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The northernmost University of Technology in Scandinavia Top-class Research and Education Uncertainty Bounds for Gramian-Based Interaction Measures Björn Halvarsson Uppsala University Miguel Castaño Arranz Luleå University of Technology Wolfgang Birk Luleå University of Technology

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Page 1: Presentation corfu (uncertain gramians)

The northernmost University of Technology in ScandinaviaTop-class Research and Education

Uncertainty Bounds for Gramian-Based Interaction

Measures

Björn Halvarsson Uppsala UniversityMiguel Castaño Arranz Luleå University of TechnologyWolfgang Birk Luleå University of Technology

Page 2: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

A procedure for control design of complex processes

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 2

Model structure

Model structure

ModelModel

Control structure

Control structure

Subset of sensors and

actuatos

Subset of sensors and

actuatos

Performance specification

Performance specification

Controller Parameters

Controller Parameters

Implemented Controller

Implemented Controller

Page 3: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

A complex process: Making paper

• From virginand recycled fibers

• Energy intensive process

• More than 3000 control loops

• Many storage vesselsand return flows

• Long process chain

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 3

Page 4: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Control Structure Selection & Interaction Measures.

e u

-

y+r

Gramian-based Interaction Measures quantify the importance of the input-output channels

Decentralized Controller PlantSparse Controller

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 4

Page 5: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Quantification of system dynamics with gramians.

• P and Q are the controllability and observabillity Gramians.

• The eigenvalues of the product PQ quantifies the connection of the input and output spaces through the state space.

• The Hankel matrix maps the past process inputs into the future process outputs.

• The non-zero Hankel Singulat Values (HSV:s) are equal to the positive square root of the eigenvalues of PQ.• Conclusion: The eigenvalues of PQ and/or the HSV:s can be used to quantify process dynamics

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 5

Page 6: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Quantification of system dynamics with gramians.

Hankel Norm ( ||G||H )

We consider two different factors to quantify process dynamics

Sum of the eigenvalues of PQ ( tr(PQ) )

Both factors have important implications in time domain .tr(PQ) has an interesting relationship with the frequency domain.

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 6

Page 7: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Nominal Analysis of The Quadruple Tank Process

Both measures indicate off-diagonal pairing.

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 7

Page 8: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Improved bounds for Δ||Gij||H and for Δtr(PjQi).

• Previous bounds for the additive uncertainty in the Hankel-Norm were derived by Moaveni and Khaki-Sedigh:

where Wco is the cross-Gramian matrix, obtained from

• The new potentially tighter proposed bounds for the Hankel norm and tr(P jQi):DON’T PANIC

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 8

Page 9: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Example 1

Performed Monte-Carlo simulations revealed that both bounds are still too loose.

Previous bound:

New bound:

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 9

Uncertainty level

Page 10: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Approximating the analytical bounds for tr(PQ)

Uncertainty Description:

Normal vector:

Minimum area is enclosed by:

Maximum area is enclosed by:

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 10

Page 11: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Example 2. The Quadruple Tank Process.

Nominal Case

Bounds obtained from the inequality (loose bound) :

Bounds obtained from integrating the Nyquist Diagram (numerical approach):

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 11

Uncertainty level

Page 12: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Conclusions and Future Work

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 12

• Previously existing bounds for two Gramian-Based interaction measures have been improved and evaluated.

• These bounds have been found to be insufficiently tight in some examples.

• A novel method for numerically obtaining the bounds of tr(PQ) is suggested.

• Analyze which numerical approach for integrating the areas in the Nyquist array is more adequate.

• Methods to create robust decisions in control structure selection form the Gramian-based interaction measures and their computed bounds.

• Empirical estimation of interaction measures.

Conclusions

Future Work

Page 13: Presentation corfu (uncertain gramians)

L U L E Å U N I V E R S I T Y O F T E C H N O L O G Y

Other research topics in Control Structure Selection

• Analysis of complex industrial processes with signal flow graphs and methods based on brain connectivity theory.

Miguel Castaño & Wolfgang Birk | MSC 2008| 2008-09-03 | Slide 13

Page 14: Presentation corfu (uncertain gramians)

The northernmost University of Technology in ScandinaviaTop-class Research and Education

Thanks for your attention

Miguel Castaño | CSCC 2010 | 2010-07-24 | Slide 14

[email protected]