The ventilation system plays an essential role in underground workings, and improvements in dilution effect to stochastic methane build-up at cul-de-sac of a coalmine require the installation of mixed ventilation syst...The ventilation system plays an essential role in underground workings, and improvements in dilution effect to stochastic methane build-up at cul-de-sac of a coalmine require the installation of mixed ventilation system. For 4-12-1 I N02.8A centrifugal ventilation fan, the characteristic operating function of its mixed ventilation system is calculated from ventilation quantity and total pressure in the actual working status. At cul-de-sac of the reference coalmine, the evolution of methane concentration is a compound Poisson process and equivalent to a Brownian motion for Gaussian distributed increments. Solution of stochastic differential equation driven by mixed ventilation system, with dilution equation for its closure, provides parameters of mine ventilation system for keeping methane concentration within the permissible limit at cul-de-sac of the reference coalmine. These results intend to shed some light on application of blowing-sucking mixed ventilation systems in underground workings, and establish stochastic trends to consider methane control in coalmines.展开更多
A chance-constrained energy dispatch model based on the distributed stochastic model predictive control(DSMPC)approach for an islanded multi-microgrid system is proposed.An ambiguity set considering the inherent uncer...A chance-constrained energy dispatch model based on the distributed stochastic model predictive control(DSMPC)approach for an islanded multi-microgrid system is proposed.An ambiguity set considering the inherent uncertainties of renewable energy sources(RESs)is constructed without requiring the full distribution knowledge of the uncertainties.The power balance chance constraint is reformulated within the framework of the distributionally robust optimization(DRO)approach.With the exchange of information and energy flow,each microgrid can achieve its local supply-demand balance.Furthermore,the closed-loop stability and recursive feasibility of the proposed algorithm are proved.The comparative results with other DSMPC methods show that a trade-off between robustness and economy can be achieved.展开更多
We seek a discussion about the most suitable feedback control structure for stock trading under the consideration of proportional transaction costs. Suitability refers to robustness and performance capability. Both ar...We seek a discussion about the most suitable feedback control structure for stock trading under the consideration of proportional transaction costs. Suitability refers to robustness and performance capability. Both are tested by considering different one-step ahead prediction qualities, including the ideal case （perfect price-ahead prediction）, correct prediction of the direction of change in daily stock prices and the worst-case （wrong price rate sign-prediction at all sampling intervals）. Feedback control structures are partitioned into two general classes： stochastic model predictive control （SMPC） and genetic. For the former class, three controllers are discussed, whereby it is distinguished between two Markowitz- and one dynamic hedging-inspired SMPC formulation. For the latter class, five trading algorithms are disucssed, whereby it is distinguished between two different moving average （MA） based strategies, two trading range （TR） based strategies, and one strategy based on historical optimal （HistOpt） trajectories. This paper also gives a preliminary discussion about how modified dynamic hedging-inspired SMPC formulations may serve as alternatives to Markowitz portfolio optimization. The combinations of all of the eight controllers with five different one-step ahead prediction methods are backtested for daily trading of the 30 components of the German stock market index DAX for the time period between November 27, 2015 and November 25, 2016.展开更多
Advanced vehicular control technologies rely on accurate speed prediction to make ecological and safe decisions. This paper proposes a novel stochastic speed prediction method for connected vehicles by incorporating a...Advanced vehicular control technologies rely on accurate speed prediction to make ecological and safe decisions. This paper proposes a novel stochastic speed prediction method for connected vehicles by incorporating a Bayesian network(BN) and a Back Propagation(BP) neural network. A BN model is first designed for predicting the stochastic vehicular speed in a priori. To improve the accuracy of the BN-based speed prediction, a BP-based predicted speed error compensation module is constructed by formulating a mapping between the predicted speed and its corresponding prediction error. In the end, a filtering algorithm is developed to smoothen the compensated stochastic vehicular speed. To validate the workings of the proposed approaches in experiments, two typical scenarios are considered: one predecessor vehicle in a double-vehicle scenario and two predecessor vehicles in a multi-vehicle scenario. Simulation results under the considered scenarios demonstrate that the proposed BN-BP fusion method outperforms the BN-based method with respect to the root mean square error, standardized residuals, and R-squared, and the online prediction time of proposed fusion prediction can satisfy a real-time application requirement. The main highlighted contributions of this article are threefold:(1) We put forward an improved BN method, which is combined with a BP neural network, to construct a stochastic vehicular speed prediction method under connected driving;(2) different from existing methods, a unique interconnected framework that consists of a stochastic vehicular speed prediction module, a compensation module, and a speed smoothing module is proposed;(3) extensive simulation studies based on a set of evaluation metrics are illustrated to reveal the advantages and merits of the proposed approaches.展开更多
When heavy-duty commercial vehicles(HDCVs)must engage in emergency braking,uncertain conditions such as the brake pressure and road profile variations will inevitably affect braking control.To minimize these uncertain...When heavy-duty commercial vehicles(HDCVs)must engage in emergency braking,uncertain conditions such as the brake pressure and road profile variations will inevitably affect braking control.To minimize these uncertainties,we propose a combined longitudinal and lateral controller method based on stochastic model predictive control(SMPC)that is achieved via Chebyshev–Cantelli inequality.In our method,SMPC calculates braking control inputs based on a finite time prediction that is achieved by solving stochastic programming elements,including chance constraints.To accomplish this,SMPC explicitly describes the probabilistic uncertainties to be used when designing a robust control strategy.The main contribution of this paper is the proposal of a braking control formulation that is robust against probabilistic friction circle uncertainty effects.More specifically,the use of Chebyshev–Cantelli inequality suppresses road profile influences,which have characteristics that are different from the Gaussian distribution,thereby improving both braking robustness and control performance against statistical disturbances.Additionally,since the Kalman filtering(KF)algorithm is used to obtain the expectation and covariance used for calculating deterministic transformed chance constraints,the SMPC is reformulated as a KF embedded deterministic MPC.Herein,the effectiveness of our proposed method is verified via a MATLAB/Simulink and TruckSim co-simulation.展开更多
With increasing restrictions on ship carbon emis-sions,it has become a trend for ships to use zero-carbon energy such as solar to replace traditional fossil energy.However,uncer-tainties of solar energy and load affec...With increasing restrictions on ship carbon emis-sions,it has become a trend for ships to use zero-carbon energy such as solar to replace traditional fossil energy.However,uncer-tainties of solar energy and load affect safe and stable operation of the ship microgrid.In order to deal with uncertainties and real-time requirements and promote application of ship zero-carbon energy,we propose a real-time energy management strategy based on data-driven stochastic model predictive control.First,we establish a ship photovoltaic and load scenario set consid-ering time-sequential correlation of prediction error through three steps.Three steps include probability prediction,equal probability inverse transformation scenario set generation,and simultaneous backward method scenario set reduction.Second,combined with scenario prediction information and rolling op-timization feedback correction,we propose a stochastic model predictive control energy management strategy.In each scenario,the proposed strategy has the lowest expected operational cost of control output.Then,we train the random forest machine learn-ing regression algorithm to carry out multivariable regression on samples generated by running the stochastic model predictive control.Finally,a low-carbon ship microgrid with photovoltaic is simulated.Simulation results demonstrate the proposed strategy can achieve both real-time application of the strategy,as well as operational cost and carbon emission optimization performance close to stochastic model predictive control.Index Terms-Data-driven stochastic model predictive control,low-carbon ship microgrid,machine learning,real-time energy management,time-sequential correlation.展开更多
In real-world scenarios,the uncertainty of measurements cannot be handled efficiently by traditional model predictive control(MPC).A stochastic MPC(SMPC)method for handling the uncertainty of states in autonomous driv...In real-world scenarios,the uncertainty of measurements cannot be handled efficiently by traditional model predictive control(MPC).A stochastic MPC(SMPC)method for handling the uncertainty of states in autonomous driving lane-keeping scenarios is presented in this paper.A probabilistic system is constructed by considering the variance of states.The probabilistic problem is then transformed into a solvable deterministic optimization problem in two steps.First,the cost function is separated into mean and variance components.The mean component is calculated online,whereas the variance component can be calculated offline.Second,Cantelli’s inequality is adopted for the deterministic reformulation of constraints.Consequently,the original probabilistic problem is transformed into a quadratic programming problem.To validate the feasibility and effectiveness of the proposed control method,we compared the SMPC controller with a traditional MPC controller in a lane-keeping scenario.The results demonstrate that the SMPC controller is more effective overall and produces smaller steady-state distance errors.展开更多
文摘The ventilation system plays an essential role in underground workings, and improvements in dilution effect to stochastic methane build-up at cul-de-sac of a coalmine require the installation of mixed ventilation system. For 4-12-1 I N02.8A centrifugal ventilation fan, the characteristic operating function of its mixed ventilation system is calculated from ventilation quantity and total pressure in the actual working status. At cul-de-sac of the reference coalmine, the evolution of methane concentration is a compound Poisson process and equivalent to a Brownian motion for Gaussian distributed increments. Solution of stochastic differential equation driven by mixed ventilation system, with dilution equation for its closure, provides parameters of mine ventilation system for keeping methane concentration within the permissible limit at cul-de-sac of the reference coalmine. These results intend to shed some light on application of blowing-sucking mixed ventilation systems in underground workings, and establish stochastic trends to consider methane control in coalmines.
基金Supported by the National Natural Science Foundation of China(No.U24B20156)the National Defense Basic Scientific Research Program of China(No.JCKY2021204B051)the National Laboratory of Space Intelligent Control of China(Nos.HTKJ2023KL502005 and HTKJ2024KL502007)。
文摘A chance-constrained energy dispatch model based on the distributed stochastic model predictive control(DSMPC)approach for an islanded multi-microgrid system is proposed.An ambiguity set considering the inherent uncertainties of renewable energy sources(RESs)is constructed without requiring the full distribution knowledge of the uncertainties.The power balance chance constraint is reformulated within the framework of the distributionally robust optimization(DRO)approach.With the exchange of information and energy flow,each microgrid can achieve its local supply-demand balance.Furthermore,the closed-loop stability and recursive feasibility of the proposed algorithm are proved.The comparative results with other DSMPC methods show that a trade-off between robustness and economy can be achieved.
文摘We seek a discussion about the most suitable feedback control structure for stock trading under the consideration of proportional transaction costs. Suitability refers to robustness and performance capability. Both are tested by considering different one-step ahead prediction qualities, including the ideal case （perfect price-ahead prediction）, correct prediction of the direction of change in daily stock prices and the worst-case （wrong price rate sign-prediction at all sampling intervals）. Feedback control structures are partitioned into two general classes： stochastic model predictive control （SMPC） and genetic. For the former class, three controllers are discussed, whereby it is distinguished between two Markowitz- and one dynamic hedging-inspired SMPC formulation. For the latter class, five trading algorithms are disucssed, whereby it is distinguished between two different moving average （MA） based strategies, two trading range （TR） based strategies, and one strategy based on historical optimal （HistOpt） trajectories. This paper also gives a preliminary discussion about how modified dynamic hedging-inspired SMPC formulations may serve as alternatives to Markowitz portfolio optimization. The combinations of all of the eight controllers with five different one-step ahead prediction methods are backtested for daily trading of the 30 components of the German stock market index DAX for the time period between November 27, 2015 and November 25, 2016.
基金supported by the National Natural Science Foundation of China (Grant Nos. 51905419 and 51175419)。
文摘Advanced vehicular control technologies rely on accurate speed prediction to make ecological and safe decisions. This paper proposes a novel stochastic speed prediction method for connected vehicles by incorporating a Bayesian network(BN) and a Back Propagation(BP) neural network. A BN model is first designed for predicting the stochastic vehicular speed in a priori. To improve the accuracy of the BN-based speed prediction, a BP-based predicted speed error compensation module is constructed by formulating a mapping between the predicted speed and its corresponding prediction error. In the end, a filtering algorithm is developed to smoothen the compensated stochastic vehicular speed. To validate the workings of the proposed approaches in experiments, two typical scenarios are considered: one predecessor vehicle in a double-vehicle scenario and two predecessor vehicles in a multi-vehicle scenario. Simulation results under the considered scenarios demonstrate that the proposed BN-BP fusion method outperforms the BN-based method with respect to the root mean square error, standardized residuals, and R-squared, and the online prediction time of proposed fusion prediction can satisfy a real-time application requirement. The main highlighted contributions of this article are threefold:(1) We put forward an improved BN method, which is combined with a BP neural network, to construct a stochastic vehicular speed prediction method under connected driving;(2) different from existing methods, a unique interconnected framework that consists of a stochastic vehicular speed prediction module, a compensation module, and a speed smoothing module is proposed;(3) extensive simulation studies based on a set of evaluation metrics are illustrated to reveal the advantages and merits of the proposed approaches.
文摘When heavy-duty commercial vehicles(HDCVs)must engage in emergency braking,uncertain conditions such as the brake pressure and road profile variations will inevitably affect braking control.To minimize these uncertainties,we propose a combined longitudinal and lateral controller method based on stochastic model predictive control(SMPC)that is achieved via Chebyshev–Cantelli inequality.In our method,SMPC calculates braking control inputs based on a finite time prediction that is achieved by solving stochastic programming elements,including chance constraints.To accomplish this,SMPC explicitly describes the probabilistic uncertainties to be used when designing a robust control strategy.The main contribution of this paper is the proposal of a braking control formulation that is robust against probabilistic friction circle uncertainty effects.More specifically,the use of Chebyshev–Cantelli inequality suppresses road profile influences,which have characteristics that are different from the Gaussian distribution,thereby improving both braking robustness and control performance against statistical disturbances.Additionally,since the Kalman filtering(KF)algorithm is used to obtain the expectation and covariance used for calculating deterministic transformed chance constraints,the SMPC is reformulated as a KF embedded deterministic MPC.Herein,the effectiveness of our proposed method is verified via a MATLAB/Simulink and TruckSim co-simulation.
基金supported by the National Natural Science Foundation of China(No.52177110)and the Shenzhen Science and Technology Program(No.JCYJ20210324131409026)。
文摘With increasing restrictions on ship carbon emis-sions,it has become a trend for ships to use zero-carbon energy such as solar to replace traditional fossil energy.However,uncer-tainties of solar energy and load affect safe and stable operation of the ship microgrid.In order to deal with uncertainties and real-time requirements and promote application of ship zero-carbon energy,we propose a real-time energy management strategy based on data-driven stochastic model predictive control.First,we establish a ship photovoltaic and load scenario set consid-ering time-sequential correlation of prediction error through three steps.Three steps include probability prediction,equal probability inverse transformation scenario set generation,and simultaneous backward method scenario set reduction.Second,combined with scenario prediction information and rolling op-timization feedback correction,we propose a stochastic model predictive control energy management strategy.In each scenario,the proposed strategy has the lowest expected operational cost of control output.Then,we train the random forest machine learn-ing regression algorithm to carry out multivariable regression on samples generated by running the stochastic model predictive control.Finally,a low-carbon ship microgrid with photovoltaic is simulated.Simulation results demonstrate the proposed strategy can achieve both real-time application of the strategy,as well as operational cost and carbon emission optimization performance close to stochastic model predictive control.Index Terms-Data-driven stochastic model predictive control,low-carbon ship microgrid,machine learning,real-time energy management,time-sequential correlation.
基金the Science and Technology Commission of Shanghai Municipality(No.19511103503)。
文摘In real-world scenarios,the uncertainty of measurements cannot be handled efficiently by traditional model predictive control(MPC).A stochastic MPC(SMPC)method for handling the uncertainty of states in autonomous driving lane-keeping scenarios is presented in this paper.A probabilistic system is constructed by considering the variance of states.The probabilistic problem is then transformed into a solvable deterministic optimization problem in two steps.First,the cost function is separated into mean and variance components.The mean component is calculated online,whereas the variance component can be calculated offline.Second,Cantelli’s inequality is adopted for the deterministic reformulation of constraints.Consequently,the original probabilistic problem is transformed into a quadratic programming problem.To validate the feasibility and effectiveness of the proposed control method,we compared the SMPC controller with a traditional MPC controller in a lane-keeping scenario.The results demonstrate that the SMPC controller is more effective overall and produces smaller steady-state distance errors.
