Multiple Model-Based Control Using Finite Controlled Markov Chains

Cognition and control processes share many similar characteristics, and decisionmaking and learning under the paradigm of multiple models has increasingly gained attention in both fields. The controlled finite Markov chain (CFMC) approach enables to deal with a large variety of signals and systems with multivariable, nonlinear, and stochastic nature. In this article, adaptive control based on multiple models is considered. For a set of candidate plant models, CFMC models (and controllers) are constructed off-line. The outcomes of the CFMC models are compared with frequentist information obtained from on-line data. The best model (and controller) is chosen based on the Kullback-Leibler information. This approach to adaptive control emphasizes the use of physical models as the basis of reliable plant identification. Three series of simulations are conducted: to examine the performace of the developed Matlab-tools; to illustrate the approach in the control of a nonlinear nonminimum phase van der Vusse CSTR plant; and to examine the suggested model selection method for the adaptive control.