Title
Approximate Robust Optimal Control Of Nonlinear Dynamic Systems Under Process Noise
Abstract
Dynamic optimization techniques for nonlinear systems can provide the process industry with sustainable and efficient operating regimes. However, these regimes often lie close to the operating limits. It is therefore critical that these model based operating conditions are robust with respect to process noise, i.e, unmodeled time-varying random disturbances. Besides the effect of uncertainty in the satisfaction of constraints, also the effect of uncertainty on the objective function should be considered. Including uncertainty in an optimization problem typically leads to numerically challenging semi-infinite optimization problems. In this paper several computationally tractable methods are exploited to approximately solve robust optimal control problems. The presented approaches have the advantage that they allow the use of fast deterministic gradient based optimization techniques. The first method is based on a linearization approach while the second method exploits the unscented transformation to construct an estimate of the uncertainty propagation. Both methods yield an approximation of the variance-covariance matrix of the critical constraints and of the objective function. These variance-covariance matrices are employed in the optimization routine to obtain more robust control actions. The illustrative case study concerns a jacketed tubular reactor.
Year
Venue
Keywords
2015
2015 EUROPEAN CONTROL CONFERENCE (ECC)
optimization,optimal control,process control,uncertainty,robustness,linear programming
Field
DocType
Citations 
Stochastic optimization,Probabilistic-based design optimization,Mathematical optimization,Optimal control,Robust optimization,Control theory,Robust control,Random optimization,Optimization problem,Stochastic programming,Mathematics
Conference
0
PageRank 
References 
Authors
0.34
4
6
Name
Order
Citations
PageRank
Dries Telen1204.08
Mattia Vallerio2262.62
lorenzo cabianca300.34
Boris Houska421426.14
Jan van Impe500.68
Filip Logist66410.75