Modeling and control of switching max-plus-linear systems with random and deterministic switching

Switching max-plus-linear (SMPL) systems are discrete-event systems that can switch between different modes of operation. In each mode the system is described by a max-plus-linear state equation and a max-plus-linear output equation, with different system matrices for each mode. The switching may depend on the inputs and the states, or it may be a stochastic process. In this paper two equivalent descriptions for switching max-plus-linear systems will be discussed. We will also show that a switching max-plus-linear system can be written as a piecewise affine system or as a constrained max-min-plus-scaling system. The last translation can be established under (rather mild) additional assumptions on the boundedness of the states and the inputs. We also develop a stabilizing model predictive controller for SMPL systems with deterministic and/or stochastic switching. In general, the optimization in the model predictive control approach then boils down to a nonlinear nonconvex optimization problem, where the cost criterion is piecewise polynomial on polyhedral sets and the inequality constraints are linear. However, in the case of stochastic switching that depends on the previous mode only, the resulting optimization problem can be solved using linear programming algorithms.

[1]  L. G. H. Cijan A polynomial algorithm in linear programming , 1979 .

[2]  Kevin M. Passino,et al.  Stability Analysis of Discrete Event Systems , 1998 .

[3]  J. Boimond,et al.  Internal model control and max-algebra: controller design , 1996, IEEE Trans. Autom. Control..

[4]  B. De Schutter,et al.  Model predictive control for perturbed max-plus-linear systems: a stochastic approach , 2004 .

[5]  L. Khachiyan Polynomial algorithms in linear programming , 1980 .

[6]  D. Mayne,et al.  Optimal control of constrained, piecewise affine systems with bounded disturbances , 2002, Proceedings of the 41st IEEE Conference on Decision and Control, 2002..

[7]  Laurent Hardouin,et al.  Just-in-time control of timed event graphs: update of reference input, presence of uncontrollable input , 2000, IEEE Trans. Autom. Control..

[8]  Bart De Schutter,et al.  Stable Model Predictive Control for Constrained Max-Plus-Linear Systems , 2007, Discret. Event Dyn. Syst..

[9]  Martin W. P. Savelsbergh,et al.  Integer-Programming Software Systems , 2005, Ann. Oper. Res..

[10]  Christos G. Cassandras,et al.  Introduction to Discrete Event Systems , 1999, The Kluwer International Series on Discrete Event Dynamic Systems.

[11]  L. Grüne,et al.  Nonlinear Model Predictive Control : Theory and Algorithms. 2nd Edition , 2011 .

[12]  Alberto Bemporad,et al.  Control of systems integrating logic, dynamics, and constraints , 1999, Autom..

[13]  James Lyle Peterson,et al.  Petri net theory and the modeling of systems , 1981 .

[14]  Laurent Hardouin,et al.  A First Step Towards Adaptive Control for Linear Systems in Max Algebra , 2000, Discret. Event Dyn. Syst..

[15]  Yu-Chi Ho,et al.  Discrete event dynamic systems : analyzing complexity and performance in the modern world , 1992 .

[16]  E. Menguy,et al.  A feedback control in Max-Algebra , 1997, 1997 European Control Conference (ECC).

[17]  Ton J.J. van den Boom,et al.  Robust control of constrained max‐plus‐linear systems , 2009 .

[18]  B. Schutter,et al.  Randomly switching max-plus linear systems and equivalent classes of discrete event systems , 2008 .

[19]  Bart De Schutter,et al.  Model predictive control for perturbed continuous piecewise affine systems with bounded disturbances , 2004, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601).

[20]  Willi Hock,et al.  Lecture Notes in Economics and Mathematical Systems , 1981 .

[21]  B. Schutter,et al.  Stabilizing model predictive controllers for randomly switching max-plus-linear systems , 2007 .

[22]  C. Leake Synchronization and Linearity: An Algebra for Discrete Event Systems , 1994 .

[23]  Eduardo Sontag Nonlinear regulation: The piecewise linear approach , 1981 .

[24]  Ton J.J. van den Boom,et al.  Model predictive control for switching max-plus-linear systems with random and deterministic switching , 2008 .

[25]  S. Masuda A model predictive control for max-plus-linear systems with interval parameters , 2006, 2006 SICE-ICASE International Joint Conference.

[26]  Bart De Schutter,et al.  Equivalence of hybrid dynamical models , 2001, Autom..

[27]  David Q. Mayne,et al.  Optimal control of constrained piecewise affine systems with state- and input-dependent disturbances∗ , 2004 .

[28]  Panos M. Pardalos,et al.  Handbook of applied optimization , 2002 .

[29]  Bart De Schutter,et al.  MPC for continuous piecewise-affine systems , 2004, Syst. Control. Lett..

[30]  Charles Audet,et al.  Analysis of Generalized Pattern Searches , 2000, SIAM J. Optim..

[31]  B. De Schutter,et al.  Modelling and control of discrete event systems using switching max-plus-linear systems , 2004 .

[32]  Hiroyuki Goto Dual representation and its online scheduling method for event-varying DESs with capacity constraints , 2008, Int. J. Control.

[33]  Ricardo Katz Max-Plus $(A,B)$-Invariant Spaces and Control of Timed Discrete-Event Systems , 2007, IEEE Transactions on Automatic Control.

[34]  Sven Leyffer,et al.  Numerical Experience with Lower Bounds for MIQP Branch-And-Bound , 1998, SIAM J. Optim..

[35]  Laurent Hardouin,et al.  On the control of max-plus linear system subject to state restriction , 2011, Autom..

[36]  J. Loiseau,et al.  Admissible initial conditions and control of timed event graphs , 1995, Proceedings of 1995 34th IEEE Conference on Decision and Control.

[37]  Alberto Bemporad,et al.  A survey on explicit model predictive control , 2009 .

[38]  Shiro Masuda,et al.  Feedback properties of model predictive control for max-plus-linear systems , 2007, 2007 IEEE International Conference on Networking, Sensing and Control.

[39]  Sven Leyffer,et al.  Integrating SQP and Branch-and-Bound for Mixed Integer Nonlinear Programming , 2001, Comput. Optim. Appl..

[40]  Bertrand Cottenceau,et al.  Optimal closed-loop control of timed EventGraphs in dioids , 2003, IEEE Trans. Autom. Control..

[41]  Bart De Schutter,et al.  Model predictive control for max-plus-linear discrete event systems , 2001, Autom..

[42]  Richard W. Eglese,et al.  Simulated annealing: A tool for operational research , 1990 .

[43]  Geert Jan Olsder,et al.  Max Plus at Work-Modelling and Analysis of Synchronized Systems , 2006 .

[44]  Lawrence. Davis,et al.  Handbook Of Genetic Algorithms , 1990 .

[45]  Francesco Borrelli,et al.  Constrained Optimal Control of Linear and Hybrid Systems , 2003, IEEE Transactions on Automatic Control.

[46]  Bertrand Cottenceau,et al.  Model reference control for timed event graphs in dioids , 2001, Autom..

[47]  M. Johansson,et al.  Piecewise Linear Control Systems , 2003 .

[48]  C. Commault Feedback stabilization of some event graph models , 1998, IEEE Trans. Autom. Control..

[49]  Bart De Schutter,et al.  Properties of MPC for Max-Plus-Linear Systems , 2002, Eur. J. Control.

[50]  Jan M. Maciejowski,et al.  Predictive control : with constraints , 2002 .

[51]  J. Boimond,et al.  Just-in-time control of time-varying discrete event dynamic systems in (max,+) algebra , 2008 .