Genealogical decision trees in process control

Population based random search techniques in process monitoring, control and optimization

Enso Ikonen,
Systems Engineering Laboratory
University of Oulu

Tiivistelmä: Tutkimus pohtii partikkelifiltterien käyttöä epävarmojen dynaamisten epälineaaristen teollisuusprosessien monitoroinnissa, säädön suunnittelussa, sekä po. systeemien analysointitekniikoita.

Abstract: The research examines the use of particle filters in the monitoring and control design of uncertain dynamic nonlinear industrial processes, and the analysis of such systems.

Field in brief

Particle filtering (PF) techniques are based on a gridless approximation of the conditional density of the state, given the observations. These methods were first introduced by Gordon et al. in early 1990's, and are today known by many different names, such as sequential Monte Carlo and Bayesian bootstrap filtering; in our work, we have used the term genealogical decision trees (GDT), following the vocabulary suggested by del Moral. Particle filters have a number of attractive characteristics. In particular, they are non-parametric and can represent arbitrary distributions. Particle filters are today fairly commonly used in the area of nonlinear filtering, however industrial applications are less frequent in the area of process monitoring and control. This work is related to our work on MTM's (see here).

Current state of research

The GDT-based control approach is a random search technique for solving a sequential optimization problems. In our work, we have introduced these techniques for solving open-loop regulation and tracking control problems. The algorithm is simple to implement, the number of design parameters is limited and the values for the parameters are easy to choose. The computational load can be heavy, however, and as the approach is model based, the performance depends on the availability of a reliable state-space model.

In addition, we have suggested a GDT-based approach for regulation. The essential idea was to use GDT optimization for solving off-line a number of predictive control problems. A finite set of initial states is then constructed from these simulations, for each of which an optimal control sequence has been computed; these trajectories are then used for setting up a controller.

Based on our work, a number of GDT-based process control examples along with clear rules for tuning the algorithm parameters have been reported:

Future directions

We are now looking at engineering applications where the particular potential of the GDT-based control/regulation can be exploited. Also applications of 'conventional' PF-techniques in state estimation in the area of process monitoring and control are of our interest. From algorithm development point of view, a potential direction is to examine the concept of neutrality in connection of the GDT approach.

Publications on GDT

Journal papers, chapters, theses

Conference papers and other

Enso 12/2009