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Karl Worthmann

Publications and source records attributed to Karl Worthmann.

At least 91 records · Page 5Linked to original sources
arXiv2022

State and parameter estimation for retinal laser treatment

Adequate therapeutic retinal laser irradiation needs to be adapted to the local absorption. This leads to time-consuming treatments as the laser power needs to be successively adjusted to avoid under- and overtreatment caused by too low or too high temperatures. Closed-loop control can overcome this burden by means of temperature measurements. To allow for model predictive control schemes, the current state and the spot-dependent absorption need to be estimated. In this paper, we thoroughly compare moving horizon estimator (MHE) and extended Kalman filter (EKF) designs for joint state and parameter estimation. We consider two different scenarios, the estimation of one or two unknown absorption coefficients. For one unknown parameter, both estimators perform very similar. For two unknown parameters, we found that the MHE benefits from active parameter constraints at the beginning of the estimation, whereas after a settling time both estimators perform again very similar as long as the parameters are inside the considered parameter bounds.

eess.SY↗
arXiv2022

Funnel MPC for nonlinear systems with relative degree one

We show that Funnel MPC, a novel Model Predictive Control (MPC) scheme, allows tracking of smooth reference signals with prescribed performance for nonlinear multi-input multi-output systems of relative degree one with stable internal dynamics. The optimal control problem solved in each iteration of Funnel MPC resembles the basic idea of penalty methods used in optimization. To this end, we present a new stage cost design to mimic the high-gain idea of (adaptive) funnel control. We rigorously show initial and recursive feasibility of Funnel MPC without imposing terminal conditions or other requirements like a sufficiently long prediction horizon.

math.OC↗
arXiv2022

Data-driven MPC of descriptor systems: A case study for power networks

Recently, data-driven predictive control of linear systems has received wide-spread research attention. It hinges on the fundamental lemma by Willems et al. In a previous paper, we have shown how this framework can be applied to predictive control of linear time-invariant descriptor systems. In the present paper, we present a case study wherein we apply data-driven predictive control to a discrete-time descriptor model obtained by discretization of the power-swing equations for a nine-bus system. Our results shows the efficacy of the proposed control scheme and they underpin the prospect of the data-driven framework for control of descriptor systems.

eess.SY↗
arXiv2022

Parameter estimation and model reduction for retinal laser treatment

Laser photocoagulation is one of the most frequently used treatment approaches for retinal diseases such as diabetic retinopathy and macular edema. The use of model-based control, such as Model Predictive Control (MPC), enhances a safe and effective treatment by guaranteeing temperature bounds. In general, real-time requirements for model-based control designs are not met since the temperature distribution in the eye fundus is governed by a heat equation with a nonlinear parameter dependency. This issue is circumvented by representing the model by a lower-dimensional system which well-approximates the original model, including the parametric dependency. We combine a global-basis approach with the discrete empirical interpolation method, tailor its hyperparameters to laser photocoagulation, and show its superiority in comparison to a recently proposed method based on Taylor-series approximation. Its effectiveness is measured in computation time for MPC. We further present a case study to estimate the range of absorption parameters in porcine eyes, and by means of a theoretical and numerical sensitivity analysis we show that the sensitivity of the temperature increase is higher with respect to the absorption coefficient of the retinal pigment epithelium (RPE) than of the choroid's.

eess.SY↗
arXiv2022

Optimal control of thermodynamic port-Hamiltonian Systems

We consider the problem of minimizing the entropy, energy, or exergy production for state transitions of irreversible port-Hamiltonian systems subject to control constraints. Via a dissipativity-based analysis we show that optimal solutions exhibit the manifold turnpike phenomenon with respect to the manifold of thermodynamic equilibria. We illustrate our analytical findings via numerical results for a heat exchanger.

math.OC↗
arXiv2022

Willems' fundamental lemma for linear descriptor systems and its use for data-driven output-feedback MPC

In this paper we investigate data-driven predictive control of discrete-time linear descriptor systems. Specifically, we give a tailored variant of Willems' fundamental lemma, which shows that for descriptor systems the non-parametric modelling via a Hankel matrix requires less data compared to linear time-invariant systems without algebraic constraints. Moreover, we use this description to propose a data-driven framework for optimal control and predictive control of discrete-time linear descriptor systems. For the latter, we provide a sufficient stability condition for receding-horizon control before we illustrate our findings with an example.

math.OC↗
arXiv2022

Optimal control of port-Hamiltonian descriptor systems with minimal energy supply

We consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE with feed-through term, we derive an input-state turnpike towards a subspace for optimal control of generalized port-Hamiltonian ordinary differential equations. We study the reachability properties of the system and prove that optimal states exhibit a turnpike behavior with respect to the conservative subspace. By means of the port-Hamiltonian structure, we show that, despite control constraints, this turnpike property is global in the initial state. Further, we characterize the class of dissipative Hamiltonian matrices and pencils.

math.OC↗
arXiv2022

Finite-data error bounds for Koopman-based prediction and control

The Koopman operator has become an essential tool for data-driven approximation of dynamical (control) systems, e.g., via extended dynamic mode decomposition. Despite its popularity, convergence results and, in particular, error bounds are still scarce. In this paper, we derive probabilistic bounds for the approximation error and the prediction error depending on the number of training data points; for both ordinary and stochastic differential equations while using either ergodic trajectories or i.i.d. samples. We illustrate these bounds by means of an example with the Ornstein-Uhlenbeck process. Moreover, we extend our analysis to (stochastic) nonlinear control-affine systems. We prove error estimates for a previously proposed approach that exploits the linearity of the Koopman generator to obtain a bilinear surrogate control system and, thus, circumvents the curse of dimensionality since the system is not autonomized by augmenting the state by the control inputs. To the best of our knowledge, this is the first finite-data error analysis in the stochastic and/or control setting. Finally, we demonstrate the effectiveness of the bilinear approach by comparing it with state-of-the-art techniques showing its superiority whenever state and control are coupled.

math.OC↗
arXiv2022

Model predictive control for singular differential-algebraic equations

We study model predictive control for singular differential-algebraic equations with higher index. This is a novelty when compared to the literature where only regular differential-algebraic equations with additional assumptions on the index and/or controllability are considered. By regularization techniques, we are able to derive an equivalent optimal control problem for an ordinary differential equation to which well-known model predictive control techniques can be applied. This allows the construction of terminal constraints and costs such that the origin is asymptotically stable w.r.t. the resulting closed-loop system.

math.OC↗
arXiv2021

On MPC without terminal conditions for dynamic non-holonomic robots

We consider an input-constrained differential-drive robot with actuator dynamics. For this system, we establish asymptotic stability of the origin on arbitrary compact, convex sets using Model Predictive Control (MPC) without stabilizing terminal conditions despite the presence of state constraints and actuator dynamics. We note that the problem without those two additional ingredients was essentially solved beforehand, despite the fact that the linearization is not stabilizable. We propose an approach successfully solving the task at hand by combining the theory of barriers to characterize the viability kernel and an MPC framework based on so-called cost controllability. Moreover, we present a numerical case study to derive quantitative bounds on the required length of the prediction horizon. To this end, we investigate the boundary of the viability kernel and a neighbourhood of the origin, i.e. the most interesting areas.

eess.SY↗
arXiv2021

How to coordinate vaccination and social distancing to mitigate SARS-CoV-2 outbreaks

Most countries have started vaccinating people against COVID-19. However, due to limited production capacities and logistical challenges it will take months/years until herd immunity is achieved. Therefore, vaccination and social distancing have to be coordinated. In this paper, we provide some insight on this topic using optimization-based control on an age-differentiated compartmental model. For real-life decision making, we investigate the impact of the planning horizon on the optimal vaccination/social distancing strategy. We find that in order to reduce social distancing in the long run, without overburdening the healthcare system, it is essential to vaccinate the people with the highest contact rates first. That is also the case if the objective is to minimize fatalities provided that the social distancing measures are sufficiently strict. However, for short-term planning it is optimal to focus on the high-risk group.

physics.soc-ph↗
arXiv2021

Control of port-Hamiltonian systems with minimal energy supply

We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Decomposing the state space into dissipative and non-dissipative (i.e. conservative) subspaces, we show that the set of reachable states is bounded w.r.t. the dissipative subspace. We prove that the optimal control problem exhibits the turnpike property with respect to the non-dissipative subspace, i.e., for varying initial conditions and time horizons optimal state trajectories evolve close to the conservative subspace most of the time. We analyze the corresponding steady-state optimization problem and prove that all optimal steady states lie in the non-dissipative subspace. We conclude this paper by illustrating these results by a numerical example from mechanics.

math.OC↗
arXiv2021

Manifold Turnpikes, Trims and Symmetries

Classical turnpikes correspond to optimal steady states which are attractors of optimal control problems. In this paper, motivated by mechanical systems with symmetries, we generalize this concept to manifold turnpikes. Specifically, the necessary optimality conditions on a symmetry-induced manifold coincide with those of a reduced-order problem under certain conditions. We also propose sufficient conditions for the existence of manifold turnpikes based on a tailored notion of dissipativity with respect to manifolds. We show how the classical Legendre transformation between Euler-Lagrange and Hamilton formalisms can be extended to the adjoint variables. Finally, we draw upon the Kepler problem to illustrate our findings.

math.OC↗
arXiv2021

State and parameter estimation for model-based retinal laser treatment

We present an approach for state and parameter estimation in retinal laser treatment by a novel setup where both measurement and heating is performed by a single laser. In this medical application, the temperature that is induced by the laser in the patient's eye is critical for a successful and safe treatment. To this end, we pursue a model-based approach using a model given by a heat diffusion equation on a cylindrical domain, where the source term is given by the absorbed laser power. The model is parametric in the sense that it involves an absorption coefficient, which depends on the treatment spot and plays a central role in the input-output behavior of the system. After discretization, we apply a particularly suited parametric model order reduction to ensure real-time tractability while retaining parameter dependence. We augment known state estimation techniques, i.e., extended Kalman filtering and moving horizon estimation, with parameter estimation to estimate the absorption coefficient and the current state of the system. Eventually, we show first results for simulated and experimental data from porcine eyes. We find that, regarding convergence speed, the moving horizon estimation slightly outperforms the extended Kalman filter on measurement data in terms of parameter and state estimation, however, on simulated data the results are very similar.

eess.SY↗
arXiv2021

Recursive feasibility of continuous-time model predictive control without stabilising constraints

We consider sampled-data Model Predictive Control (MPC) of nonlinear continuous-time control systems. We derive sufficient conditions to guarantee recursive feasibility and asymptotic stability without stabilising costs and/or constraints. Moreover, we present formulas to explicitly estimate the required length of the prediction horizon based on the concept of (local) cost controllability. For the linear-quadratic case, cost controllability can be inferred from standard assumptions. In addition, we extend results on the relationship between the horizon length and the distance of the initial state to the boundary of the viability kernel from the discrete-time to the continuous-time setting.

math.OC↗
arXiv2020

How much testing and social distancing is required to control COVID-19? Some insight based on an age-differentiated compartmental model

In this paper, we provide insights on how much testing and social distancing is required to control COVID-19. To this end, we develop a compartmental model that accounts for key aspects of the disease: 1) incubation time, 2) age-dependent symptom severity, and 3) testing and hospitalization delays; the model's parameters are chosen based on medical evidence, and, for concreteness, adapted to the German situation. Then, optimal mass-testing and age-dependent social-distancing policies are determined by solving optimal control problems both in open loop and within a model predictive control framework. We aim to minimize testing and/or social distancing until herd immunity sets in under a constraint on the number of available intensive care units. We find that an early and short lockdown is inevitable but can be slowly relaxed over the following months.

math.OC↗
arXiv2020

Distributed Optimization using ALADIN for MPC in Smart Grids

This paper presents a distributed optimization algorithm tailored to solve optimization problems arising in smart grids. In detail, we propose a variant of the Augmented Lagrangian based Alternating Direction Inexact Newton (ALADIN) method, which comes along with global convergence guarantees for the considered class of linear-quadratic optimization problems. We establish local quadratic convergence of the proposed scheme and elaborate its advantages compared to the Alternating Direction Method of Multipliers (ADMM). In particular, we show that, at the cost of more communication, ALADIN requires fewer iterations to achieve the desired accuracy. Furthermore, it is numerically demonstrated that the number of iterations is independent of the number of subsystems. The effectiveness of the proposed scheme is illustrated by running both an ALADIN and an ADMM based model predictive controller on a benchmark case study.

eess.SY↗