arXiv subjects

Lorenzo Fagiano

Publications and source records attributed to Lorenzo Fagiano.

40 records · Page 3Linked to original sources

arXiv2013

On generalized terminal state constraints for model predictive control

This manuscript contains technical results related to a particular approach for the design of Model Predictive Control (MPC) laws. The approach, named "generalized" terminal state constraint, induces the recursive feasibility of the underlying optimization problem and recursive satisfaction of state and input constraints, and it can be used for both tracking MPC (i.e. when the objective is to track a given steady state) and economic MPC (i.e. when the objective is to minimize a cost function which does not necessarily attains its minimum at a steady state). It is shown that the proposed technique provides, in general, a larger feasibility set with respect to existing approaches, given the same computational complexity. Moreover, a new receding horizon strategy is introduced, exploiting the generalized terminal state constraint. Under mild assumptions, the new strategy is guaranteed to converge in finite time, with arbitrarily good accuracy, to an MPC law with an optimally-chosen terminal state constraint, while still enjoying a larger feasibility set. The features of the new technique are illustrated by three examples.

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arXiv2013

On sensor fusion for airborne wind energy systems

A study on filtering aspects of airborne wind energy generators is presented. This class of renewable energy systems aims to convert the aerodynamic forces generated by tethered wings, flying in closed paths transverse to the wind flow, into electricity. The accurate reconstruction of the wing's position, velocity and heading is of fundamental importance for the automatic control of these kinds of systems. The difficulty of the estimation problem arises from the nonlinear dynamics, wide speed range, large accelerations and fast changes of direction that the wing experiences during operation. It is shown that the overall nonlinear system has a specific structure allowing its partitioning into sub-systems, hence leading to a series of simpler filtering problems. Different sensor setups are then considered, and the related sensor fusion algorithms are presented. The results of experimental tests carried out with a small-scale prototype and wings of different sizes are discussed. The designed filtering algorithms rely purely on kinematic laws, hence they are independent from features like wing area, aerodynamic efficiency, mass, etc. Therefore, the presented results are representative also of systems with larger size and different wing design, different number of tethers and/or rigid wings.

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arXiv2012

Simulation of stochastic systems via polynomial chaos expansions and convex optimization

Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model, or the computation of large numbers of simulation runs, rendering the approach too time consuming and impracticable for applications with more than a handful of random variables. We introduce a novel computationally tractable technique for computing the coefficients of polynomial chaos expansions. The approach exploits a regularization technique with a particular choice of weighting matrices, which allow to take into account the specific features of Polynomial Chaos expansions. The method, completely based on convex optimization, can be applied to problems with a large number of random variables and uses a modest number of Monte Carlo simulations, while avoiding model manipulations. Additional information on the stochastic process, when available, can be also incorporated in the approach by means of convex constraints. We show the effectiveness of the proposed technique in three applications in diverse fields, including the analysis of a nonlinear electric circuit, a chaotic model of organizational behavior, finally a chemical oscillator.

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arXiv2012

Robust Model Predictive Control via Scenario Optimization

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based on the iterated solution, at each step, of a finite-horizon optimal control problem (FHOCP) that takes into account a suitable number of randomly extracted scenarios of uncertainty and disturbances, followed by a specific command selection rule implemented in a receding horizon fashion. The scenario FHOCP is always convex, also when the uncertain parameters and disturbance belong to non-convex sets, and irrespective of how the model uncertainty influences the system's matrices. Moreover, the computational complexity of the proposed approach does not depend on the uncertainty/disturbance dimensions, and scales quadratically with the control horizon. The main result in this paper is related to the analysis of the closed loop system under receding-horizon implementation of the scenario FHOCP, and essentially states that the devised control law guarantees constraint satisfaction at each step with some a-priori assigned probability p, while the system's state reaches the target set either asymptotically, or in finite time with probability at least p. The proposed method may be a valid alternative when other existing techniques, either deterministic or stochastic, are not directly usable due to excessive conservatism or to numerical intractability caused by lack of convexity of the robust or chance-constrained optimization problem.

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