Fitting the control parameters of a genetic algorithm: An application to technical trading systems design

This paper studies the problem of how changes in the design of the genetic algorithm (GA) have an effect on the results obtained in real-life applications. In this study, focused on the application of a GA to the tuning of technical trading rules in the context of financial markets, our tentative thesis is that the GA is robust with respect to design changes. The optimization of technical trading systems is a suitable area for the application of the GA metaheuristic, as the complexity of the problem grows exponentially as new technical rules are added to the system and as the answer time is crucial when applying the system to real-time data. Up to now, most of GAs applications to this subject obviated the question of possible “design dependence” in their results. The data we report, based on our experiments, do not allow us to refute the hypothesis of robustness of the GA to design implementation, when applying to technical trading systems tuning.     

Detection,isolation and identification of multiple actuator and sensor faults in nonlinear dynamic systems: Application to a waste water treatment process

The goal in many fault detection and isolation schemes is to increase the isolation and identification speed. This paper, presents a new approach of a nonlinear model based adaptive observer method, for detection, isolation and identification of actuator and sensor faults. Firstly, we will design a new method for the actuator fault problem where, after the fault detection and before the fault isolation, we will try to estimate the output of the instrument. The method is based on the formation of nonlinear observer banks where each bank isolates each actuator fault. Secondly, for the sensor problem we will reformulate the system by introducing a new state variable, so that an augmented system can be constructed to treat sensor faults as actuator faults. A method based on the design of an adaptive observers’ bank will be used for the fault treatment. These approaches use the system model and the outputs of the adaptive observers to generate residues. Residuals are defined in such way to isolate the faulty instrument after detecting the fault occurrence. The advantages of these methods are that we can treat not only single actuator and sensor faults but also multiple faults, more over the isolation time has been decreased. In this study, we consider that only abrupt faults in the system can occur. The validity of the methods will be tested firstly in simulation by using a nonlinear model of waste water treatment process with and without measurement noise and secondly with the same nonlinear model but by using this time real data.     

Robust Stability and Performance Analysis of Uncertain Systems Using Linear Matrix Inequalities

A wide variety of problems in system and control theory can be formulated or reformulated as convex optimization problems involving linear matrix inequalities (LMIs), that is, constraints requiring an affine combination of symmetric matrices to be positive semidefinite. For a few very special cases, there are analytical solutions to these problems, but in general LMI problems can be solved numerically in a very efficient way. Thus, the reduction of a control problem to an optimization problem based on LMIs constitutes, in a sense, a solution to the original problem. The objective of this article is to provide a tutorial on the application of optimization based on LMIs to robust control problems. In the first part of the article, we provide a brief introduction to optimization based on LMIs. In the second part, we describe a specific example, that of the robust stability and performance analysis of uncertain systems, using LMI optimization.     

Reliability stochastic optimization for a series system with interval component reliability via genetic algorithm

This paper deals with chance constraints based reliability stochastic optimization problem in the series system. This problem can be formulated as a nonlinear integer programming problem of maximizing the overall system reliability under chance constraints due to resources. The assumption of traditional reliability optimization problem is that the reliability of a component is known as a fixed quantity which lies in the open interval (0, 1). However, in real life situations, the reliability of an individual component may vary due to some realistic factors and it is sensible to treat this as a positive imprecise number and this imprecise number is represented by an interval valued number. In this work, we have formulated the reliability optimization problem as a chance constraints based reliability stochastic optimization problem with interval valued reliabilities of components. Then, the chance constraints of the problem are converted into the equivalent deterministic form. The transformed problem has been formulated as an unconstrained integer programming problem with interval coefficients by Big-M penalty technique. Then to solve this problem, we have developed a real coded genetic algorithm (GA) for integer variables with tournament selection, uniform crossover and one-neighborhood mutation. To illustrate the model two numerical examples have been solved by our developed GA. Finally to study the stability of our developed GA with respect to the different GA parameters, sensitivity analyses have been done graphically.     

Adaptive Inverse Control Using a Gradient-Projection Optimization Technique

As an application of an optimization technique, a gradient-projection method is employed to derive an adaptive algorithm for updating the parameters of an inverse which is designed to cancel the effects of actuator uncertainties in a control system. The actuator uncertainty is parametrized by a set of unknown parameters which belong to a parameter region. A desirable inverse is implemented with adaptive estimates of the actuator parameters. Minimizing an estimation error, a gradient algorithm is used to update such parameter estimates. To ensure that the parameter estimates also belong to the parameter region, the adaptive update law is designed with parameter projection. With such an adaptive inverse, desired control system performance can be achieved despite the presence of the actuator uncertainties.     

Order reduction of linear discrete systems using a genetic algorithm

Order reduction of linear discrete systems using classical methods of optimization is well understood and developed by various workers. The present effort is towards development of a method of linear discrete system order reduction using a genetic algorithm (GA) to get rid of usual difficulties of classical methods. The method developed is applied to a variety of systems and the reduced order models are obtained using the method. The results reported are encouraging and more work can be initiated in this area using a GA.     

Nonlinear system identification and control using a real-coded genetic algorithm

A real-coded genetic algorithm (GA) applied to the system identification and control for a class of nonlinear systems is proposed in this paper. It is well known that GA is a globally optimal method motivated from natural evolutionary concepts. For solving a given optimization problem, there are two different kinds of GA operations: binary coding and real coding. In general, a real-coded GA is more suitable and convenient to deal with most practical engineering applications. In this paper, in the beginning we attempt to utilize a real-coded GA to identify the unknown system which its structure is assumed to be known previously. Next, according to the estimated system model an optimal off-line PID controller is optimally solved by also using the real-coded GA. Two simulated examples are finally given to demonstrate the effectiveness of the proposed method.     

Stability of a class of networked control systems with Markovian characterization

This paper studies the stability problem for a class of networked control systems (NCSs) with the plant being a Markovian jump system. The random delays from the sensor to the controller and from the controller to the actuator are modeled as two Markov chains. The necessary and sufficient conditions for the stochastic stability are established. The state-feedback controller gain that depends on not only the delay modes but also the system mode is obtained through the iterative linear matrix inequality approach. An illustrative example is presented to demonstrate the effectiveness of the proposed method.     

Simulation optimization with qualitative variables and structural model changes: A genetic algorithm approach

In many common simulation optimization methods the structure of the system stays the same and only the set of values for certain parameters of the system such as the number of machines in a station or the in-process inventory is varied from one evaluation to the next. The methodology described in this paper is a simulation-optimization process where the qualitative variables and the structure of the system are the subjects of optimization. Here, the optimum response sought is a function of design and operation characteristics of the system such as the type of machines to use, dispatching rules, sequence of processing operations, etc. In the methodology developed here simulation models are automatically generated through an object-oriented process and are evaluated for various candidate configurations of the system. These candidates are suggested by a Genetic Algorithm (GA) that automatically guides the system towards better solutions. After simulating the alternatives, the results are returned to the GA to be utilized in selection of the next generation of configurations to be evaluated. This process continues until a satisfactory solution is obtained for the system.     

Dynamic output feedback fault tolerant controller design for discrete-time switched systems with actuator fault

This paper investigates the problem of dynamic output feedback fault tolerant controller design for discrete-time switched systems with actuator fault. By using reduced-order observer method and switched Lyapunov function technique, a fault estimation algorithm is achieved for the discrete-time switched system with actuator fault. Then based on the obtained online fault estimation information, a switched dynamic output feedback fault tolerant controller is employed to compensate for the effect of faults by stabilizing the closed-loop systems. Finally, an example is proposed to illustrate the obtained results.     

Analytical failure-detection using adpative,secondary observers

The problem of designing analytical failure-detection systems, using adaptive observers, is addressed in this paper. Failure-detection systems can be applied to linear multi-input, multi-output systems and are related to the examination of then-dimensional observer error vector which carries the necessary information on possible failures. This approach leads toward the design of highly sensitive failure detection systems, obtaining a unique fingerprint for every possible failure (abrupt or soft). In order to keep the observer's false-alarm rate under a certain specified value, it is necessary to have an acceptable matching between the observer model and the system parameters. It is shown here that properly designed adaptive observers are able to detect abrupt changes in the system (actuator, sensor failures, etc.) with adequate reliability. Conditions for convergence for the adaptive observer algorithm are obtained. Good tracking performance with small observer output errors, coupled with accurate and fast parameter identification in both deterministic and stochastic cases, is obtained.Dedicated to G. LeitmannThis research was supported by a National Research Council Associateship at NASA Ames Research Center. The author is indebted to both NRC and NASA Ames Research Center.     

Disturbance tolerance and rejection of discrete switched systems with time-varying delay and saturating actuator

This paper is concerned with the problems of disturbance tolerance and rejection of discrete switched systems with time-varying delay and saturating actuator. Using the switched Lyapunov function approach, a sufficient condition for the existence of a state feedback controller is proposed such that the disturbance tolerance capability of the closed-loop system is ensured. By solving a convex optimization problem with linear matrix inequality (LMI) constraints, the maximal disturbance tolerance is estimated. In addition, the problem of disturbance rejection of the closed-loop system is solved. Two examples are given to illustrate the effectiveness of the proposed method.     

Genetic algorithm approach on multi-criteria minimum spanning tree problem

Minimum Spanning Tree (MST) problem is of high importance in network optimization. The multi-criteria MST (mc-MST) is a more realistic representation of the practical problem in the real world, but it is difficult for the traditional network optimization technique to deal with. In this paper, a genetic algorithm (GA) approach is developed to deal with this problem. Without neglecting its network topology, the proposed method adopts the Prüfer number as the tree encoding and applies the Multiple Criteria Decision Making (MCDM) technique and nondominated sorting technique to make the GA search give out all Pareto optimal solutions either focused on the region near the ideal point or distributed all along the Pareto frontier. Compared with the enumeration method of Pareto optimal solution, the numerical analysis shows the efficiency and effectiveness of the GA approach on the mc-MST problem.     

A programming system for sensor-based scientific applications

Technical advances are leading to a pervasive computational ecosystem that integrates computing infrastructures with embedded sensors and actuators, and are giving rise to a new paradigm for monitoring, understanding, and managing natural and engineered systems – one that is information/data-driven. In this paper, we present a programming system that can support such end-to-end sensor-based dynamic data-driven applications. Specifically, the programming system enables these applications at two levels. First, it provides programming abstractions for integrating sensor systems with computational models for scientific and engineering processes and with other application components in an end-to-end experiment. Second, it provides programming abstractions and system software support for developing in-network data processing mechanisms. The former supports complex querying of the sensor system, while the latter enables development of in-network data processing mechanisms such as aggregation, adaptive interpolation and assimilation. Furthermore, for the latter, we also explore the use of temporal and spatial correlations of sensor measurements in the targeted application domains to tradeoff between the complexity of coordination among sensor clusters and the savings that result from having fewer sensors for in-network processing, while maintaining an acceptable error threshold. The research is evaluated using two application scenarios: the management and optimization of an instrumented oil field and the management and optimization of an instrumented data center. Experimental results show that the provided programming system reduces overheads while achieving near optimal and timely management and control in both application scenarios.     

Genetic algorithmic approach to find the maximum weight independent set of a graph

In this paper, Genetic Algorithm (GA) is used to find the Maximum Weight Independent Set (MWIS) of a graph. First, MWIS problem is formulated as a 0-1 integer programming optimization problem with linear objective function and a single quadratic constraint. Then GA is implemented with the help of this formulation. Since GA is a heuristic search method, exact solution is not reached in every run. Though the suboptimal solution obtained is very near to the exact one. Computational result comprising an average performance is also presented here.     

一类动态系统可靠 D -稳定性条件 - LMI方法

考虑一类具有执行器和传感器故障的动力系统可靠鲁棒控制综合问题. 提出了一个系统 D -稳定的充分必要条件. 基于这一充分必要条件, 得到了可靠 H_∞ 控制器存在的条件. 接着用线性矩阵不等式(LMI)方法设计控制器, 使闭环系统当部分控制器件出现故障时鲁棒 D -稳定且具有H_∞性能. 最后通过一个仿真实例说明该文给出的方法及其有效性     

Heuristic solution approaches for the cumulative capacitated vehicle routing problem

Cumulative capacitated vehicle routing problem (CCVRP) is an extension of the well-known capacitated vehicle routing problem, where the objective is minimization of sum of the arrival times at nodes instead of minimizing the total tour cost. This type of routing problem arises when a priority is given to customer needs or dispatching vital goods supply after a natural disaster. This paper focuses on comparing the performances of neighbourhood and population-based approaches for the new problem CCVRP. Genetic algorithm (GA), an evolutionary algorithm using particle swarm optimization mechanism with GA operators, and tabu search (TS) are compared in terms of required CPU time and obtained objective values. In addition, a nearest neighbourhood-based initial solution technique is also proposed within the paper. To the best of authors’ knowledge, this paper constitutes a base for comparisons along with GA, and TS for further possible publications on the new problem CCVRP.