In this work, we derive necessary and sufficient conditions for the existence of an hierarchic equilibrium of a disturbed two player linear quadratic game with open loop information structure. A convexity condition guarantees the existence of a unique Stackelberg equilibria; this solution is first obtained in terms of a pair of symmetric Riccati equations and also in terms of a coupled of system of Riccati equations. In this latter case, the obtained equilibrium controls are of feedback type.
In view to the decentralised problem of gas network optimisation, we model the problem as differential game where the players are the network controllable elements that communicate through nearest-neighbour network components. The controllable elements are sources and compressors. But since these do not have the same relevance within the network, it will be interesting to use a game hierarchical framework, i.e., to model the network operation as a Stackelberg game. Also, the disturbed version of the same problem suits the problem better because is is assumed that the network works with nominated operational levels. The variations of the real operation can then be viewed as disturbances to these system operational levels.
In this paper, the gas dynamics within the pipelines is written as a wave repetitive process, and modify it in a way that the dynamics is influenced by p decision makers, namely the boundary conditions. We obtain sufficient criteria for the existence of boundary equilibrium controls as well as controllability of the different agents and observability of the system when this is steered through initial and boundary data. From the point of view of some applications it seems to make sense to consider boundary data controls, e.g. in high pressure gas networks management.
In this paper we design a model based method to locate a leakage and estimate its size in a gas network, using a linearised version of an hyperbolic PDE. To do this, the problem is reduced to two identical ODEs, allowing in this way for a representation of the pressure as well as the mass flow in terms of its system of fundamental solutions. Then using the available measurements at the grid boundary points, the correspondent coefficients can be determined. Assuming pressure continuity, we check for consistency of the coefficients in order to find faulty pipelines. Thence, the location of the leakage can be found either graphically or using a numerical method for a specific pipe. Next, its size can also be estimated.
In this paper, the gas dynamics within the pipelines is modelled as a repetitive process with smoothing. Controllability and observability criteria when the system is steered through initial and boundary data, which is achieved by an adequate choice of the homogeneity, are obtained. From the point of view of the technical applications, it seems to make more sense to consider boundary data controls as for instance in the management of high pressure gas networks. Stability criteria suitable computer simulations are also included.
In this paper, we proffer an explicit representation of solutions for a specific class of linear repetitive processes with smoothing. This representation is used to obtain direct controllability and observability criteria of this same class of discrete time 2-D systems. Not only classical controllability properties are considered, where control of the system is obtained by choosing its inhomogeneity appropriately, but also controllability of the system by steering it through boundary data control. From the point of view of technical applications, for instance in high pressure gas network modelling (see Azevedo-Perdicoúlis and Jank in Proceedings of n-DS, international workshop on multidimensional systems, Thessaloniki. 2009), it seems to be more reliable to consider boundary data controls. Therefore, in this paper we emphasise boundary data control properties of the system. A disturbed optimal boundary control problem with a quadratic criterion is also solved.
An indirect downsampling approach for continuous-time input/output system identification is proposed. This modus operandi was introduced to system identification through a sub-space algorithm, where the input/output data set is partitioned into lower rate m subsets. Then, a state-space discrete-time model is identified by fusing the data subsets into a single one. In the present work the identification of the input/output downsampled model is performed by a least squares and a simplified refined instrumental variables (IV) procedures. In this approach, the inter-sample behaviour is preserved by the addition of fictitious inputs, leading to an increase of excitation requirements of the input signal. This over requirement is removed by directly estimating from the data the parameters of the transfer function numerator. The performance of the method is illustrated using the Rao-Garnier test system.
This article the gas network is modelled as a repetitive process with smoothing and an explicit representation for its solution is presented. By an adequate choice of the inhomogeneity, the system is steered through boundary data control. We state explicit conditions for boundary control of the gas networks as well as observability criteria. Using these notions, some 2D criteria of stability are also applied to gas networks. To finalise, we use a 2D transfer function representation to withdraw a stability criterium suitable to being used in the practice with the use of a computer.
A new approach to gas leakage detection in high pressure distribution networks is proposed, where two leakage detectors are modelled as a linear parameter varying (LPV) system whose scheduling signals are, respectively, intake and offtake pressures. Running the two detectors simultaneously allows for leakage location. First, the pipeline is identified from operational data, supplied by REN-Gasodutos and using an LPV systems identification algorithm proposed in [1]. Each leakage detector uses two Kalman filters where the fault is viewed as an augmented state. The first filter estimates the flow using a calculated scheduling signal, assuming that there is no leakage. Therefore it works as a reference. The second one uses a measured scheduling signal and the augmented state is compared with the reference value. Whenever there is a significant difference, a leakage is detected. The effectiveness of this method is illustrated with an example where a mixture of real and simulated data is used. (C) 2011 Elsevier B.V. All rights reserved.
This article presents a new indirect identification method for continuous-time systems able to resolve the problem of fast sampling. To do this, a Subspace IDentification Down-Sampling (SIDDS) approach that takes into consideration the intermediate sampling instants of the input signal is proposed. This is done by partitioning the data set into m subsets, where m is the downsampling factor. Then, the discrete-time model is identified using a based subspace identification discrete-time algorithm where the data subsets are fused into a single one. Using the algebraic properties of the system, some of the parameters of the continuous-time model are directly estimated. A procedure that secures a prescribed number of zeros for the continuous-time model is used during the estimation process. The algorithm's performance is illustrated through an example of fast sampling, where its performance is compared with the direct methods implemented in Contsid.
In this paper a new approach to gas leakage detection in high pressure natural gas transportation networks is proposed. The pipeline is modelled as a Linear Parameter Varying (LPV) System driven by the source node massflow with the gas inventory variation in the pipe (linepack variation, proportional to the pressure variation) as the scheduling parameter. The massflow at the offtake node is taken as the system output. The system is identified by the Successive Approximations LPV System Subspace Identification Algorithm which is also described in this paper. The leakage is detected using a Kalman filter where the fault is treated as an augmented state. Given that the gas linepack can be estimated from the massflow balance equation, a differential method is proposed to improve the leakage detector effectiveness. A small section of a gas pipeline crossing Portugal in the direction South to North is used as a case study. LPV models are identified from normal operational data and their accuracy is analyzed. The proposed LPV Kalman filter based methods are compared with a standard mass balance method in a simulated 10% leakage detection scenario. The Differential Kalman Filter method proved to be highly efficient.
In this report a lumped transfer function model for High Pressure Natural Gas Pipelines is derived. Starting with a partial nonlinear differential equation (PDE) model a high order continuous state space (SS) linear model is obtained using a finite difference method. Next, from the SS representation an infinite order transfer function (TF) model is calculated. In the end, this TF is approximated by a compact non-rational function.
A new approach to gas leakage detection in high pressure distribution networks is proposed, where the pipeline is modelled as a Linear Parameter Varying (LPV) System driven by the source node mass flow with the pressure as the scheduling parameter, and the system output as the mass flow at the offtake. Using a recently proposed successive approximations LPV system subspace identification algorithm, the pipeline is thus identified from operational data. The leak is detected using a Kalman filter where the fault is treated as an augmented state. The effectiveness of this method is illustrated with an example with a mixture of real and simulated data.
In this note, we investigate the solution of a disturbed quadratic open loop (OL) Nash game, whose underlying system is an affine differential equation and with a finite time horizon. We derive necessary and sufficient conditions for the existence/uniqueness of the Nash/worst-case equilibrium. The solution is obtained either via solving initial/terminal value problems (IVP/TVP, respectively) in terms of Riccati differential equations or solving an associated boundary value problem (BVP). The motivation for studying the case of the affine dynamics comes from practical applications, namely the optimization of gas networks. As an illustration, we applied the results obtained to a scalar problem and compare the numerical effectiveness between the proposed approach and an usual Scilab BVP solver.
This article presents necessary and sufficient results for existence and uniqueness of an equilibrium of a N-player disturbed Nash game with quadratic performance criteria and an affine repetitive process with smoothing describing the two dimensional 2D-system dynamics, under open loop information pattern. The gas dynamics in a single pipeline is modelled in this theoretical framework, and an algorithm withdrawn from the exposed procedure to calculate the equilibrium point is applied to a simple network example.
This article presents necessary and sufficient results for existence and uniqueness of an equilibrium of a N-player Nash game with quadratic performance criteria and an affine repetitive process with smoothing describing the two dimensional (2D) system dynamics, under open loop information pattern. The gas dynamics in a single pipeline is modelled in this theoretical framework, and an algorithm withdrawn from the exposed procedure to calculate the equilibrium point is applied to a simple network example.
We perform a qualitative analysis of a differential equation that was originally introduced by Stortelder, Hemker and Hemker to model the formation of thrombin, and discuss issues of controllability and stabilizability. Results include a general proof of convergence to equilibrium, and of local exponential stabilizability.
In this paper, we propose to model the optimisation of gas networks as a disturbed LQ game, where each player chooses his strategy according to a modified Nash condition under OL information structure. The dynamics in the network, as well as the coupling conditions, are modelled through a DAE system, and as a consequence a network with loops and nonpipe elements is considered. Conditions for the existence and uniqueness of such an equilibrium are related to the solution of certain Riccati differential equations and a boundary value problem. For simplicity sake, the two-player case is considered. A simple network, where the players are two controllable elements relevant to the network dynamics, is used to illustrate the calculation procedure.
Lutz Volkmann合作论文数RWTH Aachen University15