Data-based Modelling for Control and Optimization

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1 Data-based Modelling for Control and Optimization Paul Van den Hof Systems and Control: Challenges in the 21 st century Delft, 7-8 June

2 Contents Introduction: from data to model to control Identification for control: Some general viewpoints Acievements and challenges 2

3 Models from data Substantial part of effort towards efficient operation of technical processes is in modelling. Models from physics and information from data: ultimate validation on the basis of measurements Validation of models is directly related towards their intended use Good model for one purpose can be poor for another! Introduction 3

4 Models from data What to include in the models and what not? Question equally valid for physical and data-driven models From an identification perspective: How to identify models that are suited for control design? From a control design perspective: Which plant information is required for control design, and how to obtain this information from experiments? Introduction 4

5 Here is a dynamical process with which you are allowed to experiment (preferably cheap). Design and implement a high-performance control system. Issues involved: Experiment design Modelling / identification Characterization of disturbances and uncertainties Choice of performance measure Control design and implementation experimental issues dependent on application area Introduction 5

6 Classical experiments for finding control-relevant dynamics Ziegler/Nichols tuning rules for PID-controllers y(t) t p 90% M p ±1% % t r Relay feedback: amplitude and frequency at -180 phase t s time disturbance reference input + - controller process output Introduction 6

7 Ad-hoc simple cases to be extended to general methodology for model-based control, including issues of robustness induced by model uncertainties Introduction 7

8 Identification for Control: Basic principles for identifying models, well sorted out Relation with control through Certainty equivalence principle: Controller based on exact model is suited for implementation on the plant However: Identification had been extended to identify approximate models Control design had been evolved to robust control taking account of model uncertainties Identification for Control:

9 Experiments: disturbance Data Model amplitude input process output fase frequency Feedback Identification control system Feedback control system disturbance Model Controller reference input + - controller process output Identification for control:

10 When is a model suitable for control? For a given controller C: r + - C u G y r + - C u G 0 y Designed loop Achieved loop Both loops should be close : should be small Can be achieved by closed-loop identification with C Identification for control:

11 When is a model suitable for control? ω b plant model1: accurate for ω<ω b model2: accurate for ω>ω b Model quality becomes dependent on control bandwidth (to be designed) Identification for control:

12 Control bandwidth is based on model +.. If models are uncertain/approximate due to limited experiment, achievable performance needs to be discovered! modelling for control is learning (Schrama, 1992; Gevers, 1993) Experiment Identificatie Identification Regelaarontwerp Control design Implementatie Implementation exp. design data model controller evaluation Identification for control:

13 Development trend: Modelling control-relevant nominal model nominal model + uncertainty bound control-relevant model uncertainty set design of cheap experiments for id of uncertainty sets Control nominal control nominal control + stab/perf robustness robust control; worst-case performance optimization control under performance guarantees Identification for Control:

14 Development of methods in which the model is even removed: Iterative Feedback Tuning (Hjalmarsson, 2002) Application of methods to Positioning control in waferstepper, CD-player Control loops in industrial processes (Solvay) Sugar mills (Australia), EDF 14

15 Some general viewpoints Closed-loop identification disturbance reference input + output controller C process G r u 0 y - From problematic situation to easily applicable identification tools on the basis of r, u and y direct / two-stage / coprime factor / indirect dual-youla / IV (Van den Hof, 1998; Forssell & Ljung, 1999) Some general viewpoints 15

16 Closed-loop identification disturbance reference input + output controller C process G r u 0 y - Advantage: loop signals u and y are shaped with sensitivity function S = 1/(1+CG 0 ): Identification of models, such that small: models relevant for C. is Some general viewpoints 16

17 From experiment to control high-order model high-order controller experiment data Current opinion: Extract all information from data, but Keep experiments simple low-order model low-order controller Some general viewpoints 17

18 Achievements Insight into the structural relation between model construction and control Tools for closed-loop identification and uncertainty bound quantification Robustness analysis/synthesis tools for identified uncertainty models Iterative schemes for modelling and control tuning, renewing classical adaptive control Achievements and Challenges 18

19 Challenges ahead Design of cheap experiments: least disturbing, satisfying process constraints minimum length, providing sufficient information for performance improvement Problem: all theory is asymptotic in N Requirement: Integration of experiment / modelling / control Most important for process control applications Achievements and Challenges 19

20 Challenges ahead From feedback control only, to constrained optimization: feedfw controller disturbance reference input + - feedback controller + process output on the basis of: process model disturbance characterization + uncertainties Achievements and Challenges 20

21 Challenges ahead Exploiting physical knowledge in the models: Combining physical process models with data-based disturbance models Parameter estimation in non-complete physical models G(θ) Consequences for estimated θ under presence of some bounded Achievements and Challenges 21

22 Joint work with: Xavier Bombois, Peter Bongers, Okko Bosgra, Raymond de Callafon, Hans Dötsch, Sippe Douma, Michel Gevers, Marion Gilson, Richard Hakvoort, Lennart Ljung, Ruud Schrama, Douwe de Vries, 22

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