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1. Model-Free Control for Resource Harvesting in Computing Grids

Author

Guilloteau, Quentin, Robu, Bogdan, Join, Cédric, Fliess, Michel, Rutten, Éric, Richard, Olivier, Control for Autonomic computing systems (CTRL-A ), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire d'Informatique de Grenoble (LIG), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA), Data Aware Large Scale Computing (DATAMOVE ), GIPSA - Modelling and Optimal Decision for Uncertain Systems (GIPSA-MODUS), GIPSA Pôle Automatique et Diagnostic (GIPSA-PAD), Grenoble Images Parole Signal Automatique (GIPSA-lab), Université Grenoble Alpes (UGA)-Grenoble Images Parole Signal Automatique (GIPSA-lab), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), and Grid'5000

Subjects
[INFO.INFO-AR]Computer Science [cs]/Hardware Architecture [cs.AR], Adaptive Control, Control for Computing, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, Energy Consumption, [INFO.INFO-SE]Computer Science [cs]/Software Engineering [cs.SE], [INFO.INFO-DC]Computer Science [cs]/Distributed, Parallel, and Cluster Computing [cs.DC]
Abstract

International audience; Cloud and High-Performance Computing (HPC) systems are increasingly facing issues of dynamic variability, in particular w.r.t. performance and power consumption. They are becoming less predictable, and therefore demand more runtime management by feedback loops. In this work, we describe results addressing autonomic administration in HPC systems through a control theoretical approach. We more specifically consider the need for controllers that can adapt to variations a long time in the behavior of controlled systems, but also to being reused on different systems and processors. We therefore explore the application of Model-Free Control (MFC) in the context of resource harvesting in a Computing Grid, by regulating the injection of flexible jobs while limiting perturbation of the prioritary applications.

Published
2022

2. An alternative to PIs and PIDs: Intelligent proportional-derivative regulators

Author

Fliess, Michel, Cédric Join,, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Automatique de Nancy (CRAN), and Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)

Subjects
Riachy's trick, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, PID, PI, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], intelligent proportional-derivative feedback (iPD), [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Model-free control, [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

International audience; This paper suggests to replace PIs and PIDs, which play a key rôle in control engineering, by intelligent Proportional-Derivative feedback loops, or iPDs, which are derived from model-free control. This standpoint is enhanced by a laboratory experiment.

Published
2022

3. Elementary formulae for social distancing scenarios: Application to COVID-19 mitigation via feedback control

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Automatique de Nancy (CRAN), and Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)

Subjects
flatness-based control, social distancing, COVID-19, robustness, model-free control, identifiability, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], biomedical control, nonlinear feedback control, [SDV.SPEE]Life Sciences [q-bio]/Santé publique et épidémiologie, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], SIR model, algebraic differentiator
Abstract

Social distancing has been enacted in order to mitigate the spread of COVID-19. Like many authors, we adopt the classic epidemic SIR model, where the infection rate is the control variable. Its differential flatness property yields elementary closed-form formulae for open-loop social distancing scenarios, where, for instance, the increase of the number of uninfected people may be taken into account. Those formulae might therefore be useful to decision makers. A feedback loop stemming from model-free control leads to a remarkable robustness with respect to severe uncertainties of various kinds. Although an identification procedure is presented, a good knowledge of the recovery rate is not necessary for our control strategy. Several convincing computer experiments are displayed.

Published
2021

4. Data mining and time series segmentation via extrema: preliminary investigations

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), and ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.)

Subjects
point d'importance perceptuelle (PIP), chroniques, [INFO.INFO-DS]Computer Science [cs]/Data Structures and Algorithms [cs.DS], [INFO.INFO-CE]Computer Science [cs]/Computational Engineering, Finance, and Science [cs.CE], segmentation, [SPI.MECA]Engineering Sciences [physics]/Mechanics [physics.med-ph], algebraic estimation, [SPI.AUTO]Engineering Sciences [physics]/Automatic, [MATH.MATH-LO]Mathematics [math]/Logic [math.LO], perceptually important points (PIPs), time series, [STAT.ME]Statistics [stat]/Methodology [stat.ME], [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA], estimation algébrique
Abstract

International audience; Time series segmentation is one of the many data mining tools. We take here local extrema as perceptually interesting points (PIPs). The blurring of those PIPs by the quick fluctuations around any time series is treated via an additive decomposition theorem, due to Cartier and Perrin, and algebraic estimation techniques, which are already useful in automatic control and signal processing. Our approach is validated by several computer illustrations. They underline the importance of the choice of a threshold for the extrema detection.; La segmentation des chroniques est l'un des outils de fouilles des donnés. On l'aborde, ici, en prenant des extrema locaux pour points d'importance perceptuelle (PIP). Un théorème de décomposition additive des chroniques, dû à Cartier et Perrin, et des techniques algébriques d'estimation des dérivées, déjà utiles en automatique et signal, permettent d'évacuer le brouillage dû aux fluctuations rapides de toute chronique. Des illustrations numériques valident notre approche et soulignent l'importance du choix du seuil de détection.

Published
2020

5. A robust but easily implementable remote control for quadrotors: Experimental acrobatic flight tests

Author

Clouatre, Maison, Thitsa, Makhin, Fliess, Michel, Join, C��dric, Department of Electrical and Computer Engineering, Mercer University, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Automatique de Nancy (CRAN), and Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)

Subjects
intelligent controller, quadrotor, Systems and Control (eess.SY), robustness, model-free control, Electrical Engineering and Systems Science - Systems and Control, [SPI.AUTO]Engineering Sciences [physics]/Automatic, Optimization and Control (math.OC), [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Mathematics - Optimization and Control
Abstract

Experimental flight tests are reported about quadrotors UAVs via a recent model-free control (MFC) strategy, which is easily implementable. We show that it is possible to achieve acrobatic rate control of the UAV, which is beyond the previous standard. The same remote controller is tested on two physical vehicles without any re-tuning. It produces in both cases low tracking error. We show that MFC is robust even when the quadrotor is highly damaged. A video footage can be found at: https://youtu.be/wtSLalA4szc, 9th International Conference on Advanced Technologies (ICAT'20), 10-12 August 2020, Istanbul, Turkey

Published
2020

6. Model-free control for machine tools

Author

Villagrá, Jorge, Join, Cédric, Haber, Rodolfo, Fliess, Michel, Centre for Automation and Robotics (CAR), Universidad Politécnica de Madrid (UPM)-Consejo Superior de Investigaciones Científicas [Madrid] (CSIC), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), PICS Program through the project UbiMFC (CoopIntEer 203 073), Centre National de la Recherche Scientifique (France), Consejo Superior de Investigaciones Científicas (España), Villagra, Jorge [0000-0002-3963-7952], Haber, Rodolfo [0000-0002-2881-0166], Villagra, Jorge, and Haber, Rodolfo

Subjects
Cascade control, Machine tool, Tracking, Systems and Control (eess.SY), robustness, Model-free control, tracking, model-free control, Electrical Engineering and Systems Science - Systems and Control, [SPI.AUTO]Engineering Sciences [physics]/Automatic, Optimization and Control (math.OC), [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, 93A99, machine tool, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Robustness, Mathematics - Optimization and Control, cascade control
Abstract

Cascade P-PI control systems are the most widespread commercial solutions for machine tool positioning systems. However, friction, backlash and wearing effects significantly degrade their closed-loop behaviour. This works proposes a novel easy-to-tune control approach that achieves high accuracy trajectory tracking in a wide operation domain, thus being able to mitigate wear and aging effects., This work is partially supported by the joint CNRS (France) - CSIC (Spain) PICS Program through the project UbiMFC (CoopIntEer 203 073).

Published
2020

7. Fouille de données et segmentation de chroniques par extrema: considérations préliminaires

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Automatique de Nancy (CRAN), and Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)

Subjects
FOS: Computer and information sciences, [MATH.MATH-LO]Mathematics [math]/Logic [math.LO], Computer Science - Databases, perceptually important points (PIPs), segmentation, [INFO.INFO-DS]Computer Science [cs]/Data Structures and Algorithms [cs.DS], [INFO.INFO-CE]Computer Science [cs]/Computational Engineering, Finance, and Science [cs.CE], Databases (cs.DB), time series, algebraic estimation, [STAT.ME]Statistics [stat]/Methodology [stat.ME], [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
Abstract

Time series segmentation is one of the many data mining tools. This paper, in French, takes local extrema as perceptually interesting points (PIPs). The blurring of those PIPs by the quick fluctuations around any time series is treated via an additive decomposition theorem, due to Cartier and Perrin, and algebraic estimation techniques, which are already useful in automatic control and signal processing. Our approach is validated by several computer illustrations. They underline the importance of the choice of a threshold for the extrema detection., Comment: 13th International Conference on Modeling, Optimization and Simulation (MOSIM 2020), Agadir (Morocco), 12-14 November 2020, in French

Published
2020
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8. Flight control system and method for a convertible fixed-wing drone providing a stabilized continuous transition between a vertical stationary flight and a horizontal cruise flight

Author

Olszanecki Barth, Jacson Miguel, Condomines, Jean-Philippe, Fliess, Michel, Moschetta, Jean-Marc, and Porte, Laurence

Subjects
[SPI.AUTO] Engineering Sciences [physics]/Automatic
Abstract

A flight control system is configured to control the flight of a convertible fixed-wing drone (12), having two left and right wings, each supporting a propeller in front and a deflection flap at the rear edge. The control system includes an attitude regulator (154) of the drone (12) to respectively control the roll angles ϕm, pitch θ m and yaw Ψm, measured by one or more sensors on setpoint angles ϕd, pitch θ d and lace Ψd. The first attitude regulator (154) comprises a first MFC SISO device (162) for modelless control at one input-one output for regulating and controlling the pitch angle θ m measured on the pitch set angle θ d by determining a first command δn for symmetrical deflection of the left and right flaps, applied with the same sign to said left and right flaps., Un système de contrôle de vol est configuré pour contrôler le vol d'un drone convertible à voilure fixe (12), ayant deux ailes gauche et droite supportant chacune une hélice en avant et un volet de déflexion en bordure arrière. Le système de contrôle comporte un régulateur d'attitude (154) du drone (12) pour asservir respectivement les angles de roulis ϕm, tangage θ m et lacet Ψm, mesurés par un ou plusieurs capteurs sur des angles de consigne de roulis ϕd, tangage θ d et lacet Ψd. Le premier régulateur d'attitude (154) comporte un premier dispositif MFC SISO (162) de commande sans modèle à une entrée-une sortie pour réguler et asservir l'angle de tangage θ m mesuré sur l'angle de consigne de tangage θ d en déterminant une première commande δn de déflection symétrique des volets gauche et droit, appliquée avec le même signe sur lesdits volets gauche et droit.

Published
2019

9. Meilleure élasticité << nuagique >> par commande sans modèle

Author

Bekcheva, Maria, Fliess, Michel, Join, C��dric, Moradi, Alireza, Mounier, Hugues, Laboratoire des signaux et systèmes (L2S), Université Paris-Sud - Paris 11 (UP11)-CentraleSupélec-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), and Inagral

Subjects
FOS: Computer and information sciences, computing resources allocation, scaling, cloud computing, [INFO.INFO-OH]Computer Science [cs]/Other [cs.OH], Systems and Control (eess.SY), model-free control, AWS, Computer Science - Distributed, Parallel, and Cluster Computing, Optimization and Control (math.OC), [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], Computer Science - Systems and Control, elasticity, [INFO.INFO-ET]Computer Science [cs]/Emerging Technologies [cs.ET], Distributed, Parallel, and Cluster Computing (cs.DC), [INFO.INFO-OS]Computer Science [cs]/Operating Systems [cs.OS], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [INFO.INFO-DC]Computer Science [cs]/Distributed, Parallel, and Cluster Computing [cs.DC], Mathematics - Optimization and Control
Abstract

In cloud computing management, the dynamic adaptation of computing resource allocations under time-varying workload is an active domain of investigation. Several control strategies were already proposed. Here the model-free control setting and the corresponding "intelligent" controllers, which are most successful in many concrete engineering situations, are employed for the "horizontal elasticity." When compared to the commercial "Auto-Scaling" algorithms, our easily implementable approach, behaves better even with sharp workload fluctuations. This is confirmed by experiments on Amazon Web Services (AWS)., in French

Published
2018

10. Improving resource elasticity in cloud computing thanks to model-free control

Author

Bekcheva, Maria, Fliess, Michel, Join, Cédric, Moradi, Alireza, Mounier, Hugues, Laboratoire des signaux et systèmes (L2S), Université Paris-Sud - Paris 11 (UP11)-CentraleSupélec-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Automatique de Nancy (CRAN), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), and Inagral

Subjects
AWS, computing resources allocation, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, scaling, cloud computing, [INFO.INFO-OH]Computer Science [cs]/Other [cs.OH], [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], elasticity, [INFO.INFO-ET]Computer Science [cs]/Emerging Technologies [cs.ET], [INFO.INFO-OS]Computer Science [cs]/Operating Systems [cs.OS], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [INFO.INFO-DC]Computer Science [cs]/Distributed, Parallel, and Cluster Computing [cs.DC], model-free control
Abstract

National audience; In cloud computing management, the dynamic adaptation of computing resource allocations under time-varying workload is an active domain of investigation. Several control strategies were already proposed. Here the model-free control setting and the corresponding "intelligent" controllers, which are most successful in many concrete engineering situations, are employed for the "horizontal elasticity." When compared to the commercial "Auto-Scaling" algorithms, our easily implementable approach, behaves better even with sharp workload fluctuations. This is confirmed by experiments on Amazon Web Services (AWS).; L'adaptation dynamique des ressources de calcul à des variations de trafic, dans la gestion "nuagique", est un domaine actif d'investigation. Les automaticiens ont déjà proposé maints remèdes. On emploie, ici, la commande sans modèle et les correcteurs "intelligents" associés, faciles à implanter et aux nombreux succès industriels, pour traiter l'"élasticité horizontale". Le comportement, comparé aux algorithmes commerciaux d'auto-ajustement, est meilleur, même avec des fluctuations aigües de charge. Des expériences sur le service Web d'Amazon (AWS) le confirment.

Published
2018

11. La production de nitrites lors de la dénitrification des eaux usées par biofiltration - Stratégie de contrôle et de réduction des concentrations résiduelles

Author

Rocher, Vincent, Join, Cédric, Mottelet, Stéphane, Bernier, Jean, Rechdaoui-Guérin, Sabrina, Azimi, Sam, Lessard, Paul, Pauss, André, Fliess, Michel, SIAAP - Direction du Développement et de la Prospective, SIAAP, ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Université de Technologie de Compiègne (UTC), Université Laval [Québec] (ULaval), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
[SDV.EE]Life Sciences [q-bio]/Ecology, environment, nitrites, denitrification, biofiltration, [SDE.IE]Environmental Sciences/Environmental Engineering, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], plant operation, wastewater, wastewater treatment plant, [INFO.INFO-AI]Computer Science [cs]/Artificial Intelligence [cs.AI], [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

International audience; The recent popularity of post-denitrification processes in the greater Paris area wastewater treatmentplants has caused a resurgence of the presence of nitrite in the Seine River. Controlling the productionof nitrite during the post-denitrification process has thus become a major technical issue. Researchstudies have been led in the MOCOPEE program (www.mocopee.com) to better understand theunderlying mechanisms behind the production of nitrite during wastewater denitrification and todevelop technical tools (measurement and control solutions) to assist on-site reductions of nitriteproduction. Prior studies have shown that typical methanol dosage strategies produce a varyingcarbon-to-nitrogen ratio in the reactor, which in turn leads to unstable nitrite concentrations in theeffluent. The possibility of adding a model-free control to the actual classical dosage strategy has thusbeen tested on the SimBio model, which simulates the behavior of wastewater biofilters. Thecorresponding “intelligent” feedback loop, which is using effluent nitrite concentrations, compensatesthe classical strategy only when needed. Simulation results show a clear improvement in averagenitrite concentration level and level stability in the effluent, without a notable overcost in methanol.; Le développement des unités de post-dénitrification dans les stations d'épuration de l'agglomération parisienne a fait ré-émerger la problématique du nitrite dans les eaux de Seine en aval de Paris. Le contrôle de l'apparition des nitrites au cours de l'étape de post-dénitrification est donc devenu un enjeu technique majeur. Des études visant à mieux appréhender les mécanismes d'apparition du nitrite lors de la dénitrification des eaux usées et à étudier des évolutions techniques (métrologie et boucles de contrôle-commande des procédés) à mettre en oeuvre sur les usines pour contrôler et limiter sa production ont été engagées dans le cadre du programme MOCOPEE (www.mocopee.com). De précédents travaux ont montré que les modes usuels d'injection du méthanol ne permettent pas de s'assurer de la stabilité du rapport C/N dans le réacteur biologique et conduisent à une production erratique et incontrôlée de nitrites. La possibilité d'ajouter une « commande sans modèle » à la commande classique a donc été testée à l'aide du modèle mathématique SimBio, modèle permettant de simuler le fonctionnement des unités de biofiltration. La commande sans modèle placée « en fin de traitement » et basée sur la concentration en nitrites mesurée en sortie de procédé, se greffe à la méthode de contrôle classique en y apportant des corrections seulement au besoin. Les résultats des simulations montrent qu'une régulation des injections de méthanol basée sur la « commande sans modèle » permet de stabiliser et maitriser le nitrite dans le rejet, sans induire d'augmentation des 1 quantités de méthanol injectées.

Published
2018

12. Deux am��liorations concurrentes des PID

Author

Fliess, Michel and Join, C��dric

Subjects
Optimization and Control (math.OC), FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, Systems and Control (eess.SY), 93B51, 93B52
Abstract

In today's literature "Model-Free Control," or MFC, and "Active Disturbance Rejection Control," or ADRC, are the most prominent approaches in order to keep the benefits of PID controllers, that are so popular in the industrial world, and in the same time for attenuating their severe shortcomings. After a brief review of MFC and ADRC, several examples show the superiority of MFC, which permits to tackle most easily a much wider class of systems., in French

Published
2018
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13. Two competing improvements of PID controllers: A comparison

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Non-Asymptotic estimation for online systems (NON-A-POST), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), and Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL)

Subjects
active disturbance rejection control, 93B52, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, flatness-based control, PID, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], model-free control, [SPI.AUTO]Engineering Sciences [physics]/Automatic, [INFO.INFO-AI]Computer Science [cs]/Artificial Intelligence [cs.AI]
Abstract

23 pages; National audience; In today's literature "Model-Free Control", or "MFC", and "Active Disturbance Rejection Control", or "ADRC", are the most prominent approaches in order to keep the benefits of PID controllers, that are so popular in the industrial world, and in the same time for attenuating their severe shortcomings. After a brief review of MFC and ADRC, several examples show the superiority of MFC, which permits to tackle most easily a much wider class of systems.; Aujourd'hui, « commande sans modèle », ou « MFC », et « commande par rejet actif de perturbations », ou « ADRC », sont les approches les plus en vue pour préserver les avantages des PID, si populaires dans l'industrie, tout en atténuant leurs carences. Après un bref rappel sur MFC et ADRC, plusieurs exemples démontrent la supériorité du sans-modèle car permettant d'embrasser une classe beaucoup plus vaste de systèmes.

Published
2018

14. Dynamic compensation and homeostasis: a feedback control perspective

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Non-Asymptotic estimation for online systems (NON-A-POST), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Ecole polytechnique X, Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), and École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)

Subjects
PID, intelligent proportional controller, systems biology, integral controller, model-free control, dynamic compensation, [SDV.BIBS]Life Sciences [q-bio]/Quantitative Methods [q-bio.QM], [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, homeostasis, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], exact adaptation, integral feedback control, integral feedback
Abstract

"Dynamic compensation" is a robustness property where a perturbed biological circuit maintains a suitable output [Karin O., Swisa A., Glaser B., Dor Y., Alon U. (2016). Mol. Syst. Biol., 12: 886]. In spite of several attempts, no fully convincing analysis seems now to be on hand. This communication suggests an explanation via "model-free control" and the corresponding "intelligent" controllers [Fliess M., Join C. (2013). Int. J. Contr., 86, 2228-2252], which are already successfully applied in many concrete situations. As a byproduct this setting provides also a slightly different presentation of homeostasis, or "exact adaptation," where the working conditions are assumed to be "mild." Several convincing, but academic, computer simulations are provided and discussed.

Published
2018

15. Un résultat intrigant en commande sans modèle

Author

Join, Cédric, Delaleau, Emmanuel, Fliess, Michel, Moog, Claude, Centre de Recherche en Automatique de Nancy (CRAN), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Non-Asymptotic estimation for online systems (NON-A), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), École Nationale d'Ingénieurs de Brest (ENIB), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Laboratoire des Sciences du Numérique de Nantes (LS2N), IMT Atlantique Bretagne-Pays de la Loire (IMT Atlantique), Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT)-Université de Nantes - UFR des Sciences et des Techniques (UN UFR ST), Université de Nantes (UN)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Centre National de la Recherche Scientifique (CNRS), Commande (Commande), Université de Nantes (UN)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Centre National de la Recherche Scientifique (CNRS)-IMT Atlantique Bretagne-Pays de la Loire (IMT Atlantique), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Université de Nantes - UFR des Sciences et des Techniques (UN UFR ST), Université de Nantes (UN)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Centre National de la Recherche Scientifique (CNRS)-IMT Atlantique (IMT Atlantique), Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT), and Commande (LS2N - équipe Commande)

Subjects
iPD controllers, PID, correcteurs iPD, artificial intelligence, model-free control, critère de Routh-Hurwitz, fault accommodation, apprentissage, [SPI.AUTO]Engineering Sciences [physics]/Automatic, [INFO.INFO-AI]Computer Science [cs]/Artificial Intelligence [cs.AI], Routh-Hurwitz criterion, machine learning, intelligence artificielle, [INFO.INFO-LG]Computer Science [cs]/Machine Learning [cs.LG], [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], iP controllers, réparation, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Commande sans modèle, correcteurs iP
Abstract

International audience; An elementary mathematical example proves, thanks to the Routh-Hurwitz criterion, a result that is intriguing with respect to today's practical understanding of model-free control, i.e., an " intelligent " proportional controller (iP) may turn to be more difficult to tune than an intelligent proportional-derivative one (iPD). The vast superiority of iPDs when compared to classic PIDs is shown via computer simulations. The introduction as well as the conclusion analyse model-free control in the light of recent advances.; Un exemple mathématique élémentaire prouve, grâce au critère de Routh-Hurwitz, un résultat à l'encontre de la pratique actuelle en commande sans modèle : il peut y avoir plus de difficultés à régler un correcteur proportionnel « intelligent » (iP) qu'un proportionnel-dérivé intelligent (iPD). Les simulations numériques de l'iPD et d'un PID classique tournent largement en faveur du premier. Introduction et conclusion analysent la commande sans modèle à la lumière des avancées actuelles.

Published
2017

16. Finite-Time Stabilization of Longitudinal Control for Autonomous Vehicles via a Model-Free Approach

Author

Polack, Philip, D'Andréa-Novel, Brigitte, Fliess, Michel, De La Fortelle, Arnaud, Menhour, Lghani, Centre de Robotique (CAOR), MINES ParisTech - École nationale supérieure des mines de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Centre de Recherche en Sciences et Technologies de l'Information et de la Communication - EA 3804 (CRESTIC), Université de Reims Champagne-Ardenne (URCA), and ANR-15-CE23-0007,Finite4SoS,Commande et estimation en temps fini pour les Systèmes de Systèmes(2015)

Subjects
FOS: Computer and information sciences, intelligent controllers, Computer Science - Artificial Intelligence, Systems and Control (eess.SY), low-level longitudinal controller, model-free control, [SPI.AUTO]Engineering Sciences [physics]/Automatic, [INFO.INFO-AI]Computer Science [cs]/Artificial Intelligence [cs.AI], Artificial Intelligence (cs.AI), Optimization and Control (math.OC), [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, finite-time stability, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], Computer Science - Systems and Control, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], autonomous vehicles, Mathematics - Optimization and Control
Abstract

This communication presents a longitudinal model-free control approach for computing the wheel torque command to be applied on a vehicle. This setting enables us to overcome the problem of unknown vehicle parameters for generating a suitable control law. An important parameter in this control setting is made time-varying for ensuring finite-time stability. Several convincing computer simulations are displayed and discussed. Overshoots become therefore smaller. The driving comfort is increased and the robustness to time-delays is improved., IFAC 2017 World Congress, Toulouse

Published
2017

17. Un r��sultat intrigant en commande sans mod��le

Author

Join, C��dric, Delaleau, Emmanuel, Fliess, Michel, and Moog, Claude H.

Subjects
FOS: Computer and information sciences, Artificial Intelligence (cs.AI), Optimization and Control (math.OC), FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, Systems and Control (eess.SY), Machine Learning (cs.LG)
Abstract

An elementary mathematical example proves, thanks to the Routh-Hurwitz criterion, a result that is intriguing with respect to today's practical understanding of model-free control, i.e., an "intelligent" proportional controller (iP) may turn to be more difficult to tune than an intelligent proportional-derivative one (iPD). The vast superiority of iPDs when compared to classic PIDs is shown via computer simulations. The introduction as well as the conclusion analyse model-free control in the light of recent advances., in French, https://www.openscience.fr/Un-resultat-intrigant-en-commande-sans-modele

Published
2017
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18. La production de nitrites lors de la d��nitrification des eaux us��es par biofiltration - Strat��gie de contr��le et de r��duction des concentrations r��siduelles

Author

Rocher, Vincent, Join, C��dric, Mottelet, St��phane, Bernier, Jean, Rechdaoui-Gu��rin, Sabrina, Azimi, Sam, Lessard, Paul, Pauss, Andr��, and Fliess, Michel

Subjects
FOS: Computer and information sciences, Artificial Intelligence (cs.AI), Optimization and Control (math.OC), FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, Systems and Control (eess.SY)
Abstract

The recent popularity of post-denitrification processes in the greater Paris area wastewater treatment plants has caused a resurgence of the presence of nitrite in the Seine river. Controlling the production of nitrite during the post-denitrification has thus become a major technical issue. Research studies have been led in the MOCOPEE program (www.mocopee.com) to better understand the underlying mechanisms behind the production of nitrite during wastewater denitrification and to develop technical tools (measurement and control solutions) to assist on-site reductions of nitrite productions. Prior studies have shown that typical methanol dosage strategies produce a varying carbon-to-nitrogen ratio in the reactor, which in turn leads to unstable nitrite concentrations in the effluent. The possibility of adding a model-free control to the actual classical dosage strategy has thus been tested on the SimBio model, which simulates the behavior of wastewater biofilters. The corresponding "intelligent" feedback loop, which is using effluent nitrite concentrations, compensates the classical strategy only when needed. Simulation results show a clear improvement in average nitrite concentration level and level stability in the effluent, without a notable overcost in methanol., in french, Journal of Water Science, to appear

Published
2017
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19. Model-free control and fault accommodation for an experimental greenhouse

Author

Lafont, Frédéric, Balmat, Jean-François, Pessel, Nathalie, Fliess, Michel, Laboratoire des Sciences de l'Information et des Systèmes (LSIS), Aix Marseille Université (AMU)-Université de Toulon (UTLN)-Arts et Métiers Paristech ENSAM Aix-en-Provence-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Fliess, Michel, Centre National de la Recherche Scientifique (CNRS)-Arts et Métiers Paristech ENSAM Aix-en-Provence-Université de Toulon (UTLN)-Aix Marseille Université (AMU), and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
[INFO.INFO-SY] Computer Science [cs]/Systems and Control [cs.SY], [SDV.SA]Life Sciences [q-bio]/Agricultural sciences, [SDV.SA] Life Sciences [q-bio]/Agricultural sciences, model-free fault-tolerant control, [MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC], Agriculture, model-free control, [SPI.AUTO]Engineering Sciences [physics]/Automatic, [SPI.AUTO] Engineering Sciences [physics]/Automatic, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [INFO.INFO-AU] Computer Science [cs]/Automatic Control Engineering, greenhouse control, intelligent PID controllers
Abstract

International audience; The greenhouse climate control is important in modern agriculture. It is also rather difficult to design: as a matter of fact writing down a "good" mathematical model, which takes into account strong meteorological disturbances, might be an impossible task. The control is here synthesized via a new "model-free" setting, which yields an "intelligent" proportional feedback controller, the tuning of which is straightforward, and even simpler than the intelligent proportional-integral controller, which was already utilized in a previous publication. Our control strategy is successfully tested via an experimental greenhouse. The comparison with the classic Boolean approach, which is popular among manufacturers, demonstrates the superiority of our viewpoint, which permits moreover an efficient actuator fault accommodation. It might be the first model-free fault-tolerant control, which works satisfactorily in practice.

Published
2014

20. Some remarks on wheeled autonomous vehicles and the evolution of their control design

Author

d'Andr��a-Novel, Brigitte, Menhour, Lghani, Fliess, Michel, Mounier, Hugues, Centre de Robotique (CAOR), MINES ParisTech - École nationale supérieure des mines de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Laboratoire des signaux et systèmes (L2S), and Université Paris-Sud - Paris 11 (UP11)-CentraleSupélec-Centre National de la Recherche Scientifique (CNRS)

Subjects
intelligent controllers, wheeled vehicles, flatness-based control, Systems and Control (eess.SY), longitudinal control, algebraic estimation, model-free control, lateral control, [SPI.AUTO]Engineering Sciences [physics]/Automatic, [INFO.INFO-AI]Computer Science [cs]/Artificial Intelligence [cs.AI], Computer Science::Robotics, ACM: I.: Computing Methodologies/I.2: ARTIFICIAL INTELLIGENCE, ACM: I.: Computing Methodologies/I.6: SIMULATION AND MODELING, Optimization and Control (math.OC), [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, [INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY], Computer Science - Systems and Control, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], autonomous vehicles, Mathematics - Optimization and Control, ACM: I.: Computing Methodologies/I.1: SYMBOLIC AND ALGEBRAIC MANIPULATION
Abstract

Recent investigations on the longitudinal and lateral control of wheeled autonomous vehicles are reported. Flatness-based techniques are first introduced via a simplified model. It depends on some physical parameters, like cornering stiffness coefficients of the tires, friction coefficient of the road, ..., which are notoriously difficult to identify. Then a model-free control strategy, which exploits the flat outputs, is proposed. Those outputs also depend on physical parameters which are poorly known, i.e., the vehicle mass and inertia and the position of the center of gravity. A totally model-free control law is therefore adopted. It employs natural output variables, namely the longitudinal velocity and the lateral deviation of the vehicle. This last method, which is easily understandable and implementable, ensures a robust trajectory tracking problem in both longitudinal and lateral dynamics. Several convincing computer simulations are displayed., 9th IFAC Symposium on Intelligent Autonomous Vehicles (Leipzig, Germany, 29.06.2016 - 01.07.2016)

Published
2016

21. On the model-free control of an experimental greenhouse

Author

Lafont, Frédéric, Pessel, Nathalie, Balmat, Jean-François, Fliess, Michel, Laboratoire des Sciences de l'Information et des Systèmes (LSIS), Centre National de la Recherche Scientifique (CNRS)-Arts et Métiers Paristech ENSAM Aix-en-Provence-Université de Toulon (UTLN)-Aix Marseille Université (AMU), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Aix Marseille Université (AMU)-Université de Toulon (UTLN)-Arts et Métiers Paristech ENSAM Aix-en-Provence-Centre National de la Recherche Scientifique (CNRS), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), and Fliess, Michel

Subjects
intelligent PI controller, [SDV.SA]Life Sciences [q-bio]/Agricultural sciences, [SDV.SA] Life Sciences [q-bio]/Agricultural sciences, climate control, [SPI.AUTO] Engineering Sciences [physics]/Automatic, Greenhouse, [SDE.IE]Environmental Sciences/Environmental Engineering, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [SDE.IE] Environmental Sciences/Environmental Engineering, model-free control, [INFO.INFO-AU] Computer Science [cs]/Automatic Control Engineering, [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

International audience; In spite of a large technical literature, an efficient climate control of a greenhouse remains a very difficult task. Indeed, this process is a complex nonlinear system with strong meteorological disturbances. The newly introduced ''model-free control'' setting is employed here. It is easy to implement, and has already shown excellent performances in many other concrete domains. Successful experimental tests are presented and discussed. They are compared to a Boolean approach, which is often utilized in practice.

Published
2013

22. A Variable Reference Trajectory for Model-Free Glycemia Regulation

Author

Mohammad Ridha, Taghreed, Moog, Claude, Delaleau, Emmanuel, Fliess, Michel, Join, Cédric, Institut de Recherche en Communications et en Cybernétique de Nantes (IRCCyN), Mines Nantes (Mines Nantes)-École Centrale de Nantes (ECN)-Ecole Polytechnique de l'Université de Nantes (EPUN), Université de Nantes (UN)-Université de Nantes (UN)-PRES Université Nantes Angers Le Mans (UNAM)-Centre National de la Recherche Scientifique (CNRS), Laboratoire ISEN (L@BISEN), Institut supérieur de l'électronique et du numérique (ISEN)-YNCREA OUEST (YO), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Non-Asymptotic estimation for online systems (NON-A), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), and Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL)

Subjects
0209 industrial biotechnology, type 1 diabetes, artificial pancreas, 05 social sciences, variable reference trajectory, intelligent proportional controller, 02 engineering and technology, model-free control, [SPI.AUTO]Engineering Sciences [physics]/Automatic, 3. Good health, algebraic estimation techniques, 020901 industrial engineering & automation, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, 0502 economics and business, control algorithms, [SDV.IB]Life Sciences [q-bio]/Bioengineering, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], 050203 business & management
Abstract

International audience; The control design of an artificial pancreas, a hot research topic in diabetology, is tackled via the newly introduced model-free control and its corresponding "intelligent" proportional controller, which were already quite successful in many concrete and diverse situations. It results in an insulin injection for type 1 diabetes which displays via constant references a good nocturnal/fasting response, but unfortunately a poor postprandial behavior due to long hyperglycemia. When a variable reference is introduced, that switches between a constant one, when glycemia is more or less normal or moderate, and an exponential decay reference path, when a high glycemia rate indicates a meal intake, the results in silico, which employ real clinical data, become excellent. We obtain a bolus-shaped insulin injection rate during postprandial phases. The hyperglycemic peaks are therefore lowered a lot.

Published
2015

23. A fresh look at ramp metering control: ALINEA without any tedious calibration

Author

Join, Cédric, Abouaïssa, Hassane, Fliess, Michel, Non-Asymptotic estimation for online systems (NON-A), Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Centre de Recherche en Automatique de Nancy (CRAN), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), ALIEN, Laboratoire de Génie Informatique et d'Automatique de l'Artois (LGI2A), Université d'Artois (UA), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Ecole polytechnique, Palaiseau, France, Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), and École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)

Subjects
closed-loop control, [INFO.INFO-IU]Computer Science [cs]/Ubiquitous Computing, [SPI.GCIV.IT]Engineering Sciences [physics]/Civil Engineering/Infrastructures de transport, estimation, free-flow speed, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, ALINEA, highway, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], ramp metering, calibration, critical density, [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

ALINEA is a well known ramp metering closed-loop control the aim of which is to improve highway traffic.This report shows that ALINEA may be slightly modified in order to be efficiently implemented without any need of crucial time-varying quantities, like the critical density and the free-flow speed, which are most difficult to estimate correctly online. Some convincing computer experiments, which employ real data, are displayed and discussed.

Published
2015

24. Seasonalities and cycles in time series: A fresh look with computer experiments

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALIEN, Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), and École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)

Subjects
decomposition, Statistical Finance (q-fin.ST), Kondriatev waves, time scales, deseasonalization, [INFO.INFO-CE]Computer Science [cs]/Computational Engineering, Finance, and Science [cs.CE], [INFO.INFO-DS]Computer Science [cs]/Data Structures and Algorithms [cs.DS], detection, Quantitative Finance - Statistical Finance, cycles, nonstandard analysis, [STAT.OT]Statistics [stat]/Other Statistics [stat.ML], [QFIN.ST]Quantitative Finance [q-fin]/Statistical Finance [q-fin.ST], [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP], trend,extraction,detection,decomposition,cycles,seasonalities,time series,time scales,nonstandard analysis,deseasonalization,Kondriatev waves, FOS: Economics and business, [MATH.MATH-LO]Mathematics [math]/Logic [math.LO], trend, extraction, JEL: C - Mathematical and Quantitative Methods/C.C4 - Econometric and Statistical Methods: Special Topics, time series, seasonalities
Abstract

Recent advances in the understanding of time series permit to clarify seasonalities and cycles, which might be rather obscure in today's literature. A theorem due to P. Cartier and Y. Perrin, which was published only recently, in 1995, and several time scales yield, perhaps for the first time, a clear-cut definition of seasonalities and cycles. Their detection and their extraction, moreover, become easy to implement. Several computer experiments with concrete data from various fields are presented and discussed. The conclusion suggests the application of this approach to the debatable Kondriatev waves., Comment: in 2015 Paris Financial Management Conference (14-15 December 2015)

Published
2015
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25. La commande << sans modèle >> du trafic autoroutier

Author

Fliess, Michel, Abouaïssa, Hassane, Iordanova, Violina, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Laboratoire de Génie Informatique et d'Automatique de l'Artois (LGI2A), Université d'Artois (UA), Direction des Routes d'Ile-de-France (DiRIF), DRIEA, Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), Fliess, Michel, École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), and Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)

Subjects
[SDE] Environmental Sciences, [SPI.AUTO] Engineering Sciences [physics]/Automatic, commande sans modèle, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [SDE]Environmental Sciences, Trafic autoroutier, [INFO.INFO-AU] Computer Science [cs]/Automatic Control Engineering, [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

Le texte en anglais, présenté en conférence plénière (librement accessible sur http://hal-polytechnique.archives-ouvertes.fr/hal-00711847/en/) fournit des explications plus complètes et une bibliographie indispensable.; On propose pour la régulation d'accès autoroutier, système non linéaire complexe, la nouvelle commande << sans modèle >>. Plusieurs simulations numériques valident notre approche, simple à mettre en oeuvre et robuste par rapport aux perturbations.

Published
2012

26. Systematic and multifactor risk models revisited

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Non-Asymptotic estimation for online systems (NON-A), Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Centre de Recherche en Automatique de Nancy (CRAN), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), and Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)

Subjects
FOS: Computer and information sciences, alpha, volatility, Computational Finance (q-fin.CP), Machine Learning (stat.ML), market risk, [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM], [STAT.OT]Statistics [stat]/Other Statistics [stat.ML], [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP], Computational Engineering, Finance, and Science (cs.CE), FOS: Economics and business, nonstandard analysis,market risk,multifactor risk,beta,alpha,trend,volatility,Systematic risk, Quantitative Finance - Computational Finance, Statistics - Machine Learning, FOS: Mathematics, Computer Science - Computational Engineering, Finance, and Science, JEL: C - Mathematical and Quantitative Methods, Systematic risk, [INFO.INFO-CE]Computer Science [cs]/Computational Engineering, Finance, and Science [cs.CE], Mathematics - Logic, nonstandard analysis, [MATH.MATH-LO]Mathematics [math]/Logic [math.LO], trend, Risk Management (q-fin.RM), beta, Logic (math.LO), multifactor risk, Quantitative Finance - Risk Management
Abstract

Systematic and multifactor risk models are revisited via methods which were already successfully developed in signal processing and in automatic control. The results, which bypass the usual criticisms on those risk modeling, are illustrated by several successful computer experiments., Comment: First Paris Financial Management Conference, Paris : France (2013)

Published
2013

27. Une 'commande sans modèle' pour aménagements hydroélectriques en cascade

Author

Join, Cédric, Robert, Gérard, Fliess, Michel, Non-Asymptotic estimation for online systems (NON-A), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Centre d'Ingénierie Hydraulique [Savoie Technolac] (CIH-EDF), EDF (EDF), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
barrages, PID intelligent, commande sans modèle, [SDE.IE]Environmental Sciences/Environmental Engineering, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], aménagements hydroélectriques, [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

International audience; On aborde, par la "commande sans modèle", la régulation du niveau d'eau dans un aménagement hydraulique, soumis à de fortes contraintes, pour produire de l'électricité. Les nombreuses simulations numériques fournissent d'excellents résultats, obtenus grâce à des algorithmes robustes et simples.

Published
2013

28. 'Intelligent' controllers on cheap and small programmable devices

Author

Join, Cédric, Chaxel, Frédéric, Fliess, Michel, Non-Asymptotic estimation for online systems (NON-A), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), ALgèbre pour Identification & Estimation Numériques (AL.I.E.N.), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
noise attenuation, estimation, Model-free control, small programmable devices, [SPI.AUTO]Engineering Sciences [physics]/Automatic, [INFO.INFO-MC]Computer Science [cs]/Mobile Computing, Optimization and Control (math.OC), fault tolerant control, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, FOS: Mathematics, identification, [INFO.INFO-ES]Computer Science [cs]/Embedded Systems, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [SPI.NANO]Engineering Sciences [physics]/Micro and nanotechnologies/Microelectronics, Mathematics - Optimization and Control, intelligent PID controllers
Abstract

International audience; It is shown that the "intelligent" controllers which are associated to the recently introduced model-free control synthesis may be easily implemented on cheap and small programmable devices. Several successful numerical experiments are presented with a special emphasis on fault tolerant control.

Published
2013
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29. Freeway ramp metering control made easy and efficient

Author

Abouaissa, Hassane, Fliess, Michel, Iordanova, Violina, Join, C��dric, Laboratoire de Génie Informatique et d'Automatique de l'Artois (LGI2A), Université d'Artois (UA), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), CETE Nord-Picardie, Direction des Routes d'Ile-de-France (DiRIF), DRIEA-DRIEA, Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), and Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)

Subjects
estimation, Traffic control, [SDE.IE]Environmental Sciences/Environmental Engineering, congestion, Systems and Control (eess.SY), intelligent PI controllers, model-free control, free flow speed, critical density, numerical differentiation, [SPI.AUTO]Engineering Sciences [physics]/Automatic, fundamental diagram, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, Optimization and Control (math.OC), [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, Computer Science - Systems and Control, identification, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], ramp metering, Mathematics - Optimization and Control, [SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing
Abstract

"Model-free" control and the related "intelligent" proportional-integral (PI) controllers are successfully applied to freeway ramp metering control. Implementing moreover the corresponding control strategy is straightforward. Numerical simulations on the other hand need the identification of quite complex quantities like the free flow sp\^eed and the critical density. This is achieved thanks to new estimation techniques where the differentiation of noisy signals plays a key r\^ole. Several excellent computer simulations are provided and analyzed., Comment: 13th IFAC Symposium on Control in Transportation Systems (CTS 2012), Sofia : Bulgaria (2012)

Published
2012

30. First steps towards a model-free control of a magnetic bearing

Author

de Miras, Jérôme, Riachy, Samer, Fliess, Michel, Join, Cédric, Bonnet, Stéphane, Heuristique et Diagnostic des Systèmes Complexes [Compiègne] (Heudiasyc), Université de Technologie de Compiègne (UTC)-Centre National de la Recherche Scientifique (CNRS), Électronique et Commande des Systèmes Laboratoire (ECS-Lab), Ecole Nationale Supérieure de l'Electronique et de ses Applications, Non-Asymptotic estimation for online systems (NON-A), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Algebra for Digital Identification and Estimation (ALIEN), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Commissariat à l'énergie atomique et aux énergies alternatives - Laboratoire d'Electronique et de Technologie de l'Information (CEA-LETI), Direction de Recherche Technologique (CEA) (DRT (CEA)), Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), and Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL)

Subjects
Magnetic bearings, algebraic estimation techniques, [SPI.ELEC]Engineering Sciences [physics]/Electromagnetism, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], model-free control, intelligent PID controllers, [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

International audience; Model-free control is applied to a magnetic bearing, which is a quite important industrial device. The experimental results are compared to those obtained via other control techniques.

Published
2012

31. Commande couplée longitudinale/latérale de véhicules par platitude et estimation algébrique

Author

Menhour, Lghani, D'Andréa-Novel, Brigitte, Fliess, Michel, Mounier, Hugues, Centre de Robotique (CAOR), MINES ParisTech - École nationale supérieure des mines de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Centre de Recherche en Sciences et Technologies de l'Information et de la Communication - EA 3804 (CRESTIC), Université de Reims Champagne-Ardenne (URCA), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Laboratoire des signaux et systèmes (L2S), and Université Paris-Sud - Paris 11 (UP11)-CentraleSupélec-Centre National de la Recherche Scientifique (CNRS)

Subjects
Computer Science::Robotics, experimental validation, [SDE.IE]Environmental Sciences/Environmental Engineering, algebraic nonlinear estimation, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, automotive coupled control, Flatness-based nonlinear control, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

International audience; This paper deals with a coupled longitudinal/lateral vehicle nonlinear control and road bank angle estimation. The control law is designed using the differential flatness property of nonlinear longitudinal and lateral vehicle model. An algebraic estimation approach is employed to estimate simultaneously the vehicle dynamic parameters (like lateral forces and roll angle) and unknown inputs (like road bank angle and corrective yaw moment). The control and estimation approaches use also the algebraic estimators to perform the filtering and the numerical derivatives of noisy measurements. To perform some coupled vehicle tasks like an automatic line keeping of straight or curved lines, a line change maneuver, obstacle avoidance, a combined control of longitudinal and lateral vehicle motions is required. Note that this controller is designed via steering angle and traction/braking torque of vehicle. Furthermore, some other parameters like road bank angle has an important influence on vehicle lateral dynamics behavior and control vehicle systems. For this, the algebraic based unknown input estimator is considered here to estimate road bank angle and consider a more realistic trajectories. Interesting results are obtained using real data which are acquired under high lateral accelerations.

Published
2012

32. Estimation algébrique des paramètres intrinsèques d'un signal sinusoïdal biaisé en environnement bruité

Author

Ushirobira , Rosane, Perruquetti , Wilfrid, Mboup , Mamadou, Fliess , Michel, Institut de Mathématiques de Bourgogne [Dijon] ( IMB ), Université de Bourgogne ( UB ) -Centre National de la Recherche Scientifique ( CNRS ), Ecole Centrale de Lille, Non-Asymptotic estimation for online systems ( NON-A ), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189 ( CRIStAL ), Ecole Centrale de Lille-Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut Mines-Télécom [Paris]-Université de Lille-Centre National de la Recherche Scientifique ( CNRS ) -Ecole Centrale de Lille-Institut Mines-Télécom [Paris]-Université de Lille-Centre National de la Recherche Scientifique ( CNRS ), Systèmes Non Linéaires et à Retards ( SyNeR ), Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189 ( CRIStAL ), Ecole Centrale de Lille-Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut Mines-Télécom [Paris]-Université de Lille-Centre National de la Recherche Scientifique ( CNRS ) -Ecole Centrale de Lille-Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut Mines-Télécom [Paris]-Université de Lille-Centre National de la Recherche Scientifique ( CNRS ), Algebra for Digital Identification and Estimation ( ALIEN ), Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique ( Inria ) -Ecole Centrale de Lille-École polytechnique ( X ) -Centre National de la Recherche Scientifique ( CNRS ), Centre de Recherche en Sciences et Technologies de l'Information et de la Communication - EA 3804 ( CRESTIC ), Université de Reims Champagne-Ardenne ( URCA ), Laboratoire d'informatique de l'École polytechnique [Palaiseau] ( LIX ), Centre National de la Recherche Scientifique ( CNRS ) -École polytechnique ( X ), Institut de Mathématiques de Bourgogne [Dijon] (IMB), Université de Bourgogne (UB)-Centre National de la Recherche Scientifique (CNRS), Centrale Lille, Non-Asymptotic estimation for online systems (NON-A), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), Systèmes Non Linéaires et à Retards (SyNeR), Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Algebra for Digital Identification and Estimation (ALIEN), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Sciences et Technologies de l'Information et de la Communication - EA 3804 (CRESTIC), Université de Reims Champagne-Ardenne (URCA), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Perruquetti, Wilfrid, Centre National de la Recherche Scientifique (CNRS)-Université de Franche-Comté (UFC), Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université de Bourgogne (UB), and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
[INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [ INFO.INFO-AU ] Computer Science [cs]/Automatic Control Engineering, [INFO.INFO-AU] Computer Science [cs]/Automatic Control Engineering
Abstract

The amplitude, frequency and phase of a biased and noisy sinusoidal signal are estimated via algebraic techniques. The methods which are popular today seem unable to obtain a robust estimation of those parameters within a fraction of the signal's period. The e ciency of our approach is illustrated by several computer simulations., L'amplitude, la fréquence et la phase d'un signal sinusoïdal, biaisé et bruité, sont estimées par des techniques algébriques. Les méthodes d'aujourd'hui ne semblent pas capables de fournir ces paramètres de façon robuste en une fraction de période du signal. Plusieurs simulations numériques confirment l'intérêt de notre approche.

Published
2011

33. Rien de plus utile qu'une bonne théorie : la commande sans modèle

Author

Fliess, Michel, Join, Cédric, Riachy, Samer, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), Non-Asymptotic estimation for online systems (NON-A), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), Électronique et Commande des Systèmes Laboratoire (ECS-Lab), Ecole Nationale Supérieure de l'Electronique et de ses Applications, and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
intelligent controllers, delays, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, PID, partial differential equations, identification, sliding modes, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], model-free control, heat exchanger, inverted pendulum, [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

International audience; The experience gained with numerous successful applications permits to revisit some points of model-free control. The numerical differentiation of noisy signals may be replaced by a real time parameter identification which is much simpler. The strange ubiquity of classic PIDs is explained as well as the almost universal utilization of ultra-local models of order 1. We show that even with a partially known model the utilization of an intelligent PI controller remains profitable. Two examples, an inverted pendulum and a heat exchanger, seem to confirm the superiority of model-free control with respect to sliding modes control and techniques stemming from infinite-dimensional systems, such as delays or partial differential equations. Our paper is illustrated by several computer simulations.

Published
2011

34. Prolégomènes à une régulation sans modèle du trafic autoroutier

Author

Abouaïssa, Hassane, Fliess, Michel, Iordanova, Violina, Join, Cédric, Laboratoire de Génie Informatique et d'Automatique de l'Artois (LGI2A), Université d'Artois (UA), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Direction des Routes d'Ile-de-France (DiRIF), DRIEA, Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), Non-Asymptotic estimation for online systems (NON-A), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), and École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)

Subjects
freeway traffic flow, [SDE.IE]Environmental Sciences/Environmental Engineering, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [SDE]Environmental Sciences, Intelligent transportation systems, ramp metering, model-free control, intelligent PI controllers, [SPI.AUTO]Engineering Sciences [physics]/Automatic
Abstract

International audience; The regulation of freeway traffic flow, which is a complex nonlinear system, is achieved via the newly introduced model-free control. Several computer simulations are validating our control strategy, which is easy to implement and shows good robustness properties with respect to perturbations

Published
2011

35. Is a probabilistic modeling really useful in financial engineering? - A-t-on vraiment besoin d'un mod\'ele probabiliste en ing\'enierie financi\'ere ?

Author

Fliess, Michel, Join, Cédric, and Hatt, Frédéric

Subjects
Quantitative Finance - Computational Finance, Computer Science - Computational Engineering, Finance, and Science, Quantitative Finance - Portfolio Management, Quantitative Finance - Risk Management
Abstract

A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully applied in automatic control and in signal processing. It is based on a theorem due to P. Cartier and Y. Perrin, which was published in 1995. The above results are employed for sketching a dynamical portfolio and strategy management, without any global optimization technique. Numerous computer simulations are presented., Comment: Conf\'erence M\'editerran\'eenne sur l'Ing\'enierie S\^ure des Syst\`emes Complexes, MISC 2011, Agadir : Maroc (2011)

Published
2011

36. Vers une caractérisation non linéaire d'un réseau autoroutier

Author

Abouaïssa, Hassane, Fliess, Michel, Iordanova, Violina, Join, Cédric, Laboratoire de Génie Informatique et d'Automatique de l'Artois (LGI2A), Université d'Artois (UA), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Direction des Routes d'Ile-de-France (DiRIF), DRIEA, Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), Non-Asymptotic estimation for online systems (NON-A), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)-Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS), and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
estimation, free-flow speed, critical density, [INFO.INFO-MO]Computer Science [cs]/Modeling and Simulation, numerical differentiation, [SPI.AUTO]Engineering Sciences [physics]/Automatic, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, macroscopic modeling, identification, Freeway traffic flow, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing, May's fundamental diagram
Abstract

National audience; Recent techniques, which are of algebraic flavor, allow not only to prove the identifiability of parameters, like the free-flow speed and the critical density, which are of utmost importance for the control and the supervision of freeway traffic, but also to estimate them quite efficiently in real time. The significance of our approach for intelligent transportation systems is confirmed by numerous successful computer simulations.

Published
2011

37. Nothing is as Practical as a Good Theory: Model-Free Control Rien de plus utile qu'une bonne th\'eorie: la commande sans mod\'ele

Author

Fliess, Michel, Join, Cédric, and Riachy, Samer

Subjects
Mathematics - Optimization and Control
Abstract

The experience gained with numerous successful applications permits to revisit some points of model-free control. The numerical differentiation of noisy signals may be replaced by a real time parameter identification which is much simpler. The strange ubiquity of classic PIDs is explained as well as the almost universal utilization of ultra-local models of order 1. We show that even with a partially known model the utilization of an intelligent PI controller remains profitable. Two examples, an inverted pendulum and a heat exchanger, seem to confirm the superiority of model-free control with respect to sliding modes control and techniques stemming from infinite-dimensional systems, such as delays or partial differential equations. Our paper is illustrated by several computer simulations.

Published
2011

38. Is a probabilistic modeling really useful in financial engineering? - A-t-on vraiment besoin d'un mod��le probabiliste en ing��nierie financi��re ?

Author

Fliess, Michel, Join, C��dric, and Hatt, Fr��d��ric

Subjects
Computational Engineering, Finance, and Science (cs.CE), FOS: Economics and business, FOS: Computer and information sciences, Portfolio Management (q-fin.PM), Risk Management (q-fin.RM), Computational Finance (q-fin.CP)
Abstract

A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully applied in automatic control and in signal processing. It is based on a theorem due to P. Cartier and Y. Perrin, which was published in 1995. The above results are employed for sketching a dynamical portfolio and strategy management, without any global optimization technique. Numerous computer simulations are presented., Conf\'erence M\'editerran\'eenne sur l'Ing\'enierie S\^ure des Syst\`emes Complexes, MISC 2011, Agadir : Maroc (2011)

Published
2011
Full Text
View/download PDF

39. Nothing is as Practical as a Good Theory: Model-Free Control Rien de plus utile qu'une bonne th��orie: la commande sans mod��le

Author

Fliess, Michel, Join, C��dric, and Riachy, Samer

Subjects
Optimization and Control (math.OC), FOS: Mathematics
Abstract

The experience gained with numerous successful applications permits to revisit some points of model-free control. The numerical differentiation of noisy signals may be replaced by a real time parameter identification which is much simpler. The strange ubiquity of classic PIDs is explained as well as the almost universal utilization of ultra-local models of order 1. We show that even with a partially known model the utilization of an intelligent PI controller remains profitable. Two examples, an inverted pendulum and a heat exchanger, seem to confirm the superiority of model-free control with respect to sliding modes control and techniques stemming from infinite-dimensional systems, such as delays or partial differential equations. Our paper is illustrated by several computer simulations.

Published
2011
Full Text
View/download PDF

40. Commande sans modèle de la vitesse longitudinale d'un véhicule électrique

Author

D'Andréa-Novel, Brigitte, Boussard, Clément, Fliess, Michel, El Hamzaoui, Oussama, Mounier, Hugues, Steux, Bruno, Centre de Robotique (CAOR), Mines Paris - PSL (École nationale supérieure des mines de Paris), Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Informatique, Mathématiques et Automatique pour la Route Automatisée (IMARA), Inria Paris-Rocquencourt, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Institut d'électronique fondamentale (IEF), Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS), MINES ParisTech - École nationale supérieure des mines de Paris, and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
stop-and-go, adaptive cruise control, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, electrical vehicle, [INFO.INFO-RB]Computer Science [cs]/Robotics [cs.RO], [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Model-free control, intelligent PI controllers
Abstract

International audience; We present for the longitudinal control of an electrical vehicle a "model-free'' control strategy, which is illustrated by convincing experimental results. The physical control is a coefficient rate of the maximal voltage of the battery. The chassis and the engine dynamical equations exhibit complex unknown parameters and/or neglected terms. The proposed ``intelligent'' PI controller, which utilizes new algebraic techniques for estimating derivatives of noisy signals, permits to bypass those parameter and model uncertainties, without the necessity of identifying them.

Published
2010

41. Vers une commande sans modèle pour aménagements hydroélectriques en cascade

Author

Join, Cédric, Robert, Gérard, Fliess, Michel, Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), Centre d'Ingénierie Hydraulique [Savoie Technolac] (CIH-EDF), EDF (EDF), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), CNRS, and École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)

Subjects
[PHYS.PHYS.PHYS-FLU-DYN]Physics [physics]/Physics [physics]/Fluid Dynamics [physics.flu-dyn], [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, Reaches, free surface, Physics - Fluid Dynamics, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], channels, model-free control, Mathematics - Optimization and Control, [INFO.INFO-MO]Computer Science [cs]/Modeling and Simulation, intelligent PID controllers
Abstract

International audience; A new concept called ``Model-Free Control'' is applied to hydroelectric run-of-the river power plants, with severe constraints and operating conditions. Numerous computer simulations display excellent results, which are obtained thanks to simple and robust algorithms.

Published
2010

42. Vers une simplification de la commande non linéaire : l'exemple d'un avion à décollage vertical

Author

Riachy, Samer, Fliess, Michel, Join, Cédric, Barbot, Jean-Pierre, Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Électronique et Commande des Systèmes Laboratoire (ECS-Lab), Ecole Nationale Supérieure de l'Electronique et de ses Applications, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
[INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, Nonlinear multivariable systems, flatness, control with a restricted model, non-minimum phase systems, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], PVTOL aircraft, model-free control, intelligent PID controllers
Abstract

International audience; ``Model-Free Control'' and ``Control with a Restricted Model'', which were recently introduced, yield an elementary and easy to tune control strategy for a ``Planar Vertical Take-off and Landing'' (PVTOL) aircraft, which has been largely studied in the academic literature via various advanced nonlinear control techniques. The efficiency of our approach is demonstrated by several convincing computer simulations.

Published
2010

43. A mathematical explanation via 'intelligent' PID controllers of the strange ubiquity of PIDs

Author

D'Andréa-Novel, Brigitte, Fliess, Michel, Join, Cédric, Mounier, Hugues, Steux, Bruno, Centre de Robotique (CAOR), Mines Paris - PSL (École nationale supérieure des mines de Paris), Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), Laboratoire des signaux et systèmes (L2S), Université Paris-Sud - Paris 11 (UP11)-CentraleSupélec-Centre National de la Recherche Scientifique (CNRS), IEEE, MINES ParisTech - École nationale supérieure des mines de Paris, and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
sampling, Optimization and Control (math.OC), [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, PID, intelligent PID, FOS: Mathematics, ComputerApplications_COMPUTERSINOTHERSYSTEMS, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], model-free control, Mathematics - Optimization and Control
Abstract

International audience; The ubiquity of PID controllers in the industry has remained mysterious until now. We provide here a mathematical explanation of this strange phenomenon by comparing their sampling with the the one of "intelligent'' PID controllers, which were recently introduced. Some computer simulations nevertheless confirm the superiority of the new intelligent feedback design.

Published
2010

44. Vers une commande sans mod��le pour am��nagements hydro��lectriques en cascade

Author

Join, C��dric, Robert, G��rard, and Fliess, Michel

Subjects
Optimization and Control (math.OC), Fluid Dynamics (physics.flu-dyn), FOS: Mathematics, FOS: Physical sciences
Abstract

A new concept called "Model-Free Control" is applied to hydroelectric run-of-the river power plants, with severe constraints and operating conditions. Numerous computer simulations display excellent results, which are obtained thanks to simple and robust algorithms.

Published
2010
Full Text
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45. A model-free approach to delta hedging

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
trends, quick fluctuations, jumps, [INFO.INFO-CE]Computer Science [cs]/Computational Engineering, Finance, and Science [cs.CE], tracking control, [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM], model-free control, [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP], abrupt changes, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, Delta hedging, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing
Abstract

See http://hal.inria.fr/inria-00479824/en/ for a slightly more elaborate version.

Published
2010

46. Systematic risk analysis: first steps towards a new definition of beta

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), SEE, and École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)

Subjects
trends, alpha, risk analysis, Quantitative finance, [QFIN.PM]Quantitative Finance [q-fin]/Portfolio Management [q-fin.PM], estimation techniques, [INFO.INFO-CE]Computer Science [cs]/Computational Engineering, Finance, and Science [cs.CE], forecasting, [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], nonstandard analysis, [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM], technical analysis, [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP], [INFO.INFO-MO]Computer Science [cs]/Modeling and Simulation, abrupt changes, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-LO]Mathematics [math]/Logic [math.LO], [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], nonstandard analysis,Quantitative finance,risk analysis,beta,alpha,trends,technical analysis,estimation techniques,forecasting,abrupt changes,nonstandard analysis, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, beta, [SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing
Abstract

International audience; We suggest a new model-free definition of the beta coefficient, which plays an important rôle in systematic risk management. This setting, which is based on the existence of trends for financial time series via nonstandard analysis (Fliess M., Join C.: A mathematical proof of the existence of trends in financial time series, Proc. Int. Conf. Systems Theory: Modelling, Analysis and Control, Fes, 2009, online: http://hal.inria.fr/inria-00352834/en/) leads to convincing computer experiments which are easily implementable.

Published
2009

47. A mathematical proof of the existence of trends in financial time series

Author

Fliess, Michel, Join, Cédric, Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Centre de Recherche en Automatique de Nancy (CRAN), Université Henri Poincaré - Nancy 1 (UHP)-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), A. EL JAI and L. AFIFI and E. ZERRIK, and École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)

Subjects
FOS: Computer and information sciences, trends, volatility, Computational Finance (q-fin.CP), Financial time series, forecasting, [MATH.MATH-CA]Mathematics [math]/Classical Analysis and ODEs [math.CA], technical analysis, [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP], Statistics - Applications, Computational Engineering, Finance, and Science (cs.CE), FOS: Economics and business, Quantitative Finance - Computational Finance, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, Classical Analysis and ODEs (math.CA), FOS: Mathematics, Applications (stat.AP), Computer Science - Computational Engineering, Finance, and Science, operational calculus,Financial time series,mathematical finance,technical analysis,trends,random walks,efficient markets,forecasting,volatility,heteroscedasticity,quickly fluctuating functions,low-pass filters,nonstandard analysis,operational calculus, quickly fluctuating functions, [STAT.AP]Statistics [stat]/Applications [stat.AP], Statistical Finance (q-fin.ST), Probability (math.PR), [INFO.INFO-CE]Computer Science [cs]/Computational Engineering, Finance, and Science [cs.CE], Quantitative Finance - Statistical Finance, random walks, operational calculus, [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], nonstandard analysis, [QFIN.ST]Quantitative Finance [q-fin]/Statistical Finance [q-fin.ST], heteroscedasticity, mathematical finance, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-LO]Mathematics [math]/Logic [math.LO], Mathematics - Classical Analysis and ODEs, efficient markets, low-pass filters, [SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing, Mathematics - Probability
Abstract

International audience; We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time series thanks to a theorem due to P. Cartier and Y. Perrin, which is expressed in the language of nonstandard analysis (Integration over finite sets, F. & M. Diener (Eds): Nonstandard Analysis in Practice, Springer, 1995, pp. 195--204). Those trends, which might coexist with some altered random walk paradigm and efficient market hypothesis, seem nevertheless difficult to reconcile with the celebrated Black-Scholes model. They are estimated via recent techniques stemming from control and signal theory. Several quite convincing computer simulations on the forecast of various financial quantities are depicted. We conclude by discussing the rôle of probability theory.

Published
2009

48. Critique du rapport signal \'a bruit en communications num\'eriques -- Questioning the signal to noise ratio in digital communications

Author

Fliess, Michel

Subjects
Computer Science - Information Theory, Mathematics - Rings and Algebras, Mathematics - Probability
Abstract

The signal to noise ratio, which plays such an important r\^ole in information theory, is shown to become pointless for digital communications where the demodulation is achieved via new fast estimation techniques. Operational calculus, differential algebra, noncommutative algebra and nonstandard analysis are the main mathematical tools.

Published
2008

49. Questioning the signal to noise ratioin digital communications

Author

Fliess, Michel, Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), and Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)

Subjects
Information theory, carriers, noncommutative algebra, calcul opérationnel, symboles, Théorie de l’information, symbols, differential algebra, analyse non standard, [INFO]Computer Science [cs], [MATH]Mathematics [math], signal processing, démodulation, nonstandard analysis, algèbre non commutative, algèbre différentielle, digital communications, porteuses, estimation, bruits, signal to noise ratio, rapport signal à bruit, traitement du signal, communications numériques, operational calculus, demodulation, modulation, noises
Abstract

International audience; The signal to noise ratio, which plays such an important rôle in information theory, is shown to become pointless for digital communications where the demodulation is achieved via new fast estimation techniques. Operational calculus, differential algebra, noncommutative algebra and nonstandard analysis are the main mathematical tools.; On démontre que le rapport signal à bruit, si important en théorie de l’information, devient sans objet pour des communications numériques où la démodulation s’effectue selon des techniques nouvelles d’estimation rapide. Calcul opérationnel, algèbre différentielle, algèbre non commutative et analyse non standard sont les principaux outils mathématiques.

Published
2008

50. Synthèse algébrique d'estimateurs de vitesses longitudinale et latérale d'une automobile

Author

Villagra, Jorge, d'Andréa-Novel, Brigitte, Fliess, Michel, Mounier, Hugues, Departamento de Ingeniería de Sistemas y Automática [Madrid], Universidad Carlos III de Madrid [Madrid] (UC3M), Centre de Robotique (CAOR), MINES ParisTech - École nationale supérieure des mines de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Algebra for Digital Identification and Estimation (ALIEN), Inria Lille - Nord Europe, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Centrale Lille-École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Institut d'électronique fondamentale (IEF), Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS), Mines Paris - PSL (École nationale supérieure des mines de Paris), and École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)

Subjects
Systèmes non linéaires, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, dérivateurs numériques, [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering, [INFO.INFO-CE]Computer Science [cs]/Computational Engineering, Finance, and Science [cs.CE], diagnostic, [INFO.INFO-RB]Computer Science [cs]/Robotics [cs.RO], [INFO.INFO-ES]Computer Science [cs]/Embedded Systems, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], estimateurs de vitesses, [SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing, véhicules automobiles
Abstract

International audience; Cet article présente une nouvelle approche pour l'estimation des vitesses au centre de gravité d'un véhicule. Dans le but d'obtenir une estimation la plus robuste possible vis à vis de variations paramétriques et notamment de l'adhérence, nous utilisons les mesures disponibles dans un véhicule de série, sans chercher à modéliser les efforts pneumatiques. La stratégie proposée repose sur des techniques algébriques récentes d'estimation de la dérivée d'un signal et sur une approche de type diagnostic.

Published
2008

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