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Modelling, Simulation and Control
of Non-Linear Dynamical Systems
The Numerical Insights series aims to show how numerical simulations provide valuable
insights into the mechanisms and processes involved in a wide range of disciplines. Such
simulations provide a way of assessing theories by comparing simulations with observa-
tions. These models are also powerful tools which serve to indicate where both theory and
experiment can be improved.
In most cases the books will be accompanied by software on disk demonstrating working
examples of the simulations described in the text.
The editors will welcome proposals using modelling, simulation and systems analysis
techniques in the following disciplines: physical sciences; engineering; environment; ecol-
ogy; biosciences; economics.
Volume 1
Numerical Insights into Dynamic Systems: Interactive Dynamic System Simulation with
Microsofto, Windows 95TMand NTTM
Granino A. Korn
Volume 2
Modelling, Simulation and Control of Non-Linear Dynamical Systems: An Intelligent
Approach using Soft Computing and Fractal Theory
Patricia Melin and Oscar Castillo
This book is part of a series. The publisher will accept continuation orders which may be cancelled
at any time and which provide for automatic billing and shipping of each title in the series upon
publication. Please write for details.
A CRC title, part of the Taylor & Francis imprint, a member of the
Taylor & Francis Croup, the academic division of T&F lnforrna plc.
ISBN 0-415-27236-X
PREFACE ix
References 215
This book presents a unified view of mathematical modelling, simulation and control for
complex non-linear dynamical systems using soft computing techniques and fractal theory.
Our particular point of view is that modelling, simulation and control are problems that can
not be considered apart because they are intrinsically related in real-world applications.
Control of non-linear dynamical systems can not be achieved if we don't have proper
mathematical models for the systems. Also, useful simulations of a model, that can give us
numerical insights into the behavior of a dynamical system, can not be obtained if we don't
have the appropriate mathematical model. On the other hand, we have to recognize that
complex non-linear dynamical systems can exhibit a wide range of dynamic behaviors
(ranging from simple periodic orbits to chaotic strange attractors), so the problem of behavior
identification is a very diffcult one. Also, we want to automate each of these tasks (mod-
elling, simulation and control) because in this way it is easier to solve a particular problem.
We then have three difficult tasks at hand: automated mathematical modelling of a dynami-
cal system, automated simulation of the model, and model-based control of the system. A
real world problem may require that we use modelling, simulation and control, to achieve
the desired level of performance needed for the particular application.
Soft computing consists of several computing paradigms, including fuzzy logic, neural
networks and genetic algorithms, which can be used to produce powerful hybrid intelligent
systems. We believe that solving the difficult problems of modelling, simulation and control
of non-linear dynamical systems require the use of several soft computing techniques to
achieve the level of intelligence needed to automate the processes of modelling and simula-
tion, and also to achieve adaptive control. On the other hand, fractal theory provides us with
powerful mathematical tools that can be used to understand the geometrical complexity of
natural or computational objects. We believe that, in many cases, it is necessary to use fractal
tools to understand the geometry of the problem at hand. For example, the fractal dimension
is a useful tool in measuring the geometrical complexity of a time series and for this reason
can be used to formulate the corresponding mathematical model for the particular problem.
This book is intended to be a major reference for scientists and engineers interested in
applying new computational and mathematical tools for solving the complicated problems
of mathematical modelling, simulation and control of non-linear dynamical systems. The
book can also be used at the graduate or advanced undergraduate level, as a textbook or
major reference, for courses like: mathematical modelling, numerical simulation, non-
linear control of dynamical systems, applied artificial intelligence and many others. We
consider that this book can also be used to get new ideas for new lines of research or to
continue the lines of future research proposed by the authors of the book. The software
accompanying this book provides a good basis for developing more advanced 'intelligent'
software tools for modelling, simulation and control of non-linear dynamical systems.
We describe in this book new methods for automated modelling and simulation of
non-linear dynamical systems using Soft Computing techniques and Fractal
Theory. We also describe a new method for adaptive model-based control of non-
linear dynamical systems using a hybrid neuro-hzzy-fractal approach. Soft
Computing (SC) consists of several computing paradigms, including fuzzy logic,
neural networks and genetic algorithms, which can be used to produce powerful
hybrid intelligent systems. Fractal Theory (FT) provides us with the mathematical
tools (like the fractal dimension) to understand the geometrical complexity of
natural objects and can be used for identification and modelling purposes.
Combining SC techniques with FT tools we can take advantage of the
"intelligence" provided by the computer methods (like neural networks) and also
take advantage of the descriptive power of fractal mathematical tools. Non-linear
dynamical systems can exhibit extremely complex dynamic behavior and for this
reason it is of great importance to develop intelligent computational tools that will
enable the identification of the best model for a particular dynamical system, then
obtaining the best simulations for the system and also achieving the goal of
controlling the dynamical system in a desired manner. We also describe in this
book the basic methodology to develop prototype intelligent systems that are able
to find the best model for a particular dynamical system, then perform the
numerical simulations necessary to identify all of the possible dynamical
behaviors of the system, and finally achieve the goal of adaptive control using the
mathematical models of the system and SC techniques.
As a prelude, we shall provide a brief overview of the existing
methodologies for modelling, simulation and control of non-linear dynamical
systems and also of our own approach in dealing with these problems.
that simulates the human experts in the domain of application. Finally, the "best"
model is selected by comparing the measures of goodness for each of the
admissible models considered in the previous step.
The simulation of mathematical models traditionally has been performed
by exploring the possible dynamic behaviors, for a specific system, for different
parameter values of the model (Rasband, 1990). More recently, it has been
proposed to use Artificial Intelligence (Russell & Norvig, 1995) techniques for the
simulation of mathematical models (for example, by using expert systems
(Badiru, 1992)). In this work, we used SC techniques to automate the simulation
of dynamical systems. In particular, we make use of genetic algorithms to generate
the "best" set of parameter values for a specific model with respect to the goal of
obtaining the most efficient simulation possible. Genetic Algorithms (GA)
essentially consist of methods for the optimization of a general function based on
the concept of "evolution" (Goldberg, 1989). In our particular case, the problem
consisted in specifying the appropriate function to be optimized, with the goal of
achieving the most efficient simulation possible, i.e., a simulation that enables the
identification of all the possible dynamic behaviors for a specific dynamical
system. For the identification of dynamic behaviors we make use of a fuzzy rule
base that will identifl a particular behavior according to the results of the
numerical simulations.
In general, the study of non-linear dynamical systems is very important
because most of the physical, electrical, mechanical and biochemical systems can
be mathematically represented by models (differential or difference equations) in
the time domain. Also, it is well known in Dynamical Systems Theory (Devaney,
1989) that the dynamic behavior of a particular system can range from very simple
periodic orbits to the very complicated "chaotic" orbits. Non-linear models may
exhibit the chaotic behavior for systems of at least three coupled differential
equations or at least one difference equation (Ruelle, 1990). In particular, for the
case of real-world dynamical systems the mathematical models needed are of very
high dimensionality and in general there is a high probability of chaotic behavior,
along with all sorts of different periodic and quasi-periodic behaviors (Castillo &
Melin, 1998b). For this reason, it becomes very important to be able to obtain the
appropriate mathematical models for the dynamical systems and then to be able to
perform numerical simulations of these models (Castillo & Melin, 1997b), since
this enables forecasting system's performance in future time. In this way,
automated mathematical modelling and simulation of dynamical systems can
contribute to real-time control of these systems, and this is critical in real-world
applications (Melin & Castillo, 1998b). Also, an intelligent system for modelling
and simulation can be useful in the design of real dynamical systems with certain
constraints, since the information obtained by the numerical simulations can be
used as a feedback in the process of design. The main contribution of the research
work presented in this book is to combine several Soft Computing techniques to
achieve automated mathematical modelling and simulation of non-linear
dynamical systems using the advantages that each specific technique offers. For
example, fuzzy logic (Von Altrock, 1995) was used to simulate the reasoning
process of human experts in the process of mathematical modelling and genetic
algorithms was used to select the best set of parameter values for the simulation of
the best model.
The importance of the results presented in this book can be measured from
the scientific point of view and also from the practical (or applications) point of
view. First, from the scientific point of view, we consider that this research work
is very important because the computer methods for automated mathematical
modelling and simulation of dynamic systems that were developed contribute, in
general, to the advancement of Computer Science, and, in particular, to the
advancement of Soft Computing and Artificial Intelligence because the new
algorithms that were developed can be considered "intelligent" in the sense that
they simulate human experts in modelling and simulation. From the practical
point of view, we consider the results of this research work very important for the
areas of Control and Design of dynamical systems. Controlling dynamical systems
can be made more easy if we are able to analyze and predict the dynamic
evolution of these systems and this goal can be achieved with an intelligent
system for automated mathematical modelling and simulation. The design of
dynamical systems can be made more easy if we can use mathematical models and
their simulations for planning the performance of these systems under different set
of design constraints. This last two points are of great importance for the
industrial applications, since the control of dynamical systems in real-world plants
has to be very precise and also the design of this type of systems for specific tasks
can be very useful for industry.
Edith kept her promise. Going to a great lawyer, famous for his
investigations of difficult matters, she told him merely that rumours
had reached her to the effect that her husband, who for many years
had been supposed to be dead, was in reality alive in the Soudan, or
in its bordering desert, and suggested that he should put himself in
communication with Lord Southwick and the Egyptian authorities
with the object of ascertaining the truth, and if necessary send
someone out to Egypt. The lawyer made notes, said that the matter
should be followed up, and that he would keep her advised as to the
results of his inquiries. Thereupon Edith, who, after their last bitter
and tragic interview, did not wish to see anything more at present of
the man whom she must believe to be her father, left town, as indeed
it was her custom to do during the month of August, and went away
to Scotland. When she had been there nearly six weeks, she
received one morning a telegram from Lady Devene, which was
dated from Grosvenor Square and read:
From the station Edith drove direct to Grosvenor Square and was
received by Tabitha in the drawing-room. There she sat in her black
dress, sad-faced, calm, imposing, like an incarnation, Edith thought,
of that fate whereof her father had spoken to her at their last
interview. They embraced each other without warmth, for at heart
these two women were not friends.
“How did it happen?” asked Edith.
“He died as her first ladyship died,” answered the widow, “by an
overdose of chloral. You know he could never sleep.”
“How did he come to take an overdose?” asked Edith again.
“I do not know,” she answered meaningly; “perhaps the doctors
they can tell you. Would you like to see him?”
“No,” said Edith, with a shudder; “I had rather not.”
“Ach!” said Lady Devene, “I forgot; you did always run away from
the sick and fear the dead; it is your nature.”
“Are you sorry?” said Edith curiously, perhaps to change the
conversation.
“Yes; for his soul which goes to its reward I am sorry, for he did not
repent before he died, who had many things of which he should
repent. For myself I am not sorry, for I have done my duty by him,
and now at last the chains do fall off my neck and God has set me
free to give me time to make my peace with Him before I die also.”
Then saying that she must get some food, Edith left her, for she
did not wish to pursue this painful conversation.
If the doctors of whom Lady Devene had spoken suspected
anything unusual, they were singularly reticent upon the point. All
they could or would say was that Lord Devene, who for many years
had been in the habit of taking chloral to combat his constitutional
sleeplessness, had on this particular night taken too much. So the
usual verdict was returned: “Death from misadventure, the cause
being an overdose of chloral,” and many comments were made on
the curious fact that Lord Devene and his first wife should have
come to a precisely similar end.
The will, which had been executed after the death of the little boy,
was found to be very short. It made no mention of the entailed
property, leaving the next heir to establish his claim, and after stating
that the testator’s wife was provided for by settlement, appointed
Edith Ullershaw residuary legatee without restrictions. This sounded
simple enough, but when matters came to be looked into it was
found that Edith took real and personal estate to the value of
£200,000. Subject to the life-interest of the widow, even the house in
Grosvenor Square was hers, so she was now a rich woman.
“Ach! my dear Edith,” said Lady Devene, when she learned that
she had a right to continue to live in the great mansion, “take it, take
it at once. I hate the place. Two thousand pounds a year, that is
plenty for me—£500 to live on, and £1,500 to give away. Yes, at last
the poor shall get some of all those monies which have been
collected out of their toil and their drink-vices.”
Needless to say, the exultant Dick swooped upon the settled
property like a famished hawk, demanding to be declared its rightful
possessor. But then arose a most unpleasant hitch, for just at this
time there came a letter to Edith from her lawyers, announcing that
they had received telegraphic advices from the agent whom they had
despatched to Egypt, informing them that it appeared to be almost
certain that the white man who was living in the oasis Tama was
none other than that Colonel Rupert Ullershaw who was supposed to
have been killed many years before. The lawyers added that, on
their own responsibility, and on behalf of her husband, whom they
believed to be alive and the present Lord Devene, they had made
representations in the proper quarter, as a result of which no one
would be allowed to touch the settled property until the matter was
thoroughly investigated.
Of course all this strange story soon found its way into the
newspapers, and many were the rapturous congratulations which
Edith received, even from persons with whom she had the very
smallest acquaintance. Meanwhile the lawyers had again been in
communication with their agent, who was established at Wady-Halfa.
A second telegram was received from this capable and enterprising
person, announcing that with great difficulty he had succeeded in
reaching the oasis, and in sending a message to Colonel Ullershaw,
informing him of his accession to the title, adding, however, that all
his lordship had replied was, that he did not want the title, and
refused to leave the place.
“It would appear,” went on their letter to Edith, covering this cable,
“that his lordship has suffered somewhat mentally from long
confinement among these savages, who, we are informed, have cut
off his foot to prevent his escaping, as they regard him as a god who
has brought them great prosperity which would vanish if he left them.
We presume, therefore, that your ladyship will proceed to Egypt as
soon as possible and use your personal influence to withdraw him
from his unhappy situation. We are informed that the people of the
oasis are peaceable, but, if necessary, that the authorities will give
you any assistance which may be required.”
Now the whole thing was out, and became a subject of general
conversation at a hundred dinner tables. Moreover, it was rumoured
that some years before Rupert Ullershaw had actually been seen in
London. General Sir Alfred Alltalk declared that he had met him upon
the steps of the Army and Navy Club, and a further ill-natured tale
was whispered that he had come to see his wife, who would have
nothing to do with him, because at that time he had ceased to be
heir to the peerage. This story, which Edith was not wrong in
ascribing to the indiscreet or malicious utterances of Dick, who was
furious with disappointment and thirsting for revenge, soon reached
her ears. Of course she contradicted it, but equally of course she
had now no alternative but to go to Egypt.
“Ach!” said the Dowager Lady Devene, when Edith expatiated to
her upon the hardship and dangers of the journey which she must
undertake alone—“ach! if that is all, I will come with you as a
companion. I am not afraid, and I have always wished to see the
land where Pharaoh oppressed the Israelites. We will start next
week, and in a month I hope to see my dear Rupert again—almost
as much as you do,” she added, looking at Edith sideways.
Now as this speech was made before several other people, Edith
had no choice but to acquiesce, and indeed it had come to this—she
also wished to see Rupert. Even in her somewhat flinty heart
remorse had been at work of late years; also, she had wearied of her
lonely life, and wished to put a stop to the scandals that were floating
about concerning her, which, as she foresaw, would soon culminate
in her being exposed to much annoyance from Dick. In fact, he was
already threatening to blackmail her and making unpleasant remarks
as to certain indiscreet letters that she had written to him after
Rupert’s visit to London, in which that visit and other matters
showing the extreme intimacy which existed between them were
alluded to not too obscurely. So she arranged to depart for the East,
accompanied by Lady Devene.
Before they sailed, she received a packet from the late Lord
Devene’s bankers, which, they stated by the mouth of a confidential
clerk, they had been directed to deliver to her one month after his
death, and not before. On opening it she found that it contained that
statement concerning herself made by her mother, to which Lord
Devene had alluded. Also, there were two letters from him, one
addressed to her and the other to Rupert, the latter being left open
that she might read it.
That to herself was brief, and ran:
Devene.
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