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Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems & Control Engineering IIT Bombay (India)

Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

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Page 1: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Computation of Limit Cycles forUncertain Nonlinear Fractional-order Systems using Interval Constraint

Propagation

P. S. V. Nataraj&

Rambabu Kalla

Systems & Control EngineeringIIT Bombay (India)

Page 2: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Outline

Problem Formulation Interval ArithmeticConstraint Satisfaction Problems Interval Constraint Satisfaction Problems Interval Constraint PropagationHC4 filter (with an example)Outline of the Algorithm (Flow Chart)Theoretical PropertiesApplication- Gas Turbine PlantComputation of Limit CyclesConclusions

Page 3: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Problem formulation for Limit Cycle Computation

Linear Fractional Order plant p(s,qg ) Nonlinear element with describing function N(a,ω,qn ) Example nonlinearity as relay with hysteresis type

(Nonlinearity with memory)

Nonlinear Feedback System

Page 4: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Problem formulation for Limit Cycle Computation contd.

},,{ qav

Variables

Specifications

Constraint

Specifications

Initial search domain

Specifications

Page 5: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Tools for problem solving

We use the following tools to solve the problem of computing the Limit Cycles for Uncertain Nonlinear fractional-order system

Tool of Interval arithmetic Tool of Interval Constraint Propagation

Brief review of above mentioned tools follows.

Page 6: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Another Arithmetic ParadigmInterval Arithmetic

Well known computing paradigms are Fixed & Floating point computer arithmetic paradigms.

Today, researchers are seriously considering another computer arithmetic paradigm—namely, interval arithmetic.

Interval arithmetic started with the work of Moore in 1966.

Interval arithmetic is a natural tool to deal with problems involving uncertainty such as Robust systems analysis & Control.

Page 7: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Interval Arithmetic

In interval arithmetic, if we add two intervals, we get, [a,b] + [c,d] = [a+c, b+d].

Then the lower bound of the result is rounded down to (a+c)- and the upper bound rounded up to (b+d)+.

In this way, the computed result C = [(a+c)-,(b+d)+]

is an interval that is known to contain the correct result.

Page 8: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Virtues of Interval Arithmetic

Methods based on interval mathematics, in particular interval-Newton methods, can enclose any and all solutions to a nonlinear equation system.

Also can find the global optimum of a nonlinear function.

These methods provide a mathematical and also

computational guarantee of reliability.

Page 9: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Constraint Satisfaction Problems

A set of variables ,For each variable with domain with

possible values for that variable, andA set of constraints, i.e., relations, that are

assumed to hold between the values of the variables.

The constraint satisfaction problem is to find, for each from to a value in for so that all constraints are satisfied.

Applications : AI & Operations Research

A Constraint Satisfaction Problem is characterized by :

},..,,{ 21 nvvv

iv iD

i 1 niD iv

Page 10: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Interval Constraint Satisfaction Problem

Set of variables

Set of Constraints

Initial search domain or box

Example :

},...,,{ n11 vvvv

},...,,{ 21 mcccc

},...,,{ n21 xxxD

]10,10[]10,10[ y x D

]1010[ ,y 10,10][x 122 yx

},{ yxv }1{ 22 yxc

Page 11: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Solving an ICSP

Constraint Propagation (Pruning)

Propagating through the constraint tree to reduce the search domain by throwing out the infeasible region

Constraint branching (Splitting)

Creating sub problems from the main problem and solving those sub problems.

Page 12: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

HC4 Filter (For Pruning)

Forward Evaluation

Backward Propagation

Example :

]10,10[]10,10[ y x D

},{ yxv

}1{ 22 yxc

]1010[ ,y 10,10][x 122 yx

Page 13: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

x

y

-1

-10

-10+10

-1

+10

+1

+1

Page 14: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

=

+ 1

^ ^

X 2 Y 2[-10,10] [-10,10]

HC4 Filter (Tree Construction)

Page 15: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

=

+ 1

^ ^

X 2 Y 2[-10,10] [-10,10]

HC4 Filter (Forward Evaluation)

[0,100] [0,100]

[0,200]

Page 16: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

HC4 Filter (Backward Propagation)

X1 = [-99,1] ∩ [0,100]

=

+ 1

^ ^

X 2 Y 2[-10,10] [-10,10]

[0,100] [0,100]

[0,200] [1,1][1,1]

X1 = [0,1]

X1 + [0,100] = [1,1]

X1 = [-99,1]

X1 = [0,1]

[-1,+1]

Y1 = [0,1]

Y1 + [0,1] = [1,1]

Y1 = [0,1]

Y1 = [0,1] ∩ [0,100]

Y1 = [0,1]

[-1,+1]

Page 17: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

x

y

-1

-10

-10+10

-1

+10

+1

+1

Page 18: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Algorithm

{}L

)(width x

x solsol LL

solL output

START

{}, solLL 0x

,0xc,v,

ENDHC4 usingbox thePrune

21

21

xx

xx x

LL

& toBisect

Y

N

L from box last upPick x

Y

N

Page 19: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Theoretical Properties

No need for approximation of FO system.

Reliable in the face of computational errors. We do not miss out any limit cycle points in the given search domain.

Accuracy guaranteed within user’s specification. The maximum error in the computed LC points cannot be more than the accuracy tolerance specified.

Computationally efficient (HC4 filter)

Errors resulting in the limit cycle locus due to approximate nature of describing function method cannot be avoided.

Page 20: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Gas Turbine Engine

A critical system in aircraft is the gas turbine engine.

A gas turbine engine provides thrust under all conditions enveloping flight spectrum of altitude And speed.

It is a is a complex machine consisting of a number of rotating and stationary components having aerodynamic and thermodynamic properties.

Page 21: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Schematic of Gas Turbine

Afterburner flow DistributorNozzle

Digital ElectronicControl Unit

VG

MainFuel

Reheat

Compressor Variable Geometry ( VG) Main Burners

Nozzle actuators

  Fuel in

Manual Fuel Control Linkage

PLA

Gearbox

Hydromec-hanical

Systems

Page 22: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

A Single Spool Turbojet Power Plant consists of an intake, a compressor, a combustion chamber, a turbine and a propelling nozzle.

A Twin Spool turbofan power plant consists of an

intake, a low pressure compressor, high pressure compressor, a combustion chamber, a high pressure turbine, a low pressure turbine, a mixer, and a propelling nozzle.

Various Gas Turbine Configurations

Page 23: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

23

NOZZLE

Combustor HPT LPT

Fuel FlowVariable Geometry LPC: Low Pressure Compressor

HPC: High Pressure CompressorLPT: Low Pressure TurbineHPT: High Pressure Turbine

HPCFLOW IN FLOW

OUT

LPC

Schematic of a Twin Spool Gas Turbine Engine

Page 24: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Application to a Twin Spool Gas Turbine Plant

Operating Regime : 90% to 93% high pressure spool speed demand.

Input : Fuel rate to the gas turbine

Output : High pressure spool speed

Steady state values for i/p & o/p are 0.2442 Kg/sec & 20,620 rpm for 90% HP spool speed.

Page 25: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Identification at 90% HP spool speed

Input : PRBS signal

Sampling Time : 0.01 sec

Method : Output-Error Identification

Model Orders : OE221 to OE999

Identification- fractional and integer order models are obtained using output-error identification technique.

Page 26: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

FO Model Identification

1)(

2121

1

sasa

bsp

FO model Structure used

OE identification technique with GL approximation and N = 25.

Page 27: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Gas Turbine Plant Cont. (Input Perturbation, 90% HP spool speed )

Page 28: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Gas Turbine Plant Cont. (Output, 90% HP spool speed)

Page 29: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

FO Model Identified (90% HP spool speed)

FO Model Identified is

11356.000734.0

9705.103)(

8421.06807.1

sssp

Page 30: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Model Validation (Input, 90% HP spool speed)

Page 31: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Model Validation (90% HP spool speed)

Respective MSEs for FO & IO are 2.34e-04 & 2.57e-03

Page 32: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

FO Model Identified (93% HP spool speed)

Similarly at another operating regime of 93% HP spool speed, the FO Model identified is

11818.00130.0

9238.110)(

7089.06062.1

sssp

Page 33: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Combined FO Model for 90-93% HP spool speed

Combined model for 90-93% HP spool speed obtained by identification is

],8421.0,7089.0[

],6807.1,6062.1[],1818.0,1356.0[

],0130.0,00734.0[],9238.110,9705.103[

,1

)(

2

12

11

21

1

21

a

ab

sasa

bsp

Page 34: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Computation of Limit Cycles for combined FO Model for GT

Gas turbine model

Nonlinear Element (Relay D with hysteresis H)

Specifications

Page 35: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Search domain and accuracy

Initial search domain

Limit Cycles are computed to an accuracy of

)( 000 qYx

Page 36: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in b1

Page 37: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in a1

Page 38: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in a2

Page 39: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in a3

Page 40: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in α1

Page 41: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in α2

Page 42: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in D

Page 43: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in H

Page 44: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

The limit cycle frequency decreases with a1, α1, D but increases with b1, a2, α2 and H.

The limit cycle amplitude decreases with a2, α2 but increases with b1, a1, α1, H, D.

Both the limit cycle frequency and amplitude increase with b1, H.

Note that since a3 parameter has been fixed at unity and so does not vary, there is no variation in the limit cycle frequency and amplitude for this parameter.

Analysis of Limit Cycles for the combined FO model of the Gas Turbine

Page 45: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Analysis of Limit Cycles for the combined FO model of the Gas Turbine

Page 46: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Example-2

Model

Specifications

)( 000 qYx

Page 47: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in q1

Page 48: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in q2

Page 49: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in q3

Page 50: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in q4

Page 51: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in q5

Page 52: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in q6

Page 53: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in q7

Page 54: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Limit Cycle Locus with variation in H

Page 55: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

The limit cycle frequency decreases with q2 and q6 but increases with q3, q7 and H.

There is a very slight increase of limit cycle amplitude with q1, q4 and q5.

The limit cycle amplitude increases with q2, q3 and H but decreases with q6 and q7.

Both limit cycle frequency and amplitude increase with q3 and H and both decrease with q6.

Analysis of Limit Cycles of Ex-2

Page 56: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Analysis of Limit Cycles of Ex-2

Page 57: Computation of Limit Cycles for Uncertain Nonlinear Fractional-order Systems using Interval Constraint Propagation P. S. V. Nataraj & Rambabu Kalla Systems

Conclusions

Algorithms for computation of Limit Cycles for Nonlinear uncertain FOS.

Problem is formulated as ICSP and HC4 filter is used for pruning the search domain.

Demonstrated on practical application of a Gas Turbine plant.