Analysis and Control of Stochastic Hybrid Systems

Project

I. Tkachev, MSc (Ilya), dr.ir. A. Abate (Alessandro)

members:
Keywords:

Hybrid and nonlinear systems, Correct-by-design controller

synthesis, Hybrid systems

Sponsored by:

NWO, MoVeS

Stochastic models are important when dealing with system affected by an uncertainty. They allow for a
range of application areas, a few examples being Biology, Power Networks and Finance.
This project is focused on the analysis and control synthesis performed over complex stochastic models,
in particular Markov processes and Stochastic Hybrid Systems. We use the tools of Applied Mathematics
and Computer Science to come up with novel approaches to the problem, formal on the one hand and
computationally efficient on the other. A special attention is paid to such methods as model-checking and
approximate bisimulation: non-classical optimal control techniques that have quickly showed their
advantages.
The outcomes of our research on a theoretical side are further tested on the benchmark examples in
Finance (ruin of an insurance company, default cascades in financial networks) and Biology (control of a
protein expression in a cell).

Analysis and Verification of Stochastic Hybrid Systems

Project

Dr.ir. S. Esmaeil Zadeh (Sadegh), dr.ir. A. Abate (Alessandro)

members:
Keywords:

Hybrid and nonlinear systems, Analysis, verification, and

control, Probabilistic models

Sponsored by:

MoVeS, AMBI

Stochastic Hybrid Systems (SHS) are dynamical models that are employed to characterize the
probabilistic evolution of systems with interleaved and interacting continuous and discrete components.
The formal analysis, verification, and optimal control of SHS models represent relevant goals because of
their theoretical generality and for their applicability to a wealth of studies in the Sciences and in
Engineering.
In this project, we investigate and develop innovative analysis and verification techniques that are
directly applicable to general SHS models, while being computationally scalable. The first stage of the
study entails mostly analytical work: the project aims at generating results that are both theoretically
formal and computationally attractive. It will furthermore develop dedicated software for the analysis of
SHS.
The theoretical and computational outcomes will be tested in or applied to a number of studies, in
particular to models drawn from Biology and power networks.

Switched Linear Quadratic Regulator in discrete-time:

theory and algorithms

Project members:

dr.ir. A. Abate (Alessandro)

Keywords:

Discrete-event systems, Hybrid and nonlinear systems

Sponsored by:

NWO, European Commission

This project studies the discrete-time switched LQR problem based on a dynamic programming
approach.
We provide an analytical characterization of both the value function and the optimal hybrid control
strategy of the DSLQR problem. Their connections to the Riccati equation and the Kalman gain of the
classical LQR problem are also investigated.
The study connects with the problem of stabilizability of switched linear systems, which is achieved by a
stationary hybrid-control law that consists of a homogeneous switching-control law and a piecewiselinear continuous-control law under which the closed-loop system has a piecewise quadratic Lyapunov
function.
Efficient algorithms are proposed to solve the finite-horizon and infinite-horizon DSLQR problems, or to
provide sub-optimal solutions with proven error bounds.
We are currently looking at theoretical extensions of the project, as well as into practical applications
(e.g., optimal sensor scheduling).
In collaboration with Dr. W. Zhang (UC Berkeley), Prof. J. Hu (Purdue), and Prof. C. Tomlin (UC Berkeley).

Advanced missile guidance methods

Project members:
prof.dr. C.W. Scherer (Carsten), ir. E.J. Trottemant (Eric)
Keywords:
Optimization-based control
Sponsored by:
TNO, Netherlands Defense Academy, Royal Naval College
Ballistic missiles are a serious threat to Western countries, as has become evident in a number of recent
conflicts. Proliferation of missiles has increased their numbers and modification programs have increased their
performance, in particular their range. Also, there is great worry about non-conventional warheads (chemical
and biological) on ballistic missiles. A great deal of attention currently is dedicated towards developing and
increasing (TBMD) capability. Most current air defense weapons, in particular their guidance and intercept
methods, will fail in most operationally relevant scenarios. This has initiated a search for newer and better
intercept strategies.
In recent years, methods based on linear quadratic (LQ) optimization and differential game theory have opened
up new possibilities in the guidance field. The purpose of this project is to explore and extend new applications
of these theories to the guidance problem against maneuvering TBMs in order to acquire in-depth knowledge on
(modern) advanced methods.

Advanced monitoring of railway infrastructure

Project
members:
Keywords:

ir. K.A.J. Verbert (Kim), prof.dr.ir. B. De Schutter (Bart), prof.dr.

R. Babuka (Robert)
Identification and estimation, Machine learning, Railway
networks
Sponsored by:
STW, Prorail
Prevention of disruptions and minimization of costs are of paramount importance for railway
infrastructure managers like ProRail in order to guarantee robust performance of the railway network and
to satisfy requirements from customers and government. Therefore, ProRail needs an information and
monitoring system that can detect, localize, and diagnose disruptions and emergent problems in a fast
and efficient way, and that can propose preventive maintenance, repair, or replacement actions. In this

way, effects of incidents and disturbances will eventually be minimized and predictive repair or
maintenance actions can be optimized, resulting in minimum disruptions and costs. Various
measurement and detection methods have been employed and new technologies are being developed to
monitor the condition of the railway infrastructure. Currently, a large amount of measurement and
management data are available at different sources. To make use of all relevant available data an
integrated decision support system is therefore desired. Such a system should be intelligent and it
should make use of the increasing number of sensing, measuring, communication, and control
equipment present in today's railway infrastructure.
This project will develop new, intelligent, systematic, efficient, and robust methods for monitoring of
railway infrastructure, i.e., methods that are continuously fed with new data collected from the various
measurement units in the railway network and that continuously monitor these data and raise an alarm
as soon as an actual or emergent problem is detected. The main challenges to be addressed are
increasing the reliability, efficiency, robustness, and scope (both with respect to amounts and types of
data used, missing data, and types of properties being monitored) of the monitoring process. To this aim
we will combine state-of-the-art information fusion methods with new (possibly probabilistic) models for
the dynamics and evolution of tracks and trains, for degradation, and for faults, as well as advanced fault
diagnosis and detection methods, statistical analysis, and risk management methods. The innovative
combination and integration of Artificial Intelligence (AI) methods (such as neural networks, fuzzy logic,
and learning) with model-based methods will provide additional levels of efficiency and scope that
cannot be obtained by a purely AI or a purely model-based approach. The project will yield efficient and
effective methods for the quick detection, diagnosis, and localization of
disruptions as well as for the determination of preventive and corrective (maintenance or repair) actions
to deal with these problems.

Automatic autorotation of a rotorcraft Unmanned Aerial

Vehicle (UAV)
Project
members:
Keywords:

S. Taamallah, MSc (Skander), dr.ir. X.J.A. Bombois (Xavier), prof.dr.ir.

P.M.J. Van den Hof (Paul)
Data driven and fault tolerant control, Robotics and mechatronics,
Model predictive control
Sponsored by:
NLR
Autorotation is a rotorcraft flight condition in which the lifting rotor is driven entirely by action of the air when
the rotorcraft is in motion with an engine-out situation. During an autorotation, the main rotor is not driven by a
power plant, but by air flowing through the rotor disc bottom-up while the vehicle is descending rapidly. The
power required to keep the rotor spinning is obtained from the aircraft's potential and kinetic energy. An
autorotation is thus used when the engine fails in a helicopter, or when a tail rotor failure requires the pilot to
shut down the engine. It is comparable to gliding in a fixed-wing aircraft without an operating power plant.
The objective of this project is to design an on-board automatic system which would kick in once engine failure
had been detected. Such a system could indeed improve the overall system safety of manned and unmanned
helicopters. Its purpose would be to optimally manage the available energy (potential, kinematic in airspeed
and rotor RPM) at the instant of engine failure, and perform a safe landing.
Four main research areas have been identified in this project: (i) modeling of the helicopter flight dynamics, (ii)
model validation, (iii) avionics and sensors data fusion, and finally (iv) control and optimal 3D flight.

Block structured based model reduction

Project members:
O. Naeem, MSc. (Omar), ir. A.E.M. Huesman (Adrie)
Keywords:
Process technology, High purity distillation columns
Sponsored by:
Eurpean Commission, ProMATCH, Delft University of Technology
Computational effort (simulation time) has been one of the concerns of modern systems and control research.
Large scale industrial process models require lot of computational effort, which is vital, if the model has to be
used for closed-loop control and optimization purposes. Model reduction has been considered as one of the
method to achieve acceptable computational effort. There are different perspectives of model reduction for
example, linear system theory, projection based model reduction, time scale based model reduction,
identification based etc.
In this research, the focus has been on identification based model reduction. Models with Hammerstein
structure have been used to identify and yield a reduced model. Hammerstein model consists of a static nonlinear block, followed by linear dynamic block.

Dynamic modeling, optimization and control of

intensified production of fine chemicals in continuous
reactors
Project
members:
Keywords:

dr. N. Nikacevic (Nikola), ir. A.E.M. Huesman (Adrie)

Modeling of process systems, Dynamic optimization, Actuation,

Process intensification, Process control, Process technology
Sponsored by:
Institute for Sustainable Process Technology ISPT (CoRIAC project)
Fine chemicals and pharmaceuticals are still dominantly produced in batch operated stirred-tank reactors due
to their simple design and flexibility for multi-purpose production. Yet, continuous production in novel intensified
reactors offers much more advantages than a traditional batch process. Intensified reactors radically improve
transport properties and thus allow a reaction to approach its intrinsic kinetic limits. A precise control of the
conditions directly relates to improved selectivity and productivity and to reduction in energy use, waste
generation and time-to-market. In this project we will analyze operational, design and control characteristics of
intensified reactors by using dynamic optimization and first principles models (experimentally validated) for
several industrially relevant applications.
This work is a part of the CoRIAC project, (coordinated by the institute TNO) which scope is a demonstration of
continuous reactors with in-line analytics for fine chemical production. Several production companies (Procter &
Gamble, DSM and Janssen Pharma) provide broad variety of commercially relevant reaction cases. Most of
these are complex and multiphase reactions. Several equipment manufacturing companies provide intensified
reactors such as glass and ceramic microreactors, oscillatory flow (Figure 1), TNO Helix and static mixer reactor.
The goal is to prove on a lab-scale and to gain knowledge for a selection of suitable reactors for a specific
reaction. Furthermore, the aim is to develop and test robust process analytical tools for on-line monitoring of
continuous reactions. The next phase is a pilot plant demonstration of selected reactors with in-line analytics.
In this project we are focusing on analysis of operational behavior for few selected reaction cases, which would
provide optimal operation properties. This will be addressed through five stages:
* Development of a dynamic model. First principles modeling will be used. Reaction kinetics and flow properties
of reactors will be experimentally determined in the lab-scale setups (model verificationa and validation).
* Analysis of the operational degrees-of-freedom. Actuation has a large impact on optimal performance and
controllability of continuous reactors for fine chemicals. In this stage, actuation will be systematically analyzed
and designed.
* Dynamic optimization. Using developed models, a dynamic optimization program is going to be constructed
and solved. The results will facilitate preliminary scale-up and design (pilot-plant) and will be used for
improvement of operation and actuation and design of experiments for a larger system. Furthermore,
optimization will provide useful data for sensors development and guidelines for optimal control.
* Controllability analysis. Using robust optimization, a controllability study will be performed in order to address
the stability and flexibility issues of the optimal solutions suggested in the previous stage.
* Conceptual control design. Depending of the outcome of the previous stages, a control concept for a
particular reactor case will be suggested. Techniques which will be examined are: base layer control, model
predictive control and optimal control.