arXiv subjects

Anders Hilmar Damm Christensen

Publications and source records attributed to Anders Hilmar Damm Christensen.

3 recordsLinked to original sources

arXiv2025

Numerical Discrete-Time Implementation of Continuous-Time Linear-Quadratic Model Predictive Control

This study presents the design, discretization and implementation of the continuous-time linear-quadratic model predictive control (CT-LMPC). The control model of the CT-LMPC is parameterized as transfer functions with time delays, and they are separated into deterministic and stochastic parts for relevant control and filtering algorithms. We formulate time-delay, finite-horizon CT linear-quadratic optimal control problems (LQ-OCPs) for the CT-LMPC. By assuming piece-wise constant inputs and constraints, we present the numerical discretization of the proposed LQ-OCPs and show how to convert the discrete-time (DT) equivalent into a standard quadratic program. The performance of the CT-LMPC is compared with the conventional DT-LMPC algorithm. Our numerical experiments show that, under fixed tunning parameters, the CT-LMPC shows better closed-loop performance as the sampling time increases than the conventional DT-LMPC.

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arXiv2024

ESDIRK-based nonlinear model predictive control for stochastic differential-algebraic equations

In this paper, we present a nonlinear model predictive control (NMPC) algorithm for systems modeled by semi-explicit stochastic differential-algebraic equations (DAEs) of index 1. The NMPC combines a continuous-discrete extended Kalman filter (CD-EKF) with an optimal control problem (OCP) for setpoint tracking. We discretize the OCP using direct multiple shooting. We apply an explicit singly diagonal implicit Runge-Kutta (ESDIRK) integration scheme to solve systems of DAEs, both for the one-step prediction in the CD-EKF and in each shooting interval of the discretized OCP. The ESDIRK methods use an iterated internal numerical differentiation approach for precise sensitivity computations. These sensitivities are used to provide accurate gradient information in the OCP and to efficiently integrate the covariance information in the CD-EKF. Subsequently, we present a simulation case study where we apply the NMPC to a simple alkaline electrolyzer stack model. We use the NMPC to track a time-varying setpoint for the stack temperature subject to input bound constraints.

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arXiv2024

Numerical Discretization Methods for the Extended Linear Quadratic Control Problem

In this study, we introduce numerical methods for discretizing continuous-time linear-quadratic optimal control problems (LQ-OCPs). The discretization of continuous-time LQ-OCPs is formulated into differential equation systems, and we can obtain the discrete equivalent by solving these systems. We present the ordinary differential equation (ODE), matrix exponential, and a novel step-doubling method for the discretization of LQ-OCPs. Utilizing Euler-Maruyama discretization with a fine step, we reformulate the costs of continuous-time stochastic LQ-OCPs into a quadratic form, and show that the stochastic cost follows the $χ^2$ distribution. In the numerical experiment, we test and compare the proposed numerical methods. The results ensure that the discrete-time LQ-OCP derived using the proposed numerical methods is equivalent to the original problem.

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