Jeg minner om John Moruds disoutas paa MANDAG 15. april
(Totalrommet, rom 226 i Hovedbygget).
10.15: Proveforelesning om "Parametric methods for optimal control"
(MOT OPP! Dette tror jeg blir interessant!)
13.15: Forsvar av avhandling, "Studies on the dynamics and operation
of integrated plants".
Opponenter: M.Morari (ETH), M. Hillestad (Statoil) og
A.A. Asbjornsen (NTNU)
Jeg minner ogsaa om gjesteforelesning av MANFRED MORARI neste dag
om "Constrained estimation":
Tid: TIRSDAG 16 April, 10.15
Sted: B343, Elektro
Alle er velkommen!
Hilsen Sigurd Skogestad
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CONSTRAINED ESTIMATION
Manfred Morari
Automatic Control Laboratory
ETH-Zentrum ETL
CH-8092 Zurich / Switzerland
Abstract:
Conventional linear state estimators (e.g., Kalman filter, Luenberger
observer) can be very sensitive to model errors, in particular, when
they are used in open-loop situations as is the case for diagnostics
and fault detection. It was found that the quality of the estimate can
be greatly improved when constraints of a physical or engineering
nature are imposed. For this purpose constrained Moving Horizon
Estimation (MHE) schemes are introduced and their properties are
analyzed.
For the unconstrained case, stability of the MHE scheme is guaranteed by
properly choosing an initial error weighting matrix. For the
constrained case, feasibility at each step can be guaranteed by
expanding the constraints to include the future trajectory. Stability
in the constrained case with the expanded constraint set and a modified
objective is proven. In both cases, the proposed algorithms involve
solving at each time step a quadratic programming problem. Examples
are used to demonstrate the improved stability properties of the
modified algorithm, as well as to show how constraints can improve
estimation of unknown faults and disturbances.