Mathematical Programming Approach to Mathematical Programming Approach to Hybrid Systems Hybrid Systems Analysis and Control Analysis and Control Automatic Control Laboratory Automatic Control Laboratory Swiss Federal Institute of Technology Swiss Federal Institute of Technology ETH ETH Zürich Zürich Manfred Morari Alberto Bemporad Giancarlo Ferrari Trecate Mato Baotic, Francesco Borrelli, Francesco Cuzzola, Tobias Geyer, Domenico Mignone, Fabio Torrisi
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Mathematical Programming Approach toMathematical Programming Approach toHybrid SystemsHybrid Systems
Analysis and ControlAnalysis and Control
Automatic Control LaboratoryAutomatic Control LaboratorySwiss Federal Institute of TechnologySwiss Federal Institute of Technology
ETHETH Zürich Zürich
Manfred MorariAlberto Bemporad Giancarlo Ferrari Trecate
Mato Baotic, Francesco Borrelli, Francesco Cuzzola,Tobias Geyer, Domenico Mignone, Fabio Torrisi
Drivers for Control Research
Novel Applicationsenabled by
• new computer power• new actuators• new sensors
Novel Theorymotivated by
• system integration• system failures
Hybrid systemsHybrid systems
Hybrid SystemsHybrid Systems
dtdx(t) = Ax(t) +Bu(t)y(t) = Cx(t) +Du(t)
úS , (X;U; ');X = f1; 2; 3; 4; 5g;U = fa; b; cg;' : X â U ! X
ComputerScience
ControlTheory
Finitestate
machines
Continuous dynamical
systemssystemu(t) y(t)
x 2 Rn; u 2 Rm
y 2 Rp
Hybrid Systems in Control - MotivationHybrid Systems in Control - Motivation• Switches occuring naturally
because plant operates in different modes
• Switches introduced by controller
to accommodate constraints: anti-windup, MPC to implement sequence: PLC
•• Switches introduced by controller: Switches introduced by controller: Model Predictive Control (MPC) Model Predictive Control (MPC)
From Algebraic Equalities to From Algebraic Equalities to MixedMixed--Integer Linear InequalitiesInteger Linear Inequalities
Xb c 2 f0;1gP(X1; . . .; Xn)b c = 1 Aîöô B
îö= î1; . . .; în[ ]0 2 f0; 1gn
z = îxî 2 f0; 1gx 2 [m;M]
ú z ô Mîz õ mîz ô x àm(1 à î)z õ x àM(1 à î)
8><>:
x ô 0b c = î x ôM(1 à î)x õ ï+ (m + ï)î
ú
Mixed product
Propositionallogic
Threshold condition
Algebraic equalities MI linear inequalities
(Williams, 1977)
(Glover, 1975)(Witsenhausen, 1966)
MLD Hybrid ModelsMLD Hybrid Models
x(t + 1) = Ax(t) +B1u(t)y(t) = Cx(t) +D1u(t)
Mixed Logical Dynamical (MLD) form
+B2î(t) +B3z(t)+D2î(t) +D3z(t)
E2î(t) + E3z(t) ô E4x(t) + E1u(t) + E5
(Bemporad, Morari, Automatica, March 1999)
• Well-Posedness Assumption :
are single valuedWell posedness allows defining trajectories in x- and y-space
î(t) = F(x(t); u(t))z(t) = G(x(t); u(t))
fx(t); u(t)g ! fx(t + 1)gfx(t); u(t)g ! fy(t)g
x; y; u = ?c?`
ô õ; ?c 2 Rnc; ?` 2 f0; 1gn`; z 2 Rrc; î 2 f0; 1gr`
Major Advantage of PWA/MLD Framework
All problems of analysis:• Stability• Verification• Controllability / Reachability• Observability
All problems of synthesis:• Controller Design• Filter Design / Fault Detection & Estimation
can be expressed as (mixed integer) mathematical programmingproblems for which many algorithms and software tools exist.However, all these problems are NP-hard.
• Control (MPC)• Explicit PWA MPC controllers• State estimation (MHE)/fault detection
• Car suspension system• Gas supply system • Hydroelectric power plant ...
• HYSDEL
• Identification
Research TopicsResearch Topics(Bemporad, Borrelli, Ferrari-Trecate, Mignone, Torrisi, Morari)
AnalysisSynthesis
ApplicationsModeling
HYbridHYbrid System Description System Description LAnguageLAnguage (HYSDEL) (HYSDEL)
HYSDEL Model
MLD + PWA Model
Process
Controller Design Reachability Analysis
Filter Design Stability Analysis
• Planned integration with CHECKMATE (CMU)
Identification of Hybrid systemsyk uk[ ]2C1yk uk[ ]2C2yk uk[ ]2C3
yk+1 =
0:9 0:2 0[ ] yk uk 1[ ]0
0:5 0:4 2[ ] yk uk 1[ ]0
0:3 à0:3 à5[ ] yk uk 1[ ]0
8>>>><>>>>:
Model and datapoints
Problem:Identify a piecewise ARX model from a finite set of noisy measurements.
Useful when the switches between different submodels cannot be measured
The estimation of the submodels cannot be separated from the problem of estimating the regions
Identification Algorithm Identification Algorithm Exploit the combined use of
• clustering ⇒ “K-means” like procedure• linear identification ⇒ weighted least squares• classification ⇒ linear support vector machines
Model and datapoints Estimated model and classified datapoints
G. Ferrari-Trecate, M. Muselli, D. Liberati, M. Morari,A Clustering Technique for the Identification of Piecewise Affine Systems, HS2001, Section FA
Dialysis Therapy
• Blood urea concentration is measured
• Bi-exponential dynamic (Liberati et. al., 1993)
- First part (30-40 minutes)Fast decrease
- Second part (3-4 hours) Slow decrease
An early estimation of both the time constants and the switching timeallows the assessment of the total duration of the therapy
Fast dynamics
Slow dynamics
Dialysis Therapy
Take the log of the data
Piecewise Affineapproximation
Estimation of thetime constants
The switching time cannot be measured directly
Depends on both the patient physiologyand the clearance rate of the dialyzer
EEG Analysis
"letter composing"task
"multiplication"task
Problem: discriminate the presence of different mental tasks from EEGProposition: EEG in a single mental "state" ≈ AR model of low order
The switch between mental states cannot be measured
Hybrid identification
(C. Anderson et al., 1995)
Application of EEG Analysis:
Brain computer interfacing
• High inter-subjects and intra-subjects variability of EEG
Need to update models easily
• Biofeedback: the subject can be forewarned that he is changing mental state
Epileptic patients: Early seizure detection
• Prompt intervention against epilepsy crisis
EEG Analysis for Brain-Computer Interface
The MITs Technology Review magazine recently listed brain-machine interfaces as one of the 10 emerging technologies that will "soon have a profound impact on the economy and on how we live and work."