a. Field of Invention
The invention relates to control systems suitable for use in a wide variety of applications and, more particularly, to a control system for controlling a physical object as a function of its movement.
b. Background of the Invention
Adaptive control is a technique in which a controller adapts to a controlled system having parameters that vary or are uncertain. For example, the mass of an aircraft will decrease in flight as a result of fuel consumption. An adaptive flight control systems can maintain optimum performance of such a system despite the changing conditions. Indeed, adaptive control is suitable for any real-time optimization of a physical device or system (i.e., a “plant”) in which optimal control of the plant is a function of an independent parameter. This includes myriad real-world applications.
Many adaptive controller schema rely on software models that define a system's desired performance, such as for example, model predictive control “MPC.” Model predictive control refers to a class of computer control algorithms that utilize an explicit process model to predict the future response of a plant. At each control interval an MPC algorithm attempts to optimize future plant behavior by computing a sequence of future manipulated variable adjustments. The first input in the optimal sequence is then sent into the plant, and the entire calculation is repeated at subsequent control intervals. United States Patent Application 20100268353 by Crisalle et al. shows systems and methods for predictive control that uses a mathematical model that describes the anticipated future values of the variables. U.S. Pat. No. 7,203,555 to Ogunnaike et al. discloses another MPC which generates a model prediction value (y) indicating how a system parameter of the plant is going to behave.
These and other MPCs rely on a priori information about time-varying parameters and/or a software model and it is consequently not possible for them to provide an accurate model in applications where a priori information does not exist or is not timely available. Under such circumstances, an “extremum seeking” or “peak-seeking” control schema is a more practical approach. Originally developed as a method of adaptive control for hard-to-model systems, peak-seeking controllers use measurements of input and output signals and dynamically search for the optimizing inputs. Thus, peek-seeking controllers optimize a control loop, in real time, to either maximize or minimize a function and do not require an a priori model.
There are various approaches to minimizing or maximizing a function by systematically choosing the values of real or integer variables from within an allowed set and, in general, peak seeking control methods can be divided into three categories: classical-gradient methods, parametric methods and nonlinear methods. Classical-gradient methods estimate the performance function gradient using classical-control techniques in a recursive approach that relies on gradient analysis.
Rudolph Kalman's work on control theory beginning in the late 1950s led to a seminal paper, Kalman, “A New Approach To Linear Filtering And Prediction Problems”, Journal of Basic Engineering 82 (1): 35-45 (1960), and eventual widespread adoption of his Kalman filter in control systems across many diverse industries. The Kalman filter produces estimates of the true values of measurements and their associated calculated values by predicting a value, estimating the uncertainty of the predicted value, and computing a weighted average of the predicted value and the measured value. Specifically, the Kalman approach estimates the state at the current timestep from the previous timestep to produce an estimate of the state. This prediction is then combined with observation information to refine the state estimate. This improved estimate is termed the a posteriori state estimate.
To control simple linear time-invariant systems, Kalman filter are sometimes used in conjunction with controllers to provide system state estimates to the contoller that are more accurate estimates of the system state than the measured or calculated state parameters alone. At a given system state in a time invariant linear system, an applied input will always produce the same output regardless of when it is applied. A linear time invariant state-space system can take the form
xk+1=Axk+Bu
y=Cxk
where A, B, and C are fixed matrices; x is a state vector; u is the system input; and y is the system output. In contrast, time-varying systems can be described by a set of linear differential equations with time-varying coefficients (where the state space matrices depend on time). In other words, A, B, and C become A(t), B(t), and C(t). The Kalman filter has also been applied to time-varying systems such as, for example, motion control systems. See, Introduction to Kalman Filtering and Its Applications, VI Workshop U.S. Army TACOM, Warren, Mich. (2004), which illustrates various discrete-time (time varying) Kalman filters for linear systems.
A Kalman filter estimates the values of the gradients (slopes) of the function, which estimated gradients are used as input for a controller. Linear constraints are assumed. The feedback loop continues, and states are adjusted until the gradient estimates go to zero. The gradient of the function (f) is defined to be a vector field having components that are the partial derivatives of f. That is:
The function f is used to compute the predicted state from the previous estimate, and the only input to the Kalman filter is the performance-function f magnitude.
An example of a peak-seeking control solution using a time-invariant Kalman filter is disclosed in D. F. Chichka et al., “Peak-Seeking Control for Drag Reduction in Formation Flight”, AIAA Journal of Guidance, Control, and Dynamics, v. 29, no. 5, pp.1221-1230 (September-October 2006). The Chichka et al. paper proposes peak-seeking control for precise positioning of two aircraft relative to one another in order to minimize drag. The value of the performance function is fed to a time-invariant Kalman filter, which is used to estimate the values of the gradients of the function.
A formation flight instrumentation system for the estimation of the relative position, velocity, and attitude between two moving aircraft using an onboard GPS system an inertial navigation sensor (INS) is disclosed in W. R. Williamson et al., “An Instrumentation System Applied to Formation Flight”, IEEE Transactions on Control System Technology, v. 15, no. 1, pp. 75-85 (January 2007). An extended Kalman filter blends the outputs of each GPS/INS so as to maximize the accuracy of the relative state estimates as required for a control algorithm to reduce formation drag. The W. R. Williamson et al. reference demonstrates the estimation of the relative states of position, velocity and attitude between two moving bodies using GPS and an inertial measurement unit (IMU). Williamson et al. determines the point of maximum drag reduction employing a gradient search. However, there is no provision for measuring the independent parameters of the performance function, nor any algorithm for estimating the vortex or controlling the trailing vehicle to optimize its position relative to the vortex.
It is well-known that twice-differentiable objective functions can be optimized more efficiently by checking the second-order partial derivatives of a function. The matrix of second derivatives (the Hessian matrix) describes the local curvature of a function of many variables. For example, given the function
f(x1, x2, . . . , xn),
the Hessian matrix of f is the matrix:
Using both Hessians and gradients improve the rate of convergence. See, Schlegel, Estimating The Hessian For Gradient-Type Geometry Optimizations, Theoret. Chim. Acta (Berl) 66, 333-340 (1984). Moase et al. speculates that multivariable extremum-seeking (ES) schemes are possible using both gradient and Hessian, but also notes that the complexity will scale up. W. H. Moase, C. Manzie, and M. J. Brear, Newton-Like Extremum-Seeking Part II: Simulations And Experiments, Conference on Decision and Control, Shanghai (2009). Moase/Manzie also suggests that a fixed-gain Kalman filter (as opposed to a time-varying) Kalman filter can be used, and so their suggestion is implicitly confined to a linear time-invariant Kalman filter.
More often, state values are based on physical considerations that change over time, and a Kalman filter designed for such linear time varying conditions will provide better estimates. What is needed is a system and method for peak-seeking control including both hardware architecture and optimization software, the latter incorporating a linear time-varying Kalman filter to estimate both the performance function gradient (slope) and Hessian (curvature), from measurements of both independent (position measurements) and dependent parameters of the performance-function.
It is, therefore, an object of the present invention to provide a more efficient adaptive system and method for peak-seeking control based on measurements of both the independent and dependent parameters of the performance-function.
It is another object to provide peak-seeking optimization software that incorporates a linear time-varying Kalman filter.
It is another object to provide a linear time-varying Kalman filter that estimates both the performance function gradient (slope) and Hessian (curvature), based on measurements of both the independent and dependent parameters of the performance-function.
It is a more specific object to provide a more efficient system and method for peak-seeking control suitable for any application where real-time optimization of a physical device (“plant”) is a function of its movement.
According to the present invention, the above-described and other objects are accomplished by providing a computerized peak-seeking control system and method for control of a physical plant as a function of an independent variable such as its position or movement. The system includes both computer hardware architecture, and peak-seeking optimization software based on a linear time-varying Kalman filter to estimate both the performance function gradient (slope) and Hessian (curvature). The system is herein disclosed in the context of a system for flight control but one skilled in the art will readily understand that the system may be readily adapted for controlling virtually any physical device as a function of its movement. Toward this end, the system uses position measurements directly and does not rely upon modeling of the physical device. A peek-seeking controller optimizes a control loop, in real time, to either maximize or minimize a function. The optimization software relies on a linear time-varying Kalman filter software module to estimate both the performance function gradient (slope) and Hessian (curvature).
Additional aspects of the present invention will become evident upon reviewing the embodiments described in the specification and the claims taken in conjunction with the accompanying figures, wherein like numerals designate like elements, and wherein:
The present invention is a more efficient system and method for peak-seeking control of any physical device or “plant 10,” the goal of which is to optimize an independent parameter of the plant according to a performance function 40 in real time. The system incorporates a linear time-varying Kalman filter 60 to estimate either the performance function gradient (slope) alone or the gradient in combination with the Hessian (curvature) using direct measurements of one or more independent parameter(s) of the plant along with measurements of the dependent parameter(s) of the function.
In the example in which the independent parameter is the position of plant 10, the positon measurements may be taken by any of a variety of conventional positon sensor(s) 20, either absolute position sensors or relative (displacement) sensors. Suitable position sensor(s) 20 may include inductive non-contact position sensors, potentiometers, linear variable differential transformers (LVDTs), capacitive transducers, eddy-current sensors, hall effect sensors, optical sensors, grating sensors, rotary encoders, piezo-electric transducers, GPS systems or the like. The dependent variable may be directly measured by similar sensors 25 or may be indirectly measured by correlation to a more easily observable value. For example, where the dependent variable is drag on an aircraft, the force required by the control surfaces to counter the rotational moment imposed on the aircraft may be measured and correlated to drag.
The balance of the system 2 is preferably implemented as software modules implicit in a programmable controller 30, and any suitable programmable logic controller (PLC), programmable controller, or digital computer as conventionally used for automation of processes will suffice. The programmable controller 30 maintains a synchronous operation at discrete clock iterations k and polls the sensor(s) 20 for measurement of the independent variable (e.g., position xk) at each iteration. The controller 30 then calculates the difference between the current measured plant position xk, and the previous position, xk−1, for each iteration. The dependent variable (drag) performance function 40 f(x(t)) of the plant 10 is unknown. However, the magnitude of the performance function f(x) is measured by sensor(s) 25 such that the controller 30 also calculates the difference between the current function magnitude f(xk), and the previous iteration f(xk−1) at each iteration k. The time delay blocks 52, 54 included in
At each time step k, Kalman filter 60 software takes the prior gradient bk− and Hessian Mk− estimates of the performance function at the previous step k−1, or bk− and Mk−, respectively. These prior estimates are termed a priori state estimates because, although they are estimates of the state at the current timestep, they do not include parameter observation information from the current timestep k. However, Kalman filter 60 then makes a new estimate of the gradient bk and Hessian Mk by combining the a priori state estimate with the current observation information (performance function coordinate and magnitude measurements), providing “a posteriori” estimates. This is done recursively for each timestep k.
Next, the a posteriori gradient bk and Hessian Mk are input to an arithmetic logic unit (ALU) 70, which complies the a posteriori gradient and Hessian estimates to form a position command, xc=bkMk−1 to drive the plant 10 toward the performance function 40 extremum. Preferably, a filter 90 smoothes and scales the position command xc to avoid large step commands which can create unwanted large and/or abrupt plant 10 movements. The smoothed and/or scaled position command xc is then combined at modulator 80 with the persistent excitation signal (PE) to provide a control signal to the plant 10. This ensures observability of the performance function 40. In operation, initial movement of the system 2 is based on an arbitrary initial position, and during continuous operation the system 2 will optimize and maintain optimal plant 10 control based on its movement. The process continues to improve the extremum estimate and drive the plant 10 to the extremum position.
It should be apparent from the foregoing that the system 2 uses independent variable (e.g. position) and dependent variable (e.g., drag) measurements directly to estimate the gradient and Hessian at Kalman Filter 60 without the need to model or otherwise know the performance function. To accomplish this the system 2 requires the use of a particular linear time-varying Kalman filter 60 software module which will now be described in detail.
Kalman Filter Design
Performance function gradient bk and Hessian Mk are estimated using a linear time-varying Kalman filter 60 whose states consist of elements at the current position. This is accomplished by parameterizing the performance function f(x) using first- and second-order terms of a Taylor series expansion. Consider the Taylor series expansion of a performance function f(x) about xk:
where bx
where Δxk=xk−1−xk and Δfk=f(xk−1)−f(xk).
The higher-order terms o may be dropped by assuming the performance function is adequately modeled as a quadratic function at any particular position. For simplicity, we restrict ourselves to a two-dimensional case. Denote the positions in the two dimensions at time k as x1
Further denote
Δx1
Δx2
Equation (2) may then be written as
Equation (3) implies that a parameter estimation technique may be used to estimate the gradient and Hessian. Since the gradient and Hessian may change with x, and measurements of Δx1
This allows the measurement equation of a linear time-varying Kalman filter to take the form
Δfk=Hkζk+vk (4)
where
and vk represents a zero-mean Gaussian white-noise process with variance Vk. The gradient and Hessian are modeled as a Brownian noise process since they may change in an unknown manner with x. The Kalman filter process equation is, therefore, given by
ζk+1=Iζk+wk (5)
where I is a 5×5 identity matrix and wk represents a zero mean Gaussian white-noise process with variance Wk. The linear time-varying Kalman filter 60 is therefore implemented with the following equations:
{circumflex over (P)}k+1=
ζk+1=ζk+
where
The Kalman filter may be expanded to include N measurements at each iteration k. For this we define
Δfk,n=f(x1
Δx1
Δx2
and vk,n as the corresponding process noise. The index n takes values between 1 and N. The expansion is implemented by modifying the measurement equation (4) as
where
and Dk,n=Δx1
and
where Vk,n is the variance of vk,n.
The number of measurements is used as a tuning parameter. A larger N increases the observability and tolerance to noise by providing an over-determined set of equations. It also increases the area of the performance function to which the gradient and Hessian are fit. For a performance function in which the Hessian changes as a function of position, a too-large N may slow convergence.
The above-described Kalman Filter 60 design for estimating the performance function gradient bk and Hessian Mk has been implemented with a simple one-input one-ouput problem and more complex two-input one-ouput problem both described below.
The following is a one-dimensional example of the method described above. The peak-seeking controller operates on the signals (z, x, y) and ensures that x(t) converges to xmin(θ*). The system under consideration is described by
y=Ay+Bu+; y(0)=yo
x=Cy
z=F(x:θ*)
The continuous linear plant model is given by:
The foregoing system is described in more detail in F. Najson and J. Speyer, “Extremum seeking loop for a class of performance functions,” 15th IFAC World Congress on Automatic Control, Barcelona, Spain, July 2002. For present purposes the performance function is chosen to be f(x)=(cos(x/8.4)+1.5) (x/6−0.4)2. Note that this performance function provides a gradient and Hessian that change as a function of position. The performance function magnitude measurements were corrupted with Gaussian distributed noise with a standard deviation of 0.1. There was no noise on the position measurements.
The system was implemented in a 1.0 Hz fixed-step discrete simulation. The Kalman filter 60 (
A two-dimensional example is presented, and this is more suitable for veicle control in the context of a two-aircraft formation in which the peak-seeking control system 2 is adapted to minimize drag (this is a known application, See, D. F. Chichka et al., supra). It is assumed that a lead aircraft flies in a straight-and-level path. This allows the vortex generated by the lead aircraft to be modeled as static maps of induced drag coefficient and rolling moment on a trailing aircraft as a function of lateral and vertical relative position. The induced drag coefficient map is used as the performance function 40 for plant 60. The magnitude of the rolling moment map for any given position is used as a disturbance input to the trailing aircraft model. The maps were generated using a vortex-lattice method with the trailing aircraft wingtip positioned inside the leading aircraft wingtip vortex. For each position of the map, the aircraft was first trimmed for straight-and-level flight and then the induced drag coefficient and rolling moment were calculated. It is assumed that the vortex changes little with respect to relative longitudinal spacing.
The trailing aircraft was modeled with an 11-state, 4-input, 10 Hz discrete state-space model. The modeled states are body-axis vertical, lateral, and longitudinal velocities; roll, pitch, and yaw angles; roll, pitch, and yaw rates; and inertial axis lateral and vertical relative positions between aircraft. The inputs are elevator deflection, aileron deflection, rudder deflection, and thrust. The effects due to a changing induced drag coefficient were not modeled. Normally distributed random noise with a standard deviation of 0.001 was superimposed on the induced drag coefficient performance function magnitude. In addition, normally distributed random noise with a standard deviation of 0.012 meter is superimposed on the position measurements.
In order to first stabilize the plant 10 (aircraft), an inner-loop control system, as depicted in
where Q and R are designer selected weightings on the states, x, and inputs, u, respectively. The resulting gains were used in the LQR tracking control system via the interconnections shown in
The Kalman Filter 60 design is similar to that discussed in Example 1 above, but was chosen to iterate at 0.1 Hz to allow the aircraft to travel some distance between iterations. Measurements were taken at 10 Hz in between the iterations and averaged to form fk,n, x1
A persistent excitation was chosen as a 3 rad/sec 0.7 meter sinusoidal signal, and modulator 80 modulation comprised superimposing persistent excitation on the relative-position command xc=bkMk−1 to drive the plant 10 toward the performance function 40 extremum. This allowed N values of fk,n, x1
With reference to
The error between position commands and the aircraft response is depicted in
The aircraft Euler angles are depicted in
The aircraft surface deflections are displayed in
One skilled in the art will readily understand that the method can be expanded to problems with larger numbers of inputs and/or outputs, albeit the estimation problem then demands more complexity and a larger number of measurements.
In addition, the Hessian matrix of second derivatives must be positive definite and hence invertible to compute the variance matrix, and invertible Hessians do not exist for some data sets and models, in which case the foregoing system may fail. One skilled in the art should understand that modification to the Kalman filter design used herein may eliminate the required inverse of the Hessian and avoid such issue.
In all such cases a computer application of the time-varying Kalman filter to the peak-seeking problem provides the minimum variance achievable of the gradient and Hessian estimates. Other methods must deal with noise in an ad-hoc fashion because it is not considered in the algorithm development. Moreover, the present system measures the independent parameters (independent variables that can be adjusted by the controller) and uses them directly in the time-varying Kalman filter with the time-varying H matrix displayed above. Other methods can only infer the values of the independent parameters.
Having now fully set forth the preferred embodiment and certain modifications of the concept underlying the present invention, various other embodiments as well as certain variations and modifications of the embodiments herein shown and described will obviously occur to those skilled in the art upon becoming familiar with said underlying concept. It is to be understood, therefore, that the invention may be practiced otherwise than as specifically set forth in the appended claims.
The present application claims priority to U.S. provisional patent application Ser. No. 61/499,249 filed on 21 Jun. 2011, which is incorporated herein by reference.
The invention described hereunder was made in the performance of work under a NASA contract, and is subject to the provisions of Public Law #96-517 (35 U.S.C. 202) in which the Contractor has elected not to retain title.
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Number | Date | Country | |
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61499249 | Jun 2011 | US |