Nonlinear Estimation with Applications to Drilling

This thesis addresses the topic of nonlinear estimation and its applications. Particular emphasis is given to downhole pressure estimation for Managed Pressure Drilling (MPD), but due to the mathematical similarities of the two problems, velocity estimation for mechanical systems is also considered. The thesis consists of the following three parts:Part I of this thesis addresses the problem of pressure estimation for MPD systems. Over the last decade MPD has emerged as a tool for drilling offshore wells with tight pressure margins. Several technologies for MPD have been developed and this thesis focuses on the so called constant bottomhole pressure variation. This version of MPD aims at keeping the pressure at one location in the annulus section of a well constant by applying back-pressure through the use of a choke manifold at the rig. As the pressure profile in the well is not measured, a key element of any control system (manual or automatic) is some sort of estimation scheme for the pressure in the well. To aid in control design for MPD systems, and to solve the pressure estimation problem, a fit for purpose low order model has been developed. Using data from offshore wells, and dedicated experiments onshore, it is demonstrated that the model captures the dominant pressure dynamics. It is also demonstrated that a newly developed adaptive observer, combined with a recursive least squares parameter identification scheme, is able to predict the downhole pressure in the presence of significant parametric uncertainties. Part II of this thesis addresses the problem of adaptive observer design for a class of nonlinear systems including the drilling model. To estimate unmeasured states, in dynamical systems with parametric uncertainties, one can use adaptive observers. Furthermore, if the system is sufficiently (persistently) excited, adaptive observers can be used to identify uncertain parameters. The current state of the art in adaptive observer design does not cover the class of systems to which the drilling model belongs. Motivated by this, a method for adaptive observer design for this class of systems is developed. The method guarantees stability and convergence of the state estimate without requiring persistent excitation. Another weakness with the current state of the art is that existing Lyapunov based adaptive laws have poor parameter identification properties, and can be very hard to tune, when estimating more than one parameter. This motivated the developement of an adaptive observer design that uses multiple delayed observers to improve the convergence rate of the estimation scheme, at the cost of an increased computational burden. In particular, explicit lower bounds on the convergence rate of the state and parameter estimation error are given, and, if the original non-adaptive observer has tunable convergence rate, the redesigned adaptive observer will have tunable convergence rate as well. Part III of this thesis addresses the topic of observer-based output feedback control of general Euler-Lagrange systems. The design of a globally stabilizing output (position) feedback tracking controller for general Euler-Lagrange systems has been an active field of research for at least two decades. Still, it was not until recently that a globally convergent velocity observer was developed. In part III of this thesis a significant obstacle in the development of a constructive observer design is removed yielding a constructive speed observer design with global performance guarantees. In addition, a separation principle is proven, guaranteeing global stability and convergence when the observer is used in conjunction with certain types of certainty equivalence controllers. To the best of the authors knowledge this represents the first observer-based output feedback tracking control solution that guarantees a global region of attraction for general Euler-Lagrange systems.

[1]  G. Kreisselmeier Adaptive observers with exponential rate of convergence , 1977 .

[2]  Tor Arne Johansen,et al.  Parameter estimation and compensation in systems with nonlinearly parameterized perturbations , 2010, Autom..

[3]  Alessandro Astolfi,et al.  Invariant Manifold Based Reduced-Order Observer Design for Nonlinear Systems , 2008, IEEE Transactions on Automatic Control.

[4]  R. Ortega,et al.  A globally exponentially convergent immersion and invariance speed observer for mechanical systems with non-holonomic constraints , 2010, Autom..

[5]  Ole Morten Aamo,et al.  Global output tracking control of a class of Euler-Lagrange systems with monotonic non-linearities in the velocities , 2001 .

[6]  Don Reitsma,et al.  Managed-Pressure Drilling: What It Is and What It Is Not , 2009 .

[7]  Jing Zhou,et al.  Adaptive observer design for the bottomhole pressure of a managed pressure drilling system , 2008, 2008 47th IEEE Conference on Decision and Control.

[8]  Ole Morten Aamo,et al.  A constructive speed observer design for general Euler-Lagrange systems , 2011, Autom..

[9]  Rolv Rommetveit,et al.  Managing pressures during underbalanced cementing by chok ing the return flow; innovative design and operational modeling as well as operational lessons , 2005 .

[10]  Roberto Horowitz,et al.  Stability and Robustness Analysis of a Class of Adaptive Controllers for Robotic Manipulators , 1990, Int. J. Robotics Res..

[11]  R. Bell,et al.  IEC 61508: functional safety of electrical/electronic/ programme electronic safety-related systems: overview , 1999 .

[12]  Knut Steinar Bjorkevoll,et al.  Successful Field Use of Advanced Dynamic Models , 2006 .

[13]  Rolf Johan Lorentzen,et al.  Tuning of Computer Model Parameters in Managed-Pressure Drilling Applications Using an Unscented-Kalman-Filter Technique , 2010 .

[14]  S. Nicosia,et al.  Robot control by using only joint position measurements , 1990 .

[15]  Alessandro Astolfi,et al.  A Condition for Certainty Equivalence Output Feedback Stabilization of Nonlinear Systems , 2010, IEEE Transactions on Automatic Control.

[16]  Gildas Besancon,et al.  Nonlinear observers and applications , 2007 .

[17]  Elena Panteley,et al.  A separation principle for a class of euler-lagrange systems , 1999 .

[18]  Hassan Hammouri,et al.  High-gain observer based state and parameter estimation in nonlinear systems , 2004 .

[19]  Alessandro Astolfi,et al.  A globally exponentially convergent immersion and invariance speed observer for n degrees of freedom mechanical systems , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[20]  Rune W. Time,et al.  Mechanistic Model for Upward Two-Phase Flow in Annuli , 2000 .

[21]  Jeffrey K. Uhlmann,et al.  New extension of the Kalman filter to nonlinear systems , 1997, Defense, Security, and Sensing.

[22]  Petar V. Kokotovic,et al.  Nonlinear observers: a circle criterion design and robustness analysis , 2001, Autom..

[23]  Richard A. Brown,et al.  Introduction to random signals and applied kalman filtering (3rd ed , 2012 .

[24]  Alessandro Astolfi,et al.  Dynamic scaling and observer design with application to adaptive control , 2009, Autom..

[25]  Antonino Merlo,et al.  A New Hydraulics Model for Slim Hole Drilling Applications , 1999 .

[26]  Rolv Rommetveit,et al.  A General Dynamic Model for Single and Multi-phase Flow Operations during Drilling, Completion, Well Control and Intervention , 2008 .

[27]  Antonio Loría,et al.  Explicit convergence rates for MRAC-type systems , 2004, Autom..

[28]  MingQing Xiao,et al.  Nonlinear Observer Design in the Siegel Domain , 2002, SIAM J. Control. Optim..

[29]  Knut Steinar Bjorkevoll,et al.  Computing the Danger of Hydrate Formation Using a Modified Dynamic Kick Simulator , 2001 .

[30]  F. Thau Observing the state of non-linear dynamic systems† , 1973 .

[31]  R. Rommetveit,et al.  Comparison of Results From an Advanced Gas Kick Simulator With Surface and Downhole Data From Full Scale Gas Kick Experiments in an Inclined Well , 1991 .

[32]  Raffaele Romagnoli,et al.  A Drilling Well as Viscometer: Studying the Effects of Well Pressure and Temperature on the Rheology of the Drilling Fluids , 1996 .

[33]  Qinghua Zhang,et al.  Adaptive observer for multiple-input-multiple-output (MIMO) linear time-varying systems , 2002, IEEE Trans. Autom. Control..

[34]  Gerhard Nygaard,et al.  Automatic Evaluation of Near-Well Formation Flow Interaction during Drilling Operations , 2008 .

[35]  Antonio Loría,et al.  Relaxed persistency of excitation for uniform asymptotic stability , 2001, IEEE Trans. Autom. Control..

[36]  Don M. Hannegan Case Studies-Offshore Managed Pressure Drilling , 2006 .

[37]  Kjell Kåre Fjelde,et al.  Underbalanced Drilling Dynamics: Two-Phase Flow Modeling and Experiments , 2003 .

[38]  E. Borhaug,et al.  Global output feedback PID control for n-DOF Euler-Lagrange systems , 2006, 2006 American Control Conference.

[39]  Lennart Ljung,et al.  System Identification: Theory for the User , 1987 .

[40]  M. Spong,et al.  Robot Modeling and Control , 2005 .

[41]  G. Besançon Remarks on nonlinear adaptive observer design , 2000 .

[42]  Jaime A. Moreno Approximate observer error linearization by dissipativity methods , 2005 .

[43]  Prashanth Krishnamurthy,et al.  Dynamic high-gain scaling: State and output feedback with application to systems with ISS appended dynamics driven by all States , 2004, IEEE Transactions on Automatic Control.

[44]  Thor I. Fossen,et al.  A theorem for UGAS and ULES of (passive) nonautonomous systems: robust control of mechanical systems and ships , 2001 .

[45]  Laurent Praly Asymptotic stabilization via output feedback for lower triangular systems with output dependent incremental rate , 2003, IEEE Trans. Autom. Control..

[46]  A. Tornambè Use of asymptotic observers having-high-gains in the state and parameter estimation , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.

[47]  Miroslav Krstic,et al.  Nonlinear and adaptive control de-sign , 1995 .

[48]  R. Rajamani,et al.  A systematic approach to adaptive observer synthesis for nonlinear systems , 1997, IEEE Trans. Autom. Control..

[49]  Erik Wolden Dvergsnes,et al.  Automatic Calibration of Real-Time Computer Models in Intelligent Drilling Control Systems - Results From a North Sea Field Trial , 2008 .

[50]  Alessandro Astolfi,et al.  High gain observers with updated gain and homogeneous correction terms , 2009, Autom..

[51]  Vincent Andrieu,et al.  On the Existence of a Kazantzis--Kravaris/Luenberger Observer , 2006, SIAM J. Control. Optim..

[52]  K. Narendra,et al.  An adaptive observer and identifier for a linear system , 1973 .

[53]  James P. Brill,et al.  Multiphase Flow in Wells , 1987 .

[54]  Riccardo Marino,et al.  Nonlinear control design: geometric, adaptive and robust , 1995 .

[55]  Anuradha M. Annaswamy,et al.  Stable Adaptive Systems , 1989 .

[56]  R. Marino,et al.  Adaptive observers with arbitrary exponential rate of convergence for nonlinear systems , 1995, IEEE Trans. Autom. Control..

[57]  Mark Jeremy Chustz,et al.  Managed Pressure Drilling Success Continues on Auger TLP , 2008 .

[58]  D. Luenberger Observing the State of a Linear System , 1964, IEEE Transactions on Military Electronics.

[59]  Alessandro Astolfi,et al.  Nonlinear and adaptive control with applications , 2008 .

[60]  Konrad Reif,et al.  An EKF-Based Nonlinear Observer with a Prescribed Degree of Stability , 1998, Autom..

[61]  R. Marino,et al.  Global adaptive observers for nonlinear systems via filtered transformations , 1992 .

[62]  K Furuta,et al.  Swing-up Control of Inverted Pendulum Using Pseudo-State Feedback , 1992 .

[63]  Antonio Loría,et al.  Global Tracking Control of One Degree of Freedom Euler-Lagrange Systems without Velocity Measurements , 1996, Eur. J. Control.

[64]  Chi-Tsong Chen,et al.  Linear System Theory and Design , 1995 .

[65]  Pål Skalle,et al.  Improved And Robust Drilling Simulators Using Past Real-Time Measurements And Artificial Intelligence , 2008 .

[66]  Qinghua Zhang,et al.  Nonlinear system fault diagnosis based on adaptive estimation , 2004, Autom..

[67]  Petros A. Ioannou,et al.  Robust Adaptive Control , 2012 .

[68]  M. Gevers,et al.  Stable adaptive observers for nonlinear time-varying systems , 1987 .

[69]  Rolv Rommetveit,et al.  MPD Operation Solved Drilling Challenges in a Severely Depleted HP/HT Reservoir , 2008 .

[70]  MingQing Xiao,et al.  Erratum: Nonlinear Observer Design in the Siegel Domain , 2004, SIAM J. Control. Optim..

[71]  Rolv Rommetveit,et al.  Kick with lost circulation simulator, a tool for design of complex well control situations , 1998 .

[72]  Ole Morten Aamo,et al.  Adaptive Redesign of Nonlinear Observers , 2011, IEEE Transactions on Automatic Control.

[73]  Zhong-Ping Jiang,et al.  Global partial-state feedback and output-feedback tracking controllers for underactuated ships , 2005, Syst. Control. Lett..

[74]  Antonio Loría,et al.  A nested Matrosov theorem and persistency of excitation for uniform convergence in stable nonautonomous systems , 2005, IEEE Transactions on Automatic Control.

[75]  Nicolas Boizot,et al.  An adaptive high-gain observer for nonlinear systems , 2010, Autom..

[76]  R. E. Kalman,et al.  A New Approach to Linear Filtering and Prediction Problems , 2002 .

[77]  Brad Paden,et al.  Globally asymptotically stable ‘PD+’ controller for robot manipulators , 1988 .

[78]  Gildas Besancon,et al.  Global output feedback tracking control for a class of Lagrangian systems , 2000, Autom..

[79]  Rolv Rommetveit,et al.  Full-scale Experimental Study for Improved Understanding of Transient Phenomena in Underbalanced Drilling Operations , 1999 .

[80]  Fionn Iversen,et al.  Automatic Coordinated Control of Pump Rates and Choke Valve for Compensating Pressure Fluctuations During Surge-and-Swab Operations , 2007 .

[82]  Antonino Merlo,et al.  Analysis of extended reach drilling data using an advanced pressure and temperature model , 2000 .

[83]  Arthur J. Krener,et al.  Linearization by output injection and nonlinear observers , 1983 .

[84]  Hassan K. Khalil,et al.  High-gain observers in nonlinear feedback control , 2009, 2009 IEEE International Conference on Control and Automation.

[85]  P. Kokotovic,et al.  Global output tracking control of a class of Euler-Lagrange systems , 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

[86]  J. Slotine,et al.  On the Adaptive Control of Robot Manipulators , 1987 .

[87]  G. Kaasa,et al.  Global Output Feedback Tracking Control of Euler-Lagrange Systems , 2011 .

[88]  Ole Morten Aamo,et al.  Adaptive estimation of downhole pressure for Managed Pressure Drilling operations , 2011, 2011 IEEE International Symposium on Intelligent Control.

[89]  John-Morten Godhavn,et al.  Control Requirements for Automatic Managed Pressure Drilling System , 2010 .

[90]  C. Kravaris,et al.  Nonlinear observer design using Lyapunov's auxiliary theorem , 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

[91]  Masami Iwase,et al.  Time Optimal Swing-Up Control of Single Pendulum , 2001 .

[92]  Riccardo Marino,et al.  Robust adaptive observers for nonlinear systems with bounded disturbances , 2001, IEEE Trans. Autom. Control..

[93]  H. E. Merritt,et al.  Hydraulic Control Systems , 1991 .

[94]  Wei Lin,et al.  A global observer for autonomous systems with bounded trajectories , 2007 .

[95]  Ole Morten Aamo,et al.  Simplified Hydraulics Model Used for Intelligent Estimation of Downhole Pressure for a Managed-Pressure-Drilling Control System , 2012 .

[96]  Angelo Calderoni,et al.  ENBD, the proprietary Eni Managed Pressure Drilling with Uninterrupted Mud Circulation: Technical Update after the First Year's Activity , 2009 .

[97]  Costas Kravaris,et al.  Nonlinear observer design for state and disturbance estimation , 2007, Proceedings of the 2004 American Control Conference.

[98]  Knut Steinar Bjorkevoll,et al.  Successful Use of Real Time Dynamic Flow Modelling to Control a Very Challenging Managed Pressure Drilling Operation in the North Sea , 2010 .

[99]  Gerhard Nygaard,et al.  Nonlinear model predictive control scheme for stabilizing annulus pressure during oil well drilling , 2006 .

[100]  Antonio Loría From feedback to cascade-interconnected systems: Breaking the loop , 2008, 2008 47th IEEE Conference on Decision and Control.

[101]  Miroslav Krstic On using least-squares updates without regressor filtering in identification and adaptive control of nonlinear systems , 2009, Autom..

[102]  Håvard Fjær Grip,et al.  Topics in State and Parameter Estimation for Nonlinear and Uncertain Systems , 2010 .

[103]  Don Reitsma,et al.  Successful Implementation of First Closed Loop, Multiservice Control System for Automated Pressure Management in a Shallow Gas Well Offshore Myanmar , 2008 .

[104]  R. E. Kalman,et al.  New Results in Linear Filtering and Prediction Theory , 1961 .

[105]  P. Isambourg,et al.  Volumetric Behavior of Drilling Muds at High Pressure and High Temperature , 1996 .

[106]  J. Gauthier,et al.  A simple observer for nonlinear systems applications to bioreactors , 1992 .

[107]  Antonino Merlo,et al.  Transient gel breaking model for critical wells applications with field data verification , 2003 .

[108]  Keith K. Millheim,et al.  Applied Drilling Engineering , 1986 .

[109]  Hugh F. Durrant-Whyte,et al.  A new method for the nonlinear transformation of means and covariances in filters and estimators , 2000, IEEE Trans. Autom. Control..

[110]  Romeo Ortega,et al.  Passivity-based Control of Euler-Lagrange Systems , 1998 .