Often we are riding some white horses, but usually there is a dark horse involved - uncertainty
The topic is applied in several areas. One area of application is modeling and control of wind turbines and wind turbine farms. Another active area is (especially mobile) robotics.
Stochastic control theory covers a large area related to modeling and control of dynamic systems influenced by stochastic disturbances and uncertainties. One topic covers the problem of estimating the parameters describing the system (system identification) and its disturbances as well as estimating the state of the system (Kalman filtering). Based on this information the optimal control strategy is determined e.g. by means of a dynamic optimization. The performance of the system is monitored and abnormal situation are detected and accommodated.
Niels Kjølstad Poulsen Google Scholar profile
Methodological
- Modelling of dynamical (stochastic and
deterministic) systems.
- Dynamic optimization. (non-quadratic index,
non-linear dynamic, non-linear constraints).
- Control (including MPC) of systems influenced by
stochastic disturbances and uncertainties.
- State estimation (filtering, prediction and
smoothing).
- Kalman filter tuning.
- Monitoring and Fault diagnosis (detection, isolation
and estimation) and fault tolerant control.
- System identification
- Parameter estimation
- Design of experiment
structural estimation
- Adaptive control
Applications
- Modelling and control of wind turbines
- Energy systems, Winds parks, Smart grids.
- Rigid and flexible robots. Mobile robots
- Navigation and guidance. Localization and mapping.
- Process control. Spray drying, Silicon production.
- Biological systems (Diabetes modelling and control,
- Detection of deviant behaviour of dairy cows,
- Optimal feeding of fish (Lax))
- Urban drainage, Sewers, WWTP, Rivers and Fresh
water systems.
Teaching
- (02421) Stochastic adaptive control (Msc)
- (42111) Static and dynamic optimization (Msc)
- (02432) Stochastic simulation (Msc)
- (02904) Advanced system identification (PhD)
- (31323) Statistical fault detection (PhD)