Modeling, Control and Optimization of Complex Systems: In Honor of Professor Yu-Chi Ho

311 Pages·2003·24.378 MB·English

by  Jian Song (auth.), Weibo Gong, Leyuan Shi (eds.)

MODELING, CONTROL AND
OPTIMIZATION OF COMPLEX
SYSTEMS
In Honor ofProfessor Yu-Chi Ho
THE KLUWER INTERNATIONAL SERIES
ON DISCRETE EVENT DYNAMIC SYSTEMS
Series Editor
Yu-ChiHo
HarvardUniversity
SUPERVISIONOFPETRINETS
GeertStremersch
ISBN: 0-7923-7486-X
ANALYSISOFMANUFACTURINGENTERPRISES:AnApproachto
LeveragingValueDeliveryProcesses/orCompetitiveAdvantage
N. Viswanadham
ISBN:0-7923-8671-X
INTRODUCTIONTODISCRETEEVENTSYSTEMS
ChristosG. Cassandras,StephaneLafortune
ISBN: 0-7923-8609-4
OBJECT·ORIENTEDCOMPUTERSIMULATIONOFDISCRETE·EVENT
SYSTEMS
JerzyTyszer
ISBN: 0-7923-8506-3
TIMEDPETRINETS: TheoryandAppUcation
JiacunWang
ISBN: 0-7923-8270-6
SUPERVISORYCONTROLOFDISCRETEEVENTSYSTEMSUSINGPETRI
NETS
JohnO.MoodyandPanosJ. Antsaklis
ISBN:0-7923-8199-8
GRADIENTESTIMATIONVIA PERTURBATIONANALYSIS
P.Glasserman
ISBN: 0-7923-9095-4
PERTURBATIONANALYSISOFDISCRETEEVENTDYNAMICSYSTEMS
Yu-ChiHoandXi-RenCao
ISBN: 0-7923-9174-8
PETRI NETSYNTHESISFORDISCRETEEVENTCONTROLOF
MANUFACTURINGSYSTEMS
MengChuZhouandFrankDiCesare
ISBN: 0-7923-9289-2
MODELINGANDCONTROLOFLOGICALDISCRETEEVENTSYSTEMS
RatneshKumarandVijayK.Garg
ISBN: 0-7923-9538-7
UNIFORM RANDOM NUMBERS: THEORYANDPRACTICE
ShuTezuka
ISBN: 0-7923-9572-7
MODELING, CONTROL AND
OPTIMIZATION OF COMPLEX
SYSTEMS
In Honor of Professor Yu-Chi Ho
edited by
WeiboGong
University ofM assachusetts, Amherst
Leyuan Shi
University ofWisconsin, Madison
SPRINGER SCIENCE+BUSINESS MEDIA, LLC
Library of Congress Cataloging-in-Publication Data
Modeling, control and optimization of complex systems : in honor of Professor Yu-Chi
Hol edited by Weibo Gong, Leyuan Shi.
p. cm.--(Kluwer international series on discrete event dynamic systems ; 14)
Includes bibliographical references.
ISBN 978-1-4613-5411-6 ISBN 978-1-4615-1139-7 (eBook)
DOI 10.1007/978-1-4615-1139-7
1. Control theory. 2. System analysis. 3. Mathematical optimization. 1. Ho, Yu-Chi,
1934- II. Gong, Weibo. III. Shi, Leyuan. IV. Series.
QA402.3 .M57 2002
003'.5--dc21 2002028784
Copyright @ 2003 by Springer Science+Business Media New York
Origina1ly published by Kluwer Academic Publishers in 2003
Softcover reprint ofthe hardcover lst edition 2003
AlI rights reserved. No part of this work may be reproduced, stored in a retrieval system,
or transmitted in any form or by any means, electronic, mechanical, photocopying,
microfilming, recording, or otherwise, without the written permis sion from the Publisher,
with the exception of any material supplied specifically for the purpose of being entered and
executed on a computer system, for exclusive use by the purchaser of the work.
Permission for books published in Europe: [email protected]
Permissions for books published in the United States of America: [email protected]
Printed an acid-free paper.
Contents
List ofFigures vii
List ofTables xi
Foreword xiii
Acknowledgements xv
1OptimalRepresentationand VisualizationofMultivariateDataandFunc-
tions in Low-Dimensional Spaces 1
Jian Song
2Modeling ofComplex Systems 19
K.J. Astrom
3 Power Control in ad hoc Wireless Networks: An Architectural Solution
for a Melee ofMultiple Agents, Cost Criteria),and Information Pattern 47
Swetha Narayanaswamy, Vikas Kawadia, R. S. .)reenivas and P. R. Kumar
4Some Examples ofOptimal Control 63
A. E. Bryson
5 Adaptive Control Using Multiple Models: A Methodology 83
Kumpati S. Narendra, Osvaldo A. Driollet and Koshy George
6 Constrained Control: Polytopic Techniques 111
D. Q. Mayne
7 An Introduction to Constrained Control 131
Graham C. Goodwin and Tristan Perezand Jose A. De Dona
8 On Feasibility of Interplanetary Travel: The Flight from Earth to Mars
~B~ IN
Angelo Miele
vi MODELING, CONTROL AND OPTIMIZATION OF COMPLEX SYSTEMS
9 Linear Quadratic Control Revisited 195
David D. Yao , Shv.zhong Zhang and Xv.n Yv. Zhov.
10 Discrete Events: Timetables, Capacity Questions, and Planning Issues
for Railway Systems 237
Geert Jan Olsderand Antoine F. de Kort
11 A Sensitivity View of Markov Decision Processes and Reinforcement
Learning 261
Xi-Ren Cao
12 Optimal Control for Discrete Event and Hybrid Systems 285
Christos G. Cassandras and Kagan Gokbayrak
List of Figures
2.1 Block diagram as an illustrationofinformation hid-
ing. From [50]. 22
2.2 Asimple hydraulicsystem withan inflow and a free
outflow is shown in A. The block diagram represen-
tation ofthe system is shown in B. The system ob-
tainedbyconnectingtwo hydraulicsystemsisshown
in C. This system cannot be represented by the se-
ries connection ofthe block diagrams in B. 24
2.3 Illustratestwosituationswherestatesdisappearwhen
two systems are connected. 26
2.4 Schematic picture ofsteam generator. 33
2.5 Comparison of model (solid line) and plant data
(dots) for perturbationsinsteamflowrateat medium
load, from [7]. 38
2.6 Comparison of model (solid line) and plant data
(dots) for perturbations in steam flow rate at high
load, from [7]. 39
3.1 An ad hoc network. 49
3.2 A network with 500 nodes randomly located in a
square. The graph on the left shows the edges lying
"f't
minimum power routes for path loss. The graph
on the right is for ~. It is clearly a sub-graph of
that on the left. 52
3.3 The architecture of the COMPOW power control
protocol whichexploits the port demultiplexingfea-
ture ofUDP. 55
3.4 The software implementation of COMPOW in the
Linux kerneL 55
4.1 Nomenclature for a Bicycle Robot 64
4.2 Stroboscopic Movie ofBicycle Making an S-Turn 64
viii MODELING, CONTROL AND OPTIMIZATION OF COMPLEX SYSTEMS
4.3 Nomenclature for a Unicycle Robot 65
4.4 Stroboscopic Movie ofa Unicycle Making an S-Turn 66
4.5 Nomenclature for a Thuck with a Thailer 67
4.6 Stroboscopic Movie of a Thuck-Thailer Backing Up
to a Loading Dock; Case 1 67
4.7 Stroboscopic Movie of a Thuck-Trailer Backing Up
to a Loading Dock; Case 2 67
4.8 Nomenclature for a Thuck with Two Thailers 68
4.9 Stroboscopic Movie of a Truck with Two Thailers
Making a 90 Degree Turn 69
4.10 Nomenclature for a Cart with a Double Pendulum 70
4.11 StroboscopicMovieoftheThanslationofa Cartwith
a Double Pendulum 70
4.12 Nomenclaturefor a Cart witha DoubleInverted Pendulum 71
4.13 StroboscopicMovieoftheTranslationofa Cartwith
a Double Inverted Pendulum 72
4.14 Nomenclature for Erection of a Pendulum Using
Bounded Force on a Cart 73
4.15 Stroboscopic Movie ofthe Minimum Time Erection
ofa Pendulum Using Bounded Force on a Cart 74
4.16 Nomenclature for Two Link Robot Arm 75
4.17 Stroboscopic Movie ofa Two Link Robot Making a
Minimum Time Pick and Place Motion 75
4.18 Nomenclature for a Flexible Robot Arm 76
4.19 Stroboscopic Movie of a Minimum Effort Pick and
Place Motion ofa Flexible Robot Arm 76
4.20 Nomenclature for Stick-Person Robot 77
4.21 Stroboscopic Movie of a Stick-Person Robot Doing
Knee Bends 78
4.22 Nomenclature for Planetary Gear Rolling on a Sun Gear 79
4.23 Stroboscopic Movie ofa Planetary Gear Rolling on
a Sun Gear; Case 1 80
4.24 Stroboscopic Movie ofa Planetary Gear Rolling on
a Sun Gear; Case 2 81
5.1 Multiple model, switching and tuning scheme. 87
5.2 Switching according to Ji = 1Ef=le~(k). 98
5.3 The states of a third order nonlinear system when
adaptively controlled using one model (Parts (a)-
(c)) and using multiple models (Parts (d)-(f)). 102
5.4 Modifieddirect adaptivecontrol for a benchmarkexample. 104
List ofFigures ix
5.5 Theperformanceofa secondordernonlinearsystem
when adaptively controlled using multiple models. 105
7.1 Simplified anti-windup control loop. 134
7.2 Anti-wind up scheme for state variable control. 135
7.3 Set boundaries for the example. (In the case ofZN
an estimate obtained numerically is shown. Note
that 0 C ZN C YN.) 155
00
7.4 92(A,'TI,0'2) andd92(A,'TI,0'2)/d'TIfor different values
of0'2 and for A = 5. 165
7.5 Standardnotationandsignconventionsfor shipmo-
tion description. 170
7.6 Ship Motion with no constraints on the rudder. 172
7.7 Shipmotion whenthe rudder isconstrainedto max-
imum angle of30 deg. and maximum rate of 15 deg/sec. 173
8.1 Minimumenergy trajectory ininterplanetaryspace,
Suncoordinates, totaltime=970.0days, staytimein
LMO=454.3days, total velocityimpulse=11.30km/s,
no midcourse impulse. 190
8.2 Fast trajectory in interplanetary space, Sun coor-
dinates, total time=440.0 days, stay time in LMO
=30.0 days, total velocity impulse =20.79 km/s,
outgoing trip midcourse impulse 191
10.1 The Dutch intercity network 239
10.2 Distances along HSL South and its three tunnels 241
10.3 The two stations example 242
10.4 Layout ofthe generic building block 251
10.5 The geographical location ofHSL South 252
10.6 Long-run inter-departure times at HSL South for
varying train amounts 258
11.1 The Example 276
11.2 The Relations Among PA, MDP and RL 281
12.1 Hybrid Controller Operation 293
12.2 Typical state trajectory 299
List of Tables
8.1 Phaseangletravelofspacecraft, Earth, and Mars(loops
around Sun) for a round-trip LEO-LMO-LEO 189
8.2 '!ravel/stay times[days] for a round-trip LEO-LMO-LEO 189
8.3 Characteristicvelocities[km/s] fora round-tripLEO-
LMO-LEO. 192
= :11 =
8.4 Mass ratios 'T/i for interplanetary flight, €
=
O.lO,lsp 4508 192
8.5 Massratios'T/i=...!!!L forplanetaryfiight,€ = 0.10,lsp =
mi+l
4508 192
8.6 Cumulative mass ratios for round-trip Earth-Mars-
= =
Earth,€ 0.10,lsp 4508. 193
10.1 Speed restrictions at HSL South tunnels for TGV trains 257
10.2 Main characteristics for TGV2 trains 257