optimal sliding mode control.

Esta proposta de pesquisa visa avaliar métodos de projeto de controladores em dois níveis, composto por controladores descentralizados e centralizado, utilizando sinais de medição fasorial sincronizada. Pesquisas iniciais foram realizadas utilizando a abordagem baseada na resolução da equação de Riccati num sistema multimáquinas, considerando aquisição de dados via medição fasorial sincronizada e atrasos de tempo nos canais de comunicação da entrada e da saída do controlador centralizado. Esta pesquisa propõe o projeto e avaliação de controladores centralizados através das abordagens baseadas na resolução da equação de Riccati, Desigualdades Matriciais Lineares e Algoritmos Genéticos. O projeto consiste em obter um controlador centralizado robusto a variações de carga e topologia do sistema, além de possíveis perdas de links de comunicação da entrada e da saída do controlador centralizado com o sistema elétrico. A fim de verificar a eficácia das abordagens de projeto foram utilizados o Sistema Equivalente Sul-Sudeste Brasileiro e o Sistema Simplificado Australiano. Além disso, simulações dinâmicas dos sistemas com aplicação de contingências foram realizadas com o propósito de se avaliar os controladores centralizados obtidos através de um modelo linear. Os resultados alcançados mostram semelhança e eficiência das abordagens quando se consideram múltiplos pontos de operação do sistema. A abordagem baseada em Algoritmos Genéticos se sobressai de acordo com os resultados obtidos para os sistemas-teste mencionados por propiciar um controlador centralizado robusto a múltiplos pontos de operação e possíveis perdas de links de comunicação. / This research proposal aims to compare control design methods on two levels, consisting of centralized and decentralized controllers, using signals synchronized phasor measurement. Initial researches have been conducted using the approach in solving the Riccati equation in a multi-machine system, considering data acquisition via synchronized phasor measurement and time delays in the communication channels of input and output of the centralized controller. This research proposes the design and comparison of centralized controllers through approaches based on resolution of the Riccati equation, Linear Matrix Inequalities and Genetic Algorithms. The project is to achieve a robust centralized controller to load variations and system topology changes and possible loss of communication of the input and output of the centralized controller with the electrical system. In order to verify the effectiveness of design approaches were used the Southern-Southeastern Brazil Equivalent Equivalent and Australian Simplified System. In addition, simulations of the dynamic systems with application of contingency were performed in order to evaluate the centralized controlling obtained by a linear model. The results show similarity and efficiency of the approaches when considering multiple system operating points. The Genetic Algorithms-based approach stands out according to the results obtained for the test systems mentioned, as demonstrated by the results, because it provides a robust centralized controller to multiple points of operation and possible loss of communication links.

Esta proposta de pesquisa visa avaliar métodos de projeto de controladores em dois níveis, composto por controladores descentralizados e centralizado, utilizando sinais de medição fasorial sincronizada. Pesquisas iniciais foram realizadas utilizando a abordagem baseada na resolução da equação de Riccati num sistema multimáquinas, considerando aquisição de dados via medição fasorial sincronizada e atrasos de tempo nos canais de comunicação da entrada e da saída do controlador centralizado. Esta pesquisa propõe o projeto e avaliação de controladores centralizados através das abordagens baseadas na resolução da equação de Riccati, Desigualdades Matriciais Lineares e Algoritmos Genéticos. O projeto consiste em obter um controlador centralizado robusto a variações de carga e topologia do sistema, além de possíveis perdas de links de comunicação da entrada e da saída do controlador centralizado com o sistema elétrico. A fim de verificar a eficácia das abordagens de projeto foram utilizados o Sistema Equivalente Sul-Sudeste Brasileiro e o Sistema Simplificado Australiano. Além disso, simulações dinâmicas dos sistemas com aplicação de contingências foram realizadas com o propósito de se avaliar os controladores centralizados obtidos através de um modelo linear. Os resultados alcançados mostram semelhança e eficiência das abordagens quando se consideram múltiplos pontos de operação do sistema. A abordagem baseada em Algoritmos Genéticos se sobressai de acordo com os resultados obtidos para os sistemas-teste mencionados por propiciar um controlador centralizado robusto a múltiplos pontos de operação e possíveis perdas de links de comunicação. / This research proposal aims to compare control design methods on two levels, consisting of centralized and decentralized controllers, using signals synchronized phasor measurement. Initial researches have been conducted using the approach in solving the Riccati equation in a multi-machine system, considering data acquisition via synchronized phasor measurement and time delays in the communication channels of input and output of the centralized controller. This research proposes the design and comparison of centralized controllers through approaches based on resolution of the Riccati equation, Linear Matrix Inequalities and Genetic Algorithms. The project is to achieve a robust centralized controller to load variations and system topology changes and possible loss of communication of the input and output of the centralized controller with the electrical system. In order to verify the effectiveness of design approaches were used the Southern-Southeastern Brazil Equivalent Equivalent and Australian Simplified System. In addition, simulations of the dynamic systems with application of contingency were performed in order to evaluate the centralized controlling obtained by a linear model. The results show similarity and efficiency of the approaches when considering multiple system operating points. The Genetic Algorithms-based approach stands out according to the results obtained for the test systems mentioned, as demonstrated by the results, because it provides a robust centralized controller to multiple points of operation and possible loss of communication links.

Submitted by Rosivalda Pereira (mrs.pereira@ufma.br) on 2017-06-23T21:14:46Z No. of bitstreams: 1 JonathanQueiroz.pdf: 631286 bytes, checksum: 2cab2a7d6e496bf574ddef1f49a77440 (MD5) / Made available in DSpace on 2017-06-23T21:14:46Z (GMT). No. of bitstreams: 1 JonathanQueiroz.pdf: 631286 bytes, checksum: 2cab2a7d6e496bf574ddef1f49a77440 (MD5) Previous issue date: 2016-03-08 / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPQ) / The discrete Riccati algebraic equation has played an increasingly important role in optimal control theory and adaptive ltering. For this reason, various techniques have been developed to solve the DARE, for example the approach based on self vectors or approaches related to invariant subspaces [1], which require mathematical rigor and precision. However, these approaches present a number of problems, among them the fact that they can not be implemented in real-time due to its high computational cost to estimate the solution of DARE in many systems, especially systems with higher order three. In order to overcomes this problem, we propose to solve the DARE using as an estimator based on the sum of potential error pairs. The estimator is similar to the Recursive Least Squares (RLS), but with a better performance in terms of convergence speed and estimation accuracy without a signi- cant increase in computational complexity. The estimator is called Recursive Least Non-Squares (RLNS). One other aspect in unraveling the general DARE is to ensure that DARE is numerically well conditioned. To perform the numerical conditioning of DARE, a matrix decomposition technique known as Moore-Penrose inverse or generalized inverse is used. The proposed method is evaluated in a multivariate system 6th order corresponding to the wind generator. The method is evaluated under the numerical stability point of view and speed of convergence. / A equação algébrica Riccati discreta (discrete algebraic Riccati equation (DARE)) tem desempenhado uma papel cada vez mais importante na teoria de controle ótimo. Por esse motivo, varias técnicas tem sido desenvolvidas para solucionar a DARE, por exemplo a abordagem baseada em auto vetores ou ainda abordagens relacionadas a subespaços invariantes, as quais requerem rigor e precisão matemáticas. No entanto, estas abordagens apresentam uma serie de problemas, dentre eles, o fato de não poderem ser implementadas em tempo real devido ao seu alto custo computacional para estimar a solução da DARE em diversos sistemas, sobretudo sistemas com ordem superior a três. Com o intuito de contorna este problema, propomos solucionar a DARE utilizando um estimador baseado na soma das potencias pares do erro. O estimador e similar ao Recursive least squares (RLS), mas com um desempenho melhor em termos de velocidade de convergência e precisão de estimativa, sem aumento significativo da complexidade computacional. O estimador é denominado Recursive Least Non-Squares (RLNS). Um outra aspecto para que possamos solucionar a DARE de forma geral, e garantir que a DARE seja numericamente bem condicionada. Para efetuar o condicionamento numérico da DARE, será utilizada uma técnica de decomposição matricial conhecida como inversa de Moore-Penrose ou inversa generalizada. A metodologia proposta e avaliada em um sistema multivariavel de 6th ordem correspondente ao gerador eólico.

Submitted by Rosivalda Pereira (mrs.pereira@ufma.br) on 2017-08-14T18:28:45Z No. of bitstreams: 1 FabioSilva.pdf: 1098466 bytes, checksum: a72dcced91748fe6c54f3cab86c19849 (MD5) / Made available in DSpace on 2017-08-14T18:28:45Z (GMT). No. of bitstreams: 1 FabioSilva.pdf: 1098466 bytes, checksum: a72dcced91748fe6c54f3cab86c19849 (MD5) Previous issue date: 2008-06-20 / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPQ) / Fundação de Amparo à Pesquisa e ao Desenvolvimento Científico e Tecnológico do Maranhão (FAPEMA) / We present in this work the results about two neural networks methods to solve the algebraic Riccati(ARE), what are used in many applications, mainly in the Linear Quadratic Regulator (LQR), H2 and H1 controls. First is showed the real symmetric form of the ARE and two methods based on neural computation. One feedforward neural network (FNN), that de¯nes an error as function of the ARE and a recurrent neural network (RNN), which converts a constrain optimization problem, restricted to the state space model, into an unconstrained convex optimization problem de¯ning an energy as function of the ARE and Cholesky factor. A proposal to chose the learning parameters of the RNN used to solve the ARE, by making a surface of the parameters variations, thus we can tune the neural network for a better performance. Computational experiments related with the plant matrices perturbations of the tested systems in order to perform an analysis of the behavior of the presented methodologies, that are based on homotopies methods, where we chose a good initial condition and compare the results to the Schur method. Two 6th order systems were used, a Doubly Fed Induction Generator(DFIG) and an aircraft plant. The results showed the RNN a good alternative compared with the FNN and Schur methods. / Apresenta-se nesta dissertação os resultados a respeito de dois métodos neuronais para a resolução da equação algébrica de Riccati(EAR), que tem varias aplicações, sendo principalmente usada pelos Regulador Linear Quadrático(LQR), controle H2 e controle H1. É apresentado a EAR real e simétrica e dois métodos baseados em uma rede neuronal direta (RND) que tem a função de erro associada a EAR e uma rede neuronal recorrente (RNR) que converte um problema de otimização restrita ao modelo de espaço de estados em outro de otimização convexa em função da EAR e do fator de Cholesky de modo a usufruir das propriedades de convexidade e condições de otimalidade. Uma proposta para a escolha dos parâmetros da RNR usada para solucionar a EAR por meio da geração de superfícies com a variação paramétrica da RNR, podendo assim melhor sintonizar a rede neuronal para um melhor desempenho. Experimentos computacionais relacionados a perturbações nos sistemas foram realizados para analisar o comportamento das metodologias apresentadas, tendo como base o princípio dos métodos homotópicos, com uma boa condição inicial, a partir de uma ponto de operação estável e comparamos os resultados com o método de Schur. Foram usadas as plantas de dois sistemas: uma representando a dinâmica de uma aeronave e outra de um motor de indução eólico duplamente alimentado(DFIG), ambos sistemas de 6a ordem. Os resultados mostram que a RNR é uma boa alternativa se comparado com a RND e com o método de Schur.

No description available.

This thesis deals with development of guidance laws for advanced applications. Two class of guidance problems, namely, impact angle constrained guidance and pulsed guidance for exo-atmospheric engagements, are considered here. Three impact angle constrained guidance schemes are developed using (i) Proportional navigation guidance (PNG), (ii) State Dependent Riccati Equation (SDRE) technique and (iii) geometric concepts, respectively. A collision course based pulsed guidance law is presented for exo-atmospheric interceptors. Proportional Navigation Guidance (PNG) law is the most widely used guidance law because of its ease of implementation and efficiency. However, in its original form, it achieves only a limited set of impact angles. A two stage PNG law is presented for achieving all impact angles against a stationary target. In the first phase of guidance, an orientation PNG command is used. The orientation navigation constant (N ) is a function of the initial engagement geometry and has a lower value (N less than 2). It is proved that following the orientation trajectory, the interceptor can switch to N = 2 and achieve the desired impact angle. Simulations, with a constant speed and with a realistic interceptor model, show successful interception of the target with all desired impact angles. Feedback implementation of the guidance law results in negligible errors in impact angle with uncompensated autopilot delays. The idea of a two-stage PNG law with impact angle constraint is further used to develop a guidance law for intercepting moving targets. Following the orientation trajectory, the interceptor can switch to N = 3 and achieve the desired impact angle. It is proved that the guidance achieves all impact angles in a surface-to-surface engagement scenario with receding and approaching targets, respectively. In a air-to-surface engagement scenario, it is proved that the guidance law achieves all impact angles in a deterministic set. Constant speed and realistic interceptor models are used for simulations. Results show negligible error in impact angle and miss distance for moving targets. The guidance law, in its feedback implementation form, achieves the desired impact angle for interceptors with delay and with a maneuvering target. The impact angle errors are low with negligible errors in miss distance. Next, the impact angle constrained guidance problem against a stationary target is solved as a non-linear regulator problem using the SDRE technique. The interceptor guidance problems are of finite time nature. As the main contribution of this part of the work, we solve a finite time interceptor guidance problem with infinite horizon SDRE formulation by choosing the state weighting matrix as a function of time-to-go. Numerical simulations are carried out both for a constant speed interceptor model and a realistic interceptor model. Simulations for both the models are carried out for various impact angles and firing angles. Robustness of the proposed guidance law with respect to autopilot lag is also verified by simulations. Results obtained show the efficiency of the SDRE approach for impact angle constrained missile guidance. A geometric guidance scheme is proposed for lateral interception of targets in a planar engagement scenario in the absence of line-of-sight rate information. A kill-band is defined for target initial positions capturable by an arc maneuver, followed by a straight line path by the interceptor. Guidance law for capturing targets inside the kill-band is presented and is further modified for targets outside the kill-band. Based on analytical studies on the kill-band, a guidance law is proposed for lateral interception of maneuvering targets. Simulations are carried with for typical low speed engagements. The concept of kill-band provides an inherent robustness to the proposed guidance law with respect to uncompensated system delays and target maneuver. As the final part of the work, an interceptor endgame pulsed guidance law for exoatmospheric engagements is derived by using the notion of collision heading. The proposed guidance law is derived in steps by (i) Obtaining the collision heading based on the collision triangle engagement geometry and then (ii) Computing the width of the pulse fired by the divert thruster to attain the collision heading. It is shown that this strategy is more effective than the existing zero effort miss (ZEM) based guidance laws for intercepting targets with higher heading angles off the nominal head-on collision course. A result on pulse firing sequence is also presented showing that firing pulses in quick succession results in minimum pulse widths and hence minimum control effort for a desired miss distance. Simulations are carried out for various engagement scenarios. Results show better miss-distance and divert thrust performance as compared to the existing ZEM based law.

A promising line of research attempts to bridge the gap between detector and tracker by means of considering jointly optimal parameter settings for both of these subsystems. Along this fruitful path, this thesis study focuses on the problem of detection threshold optimization in a tracker-aware manner so that a feedback from the tracker to the detector is established to maximize the overall system performance. Special emphasis is given to the optimization schemes based on two non-simulation performance prediction (NSPP) methodologies for the probabilistic data association filter (PDAF), namely, the modified Riccati equation (MRE) and the hybrid conditional averaging (HYCA) algorithm. The possible improvements are presented in two domains: Non-maneuvering and maneuvering target tracking. In the first domain, a number of algorithmic and experimental evaluation gaps are identified and newly proposed methods are compared with the existing ones in a unified theoretical and experimental framework. Furthermore, for the MRE based dynamic threshold optimization problem, a closed-form solution is proposed. This solution brings a theoretical lower bound on the operating signal-to-noise ratio (SNR) concerning when the tracking system should be switched to the track before detect (TBD) mode. As the improvements of the second domain, some of the ideas used in the first domain are extended to the maneuvering target tracking case. The primary contribution is made by extending the dynamic optimization schemes applicable to the PDAF to the interacting multiple model probabilistic data association filter (IMM-PDAF). Resulting in an online feedback from the filter to the detector, this extension makes the tracking system robust against track losses under low SNR values.

Consider a time-dependent optimal control problem, where the state evolution is described by an initial value problem. There are a variety of numerical methods to solve these problems. The so-called indirect approach is considered detailed in this thesis. The indirect methods solve decoupled boundary value problems resulting from the necessary conditions for the optimal control problem. The so-called Pantoja method describes a computationally efficient stage-wise construction of the Newton direction for the discrete-time optimal control problem. There are many relationships between multiple shooting techniques and Pantoja method, which are investigated in this thesis. In this context, the equivalence of Pantoja method and multiple shooting method of Riccati type is shown. Moreover, Pantoja method is extended to the case where the state equations are discretised using one of implicit numerical methods. Furthermore, the concept of symplecticness and Hamiltonian systems is introduced. In this regard, a suitable numerical method is presented, which can be applied to unconstrained optimal control problems. It is proved that this method is a symplectic one. The iterative solution of optimal control problems in ordinary differential equations by Pantoja or Riccati equivalent methods leads to a succession of triple sweeps through the discretised time interval. The second (adjoint) sweep relies on information from the first (original) sweep, and the third (final) sweep depends on both of them. Typically, the steps on the adjoint sweep involve more operations and require more storage than the other two. The key difficulty is given by the enormous amount of memory required for the implementation of these methods if all states throughout forward and adjoint sweeps are stored. One of goals of this thesis is to present checkpointing techniques for memory reduced implementation of these methods. For this purpose, the well known aspect of checkpointing has to be extended to a `nested checkpointing` for multiple transversals. The proposed nested reversal schedules drastically reduce the required spatial complexity. The schedules are designed to minimise the overall execution time given a certain total amount of storage for the checkpoints. The proposed scheduling schemes are applied to the memory reduced implementation of the optimal control problem of laser surface hardening and other optimal control problems. / Es wird ein Problem der optimalen Steuerung betrachtet. Die dazugehoerigen Zustandsgleichungen sind mit einer Anfangswertaufgabe definiert. Es existieren zahlreiche numerische Methoden, um Probleme der optimalen Steuerung zu loesen. Der so genannte indirekte Ansatz wird in diesen Thesen detailliert betrachtet. Die indirekten Methoden loesen das aus den Notwendigkeitsbedingungen resultierende Randwertproblem. Das so genannte Pantoja Verfahren beschreibt eine zeiteffiziente schrittweise Berechnung der Newton Richtung fuer diskrete Probleme der optimalen Steuerung. Es gibt mehrere Beziehungen zwischen den unterschiedlichen Mehrzielmethoden und dem Pantoja Verfahren, die in diesen Thesen detailliert zu untersuchen sind. In diesem Zusammenhang wird die aequivalence zwischen dem Pantoja Verfahren und der Mehrzielmethode vom Riccati Typ gezeigt. Ausserdem wird das herkoemlige Pantoja Verfahren dahingehend erweitert, dass die Zustandsgleichungen mit Hilfe einer impliziten numerischen Methode diskretisiert sind. Weiterhin wird das Symplektische Konzept eingefuehrt. In diesem Zusammenhang wird eine geeignete numerische Methode praesentiert, die fuer ein unrestringiertes Problem der optimalen Steuerung angewendet werden kann. In diesen Thesen wird bewiesen, dass diese Methode symplectisch ist. Das iterative Loesen eines Problems der optimalen Steuerung in gewoenlichen Differentialgleichungen mit Hilfe von Pantoja oder Riccati aequivalenten Verfahren fuehrt auf eine Aufeinanderfolge der Durchlaeufetripeln in einem diskretisierten Zeitintervall. Der zweite (adjungierte) Lauf haengt von der Information des ersten (primalen) Laufes, und der dritte (finale) Lauf haeng von den beiden vorherigen ab. Ueblicherweise beinhalten Schritte und Zustaende des adjungierten Laufes wesentlich mehr Operationen und benoetigen auch wesentlich mehr Speicherplatzkapazitaet als Schritte und Zustaende der anderen zwei Durchlaeufe. Das Grundproblem besteht in einer enormen Speicherplatzkapazitaet, die fuer die Implementierung dieser Methoden benutzt wird, falls alle Zustaende des primalen und des adjungierten Durchlaufes zu speichern sind. Ein Ziel dieser Thesen besteht darin, Checkpointing Strategien zu praesentieren, um diese Methoden speichereffizient zu implementieren. Diese geschachtelten Umkehrschemata sind so konstruiert, dass fuer einen gegebenen Speicherplatz die gesamte Laufzeit zur Abarbeitung des Umkehrschemas minimiert wird. Die aufgestellten Umkehrschemata wurden fuer eine speichereffiziente Implementierung von Problemen der optimalen Steuerung angewendet. Insbesondere betrifft dies das Problem einer Oberflaechenabhaertung mit Laserbehandlung.

We present a new method for the computation of low rank approximations to the solution of large, sparse, stable Lyapunov equations. It is based on a generalization of the classical Smith method and profits by the usual low rank property of the right hand side matrix. The requirements of the method are moderate with respect to both computational cost and memory. Hence, it provides a possibility to tackle large scale control problems. Besides the efficient solution of the matrix equation itself, a thorough integration of the method into several control algorithms can improve their performance to a high degree. This is demonstrated for algorithms for model reduction and optimal control. Furthermore, we propose a heuristic for determining a set of suboptimal ADI shift parameters. This heuristic, which is based on a pair of Arnoldi processes, does not require any a priori knowledge on the spectrum of the coefficient matrix of the Lyapunov equation. Numerical experiments show the efficiency of the iterative scheme combined with the heuristic for the ADI parameters.