An EKF-Based Performance Enhancement Scheme for Stochastic Nonlinear Systems by Dynamic Set-Point Adjustment

Abstract

In this paper, a performance enhancement scheme has been investigated for a class of stochastic nonlinear systems via set-point adjustment. Considering the practical industrial processes, the multi-layer systematic structure has been adopted to achieve the control design requirements subjected to random noise. The basic loop control is given by PID design while the parameters have been fixed after the design phase. Alternatively, we can consider that there exists an unadjustable loop control. Then, the additional loop is designed for performance enhancement in terms of the tracking accuracy. In particular, a novel approach has been presented to dynamically adjust the set-points using the estimated states of the systems through extended Kalman filter (EKF). Minimising the entropy criterion, the parameters of the set-point adjustment controller can be optimised which will enhance the performance of the entire closed-loop systems. Based upon the presented scheme, the stochastic stability analysis has been given to demonstrate that the closed-loop tracking errors are bounded in probability one. To indicate the effectiveness of the presented control scheme, the numerical examples have been given and the simulation results imply that the designed systems are bounded and the tracking performance can be enhanced simultaneously. In summary, a new framework for system performance enhancement has been presented even if the loop control is unadjustable which forms the main contribution of this paper.