Sigmapoint Approach for Robust Optimization of Nonlinear Dynamic Systems

Sebastian Recker, Peter Kühl, Moritz Diehl, Hans Georg Bock

2012

Abstract

Mathematical models describing dynamic processes contain parametric uncertainties. Robust model-based optimization thus becomes a challenging task in process engineering. Current approaches either require high computational effort or they make use of oversimplified approximations that do not capture changes in the solution structure due to nonlinear effects of the uncertain parameters on the states of the process. In this paper we propose an improved optimization approach that uses sigmapoints to characterize the space of uncertain parameters. Propagating sigmapoints through the process model and directly using them in the optimization problem allows to capture relevant nonlinearities for the uncertain parameters. Main advantages of this simple yet elegant approach are the relatively low computational burden and the independence from the optimizer, as no further derivatives are needed. The approach is applied to two examples from process engineering, a batch distillation and a semibatch reactor.

References

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Paper Citation


in Harvard Style

Recker S., Kühl P., Diehl M. and Georg Bock H. (2012). Sigmapoint Approach for Robust Optimization of Nonlinear Dynamic Systems . In Proceedings of the 2nd International Conference on Simulation and Modeling Methodologies, Technologies and Applications - Volume 1: SIMULTECH, ISBN 978-989-8565-20-4, pages 199-207. DOI: 10.5220/0004026401990207


in Bibtex Style

@conference{simultech12,
author={Sebastian Recker and Peter Kühl and Moritz Diehl and Hans Georg Bock},
title={Sigmapoint Approach for Robust Optimization of Nonlinear Dynamic Systems},
booktitle={Proceedings of the 2nd International Conference on Simulation and Modeling Methodologies, Technologies and Applications - Volume 1: SIMULTECH,},
year={2012},
pages={199-207},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004026401990207},
isbn={978-989-8565-20-4},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 2nd International Conference on Simulation and Modeling Methodologies, Technologies and Applications - Volume 1: SIMULTECH,
TI - Sigmapoint Approach for Robust Optimization of Nonlinear Dynamic Systems
SN - 978-989-8565-20-4
AU - Recker S.
AU - Kühl P.
AU - Diehl M.
AU - Georg Bock H.
PY - 2012
SP - 199
EP - 207
DO - 10.5220/0004026401990207