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PmmuSpSS, TAI 2 9:55

Department of Chemical Engineering
Queen's University, Kingston Ontario, Canada, K7L 3N6.
ABSTRACT prooceds and th}e control region becomes very small. To
handle the terminal consaints, we constucan augmented
Dynamic control system often involv non- performanoe index by intrducing a sukitbk peaky
negligible tie- ys th can affect the sability ad fiunion a suggestd by Luu and Rose [41. Th size of
performance of the closed-loop system. This pae a suitable pesky fudion in relaion to energy consump-
presets the use of iterative dynamic pro va an tion, the manitude of the time-deay and convergenceare
absolute err penalty function for mmum investiad using ree eamles.
energy control of time-delay stems. A qua 2. MNIMUM ENERGY CONTROL PROBLEM
appro o (QA) is used to determine the itial s FORMULATION
profile for the delayed variabks for each grid point Let us consd the system dseribed by the vector
ingration. It is shown that the choice of an apria diffential equation with a constant tme-delay r, in one
penaly fiuwcon factor (PFF) depends on the reave size or more of the state variabls.
of the time-delay with reset to the final time, and on the
expectd value of the energy consumption. The results
obtained corroborate the effectivene of the mdhod.
dxt) -
at A()4t-;)ot)) (1)
The m um energy ontrol (MEC) of time- The iniial state profile for each of the delayed sta is a
delay systems has attacted some anion in the ltaure known function of time;
and seveal methods of solring the two-poit boundary .r) = #(t) ; - stCO (2)
value (TPBV) problem have been proposed. Theseinclude
the sensitivity approach of Inoue et al. [11, Planisamy and and the initial condition is spcified for each of the se;
Rho's Walsh function apprach [2] and the use of a s(O) " x (3)
picewis linear polynomial function employing the
ooncept of a deay shift matrix and an operaional matrix x(t) is an (nxl) state vector and u(t) is an (mxl) control
for integration to sove the TPBV problem proposed by vector which may be bounded;
Liou and Chou [3]. These methods require consideable as sg pj; j , x (4)
mathematical effort and experdse, and have been limited
to linear syems. For a minimum energy problem the aoci
We prsent the use of iterative dynamic performance indx to be minimied is
pro g (IDP) for minimum ener control of ti
dynamic time-delay systems. Luus and Rosen [4] have 4I(OM) a 4f s'(flRus)dt (5)
applied IDP to final state consrained opfimal control
probles but not to fixed endpoint problm with time-
deay. Recently, Dadebo and Luus [51 have shown that Where R is a diagonal positive-definite weighting matrix.
IDP can be applied to fe endpoint im-delay systems to Th final time t is speified. The minimum energ control
give excelent results. problem is to find the control policy u(t) in the given te
The purpose of this pae is to apply a interval (0G,) such that the performance index is
modification to the algoritms of Luus and Rosen [4] and mimized whi satisfying the tmiina constaint
Dadebo and Luuw [51 to handle minimum ener control
problems of time-delay systems. We also investigae the
49-', (6)
effec of the relaive size of the time-delay on the energy A typical hnical engineering problem that fits into the
consumption and on the choice of an aropia lty MEC firmewrk is the filling of a batch reactor with a
function. The use of a quad inpolain, instd of solvent or l reactant. Te desired
the linear approach (LA) used by Dadebo and Luus [5], to the end of the fili operation is a fina state consraint,
estimate the initial profile of the delayed states is xf, and the final time tf is dictated by the tim required to
investigatod. We assume that by using the control policy fill the reactor. Deadtime in a system state can aris due
of the clost grid point as we proceed to the na time to tansortation delay beween an exchanger used to
stage, the error introduced become n I as iteraion recover wate heat from anothr process stream. Te goal

of the minimum e cotroler would be to n tud &armip kw to bamS dsask.
the additional haing rq s pr d either by an A i app oxu give a bar
elctical hater or a steam jket arund the reactorwhil appr on of tis delyed stat when the ndeaXy is
achicying the required final t u lar. In db pper, by makig n of do grid point at
3. APPICATON OF IDP the prcein tin s stge a tic approximation is
In o to use IDP kt us divide the iven timeinterval obtained. Rauk wi be exmined to determine whether
(0,) into P sub-intervals (O,tl), (tt,t )...9 (t2t04)9 (tv, a ofder ximtion mig improc the
i'Q each of length L, such that convagmace and redc the number of initial 'kin'
t obtained by usiag a r oxi n s reported in
L " i (7)
SuWoe we Ut to i Iegat th state equations from t at
dskth timestge atU kh grid point ofthejth stae
vuisble. Let us denote this point by Xs0k,I). Let
The problem then i seekc a picws cn control XJJ,klJ) be the corresponi delyed variable, xt),
policy as an x ton to inuows policy, for which is stored at t of e teigrid .
each te iztem t,St<t
l ; k = 1,2,.,P to i We esimat thie Iuid stat prfi- from tf-r to t by the
the performance inde. Tbus the pefoman inde isn n fuctio
approknmate by e/O,(t-r) + bit) (12)
or by a q c fucion

-!4E f UWj)RU(tnk.dh (9) V* A/ (t -:)t+B/O(s -;)+Cj/O (13)
Usmg Us floing c n ;
To evaluate the performnce index, it is conveniet to
inoduce a eu variabl x. such that and
+A*/t5r) 15(,k-1,1) (15)
- !u,(lRut(f , x*,I(0)-
0.0 (9)
By integaing the above equation along with Ut originl
Use time-varying, icws constan coefficint
aNd C arasi
aj, b~,A1
e as follows:
state uation we obtan the pefrmance index
Penalty functs for tndl a rnts
In order to atisfy the tminl constrints we construd
the following augmented performance indie,
b/) SX/AJ) - ai*t,
J1IJ S x/9-x,/ ; gg (10) Ajf (L-:)X1 / 'v

rL(L -c)
?iJ) - L )

.4J I + S ,Iz/9-i|I ; iA" (11)

I/A -jv t

where; 'is the number of tminally onind e CIO - X/JJ - tj(A/Ota + B/f)) (16)
variabks while Oj and " are cp d p AlY
function fctors or weighting fiaosn. Tle acronyms SEPP Win (t1-) <O the no a ima&n is neessary since
(Squae Error Penay Function) and AEPF (Absohte file is aay given by *t) fm
Error Penay Functn ) co oding to to10 equationu2. Alo from 16 Us choice of L
and 11, res , shall be used in this ppe. Luus must be dift from T-in order to use Use q tic
and Rosen [4J sugeud thed use of a reltvey small valu apoximatio.
of Oj for non-delay system. We inv e the effet of 4.. ALGOtITHM
the choice of the two differet penalyfui Nd We shal w a xfieversion of U lrithms given
convergncepropeuies. Te use of AEP? has rarly been by In and Rosen [41 ad by Ddebo and Luus [51
sm in the lIeratr. This is easily managed 1. Divide i , into P, eac
with IDP wherea oth echniqu,m o han not, of lngth L.
us the uadrtic penalty funtion for mahmaal 2. Cooe number of x-Sid pofint, N, adthe number
tctabily. The effect of the relative value of the time- of alwable value, M1, for each of Us cntrol
dday with respet to the final time on the choice of the variables. Choose also te initial coal region r, over
weighting ficors is inve . which Us alowable values for control can be
Approx ion of d ed state. sleced.
For integration at each grid point as we prLce 3. Chooe N nominal (nkit alowable values of contr,
backwards from thU lat stg it is necesay to estmate wher N is odd, by fit dc sing t for each time
thU delayed date profiles. Dadebo and Luus [5] prposed stW and s b ue pubing e uniformly inside Use

allowable region for oontrol (tit[H/(N-1)Ir, observed that for reatively large values of w and 0, the
H=2,4,...,N-1). emphasis will be on driving the final state to the desired
4. Using the N control trajectories from step 3, ine Xf at the expense of the total energy consumption, If the
the state equtions to ge and store the N values magnitudes of w, and the expcted energy consumption are
for the x(t)-gi at each time Sa Store also the approximately of the same order, we obtain rapid
corresponding delayed variabls at ewh time tge ( x(t- convergeane both in sate and in the p n index.
r)-.grid). From Figures 1.1 we obsrve that line and quadratic
5. Startng at the ast stag P, c ing to tin interpolation give similar resuls when the dlay only
interval tfL to t4 for each grid point, estmate the initia 1.0. However, from Figure 1.4 (r=3.0 and 40 teations
state profile, using the arop equaions for liear or allowed) it is apparent that quadratic intrpolation gives
quadratic apprximion with t= krL, and iegrte the consistetly better resuls.
stae equaton6 fom trL to t once with eac of the r Example 2
allowable values for oontrol. For each x-grid point choose For this exm we consider the liear timehy system
the oontrol u that give the mimum value of the optimized by aldanismy and RAo [21 using sinerm
augmented perfonnance index, J1 (or J2), and store the Walsh Series and also by Ioue ct aL iJ uig se vity
value of the control for use in step 6. analysis. The system is described by the deay-difaetil
6. Step back to stage P-1, correponding to time tr2L to equation;
t-L and for each -gid poit, etmat the initial profie
as in step 5 (with tk = tr2L) ai mtegate the stat
a-at).b4.t-r)+i(t) ; a,bel (20)
oquations from tr2L to t1L once with each of the MI x4t) * 1.0 ; -lstO0
allowable vain of oontrol. To continue integration from
t,-L to tf choos the control fiom step S tat cosnds with the associad a index to be minimized,
to the closet grid point. For each x- grid point, oompare
the MO values of J, (or J2 and store the control that gives
the minimum value. I Ia I,_I U2t)& , X(1) a (21)
7. Repeat this proedure for stage P-2, P-3, etc. until o
stage 1, correspogto the iniial time t=0, is reached.
At this point, and also for all tk-r<0, the initial profile for For this system we consider two cases; system A (a=1,
the delayed variable is alrady given. Store the oontrol b=1) and systen B (a=-1, b=-l). Whe there is no
policy that inimi J, (or J2). control action and there is no time-delay, systems A and
8. Reduce the regon for the allowable control values by B have positive and negative eigenvalues r ely.
an amount such thatrt'`1=yr';(q) Wisthekationindex For system A we obtained a performance index of
and typically, 0.5 <y < 1.0. Usthe opimal control policy 2.40330 with w=10 when there is no delay, usig P=10,
obtained instep7as thenominal valetf. N=17 and M=3. Te fial sta was 0.00000 and the
9. Increment the iteation index, q, by 1 and go to step 3. convergence was very npid. The comtation time was
Continue the procedure for a number of iertions and 60 seconds for twenty kttons. However, when we
examine the results, recording both J, (or J2) and I and the chose =1.0 we obtined 2.05123 which is better than the
best oontrol policy. value of 2.2381 obtained by Palanisamy and Rao [21.
S. NUMERICAL EXAMPLES AND DISCUSSIONS Using P=10 and the control polcy obtaned after 20
All integrations were done on a 386/33 personal computer iterations as the initial control poLicy for twenty dages we
using a modified Runge-Kutta subroutie of order (4)5 obtained 2.03737. When =0.10 was ued we could not
(Hairer et al. [6D) to handle dely terms in the diffrential obtain the global optimum. Table I shows other results
equations. obtained for different values of r for systems A and B.
Example 1 Figure 2.1 shows the improvement of the performance
Consider a linear time-delay system considered by index with iteration number for system A with -=0.10
Paanisamy and Rao [21. The system is described by the and illustrtes the convergenceproperties of the AEPF and
scalar diffental equation SEPF approaches. Table II shows the final results obtained
together with the associated final states. Using the AEPF
4XVt)-0654t-1) n l(t) (17) approach the tmninal constaint is met to reanable
degree of accuracy. However the SEW approach mets
x(O) a L.0; 4)a-0.0 YtcO0 (18) the terminal constaints for large values of 9 at the
expense of the energy consumption. Thus the AEPF is
with the associated performance index to be very reliable for a wider rhnge of vahls of the weighting
10 factors. Figure 2.2 shows the plot of Performance index
I f
;410) *00 (19) versus time-delay for system B using linear and quadrtic
approximations. Clearly, beter results are obtained using
By choosing P = 20, = 17, and M = 3 we obtained, a quadratic approximation as the time-delay imnreass.
after twenty iteations, the resulhs in Figures 1.1, 1.2 Example 3
(using SEPW) and 1.3 (using AEPP). It is obvious from Consider the linear time-delay system optimized by Liou
Figures 1.2 and 1.3 that the AEPP approach is more and Chou [3] and Chyung and Lee [7]. The system is
reliable in neting the final s ta constaint. It is described by the following equation;

prgrmmn to fS! _ecntand praWn'.
40 I -,te[-1) 0 (2) Idslal and En r C Resarch, N,
-x(* I , te[ -1,0 (23) [51 Dadebo, S. and LAs, R., 'Opt1 cotruol of time
delay sytm by Op
Th problem is to find an optima coal poiy u(t)' on ConrroAL MSMt. 13, 2964, 1992.
[0,2] driving th rwepm x(t) to the origin while (63 Haier, B., Nordt, S.P. and Wanne, G., Sohli
minimiig the pmance bde orl 4 mrme q _ , Spring Serie in
CiMthmsf Spir-Vedag, Bern,
I n2o;0 4,-X)s4 (24) 1987.
[17 Chyung, D.H. and S.B. Le,Limr optima syems
Here the control is bounded and mesuabl on [0,2]. with tm&e- y' ,AS M. Control, 4, 548-575 t 1966.
Chyung and L,ee [7] obtined the emac sol Of th
system anal y and re ad aperance idc of
0.09375. We obained a m vahl of 0.10611 with
x(2)=-0.00012 in 20 itetio un 0-10, P=I, M=3
and N = 17. Figure 3.1 shows the effcxt of tme-delay on
the opimal performance index. For low values of r the Tm. Delay EWEJr Ccmwnya_, 1
convergence very rapid. However for r=1.0, weshow r
the effec of the PPh () on te opimal performance Sydem A System B
index in Figue 3.2 using M=5 and N=21. Te inial 0.00 2.03737 0.03737
number of stags chose wu four (craresponding to
L=0.0.5=O r) and doubled to eight after twenty iertions. 0.05 2.18606 0.028S6
The best value of the performance index obtined was
0.09496 with xf=-0.0003. Using N=41 we obtdned 0.10 2.28403 0.02099
1=0.09354 and Xf= 4.0075. The quadratic
approximation gives reliable results over a wider range of 0.20 2.35599 0.01461
6. CONCLUSIONS 0.40 2.43097 0.00937
A method of solving the um a
oontrol problem witout having to solve the TPV Table I. Effect of time-deay om Energy
problem but yidding reiable resus has been p nted. comsuqtIc for example 2.
Th quadratic inlation of for the delyedsoft
condition works very wel even when the tm-elay is
relaively lrge. For relaively low timedlys the ASPP
approach ges rliable resuks with raid onve
over a wider range of penaky fSantion ftors. In
siuatons wher the final constaint is equaly
mportant as the agy consumption, the ASP?
approach is highly recomme . For syems with
relatively lge tme-dey, fte choic of an effextive
penaly function fiator is quike critical..
Financial support from NSSRC and Que's Univeity is
gratefully acknowkleged. Te authon exp their I |Ixf Xf
grattde to Prof. Rein Luus for his s g ad to the 1 2.284 0.000 2.007 0.341
anonymous reviwer for his comma.
7. REFERENCES 10 2.747 0.000 2.235 0.063
[I] Inoue, K., H.,Akaahi, and Y.,Sawaragi, 'Seivity
approaches to o ionof linear sy m with 100 2.934 0.000 2.346 0.004
time delay'. Aiwomahca, 7, 671479, P}rgamon Press, --- -
1971. 100oo 2.8131 0.000 2.868 -
[2] Painisamy, KR., ad Rw, G.P., 'Minimum ener
control of ime-delay sytem via Walsh Tabk H. Effec of Penaly fucion actor on optiml
fucions', Optimal Control-ApL Methods, 4, 213- 226, performance index, I ard fisal stae x for e 2
1983. with r=0.10.
13] Liou, C.-T., and Chou, Y.-S.,'M um
control of time delay systems via pi linear
polynomial functions'1.Joaw n! of Conrl, 46, No.5,
1595-1603, 1987.
[4] Luus, R. and Rosen, O., 'Applicatin of dymmic

-5 1 12Fr-
F@0 1 .1
I, I 10
Fgue 1.2
* LA
A OA 0

-J )c

-6, 10 4
* LA

-7 tO- 51 I I I
-8-7-6-5-4-3-2-1 0 1 -8-7-5-5-4 -3 -2 -1 0 1
Log(PFF) Log(PVF)

nP- 3 Fiqure 1.3

10 -4_ -_ _
il~ U LA IIr
xI; I QA iA

O 10- - ^QA_ 5
10 -8 11 1 J i s. I 1 -

-8-7-6-5-4 -3-2-1 0 1
Log(PFV) Log(PFF)

riqure 2.1 Figure 2.2

3.0 0.0-40
u-100 0.035
x 2.8 _ _ \ A LA
-011~ ~ ~ 0.030 _ a
S 2.6
:1 0.025 _
0.020 _-
\ _
2.4 _-10; E
0.015 _
t 2.2 -. 0.010
0.005 t '= _
0 10 20 30 0.00 0.20 0.40
Iteration Number Time-Delay

0.10 0.12 -

C 0.08 0
~0C 0.11
0.06 0
0 0.04 E
0 0.10 . O
a. 0.02 0

0.00 _L.
0.0 0.2 0.4 0.6 0.8 1.0 0.09 1 _1 _
-1 0 1 2 3
Figure 3.1 Effec of tinm-elay on
3.2 Effect of PEP (w) on optil
,--I Prormce hex for -cA I- Figure

3. 1ormn index for example 3.