A New Sensitivity Analysis Approach Using Conditional Nonlinear Optimal Perturbations and Its Preliminary Application

Simulations and predictions using numerical models show considerable uncertainties,and parameter uncertainty is one of the most important sources.It is impractical to improve the simulation and prediction abilities by reducing the uncertainties of all parameters.Therefore,identifying the sensitive parameters or parameter combinations is crucial.This study proposes a novel approach:conditional nonlinear optimal perturbations sensitivity analysis(CNOPSA)method.The CNOPSA method fully considers the nonlinear synergistic effects of parameters in the whole parameter space and quantitatively estimates the maximum effects of parameter uncertainties,prone to extreme events.Results of the analytical g-function test indicate that the CNOPSA method can effectively identify the sensitivity of variables.Numerical results of the theoretical five-variable grassland ecosystem model show that the maximum influence of the simulated wilted biomass caused by parameter uncertainty can be estimated and computed by employing the CNOPSA method.The identified sensitive parameters can easily change the simulation or prediction of the wilted biomass,which affects the transformation of the grassland state in the grassland ecosystem.The variance-based approach may underestimate the parameter sensitivity because it only considers the influence of limited parameter samples from a statistical view.This study verifies that the CNOPSA method is effective and feasible for exploring the important and sensitive physical parameters or parameter combinations in numerical models.

Application of the Conditional Nonlinear Optimal Perturbation Method to the Predictability Study of the Kuroshio Large Meander

A reduced-gravity barotropic shallow-water model was used to simulate the Kuroshio path variations. The results show that the model was able to capture the essential features of these path variations. We used one simulation of the model as the reference state and investigated the effects of errors in model parameters on the prediction of the transition to the Kuroshio large meander （KLM） state using the conditional nonlinear optimal parameter perturbation （CNOP-P） method. Because of their relatively large uncertainties, three model parameters were considered： the interracial friction coefficient, the wind-stress amplitude, and the lateral friction coefficient. We determined the CNOP-Ps optimized for each of these three parameters independently, and we optimized all three parameters simultaneously using the Spectral Projected Gradient 2 （SPG2） algorithm. Similarly, the impacts caused by errors in initial conditions were examined using the conditional nonlinear optimal initial perturbation （CNOP-I） method. Both the CNOP-I and CNOP-Ps can result in significant prediction errors of the KLM over a lead time of 240 days. But the prediction error caused by CNOP-I is greater than that caused by CNOP-P. The results of this study indicate not only that initial condition errors have greater effects on the prediction of the KLM than errors in model parameters but also that the latter cannot be ignored. Hence, to enhance the forecast skill of the KLM in this model, the initial conditions should first be improved, the model parameters should use the best possible estimates.

A Variant Constrained Genetic Algorithm for Solving Conditional Nonlinear Optimal Perturbations

A variant constrained genetic algorithm （VCGA） for effective tracking of conditional nonlinear optimal perturbations （CNOPs） is presented. Compared with traditional constraint handling methods, the treatment of the constraint condition in VCGA is relatively easy to implement. Moreover, it does not require adjustments to indefinite pararneters. Using a hybrid crossover operator and the newly developed multi-ply mutation operator, VCGA improves the performance of GAs. To demonstrate the capability of VCGA to catch CNOPS in non-smooth cases, a partial differential equation, which has ＂on off＂ switches in its forcing term, is employed as the nonlinear model. To search global CNOPs of the nonlinear model, numerical experiments using VCGA, the traditional gradient descent algorithm based on the adjoint method （ADJ）, and a GA using tournament selection operation and the niching technique （GA-DEB） were performed. The results with various initial reference states showed that, in smooth cases, all three optimization methods are able to catch global CNOPs. Nevertheless, in non-smooth situations, a large proportion of CNOPs captured by the ADJ are local. Compared with ADJ, the performance of GA-DEB shows considerable improvement, but it is far below VCGA. Further, the impacts of population sizes on both VCGA and GA-DEB were investigated. The results were used to estimate the computation time of ~CGA and GA-DEB in obtaining CNOPs. The computational costs for VCGA, GA-DEB and ADJ to catch CNOPs of the nonlinear model are also compared.

Inducing Unstable Grassland Equilibrium States Due to Nonlinear Optimal Patterns of Initial and Parameter Perturbations:Theoretical Models

Due to uncertainties in initial conditions and parameters, the stability and uncertainty of grassland ecosystem simulations using ecosystem models are issues of concern. Our objective is to determine the types and patterns of initial and parameter perturbations that yield the greatest instability and uncertainty in simulated grassland ecosystems using theoretical models. We used a nonlinear optimization approach, i.e., a conditional nonlinear optimal perturbation related to initial and parameter perturbations （CNOP） approach, in our work. Numerical results indicated that the CNOP showed a special and nonlinear optimal pattern when the initial state variables and multiple parameters were considered simultaneously. A visibly different complex optimal pattern characterizing the CNOPs was obtained by choosing different combinations of initial state variables and multiple parameters in different physical processes. We propose that the grassland modeled ecosystem caused by the CNOP-type perturbation is unstable and exhibits two aspects： abrupt change and the time needed for the abrupt change from a grassland equilibrium state to a desert equilibrium state when the initial state variables and multiple parameters are considered simultaneously. We compared these findings with results affected by the CNOPs obtained by considering only uncertainties in initial state variables and in a single parameter. The numerical results imply that the nonlinear optimal pattern of initial perturbations and parameter perturbations, especially for more parameters or when special parameters are involved, plays a key role in determining stabilities and uncertainties associated with a simulated or predicted grassland ecosystem.

Nonlinear optimal model and solving algorithms for platform planning problem in battlefield

Platform planning is one of the important problems in the command and control(C2) field. Hereto, we analyze the platform planning problem and present nonlinear optimal model aiming at maximizing the task completion qualities. Firstly, we take into account the relation among tasks and build the single task nonlinear optimal model with a set of platform constraints. The Lagrange relaxation method and the pruning strategy are used to solve the model. Secondly, this paper presents optimization-based planning algorithms for efficiently allocating platforms to multiple tasks. To achieve the balance of the resource assignments among tasks, the m-best assignment algorithm and the pair-wise exchange(PWE)method are used to maximize multiple tasks completion qualities.Finally, a series of experiments are designed to verify the superiority and effectiveness of the proposed model and algorithms.

Algorithm Studies on How to Obtain a Conditional Nonlinear Optimal Perturbation (CNOP)

The conditional nonlinear optimal perturbation （CNOP）, which is a nonlinear generalization of the linear singular vector （LSV）, is applied in important problems of atmospheric and oceanic sciences, including ENSO predictability, targeted observations, and ensemble forecast. In this study, we investigate the computational cost of obtaining the CNOP by several methods. Differences and similarities, in terms of the computational error and cost in obtaining the CNOP, are compared among the sequential quadratic programming （SQP） algorithm, the limited memory Broyden-Fletcher-Goldfarb-Shanno （L-BFGS） algorithm, and the spectral projected gradients （SPG2） algorithm. A theoretical grassland ecosystem model and the classical Lorenz model are used as examples. Numerical results demonstrate that the computational error is acceptable with all three algorithms. The computational cost to obtain the CNOP is reduced by using the SQP algorithm. The experimental results also reveal that the L-BFGS algorithm is the most effective algorithm among the three optimization algorithms for obtaining the CNOP. The numerical results suggest a new approach and algorithm for obtaining the CNOP for a large-scale optimization problem.

Applications of Conditional Nonlinear Optimal Perturbation to the Study of the Stability and Sensitivity of the Jovian Atmosphere

A two-layer quasi-geostrophic model is used to study the stability and sensitivity of motions on smallscale vortices in Jupiter＇s atmosphere. Conditional nonlinear optimal perturbations （CNOPs） and linear singular vectors （LSVs） are both obtained numerically and compared in this paper. The results show that CNOPs can capture the nonlinear characteristics of motions in small-scale vortices in Jupiter＇s atmosphere and show great difference from LSVs under the condition that the initial constraint condition is large or the optimization time is not very short or both. Besides, in some basic states, local CNOPs are found. The pattern of LSV is more similar to local CNOP than global CNOP in some cases. The elementary application of the method of CNOP to the Jovian atmosphere helps us to explore the stability of variousscale motions of Jupiter＇s atmosphere and to compare the stability of motions in Jupiter＇s atmosphere and Earth＇s atmosphere further.

Symplectic multi-level method for solving nonlinear optimal control problem

By converting an optimal control problem for nonlinear systems to a Hamiltonian system,a symplecitc-preserving method is proposed.The state and costate variables are approximated by the Lagrange polynomial.The state variables at two ends of the time interval are taken as independent variables.Based on the dual variable principle,nonlinear optimal control problems are replaced with nonlinear equations.Furthermore,in the implementation of the symplectic algorithm,based on the 2N algorithm,a multilevel method is proposed.When the time grid is refined from low level to high level,the initial state and costate variables of the nonlinear equations can be obtained from the Lagrange interpolation at the low level grid to improve efficiency.Numerical simulations show the precision and the efficiency of the proposed algorithm in this paper.

Application of Conditional Nonlinear Optimal Perturbation to Targeted Observation Studies of the Atmosphere and Ocean

This paper reviews progress in the application of conditional nonlinear optimal perturbation to targeted observation studies of the atmosphere and ocean in recent years, with a focus on the E1 Nifio-Southern Oscillation （ENSO）, Kuroshio path variations, and blocking events. Through studying the optimal precursor （OPR） and optimally growing initial error （OGE） of the occurrence of the above events, the similarity and localization features of OPR and OGE spatial structures have been found for each event. Ideal hindcasting experiments have shown that, if initial errors are reduced in the areas with the largest amplitude for the OPR and OGE for ENSO and Kuroshio path variations, the forecast skill of the model for these events is significantly improved. Due to the similarity between patterns of the OPR and OGE, additional observations implemented in the same sensitive region would help to not only capture the precursors, but also reduce the initial errors in the predictions, greatly increasing the forecast abilities. The similarity and localization of the spatial structures of the OPR and OGE during the onset of blocking events have also been investigated, but their application to targeted observation requires further study.

A Nonlinear Optimal Control Approach for Tracked Mobile Robots

The article proposes a nonlinear optimal(H-infinity)control approach for the model of a tracked robotic vehicle.The kinematic model of such a tracked vehicle takes into account slippage effects due to the contact of the tracks with the ground.To solve the related control problem,the dynamic model of the vehicle undergoes first approximate linearization around a temporary operating point which is updated at each iteration of the control algorithm.The linearization process relies on first-order Taylor series expansion and on the computation of the Jacobian matrices of the state-space model of the vehicle.For the approximately linearized description of the tracked vehicle a stabilizing H-infinity feedback controller is designed.To compute the controller’s feedback gains an algebraic Riccati equation is solved at each time-step of the control method.The stability properties of the control scheme are proven through Lyapunov analysis.It is also demonstrated that the control method retains the advantages of linear optimal control,that is fast and accurate tracking of reference setpoints under moderate variations of the control inputs.

Suboptimal Robust Stabilization of Discrete-time Mismatched Nonlinear System

This paper proposes a discrete-time robust control technique for an uncertain nonlinear system. The uncertainty mainly affects the system dynamics due to mismatched parameter variation which is bounded by a predefined known function. In order to compensate the effect of uncertainty, a robust control input is derived by formulating an equivalent optimal control problem for a virtual nominal system with a modified costfunctional. To derive the stabilizing control law for a mismatched system, this paper introduces another control input named as virtual input. This virtual input is not applied directly to stabilize the uncertain system, rather it is used to define a sufficient condition. To solve the nonlinear optimal control problem, a discretetime general Hamilton-Jacobi-Bellman(DT-GHJB) equation is considered and it is approximated numerically through a neural network(NN) implementation. The approximated solution of DTGHJB is used to compute the suboptimal control input for the virtual system. The suboptimal inputs for the virtual system ensure the asymptotic stability of the closed-loop uncertain system. A numerical example is illustrated with simulation results to prove the efficacy of the proposed control algorithm.

A Nonlinear Optimal Control Approach for the Vertical Take-off and Landing Aircraft

The paper proposes a nonlinear optimal control approach for the model of the vertical take off and landing(VTOL)aircraft.This aerial drone receives as control input a directed thrust,as well as forces acting on its wing tips.The latter forces are not perpendicular to the body axis of the drone but are tilted by a small angle.The dynamic model of the VTOL undergoes ap-proximate linearization with the use of Taylor series expansion around a temporary operating point which is recomputed at each iteration of the control method.For the approximately linearized model,an H-infinity feedback controller is designed.The linearization procedure relies on the computation of the Jacobian matrices of the state-space model of the VTOL aircraft.The proposed control method stands for the solution of the optimal control problem for the nonlinear and multivariable dynamics of the aerial drone,under model uncertainties and external per-turbations.For the computation of the contollr's feedback gains,an algebraic Riccati equation is solved at each time-step of the control method.The new nonlinear optimal control approach achieves fast and accurate tracking for all state variables of the VTOL aircnaft,under moderate variations of the control inputs.The stability properties of the control scheme are proven through Lyapunov analysis.

A Nonlinear Optimal Control Method for Attitude Stabilization of Micro-Satellites

Attitude control and stabilization of micro-satellites is a nontrivial problem due to the highly nonlinear and multivariable structure of the satellites'state-space model.In this paper,a novel nonlinear optimal(H-infinity)control approach is developed for this control problem.The dynamic model of the satellite's attitude dynamics undergoesfirst approximate linearization around a temporary operating point which is updated at each iteration of the control algorithm.The linearization process relies on first-order Taylor series expansion and on the computation of the Jacobian matrices of the state-space model of the satellite's attitude dynamics.For the approximately linearized description of the satellite's attitude a stabilizing H-infinity feedback controller is designed.To compute the controller's feedback gains,an algebraic Riccati equation is solved at each time-step of the control method.The stability properties of the control scheme are proven through Lyapunov analysis.It is also demonstrated that the control method retains the advantages of linear optimal control that is fast and accurate tracking of the reference setpoints under moderate variations of the control inputs.

Recent Progress in Applications of the Conditional Nonlinear Optimal Perturbation Approach to Atmosphere-Ocean Sciences

The conditional nonlinear optimal perturbation(CNOP for short) approach is a powerful tool for predictability and targeted observation studies in atmosphere-ocean sciences. By fully considering nonlinearity under appropriate physical constraints, the CNOP approach can reveal the optimal perturbations of initial conditions, boundary conditions, model parameters, and model tendencies that cause the largest simulation or prediction uncertainties. This paper reviews the progress of applying the CNOP approach to atmosphere-ocean sciences during the past five years. Following an introduction of the CNOP approach, the algorithm developments for solving the CNOP are discussed.Then, recent CNOP applications, including predictability studies of some high-impact ocean-atmospheric environmental events, ensemble forecast, parameter sensitivity analysis, uncertainty estimation caused by errors of model tendency or boundary condition, are reviewed. Finally, a summary and discussion on future applications and challenges of the CNOP approach are presented.

Galerkin approximation with Legendre polynomials for a continuous-time nonlinear optimal control problem

We investigate the use of an approximation method for obtaining near-optimal solutions to a kind of nonlinear continuous-time(CT) system. The approach derived from the Galerkin approximation is used to solve the generalized Hamilton-Jacobi-Bellman(GHJB) equations. The Galerkin approximation with Legendre polynomials(GALP) for GHJB equations has not been applied to nonlinear CT systems. The proposed GALP method solves the GHJB equations in CT systems on some well-defined region of attraction. The integrals that need to be computed are much fewer due to the orthogonal properties of Legendre polynomials, which is a significant advantage of this approach. The stabilization and convergence properties with regard to the iterative variable have been proved.Numerical examples show that the update control laws converge to the optimal control for nonlinear CT systems.

A Design of Nonlinear Scaling and Nonlinear Optimal Motion Cueing Algorithm for Pilot’s Station

Motion cueing algorithms(MCA)are often applied in the motion simulators.In this paper,a nonlinear optimal MCA,taking into account translational and rotational motions of a simulator within its physical limitation,is designed for the motion platform aiming to minimize human’s perception error in order to provide a high degree of fidelity.Indeed,the movement sensation center of most MCA is placed at the center of the upper platform,which may cause a certain error.Pilot’s station should be paid full attention to in the MCA.Apart from this,the scaling and limiting module plays an important role in optimizing the motion platform workspace and reducing false cues during motion reproduction.It should be used along within the washout filter to decrease the amplitude of the translational and rotational motion signals uniformly across all frequencies through the MCA.A nonlinear scaling method is designed to accurately duplicate motions with high realistic behavior and use the platform more efficiently without violating its physical limitations.The simulation experiment is verified in the longitudinal/pitch direction for motion simulator.The result implies that the proposed method can not only overcome the problem of the workspace limitations in the simulator motion reproduction and improve the realism of movement sensation,but also reduce the false cues to improve dynamic fidelity during the motion simulation process.

Solving infinite horizon nonlinear optimal control problems using an extended modal series method

This paper presents a new approach for solving a class of infinite horizon nonlinear optimal control problems (OCPs).In this approach,a nonlinear two-point boundary value problem (TPBVP),derived from Pontryagin's maximum principle,is transformed into a sequence of linear time-invariant TPBVPs.Solving the latter problems in a recursive manner provides the optimal control law and the optimal trajectory in the form of uniformly convergent series.Hence,to obtain the optimal solution,only the techniques for solving linear ordinary differential equations are employed.An efficient algorithm is also presented,which has low computational complexity and a fast convergence rate.Just a few iterations are required to find an accurate enough suboptimal trajectory-control pair for the nonlinear OCP.The results not only demonstrate the efficiency,simplicity,and high accuracy of the suggested approach,but also indicate its effectiveness in practical use.

Parallel Control for Optimal Tracking via Adaptive Dynamic Programming

This paper studies the problem of optimal parallel tracking control for continuous-time general nonlinear systems.Unlike existing optimal state feedback control,the control input of the optimal parallel control is introduced into the feedback system.However,due to the introduction of control input into the feedback system,the optimal state feedback control methods can not be applied directly.To address this problem,an augmented system and an augmented performance index function are proposed firstly.Thus,the general nonlinear system is transformed into an affine nonlinear system.The difference between the optimal parallel control and the optimal state feedback control is analyzed theoretically.It is proven that the optimal parallel control with the augmented performance index function can be seen as the suboptimal state feedback control with the traditional performance index function.Moreover,an adaptive dynamic programming(ADP)technique is utilized to implement the optimal parallel tracking control using a critic neural network(NN)to approximate the value function online.The stability analysis of the closed-loop system is performed using the Lyapunov theory,and the tracking error and NN weights errors are uniformly ultimately bounded(UUB).Also,the optimal parallel controller guarantees the continuity of the control input under the circumstance that there are finite jump discontinuities in the reference signals.Finally,the effectiveness of the developed optimal parallel control method is verified in two cases.

A New Strategy for Solving a Class of Constrained Nonlinear Optimization Problems Related to Weather and Climate Predictability

There are three common types of predictability problems in weather and climate, which each involve different constrained nonlinear optimization problems： the lower bound of maximum predictable time, the upper bound of maximum prediction error, and the lower bound of maximum allowable initial error and parameter error. Highly effcient algorithms have been developed to solve the second optimization problem. And this optimization problem can be used in realistic models for weather and climate to study the upper bound of the maximum prediction error. Although a filtering strategy has been adopted to solve the other two problems, direct solutions are very time-consuming even for a very simple model, which therefore limits the applicability of these two predictability problems in realistic models. In this paper, a new strategy is designed to solve these problems, involving the use of the existing highly effcient algorithms for the second predictability problem in particular. Furthermore, a series of comparisons between the older filtering strategy and the new method are performed. It is demonstrated that the new strategy not only outputs the same results as the old one, but is also more computationally effcient. This would suggest that it is possible to study the predictability problems associated with these two nonlinear optimization problems in realistic forecast models of weather or climate.

Nonlinear Optimization Method of Ship Floating Condition Calculation in Wave Based on Vector

Ship floating condition in regular waves is calculated. New equations controlling any ship＇s floating condition are proposed by use of the vector operation. This form is a nonlinear optimization problem which can be solved using the penalty function method with constant coefficients. And the solving process is accelerated by dichotomy. During the solving process, the ship＇s displacement and buoyant centre have been calculated by the integration of the ship surface according to the waterline. The ship surface is described using an accumulative chord length theory in order to determine the displacement, the buoyancy center and the waterline. The draught forming the waterline at each station can be found out by calculating the intersection of the ship surface and the wave surface. The results of an example indicate that this method is exact and efficient. It can calculate the ship floating condition in regular waves as well as simplify the calculation and improve the computational efficiency and the precision of results.