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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records

Modeling and Control Using Stochastic Distribution Control Theory for Intersection Traffic Flow

In this work, we investigated stochastic distribution control theory-based traffic signal optimization to achieve a smooth and uniform flow of vehicles through signalized intersections. In this context, the static and linear dynamic stochastic distribution models were developed to express the relationship between the signal timing and the traffic queue length together with its probability density function. Two stochastic distribution control algorithms were designed to control the signal timing at intersections such that the probability density function of the traffic queue of each intersection road segment is made as narrow and as small as possible. Also, a recursive input-output traffic queue estimation model was proposed, which is data-driven and dynamic in nature, to calculate real-time traffic queue length using traffic signal timings and loop-detector data. The control algorithms were evaluated for a one-signal corridor, two-signal corridor, and 2 x 2 network of signalized intersections. MATLAB simulation examples are provided to demonstrate the use of the proposed algorithms and comparison to the existing widely-used semi-actuated control has been made. Desired results were obtained.

97 MATHEMATICS AND COMPUTING↗

Combining model-based and model-free methods for stochastic control of distributed energy resources

Modern distribution systems are experiencing a fast transformation with the growing penetration of distributed energy resources (DERs). Along with the economic and environmental benefits of DERs, challenges arise to address the uncertainties caused by their inherent volatility. If properly coordinated, however, DERs have the potential to provide the controllability that grid operators need. Here, we propose a hierarchical control framework that combines the model-based and model-free methods for stochastic DER control in distribution systems. The upper-level scheduler considers a chance-constrained optimal power flow problem (model-based) that schedules DER setpoints to minimize the operational cost and maintain the operating reserve. The lower-level distributed DER controllers absorb real-time disturbances and uncertainties using the extremum seeking control (model-free) to achieve grid objectives. The combination of model-based and model-free methods allows us to take the advantages of both methods to effectively manage the uncertainty in distribution systems. The proposed work is demonstrated on the IEEE 13-node feeder.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Home energy management under realistic and uncertain conditions: A comparison of heuristic, deterministic, and stochastic control methods

We report home energy management systems (HEMS) have been shown to reduce energy bills and to provide grid services including peak demand reduction and demand flexibility. However, uncertainty in residential energy systems is a significant issue and can reduce the benefits of a HEMS to the homeowner or grid operator. Sources of uncertainty include weather forecasts, predictions of energy-related occupant activities (e.g., hot water draws), and parameter estimation for the building envelope and energy-consuming equipment. This paper tackles the problem of uncertainty by developing a framework that simulates HEMS in uncertain conditions and evaluates the performance of multiple control strategies. A linear, reduced-order residential building model for model predictive control applications is derived and compared to a full-order model. Stochastic model predictive control is shown to perform better than deterministic and heuristic methods when considering realistic forecasts with uncertainty. The framework can evaluate the performance of HEMS in real-world applications, which can help de-risk HEMS deployment.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Battery Control Using Stochastic Model Predictive Control

Stationary batteries in residential and commercial buildings are often used to smooth customer load profiles and to lower customer electricity bills. Controllers for these battery systems should account for customer energy consumption, rate structures, and high internal battery temperatures, which can lead to reduced performance over the battery lifetime. It is important to consider the uncertainty in forecasting energy consumption and temperature, especially for customers with highly variable and uncertain loads. We propose a novel battery controller using stochastic model predictive control that accounts for these uncertainties and can handle complex rate structures, including demand charges. We show that the controller performs better than standard model predictive control when there is significant uncertainty in the forecast. We also show improvements in the performance with more accurate forecasts and with a more aggressive control strategy.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Time-of-Use and Demand Charge Battery Controller Using Stochastic Model Predictive Control

Stationary batteries in residential and commercial buildings are often used to smooth customer load profiles and to lower customer electricity bills. Controllers for these battery systems should account for customer energy consumption, rate structures, and high internal battery temperatures, which can lead to reduced performance over the battery lifetime. It is important to consider the uncertainty in forecasting energy consumption and temperature, especially for customers with highly variable and uncertain loads. We propose a novel battery controller using stochastic model predictive control that accounts for these uncertainties and can handle complex rate structures, including demand charges. We show that the controller performs better than standard model predictive control when there is significant uncertainty in the forecast. We also show improvements in the performance with more accurate forecasts and with a more aggressive control strategy.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Time-of-Use and Demand Charge Battery Controller Using Stochastic Model Predictive Control: Preprint

Stationary batteries in residential and commercial buildings are often used to smooth customer load profiles and to lower customer electricity bills. Controllers for these battery systems should account for customer energy consumption, rate structures, and high internal battery temperatures, which can lead to reduced performance over the battery lifetime. It is important to consider the uncertainty in forecasting energy consumption and temperature, especially for customers with highly variable and uncertain loads. We propose a novel battery controller using stochastic model predictive control that accounts for these uncertainties and can handle complex rate structures, including demand charges. We show that the controller performs better than standard model predictive control when there is significant uncertainty in the forecast. We also show improvements in the performance with more accurate forecasts and with a more aggressive control strategy.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Fault isolation and fault-tolerant control for nonlinear stochastic distribution control systems with multiplicative faults

Here, in this paper, a fault isolation, diagnosis and fault tolerant control algorithm is proposed for nonlinear multiple multiplicative faults stochastic distribution control systems employing Takagi–Sugeno fuzzy system. To obtain the detailed fault information, a fault detection algorithm is introduced to discover the fault occurrence time. Then a fault isolation observer is built to produce the residual, and the error system is separated to subsystems affected only by disturbance and multiplicative faults. Moreover, a fault estimation scheme is presented to obtain the fault magnitude information. When faults occur, the system output probability density function will deviate from the desired distribution. So the model predictive control fault tolerant control scheme is needed to minimize the impact of faults as much as possible to make sure that the post fault output probability density function track the desired probability density function. The validity of the designed algorithm is demonstrated through a simulation example, where the fault tolerant control algorithm ensures that the system output probability density function still track the given output probability density function despite the complex case of multiple multiplicative faults occurring simultaneously.

42 ENGINEERING↗

A Novel Data-based Stochastic Distribution Control for Non-Gaussian Stochastic Systems

In this note, we present a novel data-based approach to investigate the non-Gaussian stochastic distribution control problem. As the motivation of this note, the existing methods have been summarised regarding to the drawbacks, for example, neural network weights training for unknown stochastic distribution and so on. To overcome these disadvantages, a new transformation for dynamic probability density function is given by kernel density estimation using interpolation. Based upon this transformation, a representative model has been developed while the stochastic distribution control problem has been transformed into an optimisation problem. Then, data-based direct optimisation and identification-based indirect optimisation have been proposed. In addition, the convergences of the presented algorithms are analysed and the effectiveness of these algorithms has been evaluated by numerical examples. In summary, the contributions of this note are as follows: 1) a new data-based probability density function transformation is given; 2) the optimisation algorithms are given based on the presented model; and 3) a new research framework is demonstrated as the potential extensions to the existing stochastic distribution control.

42 ENGINEERING↗

A Stochastic Gradient Descent Approach for Stochastic Optimal Control

In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal control problem is under expectation, and numerical calculation of such an expectation requires fully computation of a system of forward backward stochastic differential equations, which is computationally expensive. By evaluating the expectation with single-sample representation as suggested by the stochastic gradient descent type optimisation, we could save computational efforts in solving FBSDEs and only focus on the optimisation task which aims to determine the optimal control process.

97 MATHEMATICS AND COMPUTING↗

Stochastic Distribution Control Theory-Its Potential Application in Risk Management in Financial Systems

Stochastic Distribution Control (SDC) theory [1], originated by the author in 1996, aims at developing modeling and control strategies for dynamic and non-Gaussian stochastic systems by controlling the shape of the probability density functions of some concerned variables and parameters in stochastic systems. It generalizes the capability of standard stochastic differential equations and can therefore be applied to generic non-Gaussian systems. Since it was established in 1996, it has found a wide spectrum of applications in non-Gaussian stochastic system control, data mining, filtering and optimization for uncertain systems. In this short opinion article, discussions will be made on potential applications of SDC theory to financial systems in terms of risk analysis and management.

97 MATHEMATICS AND COMPUTING↗

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven↗

Bayesian filtering for model predictive control of stochastic gene expression in single cells

This study describes a method for controlling the production of protein in individual cells using stochastic models of gene expression. By combining modern microscopy platforms with optogenetic gene expression, experimentalists are able to accurately apply light to individual cells, which can induce protein production. Here we use a finite state projection based stochastic model of gene expression, along with Bayesian state estimation to control protein copy numbers within individual cells. We compare this method to previous methods that use population based approaches. We also demonstrate the ability of this control strategy to ameliorate discrepancies between the predictions of a deterministic model and stochastic switching system.

59 BASIC BIOLOGICAL SCIENCES↗

Data-driven Minimum Entropy Control for Stochastic Nonlinear Systems using the Cumulant-Generating Function

Here, we present a novel minimum entropy control algorithm for a class of stochastic nonlinear systems subjected to non-Gaussian noises. The entropy control can be considered as an optimization problem for the system randomness attenuation, but the mean value has to be considered separately. To overcome this disadvantage, a new representation of the system stochastic properties was given using the cumulant-generating function based on the moment-generating function, in which the mean value and the entropy was reflected by the shape of the cumulant-generating function. Based on the samples of the system output and control input, a time-variant linear model was identified, and the minimum entropy optimization was transformed to system stabilization. Then, an optimal control strategy was developed to achieve the randomness attenuation, and the boundedness of the controlled system output was analyzed. The effectiveness of the presented control algorithm was demonstrated by a numerical example. In this paper, a data-driven minimum entropy design is presented without pre-knowledge of the system model; entropy optimization is achieved by the system stabilization approach in which the stochastic distribution control and minimum entropy are unified using the same identified structure; and a potential framework is obtained since all the existing system stabilization methods can be adopted to achieve the minimum entropy objective.

42 ENGINEERING↗

Probability Density Function Control for Stochastic Nonlinear Systems using Monte Carlo Simulation

This paper presents a fast implementation framework of output probability density function (PDF) control for a class of stochastic nonlinear systems which are subjected to non-Gaussian noises. The statistical properties of the system outputs can be adjusted by shaping the dynamic output probability density function to track the reference stochastic distribution. However, the dynamic probability density function evolution is very difficult to obtain analytically even if the system model and the stochastic distributions of the noises are known. Motivated by Monte Carlo simulation, the dynamic probability density function can be estimated by sampling data which forms the contribution of this paper. In particular, the sampling points are generated following the stochastic distribution of the noise for each instant. These points go through the system would generate the histogram for system outputs, then the dynamic model can be established based on the dynamic histogram which reflects the randomness and the nonlinear dynamics of the investigated system. Based on the established model, the output probability density function tracking can be achieved and the simulation results and discussions show the effectiveness and benefits of the presented framework.

Zhang, Qichun↗

Online Control of Process Variance Using Feedback

For many stochastic control problem formulations, design objectives typically include constraining the covariance of the outputs of the system. Recent engineering challenges have demonstrated an interest in controlling system output covariances to a setpoint. However, open-loop control of system output covariance can be exceptionally challenging when the system has significant plant uncertainties. This paper explores closed-loop control of the system’s output covariance using a windowed variance function. The stochastic nature of the windowed variance feedback means that root locus and other classical control design techniques cannot be immediately used. Expected value analysis is used to generate transfer functions for the average response of such systems, and the results are used to design controllers. Stochastic simulations are presented to verify the analytical results and make other observations concerning closed-loop variance control.

Bieniek, Mitchell↗

Control-Affine Schrödinger Bridge and Generalized Bohm Potential

From a stochastic control perspective, the Schrödinger bridge is a density-valued continuous curve parameterized by time that connects a given pair of initial and terminal probability densities via minimum effort controlled Brownian motion. The control-affine Schrödinger bridge extends this idea to a generic control-affine Itô diffusion, possibly with an additive state cost. Here, in this letter, we recast the necessary conditions of optimality for the control-affine Schrödinger bridge problem as a two point boundary value problem for a quantum mechanical Schrödinger PDE with complex potential. This complex-valued potential is a generalization of the real-valued Bohm potential in quantum mechanics. Our derived potential is akin to the optical potential in nuclear physics where the real part of the potential encodes elastic scattering (transmission of wave function), and the imaginary part encodes inelastic scattering (absorption of wave function). The key takeaway is that the process noise that drives the evolution of probability densities induces an absorbing medium in the evolution of wave function. These results make new connections between control theory and non-equilibrium statistical mechanics through the lens of quantum mechanics.

Markov processes↗