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Ulyanov, S.V., Yamafuji, К., Ulyanov, V.S., et al.

Paper:

Computational Intelligence for Robust Control

Algorithms of Complex Dynamic Systems with
Minimum Entropy Production
Part 1: Simulation of Entropy- Like Dynamic Behavior and Lyapunov
Stabllity
S.V. Ulyanov*, К. Yamafuji**, V.S. Шуапог", 1. Kurawaki*,
Т. Hagiwara * and S.A. Panfilov *
*Research & Development Office ,
Yamaha Motor Europe N.V.,
Polo Didattico е di Ricerca di Crema, Via Bramante,
65-26013 СRЕМА (CR) - ltaly
**Mechanical and Control Eng. Dept.,
University of Electro-Communications,
1-5-1, Chofugaoka, Chofu, Tokyo 182-8585, Japan
E-mail: viktor@yama.mce.uec.ac.jp
[Received June 23, 1998, accepted December 1, 1998]

Our thermodynamic approach to the study and design
of robust optimal control processes in nonlinear (in gen-
eral global unstaЫe) dynamic systems used soft comput-
ing based оп genetic algorithms with а fitness function
as minimum entropy production. Control objects were
nonlinear dynamic systems involving essentially поп-
linear stochastic differential equations. An algorithm
was developed for calculating entropy production rate
in control object motion and in control systems. Part 1
discusses relation of the Lyapunov function (measure of
stabllity) and the entropy production rate (physical
measure of controllabllity). This relation was used to
describe the following qualitative properties and impor-
tant relations: dynamic stabllity motion (Lyapunov func-
tion), Lyapunov exponent and Kolmogorov-Sinai
entropy, physical entropy production rates, and symme-
tries group representation in essentially nonlinear sys-
tems as coupled oscillator models. Results of computer
simulation are presented for entropy-like dynamic be-
havior for typical benchmarks of dynamic systems such
as Van der Pol, Duffing, and Holmes-Rand, and coupled
oscillators. Parts 2 and 3 discuss the application of this
approach to simulation of dynamic entropy-like behavior
and optimal benchmark control as а 2-link manipulator
in а robot for service use and nonlinear systems under
stochastic excitation.
Keywords: Computational intelligence, Entropy production
rate, Lyapunov stabllity, Entropy-like dynamic behavior
1. lntroduction
such as computationa] intelligence (CI). Conventional basic
computing tools for CI include genetic algorithms (GAs),
fuzzy neural networks (FNNs ), fuzzy set theory, evolution
programming, and qualitative probabl]istic reasoning. Ap-
plication of CI to complex robotics motion control theory is
divided into (1) the study of staЫe motion processes and (2)
unstaЫe motion processes of complex dynamic systems.
In the first case, staЫe motion, we describe intelligent
control algorithm development and design (Fig.1). The fea-
ture of the given structure is the consideration of the control
object based оп fuzzy system theory as а Ыасk Ьох, and the
study and optimization of input-output linguistic relations
using GA, FNN, and fuzzy control (FC) to describe the
changing law of PID-controller parameters with minimum
control error. In small uncontrollaЫe (unobservaЫe) exter-
nal excitation or small parameter ( or structure) change in
control objects, such an approach ensures robust, staЫe con-
trol.
In а global unstaЫe dynamic control object, such ap-
proach (а presence robust), does not guarantee staЫe control
in principle. For such unstaЫe dynamic contro] objects, we
need а new intelligent robust algorithms based оп knowl-
edge about the movement of essentially лonlinear unstaЫe
GA FNNf----- FC
Reference
signal (у)
+ PID ,___*-Plant
u
Controller

The application of new knowledge-based control algo-

rithms in advanced control theory of dynamic robotics sys-
tems has necessitated the development of new calculation Fig. 1. AI Control (Designation in Text)

82 Journal of Advanced Computational Intelligence Vo1.3 No.2, 1999


SSCQ
GA with Calculation of
f = min tj§_ Entropy
х. u* dt Production
�= (dS, _ d,S)
dt dt dt
Reference
signal (у)+ (х)
Fig. 2. Self­Organization AI Control with Physical Measure
of Control Quality (Designation in Text)
dynamic systems. An example is the new benchmark, the
robotic шпсусге." The general form of similar intelligent
robust control algorithms is shown in Fig.2. Figures.1 and
2 use the following designations: GA: genetic algorithm; f:
GA fitness function; S: system entropy; Sc: controller еп­
tropy; Si: controlled plant entropy; Е: еггог; u': optimal соп­
trol signal; m(t): disturbance; FC: fuzzy controller; FNN:
fuzzy neural network; FLCS: fuzzy logic classifier system;
SSCQ: simulation system of control quality; К: global ор­
timum solution of coefficient gain schedule (teaching sig­
nal); LPTR: lookup tаЫе of fuzzy rules; CGS: coefficient
gain schedule (k1, k2, kз).
This approach was firstly ргезептеа'" as а new physical
measure of control quality for complex nonlinear controlled
objects described as nonlinear dissipative models. This
physical measure of control quality is based оп the physical
law of minimum entropy production in intelligent control
systems and in the dynamic behavior of complex control
objects. The proЫem of the minimum entropy production
rate is equivalent to the proЫem of maximum released гпе­
chanical work as the optimal solution of corresponding
Hamilton­J асоЬi­ Bellman equations. The variational fixed­
end proЫem of maximum work W was shown to Ье equiva­
lent to the variational fixed­end proЫem of minimum
entropy production.3) Both optimum solutions аге equivalent
for dynamic control of complex systems and the principle
of minimum of entropy production guarantees the maximum
released mechanical work with intelligent operations. This
physical measure of control quality was used as а GA fitness
function in optimal control design (Fig.2, Вох SSCQ).
The introduction of physical criteria (minimum entropy
production rate) guarantees the staЬility and robustness con­
trol of unstaЫe objects. This differs from the aforesaid de­
sign (Fig.1) in that intelligent global feedback in control is
used. The relation between control object staЬility
(Lyapunov function) and controllaЬility (entropy production
rate) is used. The basic feature of this is the necessity of
model study for control objects and the calculation of the
entropy production rate through parameters of the developed
model. The integration of joint systems of equations ( equa­
tions of mechanical model motion and of the entropy pro­
duction rate) еnаЫе the result to Ье used as the GA fitness
function as CI. Part 1 describes а general approach to en­
tropy definition and calculations from the dynamic system
model movemeнt equation and presents results of entropy­
like dynamic behavior modeling of typical benchmarks of
dynamic systems.
Parts 2 and 3 introduce а thermodynamic approach to
studying and designing robust optimal control processes for
Vol.3 No.2, 1999 Journal of Advanced Computational Intelligence
Computational Intelligence for Robust Control Algorithms
nonlinear nonholonomic (in general global unstaЫe) dy­
namic systems.
2. Definition of Entropy Production Rate
and Relation to Lyapunov Stabllity in
Nonlinear Closed Dissipative Dynamic
Systems
One objective of thermodynamics is to characterize states
of macroscopic systems depending оп а limited number of
observaЫes. It is well estaЫished that large classes of dy­
namic systems present (under nonequilibrium conditions)
complex behavior associated with Ьifurcation sometimes
culminating in deterministic chaos. Much work has been
done in characterizing this complexity. А variety of quanti­
ties related to the dynamic, including entropy­like, have
been introduced and provide а rather successful description:
Lyapunov exponents, Kolmogorov­Sinai entropy, and Ыосk
entropies are representative examples. Our objective was to
explore the possiЬility of introducing entropy production­
like quantities related directly to the dynamics of complex
systems and to assess their status for thermodynamic en­
tropy production. This is achieved Ьу adopting probaЬilistic
formulation.4)
Remark 1. In mechanics of continuous media, elasticity
theory, and general dynamic system theory used methods
and models described as irreversiЫe in phenomenological
thermodynamics.5­9) Different approaches are used.5­7,9) The
phenomenological thermodynamic approach to correctness
analysis of differential equations developed firstб,7) and nec­
essary conditions for physical realization of differential
equations as mathematical models for real dynamic systems
were studied. The relation between the time rate of
Lyapunov density and the time rate of excess availaЬility
dissipation in phenomenological thermodynamics10) was
then studied. The same proЫems from statistical thermody­
namics11­14) are discussed.
Remark 2. Relaxation processes were analyzed as а com­
plex system descriЬing compound parts of mechanical (±)
thermodynamic behavior in dynamic systems from pheno­
menological thermodynamics15). Mechanical behavior of
dynamic systems was described Ьу the designated class of
ordinary nonlinear differential equations. Thermodynamic
behavior was characterized Ьу entropy production and de­
termined directly from mechanical system motion. The re­
lation between entropy production rate and Lyapunov
function for closed nonlinear relaxation processes in dy­
namic systems was introduced and its consequences dis­
cussed. s,9,15)
Our purpose is to describe an application of the pheno­
menological thermodynamic approach7) for analyzing any
class of dynamic systems described Ьу nonlinear dissipative
differential equations. We studied relations between the no­
tion of the Lyapunov function, entropy production rate, and
the physical realization of approximate mathematical mod­
els descriЬing irreversiЫe processes in closed nonlinear dy­
namic systems.
Thermodynamic criteria (positive entropy production
rate) as а physical measure for realizing а mathematical
83
Ulyanov, S.V., Yamafuji, К., Ulyanov, V.S., et al.

model (relaxation processes) аге introduced. These criteria from 1 to п we obtain the following equation:
indicate the need to put extra (thermodynamic) limitations
on parameters of differential equations and on qualitative
properties describlng dynamic evolution systems. We stud­
ied the correlation between conditions of physical realiza­ i = 1 i = 1 i= 1

tion and the notion of stabllity, and the correctness of

From Eqs. (4) and (5), it is follows that
mathematical models for irreversiЫe processes in а поп­
linear dissipative dynamic systems.
dV · · ·
Such study is very important to correctly analyzing dy­
namic evolution and stabllity motion of dynamic systems,7)-
Yt = - I sJ:(s1, , s,i) < о (6)
i= 1
9) and for describlng artificial life conditions for
micronanorobots.15) Introducing а physical background in The entropy production rate (for а closed system)
control processes is very important to designing optimal 11
control processes using soft computing based on GA with а
fitness function as minimum entropy production in the гпо­
diS
dt = т L sJ;(s1, ... , Sп) > О. .
1 • • •
. . . . . . . . . (7)
i= 1
tion of а dynamic system and in the control process. 2)
From Eqs.(6) and (7), we oЬtain
2.1. Definition of Entropy-Like Dynamic Behavior of
Complex Nonlinear Systems dV 1 diS
Control objects аге described based оп classical mechan­ dt Т dt < о. . (8)
ics using two approaches ­ Lagrangian and Hamiltonian
equations. Thus, we obtain the general relation between the
For both approaches, we consider entropy production rate Lyapunov function (staЬility),16) the entropy production rate,
definition and calculation. and the full energy of а dynamic system. This relation is а
general one in the vibration theory of dynamic systems.
2.1.1. Lagrange' s Approach From Eq.(8), it follows that an infringement of thermo­
Consider Lagrangian equations dynamic criteria of physical realization on right side of Eq.(8)
result in the instabllity of dynamic system and vice versa.
dd
(а�)­ аи+ a�i
t дqi дqi дqi
= пл. (1)
Example 1. Consider the dynamic system as

where L = К - И is а Lagrangian of the dynamic system q + ф(q) + cp(q, q) = О, ср(О, q) = cp(q, О) О. (9)
п
..
1� Gik(Mk According to thermodynamic criteria (7)
(1), К = � is kinetic energy, and И =
2i,k= 1
п

lL bi�iqk
1
is potential energy of а dynamic system, qi is а
For а particular case of Eq.(9)
i,k = 1
generalized coordinate.
d;S .. ·2
In linear algebra, operator А is defined such that q = As
11
•• •
q + Bq + w q = О,
2
т1 dt = Bqq Bq

ог qi = A11s1 + ... + Ai11S11 (i = 1, 2, ... , п) and т = �La\ sl; and coefficient В must Ье positive (В > О).
i= 1

For а dynamic system: q + Bt[qm + w2q = О, � �� =

�L ь: sJ. From Eq. (1) for а closed system, we obtain
11

И=
j=l Bqn+lqm and for п = 1, т = 2, в> о, we have Bc/q2 > О. For
т = 2i it is necessary that п = 2i + 1; В > О, (i - 1, 2, ... , [).
�i + J;(�1, ... , w;si
�11)

+ = О, (i = 1, 2, ... , п) ... (2) Similar relations exist between the entropy production
rate and the correctness of dynamic systems.7'8)
Newton's Eq.(2) include additive nonconservative fric­
tion forces J;(�1, ... , �,i). Example 2. Entropy-Like Values and Criteria of Dynamic
Consider Lyapunov function V (for а', = 1 and Ь', = wJ) Accuracy in Nonlinear Automatic Control Systems (Accu-
as full energy (V = Е) racy ofLinear Approximation). Consider criteria of dynamic
11 11
accuracy in а nonlinear automatic control system described
1 � 1 � as nonlinear equations8\
v = 2�
�2
�i + 2 � Щ�i
2с2
Т+ И= Е .... (3)
i= 1 i=]

and
Х1 = L aijXj + Ф(х1) + f(J); [fИI s Fo
j=l
dV
dt
Х1 = L aijXj' и�1) . . . . . . . . . . . . . . (10)
i= 1 i= 1 j=l

After multiplication, Eq. (2) on �i

and summing index i and а linear approximation as

84 Journal of Advanced Computational Intelligence Vol.3 No.2, 1999


Х1 2 aijXj + а1Х1 + f(t); !f{t)I s Fo, а10 s а1 s а20
j=l
Х1 = 2 aijXj, (i�l). . . . . . . . . . . . . . . (11)
j 1
=
Excitation f(t) is а module-bounded function and for f(t)
= О the system (11) is asymptotically staЫe. Necessary and
sufficient conditions for linear approximation as Eq.(11) аге
described8) as
d;N _ d;L < Q, . . . . . . . . . . . . . . . . (12)
where VN and VL аге Lyapunov functions for nonlinear and
linear systems corresponding. From the relation of Eq. (8)
and Eq. (12) follows
df/ - diн < 0. . . . . . . . . . . . . . . . . (13)
Eq.(13) describlng the entropy-like criteria of dynamic
accuracy in linear approximation ( 46) of nonlinear automat-
ic control (10) means that the entropy production rate in
linear approximation must Ье less than in а corresponding
nonlinear system.
This approach was used7'8) to describe sensitivity and
invariant conditions in nonlinear automatic dynamic control
connected with the study of proЫems as excitation ассшпц-
lations and stabllity оп the part of generalized coordinates
of dynamic systems.
2.1.2. Hamilton's Approach (Sympletic Geometry)
This approach unifies classical mechanics and thermody-
namics. From mathematics, one postulate that the set of all
states of а thermodynamic system is а differentiaЫe mani-
fold М and of the finite dimension. The evolution of the
closed dynamic system is defined Ьу semiflow П'Е, х М --
М generated Ьу vector field Z(e) =
:tU(t, e)l1=0, е Е: М. The
vector field does not depend explicitly оп time, which
means that the system is autonomous, or equivalently, is
closed. The dynamic system must satisfy the two principles
of thermodynamics. There exists energy state function Н: М
-- R, such that ZJdH = О, where J is the operator of the
inner product. This only restates the conservation of energy
principle. In the atlas of manifold М аге coordinate systems
in which state functions divide naturally in two classes:
geometrical and nongeometrical state functions. То the first
class belongs, for example, а state function such as the
position or velocity of а point particle, and the second con-
tains, for example, the energy or the temperature of the
system. The essential difference between thermodynamic
mechanical systems is that the latter is fully described with-
out using nongeometrical state functions. The system is sim-
ple if, for each choice of special coordinate systems, the
class of its nongeometrical state functions contains only one
element.17) We choose temperature as the unique
nongeometrical state variaЫe and study systems with posi-
tive temperature Т, hence М = М х R+ = {т, Т}, Т > О. For
simple systems, only one nongeometrical state variaЫe is
needed to describe all nongeometrical internal phenomena.
The second principle of thermodynamics is formulated
as follows: if the system is adiabatically closed, there is
Vol.3 No.2, 1999 Journal of Advanced Computational Intelligence
Computational Intelligence for Robust Control Algorithms
nongeometrical state function S: М -- R, entropy, such that:
дН .
1) - > О; and 2) Z1JdS = Sr � О. We not entirely recover
дS
work put into the system because part of it is always wasted
Ьу friction. The expression of S satisfying the third principle
f
Tl дН
ofthermodynamics (S(m, О)= O)S(m, Т) = -dT. Vector
. о дt Т
field Z = (Х, S) of а simple system is defined so that the two
principles of thermodynamics are respected. We always use
entropy as the nongeometrical state variaЫe.
The first law for а closed simple system is reduced to
. . 1
ZJdH = XJdH + TS. Hence S = -yXJdH (see, Eq. (8)).
The second law imposes S � О. То satisfy this inequality,
we adopt Onsager's hypothesis Ьу setting S = }лs(Х, Х),
where Лs(Х, Х) is а positive semidefinite symmetric (s)
quadratic form. Consequently, we have XJdH = - Лs(Х, Х).
We postulate that field Х is defined Ьу dH = - Л(Х), where
Л: М -- (TM)g is Ьilinear оп ТМ. А vector field of Т(т, I)M
is given Ьу а couple Х = (Х1, хо) , where Х1 Е: ТтМ and хо
Е: R. [Decomposition df = df + дf dT is used and therefore
дТ
Jf.xo.]
XJdf = X1Jdf + А Ьilinear form Л always is decou-
pled in а sum of а symmetric antisymmetric form, i.e., Л =
Лs + Ла, and17)
. 1
S = уА(Х,Х)
1 1
= т{Аs(Х, Х) + Ла(Х, Х)} = yAiX, Х). . . . (14)
Equation S = fлs(X, Х) and dH = - Л(Х) define com-
pletely vector field Z that correspond to the two principles.
In the field of sympletic mechanics, where state space is
reduced to the submanifold, we know that vector field Х is
defined Ьу dH = -Q(X), where Q(X) is а sympletic 2-
form.18'19) From this, the discussed model appears as а gen-
eralization of mechanics. The symmetric form, absent in
mechanics, is introduced to account for dissipation. If the
simple system is not isolated, vector field Х1 is simply de-
fined Ьу dh = -Л(Х) + W1, where Wr is work defined Ьу а
differential 1-form as W1: R х м -- т·м. Work Wr is only
produced Ьу а change in system geometrical state variaЫes;
this leads us to impose an essential restriction оп w: 't/x? Е:
R, (О, xo)Jw = О. First principle Z1JdH = XtJdH + TS =
. · 1 1
XrJw1 + Qi consequently g1ves S = 1Лs(Х, Х) + TQ1. If Q1
= О, i.e., if the system is adiabatically closed, then we re-
cover S � О. Quantity }лs(Х, Х) is called the internal irre-
versibllity of the system. А dissipative mechanical system
is defined Ьу manifold М = т*N, where N is the configura-
tion manifold.
Energy (Hamiltonian) and Ьilinear form Л are given
as7,17):
Н(q, р, S) = К(р) + U(q, S) ;
Л(q, р, S) = Q(p) + Лs(q, р, S), . . . . . . . . (15)
85
 Ulyanov, S.V., Yamafuji, К., Ulyanov, V.S., et al.

where К(р) is kinetic energy, U(q, S) is internal energy conical coordinates and moments. In а single region of con-
(thermostatic energy) of the same system but in constrained nected stochasticity xs are independent of х and the integral
equilibrium, Q(p) is the sympletic form оп т*м,17) and Лs(q, =
р, S) is а positive semidefined symmetric Ьilinear form op-
over dµ simply yields h
2 Л+ . In general, KS-entropy

erating only оп vectors of +:н.

presents the mean of entropy production over the basin of
an attractor. KS entropy h provides а measure of the rate of
Example 3. Damped harmonic oscillator: М = М хR = R2 loss of information in predicting the future course of the
х R = {(q, р), S} with
trajectory and а dynamic system is said to Ье chaotic if h is
!k(S)q2 positive definite.
Н(q,р, S) = };;/ + + f(S), For dynamic system х = F(x), where (х, F) are vectors in
Л(q, р, S) = dq л dp + Лs(q, S)dqdp, n-dimensional space Rп, in the neighborhood of given point

where т > О is mass, k(S) is the spring constant, f(S) is хо, we write х = хо + 6х, where :t6x = М(хо)6х, Ми(хо) =
purely thermal energy and Л5(q, S) � О is цпегргегео as the
friction coefficient. With notion Z = (q, р, S), equation dH дF
- -/ . We construct orthogonal system ( ео,1 ео,2 ... , ео") at
дХj Х=Хо

= -Л5(Х) gives
point хо. The n-th Lyapunov exponent in R is defined as 11

;tdp 11

2
I
+ k(S)qdq pdq + qdp - Лs(q, s)qdq, . 1 er л er2 л ... л е1п
лi , where opera-
ll
= -
follows: l1m-Iog 1 2 п =
1 --- оо t ео л ео л ... л ео
q = ;!, р = -Л (q, s);f- k(S)q. The equation
i=1

from which 5
tion л presents а generalization of а vector product upon
higher dimensional vector space. According to Liouville's
.
for the entropy productюn rate, S. = 71 .Лs (Х, . re d uced
У) , зв i_/e;
theorem, л е; л ... л е�1/ = divF(xr)/e; л е; л ... л е7/.
diS 1 . дt
to - d= -2-Лs(q, S)p � О and eqшvalent to Eq.(7).
2
t т т Integration of this expression gives

f
1 1
. 1
l1m-log е} л е; л . . . л е71 = l1m-J
. 1 divF(xs)ds = pdivfdГ
1 2 п
1 --- оо t ео л ео л ... л ео t --- оо t O

3. Relations Between Entropy Production and, for а nonconservative dynamic system, the entropy
Rate, Deterministic Chaos, and
= fpdivFdГ, where density function
��
production rate is20)
Lyapunov Function
р fulfills Liouville's equation. Thus �� = fpdivFdГ =
From Eqs.(7) and (8), we сап define а production entropy
rate at the expense of irreversiЫe processes through an ас-
2 лi =
2 лt +
2 л-; , and for the entropy production
cordingl y selected Lyapunov function. The well-defined i= 1 i = 1 i= 1
functions (wdfs) from а Lyapunov function is also known
� '\ +
as Lyapunov functions.16) Between these wdfs, we must . . .d е system diS
·ь1 е process шs1
rate d ue to пrevers1 dt = LJ /1.i •
choose the wdf that satisfies basic thermodynamic relations i= 1
(8). The entropy production rate is а single-value function lt is plausiЫe that the rate at which information about the
of dynamic system parameters and Eq. (8) lets us pick cor- system is lost equals the average sum of positive Lyapunov
responding function V from the set of Lyapunov functions.
For every differential asymptotic staЫe system (in exponents: h = fр 2 лtdµ, where р(х) is the invariant den-
Lyapunov sentence) there is а Lyapunov шпспоп'" and

d; = (d;).
i= 1
from Eq.(8) it follows that а production entropy rate caused
Ьу an irreversiЫe process in the system also exists. sity of the attractor. Thus, h = fр dµ In most

3.1. Relations Between Entropy Production Rate, Deter- cases, л' s are independent of х, so
ministic Chaos, Lyapunov Exponent, and Kolmo-
gorov-Sinai Entropy
Classical mechanics is said to Ье chaotic ( or irregular) if
h
2 лt fpdµ 2 лt
i= 1 i= 1
and h - d�· .. (16)
adjacent trajectories in а given region of phase space diverge
exponentially.19) The largest Lyapunov number л describes Remark 3. There is а close relationship between entropy
the asymptotic rate of exponential separation d(t) between production of nonequilibrium thermodynamics and КS en-
two initially close trajectories at distance d(O): л = tropy of dynamic system theory.20) We have the entropy
1.1m -11 п--.
d(t) А uшversa
. . t h at 1s
1 quant1ty . measure d sto- production rate due to irreversiЫe processes inside the sys-

d:
d(OJ-+ о, t d(O)
(-+ 00 n
chasticity is Kolmogorov-Sinai (KS) entropy h, defined in tem (а role of Ьifurcation) =
2 лt , where лt is k-th
the general case of more than one region of connected sto- k=l
chasticity G19): h = fjI
�.>О
Л+(x)Jdµ, where dµ is an element positive Lyapunov exponent. For КS entropy with а differ-
entiaЫe map of а finite-dimensional manifold and an er-
of the invariant volume (measure) in G, and х stands for godic measure with а compact support Ruelle19) it is shown

86 Journal of Advanced Computational Intelligence Vol.3 No.2, 1999

Ulyanov, S.V., Yamafuji, К., Ulyanov, V.S., et al.

Ьу а reservoir is expressed as

(- ур + s(t)) dx = ( dt + VU(x)) dx = d(� + И(х)) .

d 2

. . (27)
In the large у limit, we set ?r = О, equiyalent to у = 1 to

Integrating in Eq. (27), terms of the first sum twice Ьу dQ = dE. Note that heat dQ absorbed Ьу the system from
parts the reservoir is given Ьу dQ = dE, i.e., mechanical released
work is equivalent to heat absorbed from the reservoir.25)
f(l + р )_i__(Fip) d:t = fр дFi d-c . This relation is used Ьу calculation of the entropy produc-
J' др, др, tion rate in complex dissipative mechanical systems.
Consider Maxwell-Boltzman nonisotropic distribution 3.2.2. Entropy Production Rate and Lie Symmetries of
Рх .ъ: Pz
{ 2 2 2 } Nonlinear Dynamics
Р = g(x, у, z, t)exp - 2mk8T- 2тkвТ - 2mk8T In the study of nonlinear dissipative dynamics, it is im-
portant to determine under what conditions а given dynamic
with g(x, у, z, t) as self-consistent charge density and the system is integraЫe. Three techniques are widely used,
exponential function descriЬing the distribution of the inco- namely Painleve analysis, Lie symmetries analysis, and а
herent рап of kinetic particle energy. The coherent part of direct method of finding involutive integrals of motions.
kinetic energy is eliminated because it does not cause terms Among these, group theoretical methods are specifically
of the second sum of Eq. (27) evaluated to significant. Given the nature of the symmetry vector field,
one can also write integrals of motion for dynamic systems.
J (1 + lnp) --(Dip,
др 2
2 т The study of generalized Lie symmetries of nonlinear
т t)p) d-c =
-kв
ToiJDijp dт;.
др.др, Hamiltonian systems gives integraЫe parameters and inte-
In summary, the change of entropy caused Ьу а Mark- grals of motion, and also separaЫe coordinates if they exist.
The existence of symmetry for differential equations leads
ovian process is expressed as an FPK-equation coefficient
аs2з) to а reduced order in ordinary differential equations or dif-
ference equations and to а particular solution in partial dif-
ferential equations.
For the set of first-order coupled nonlinear ordinary dif-
ferential equations of motion as Fi(Xj, Xj) = О, i = 1, 2, ... , N;
3 3 j = 1, 2, ... , М, invariance study under one-parameter infini-
de51 "\"" (дFi\ and diS1 = "\"" m(Dii). tesimal point transformations of the form
where dt = kв L.J др/ dt L.J Т,,
i = 1 i= 1 Xi = Xi + EYJit, xJ ,
Т = t + E�(t, xJ , = 1, 2, ... , М. . . . . . . (33)
Example 5. Consider the example of а simple yet nonlinear
dynamic system in the presence of noise The corresponding infinitesimal generator is

х = ух - х
3
+ s(t) . . (29) д д
V = �(t, xJ- + YJ(t, хд - , . . . . . . . . . . (34)
дt дхi
In the noiseless limit and for у < О, system (29) admits а
staЫe single fixed point whose Lyapunov exponent is л = We take � = О without loss of generality. The evolution-
у. This fixed point becomes repelling for у> О. In this range, ary vector field takes one form
two new simultaneously staЫe branches, х = ±Уу, emerge
д
from х = О. Lyapunov exponents associated with these new V = YJ/t, xi) - . . . . . . . . . . . . . . . . . (35)
attractors аге л = -2у. In а weak noise limit and long time дхi
limit, Eqs. (24) and (25) аге ехргеээес" as For the study of Lie symmetries of the set of coupled
ordinary differential equations of the first order, vve must
L лi + O(Dij) , . . . . . . . . . . . . . (30) know first prolongation Р�1) of vector field V. 26)
The associated first extended operator is
i = 1

(1) д . д
Pr V = 11i - + 'Yli - ,. . . . . . . . . . . . . (36)
дхi дхi
i= 1
where Y}i = DtYJ, i = 1, 2, and Dt is the total differeпtjal
i.e., the flow and production of information entropy cancel
operator of а one-parameter symmetry group26) for system
each other.
Fi(xj, Xj) = О, whenever Eq.(36) is satisfied
Remark 5. Consider а simple system
: '
= р; = - ур - VU(x) + s(t), ..... (32)
Substituting the specific equation of motion Fi = О in
where у is the friction constant. Work done оп the system Eq.(37) and solving it consistently, we get Lie symmetries 'Yli·

88 Journal of Advanced Computational Intelligence Vol.3 No.2, 1999

 Computational Intelligence for Robust Control Algorithms

Remark 6. The second and higher prolongation of vector one integral of motion and hence are integraЫe. Choice а
field V does not lead to nonsymmetries for the equation of : :2
motion. For example, the second prolongation = and у = - of the Holmes-Rand nonlinear oscillator

а · д .. а .. d211i belongs to the above category.26)

(2)
Р; V = 11i - + 11i - +. 11i -.- ., 11i = dt2 , The Lyapunov function for system (38) is described as V
дх, дх, дхi
1·2 1 4 1 2 .
i = 1, 2, .... = х +и(х), where и= х - ух. The entropy productюn
2 4 2
Acting оп system Е, = О leads to invariance conditions . system motюn . diS = ( а + R1д2).х2. Е q. (38) 1s
. 1s .
. wпtten
rate ш dt
•• • аи . .
as х + ( а + Вх2 )х + - = О and, after mult1plyшg the left
ах
the same as the right side of Eq.(37). А similar results holds part of this equation on .х, we oЬtain (х + ( а + Вх2).х + аи).х
for higher prolongations. 26) ах
dV dV ... аи.
= О. The value - dcalculated as - d= хх + -х and after а
Example 6: Holmes-Rand Nonlinear Oscillator. t t ах
Consider an application of staЬility analysis based оп the simple algebraic transformation we oЬtain
relation between entropy production and the Lyapunov
function to а benchmark as а Holmes-Rand oscillator dV
. . . . . . . . . . (43)
х + ( а + Вх ).х - ух + х 2 3
= О , . . . . . . . . . (38)
dt

where а, В, and у аге parameters. System (38) closely re- where Т is а normalization factor.
semЫes the Duffing-van der Pol class of nonlinear oscilla- An analysis of relations in Eqs.( 41 )-( 43) shows that spe-
tors. Rewriting Eq.(38) into а set of two first-order cific symmetries of Eq.(38) for а = _± and у = - 32 with
equations, we get в в
dynamic vector field ( 40) produce maximum staЫe non-
.х = у, у = - (а + (3х2 )у + ух - х3 • • • • • • (39) equilibrium states with minimum production entropy.2)
The invariance requirement under infinitesimal transfor- For В= О from Eq. (38), we obtain the equation of motion
mation (37) is written as of the force-free Duffing oscillator and for exactly the same
parametric choice 2а2 = 9у the Panlevean property holds2'26)
�1 = 112 , �2 = ( - 2Вху + у - 3х2) - 112( а + f3x2) . for this equation. In this case26) integral of motion / =
An ansatz for 111 and 112 аге polynomials in variaЫe у to ехр{4 at }) [х· 2 + 2 ахх· + 1 х4 + 2 а 2х2 ]. The relatюn
. .
ш
have а nontrivial set of Lie vector fields:
3 3 2 9
� q.( 43) is true with the Lyapunov function as for the Hol-
111 = а1 + a2)l + азу2 ; 112 = Ь1 + b2)l + Ьзу2 , . diS ·2
mes- Rand osc1llator and dt = ах .
where а, and bi, i = 1, 2, 3, аге functions of t and х alone. Eqs.(8) and ( 43) describe а generalized relation between
We get а four-parameter symmetry group26) where asso- Lyapunov functions V ( qualitative measure of mechanical
ciated vector fields and the dynamic vector field diS(
.
. ) an d an entropy pro d uctюn ..
motюn dt quant1tat1ve meas-
Х = у-
ах 4)в
д - [( Вх 2 + - у + хз + 2х -а . . . . . ( 40)
ау �3 ] ure of thermodynamic behavior). For а= -1, В = 1, у= -1
and without nonlinear term х3, we obtain the result for the
аге associated with Eq.(38). From Eq.( 40), it follows that Van der Pol oscillator.27)
:
dynamic system (38) has specific symmetries for а = and 3.2.3. Entropy Production Rate and Symmetries of Sto-
chastic Dynamics
у = - 32. Integral of motion / for Eq.(38) for choice а = For the n-dimensional dynamic system admitting an n-
в linearity independent Lie symmetry vector field, the prob-
- 3 .
4 an d а= --1s aЬility density function is found analytically in terms of
в в 2
these symmetries. For dynamic systems with а vector field
having constant divergence and а first integral, the prob-
I - exp[(З/l))t][X + ix' }х] + (41) aЬility density function is written in term of these. The en-
tropy production rate is calculated analytically for these
and we end up with а first-order inhomogeneous Abel's
28
systems. ) In general, the form for dynamic system = f (х, xi
equation: t)(i = 1, 2, ... , п ), х Е: G and associated probaЬility density
function р(х, t). Liouville's theorem is
. 1 3 1 ехр[ - (3)
х + -Вх + -х
3 в = / й t] . . . . . . . . . ( 42)
jJ а
(- + LF) р(х, t)Q = О, . . . . . . . . . . . . (44)
The Holmes-Rand nonlinear oscillator does not pass the дt
Painleve' test because it admits а movaЫe algebraic branch
point. It has been pointed out that· there exist second-order where Q = v'Jg[dx1 л dx2 л ... л dx', g = det(gij) and л stands
systems that аге non-Painlevean but nevertheless possess for the exterior product, LF is the Lie derivative, F = /(х,

Vol.3 No.2, 1999 Journal of Advanced Computational Intelligence 89

Ulyanov, S.V., Yamafuji, К., Ulyanov, V.S., et al.

t)�. This leads to а partial differential equation

дх� ах, = b(xt, t) dt + 2 gr(X 1,
t) 0
dw; ,
r=1

др т др . Х10 = С, tE:.l = [to, Т) (50)

- + f - + pdivF = О (т = 1, 2, ... , п) .. (45)
дt дхт
where Wt = (w;)�= 1 is an m­dimensional standard Wiener
Dynamic system ( 44) is invariant under the Lie group Ьу process. Ref.29) defined differential operators оп U Ьу дt =
the symmetry vector field (infinitesimal generator): п п
д . д . /. д
- , Хо = � Ь 1-,
Х, = ]' g�-. It also defined function у
. ., д д дt � д� . �i
Х 1, 2, ... , п)' ... (46)
1
11 дхi + -r(x, t) дt
1
= (i = i= 1 t =1
= ф(х, t) as а transformation from И х I - И. Function ф
is а symmetry transformation for stochastic dynamic system
if infinitesimal 11 i'(x, t) and -r(x, t) satisfy the system of
(50) if the function satisfies
partial differential equations
Ь( ф(х, t), t) = ( дr + Хо)Ф(х, t),
д;i'
= LF11i, 11i(x, t) = 11i'(x, t) - -r(x, t)f i(x, t) . gr(ф(x, t), t) = Х,.ф(х, t) . . . . . . . . . . . . . (51)

......................... (47) For stochastic differential Stratonovich equations and

Eq.(51), we have the following differential equation describ­
д:i ing process Yr = ф(х1, t) as
Vector field Х = 11\х, t) is called evolutionary герге­
sentation28) of the symmetry vector field given in Eq.( 46).
If the dynamic system given Ьу (44) admits an n­linearly
dyr = ( дr + Хо)Ф(х, t) dt + 2 Xrф(xt, t) 0 dw;
r=1
independent symmetry vector field having evolutionary гер­ т

resentation of form Х1 = 11t(x, t), ... , Хп = 11�'(х, t)�; (i1, ... , = b(yi, t) dt + 2 gr(yt, t) 0 dw;· , . . . . . . (52)
дх" r=1

iп = 1, 2, ... , п) then Liouville measure µ(G) = f GСГ

р(х, where Xt is а diffusion process governed Ьу Eq.(50). This
means а stochastic dynamic system described Ьу Eq.(44) is
t)Q is written with probabllity density function р(х, t) =
invariant under transformation satisfying Eq. (51). Such а
1
transformation is called а symmetry.
1Х1 J Х2 J ... J ХпQ I and n­linearly independent divergence­ If у = ф(х, t, а) is а local one­parameter transformation
free symmetry vector field Х enjoys commutator relations28)
generated Ьу differential operator У= � f i(x, t)� on И, f
[Aj, xk] =
2 cJkx, (j, k, z = о, 1, 2, ... , п - 1) (48) �
i = 1
дх
j< l< k
= (f i)l7 = 1 is an Rn ­valued smooth function, а is а parameter
where cjk аге structure constants. If one of the first integrals on J = (-ао, ао), ф(х, у, О) = х then one­parameter transfor­
mation у is а symmetry transformation of stochastic dy­
for system ( 44) is known and given Ьу I(x, t), then р(х, t) =
namic system (50), if operator У satisfies
IIj, t)IJ is also а probability density function. If
1Х1 J Х2 ... ХпQ I [д1 +Хо, У] = О, [Xr, YJ = О (r = 1, 2, ... , т),
the vector field has constant divergence and а first integral, ......................... (53)
the PDF is written as р(х, t) = IJ(x, t)lexp{­at}, where а =
where [·;] denotes а Lie bracket. Eqs. (53) are equivalent
дfт to
­­ is а constant.
д�
The entropy production гаге is written
(д, +X )f; °J/a�;b\ XJ; - -j,/a:jg;
0

(д )
S· =
dS
-t d= -J дt
дf т
-+LFplnpQ =Jp-.
дхт
(49)
j=l

(i = 1,,i', r = 1, т)
j=l

(54)
GСГ GСГ
Operator У satisfying (53) and (54) is а symmetry opera­
The entropy production rate in symmetries and first in­ tor of Eq.(44) and has similar properties for description of
tegrals is expressed as the entropy production rate in symmetries vector fields.

4. Definitions and Simulation Results of En-

tropy-Like Behavior of Benchmarks as
Typical Dynamic Systems

Consider а general case of а stochastic dynamic Stra­ Вох SSCQ in self­organized AI control (Fig.2) for cal­
tonovich system defined оп some domain И in Euclidian culating the entropy production rate in control objcct and
space Rn as in control systems. We cite as an example benclш,arks of

90 Journal of Advanced Computational Intelligence Vol.3 No.2, 1999

 Computational Intelligence for Robust Control Algorithms

entropy production calculation for coupled nonlinear oscil- 2. Duffing Oscillator Model
lator models described Ьу ordinary nonlinear differential
equations of motion.
Х +х-х +х3 = 0
Entropy Production
4.1. Definition of Entropy Production Rates of Bench-
dS 1­2
marks
The thermodynamic model representation of dynamic dt = r
equations of motion for а control object (Plant) in а general 3. Holmes-Rand (Duffing-Van der Pol) Oscillator Model
form as closed and ореп dynamic systems is developed in
Ref.2). Based оп this, the analysis оп Plant's postural sta­ х+(х2-1).х-х+х3 = о
Ьility control is done and results of computer simulation is
Entropy Production
compared.
Let us introduce results of entropy production calculation
and dynamic behavior for typical systems as
1. Van der Poll Oscillator Model
4. Duffing Oscillator Model with parametric excitation
х+(х2-1).х+х = О of dissipative force
Entropy Production х + k(l +Asinwt).x ­ х + х3 = О
dS Entropy Production
dt

1
: �\'\ !,
1, ·�­­
' �·
�

Fig. 3. Simulation results of entropy­like behavior for Holmes­Rand oscillator. а: Free motion with initial states хо = 0.5; хо = 0.2;
Ь: phase portrait; с: temporal entropy­like behavior (entropy production rate); d: 3D simulation entropy­like behavior .

...
..
\
. :\
.. /
... \ /

"
" 1
"'
/� 1
1
1,.1 '.
••• 1 \

J
'\

Fig. 4. Simulation results of entropy­like behavior for Holmes­Rand oscillator with syпimetrics ­ а = 41в, у = ­ 4!в2: а: free motion
х
with initial states хо = 0.5; 0 = 0.2; Ь: phase portrait; с: temporal entropy­like behavior (entropy production гаге); d: 3D simulation
entropy­like behavior.

Vol.3 No.2, 1999 Journal of Advanced Computational Intelligence 91

Ulyanov, S.V., Yamafuji, К., Ulyanov, V.S., et al.

dS k( .
А sшcot write final results as follows:
):2
- = -
dt т1+ х

�� + (.х2 + х2 _ 1 ).х2 + (у2 + у2 _ 1 )у2 О. . . (58)

Also consider the Lyapunov function as
·2 ·2 2 2 ( )2
V = (� +L+�+L+ ах-у ) О From Eq .(58), it follows
2 2 2 2 2 > ' ... (55)
2
In this case, dV _""' diS
LJ dt. ............ (59)
dt
��
= хх +У.У+ хх +У.У+ а(хх -ху - ух+ уу), (56)
i = 1 /
From Eq.(59), we get the law оп additive properties of
The dynamic system with Lyapunov function (55) is а entropy production in dynamic systems.
system of two coupled nonlinear oscillators as In а more complex case as

{.х•• + (.х2·2 + х22 - 1 )х• + х + а(х - у) � о. .... (57)

у + (у + у - 1 )у + у + а(у - х) = О
х
Mter multiplication оп and у in both equations of sys­
tem (57) and after simple algebraic transformations, we we have

0,--,,---�---
20

Х2 15
10

­5

-10

-15

.2QL­­­'­­­"­­�­..____.___.
� А J 4 10 lD 30 .цt
"° '° ro
ео ао 1111

а t, Time ь Xl с t, Time

р
10

о
­5

­10
5
20

Xl
­10 ­20
dS dS

е f

Fig. 5. Entropy analysis of staЬility of nonlinear parametric dissipative Duffing oscillator: а: temporal behavior of oscillatoг with
initial states хо = ­1.75, хо = ­1; А= 5; оэ = 0.1; Ь: the phase portrait; с: temporal entropy­like behavior with local unstablc statcs;
d: power distribution; е: 3D simulation of entropy­like behavior with опе unstaЫe state; f: 3D simulation of entropy­likc bchavior
with п unstaЫe states.

92 Journal of Advanced Computational Intelligence Vol.3 No.2, 1999

 Computational Intelligence for Robust Control Algorithms

(i2 + х 1).х + х + а(х + у - z)

2
о motion together with the equation for the entropy production
{ху++ (у2 -

+ у2 - l)y +у+ а(у - х + z) = О.

=
rate is shown in Fig.3, where the system is in local unstaЫe
z + (z2 + z2 - 1 )z + z + a(z - х + у) = О equilibrium states. Figure 4 shows the result of Holmes-
Rand oscillator behavior with symmetries. In Fig.4c, the
3
1 diS. d1S oscillator with symmetries ( а = -1, у = � ) produces less
dV
and -
dt
= Т, dt' dt т/х-
1 : 2 2 \�. d2S
+ х - 1 JA ' dt � �
i= 1 entropy according to symmetries analysis of the Holmes-
1 ·2 ·2 dзS 1 -� �2 Rand oscillator. Figure 5 shows simulation results of en-
т2
2
(у + У - l)y ; dt = Тз
2
(z- + г: - l)z-, for three coupled
tropy-like behavior in dynamic systems with parametric
nonlinear oscillators. excitation. Periodic solutions and Ьifurcation behavior in а
parametrically damped Duffing equation in terms of Floquet
theory were studied.30) At the staЬility boundary of solutions
4.2. Simulation of Entropy-Like Behavior of Complex
Dynamic Systems. х = ±1, х = О, а common feature is that one of the eigenval-
- Dynamic systems with опе DOF: Consider the bench- ues of stationary solutions is always -1 and Ьifurcation is
mark of а dynamic system as а Van der Pol oscillator. The rather rich along the boundary. Dynamics differ and аге
result of integration of а differential equation for mechanical interesting as parameters аге valued to cross different seg-

ню .....----т-----.-----.-----.-----, 1>0

r г-;
<:
--
у
\ --r-- .......__
�
"" r--
\
1\ � ) ��
\ \ / /
\ у 1/
-200
/\
\ / \ /
-з ее \
\. ' /
/

..
\
х х -з.ее
v х
о о. !1 о.ю· , ,. о 1.1. •.. о 2.> 2 О 2., •

а ь с
\. . �t'\
v� t\J
/ \ г-,
, ...
{ 1 1\

<,
""'-- ,__ '
1
1

, �
1\ \
\\
dX/dt � ,. о
d)[/dt
,.,
е.во -о :.� -е.эе -е.ее о. о о .• о о о .• 1

d е f
dX/dtl.70 ,_
dX/dt
t.20
,,/ <,
:/ \
/ v", \
// \ \
r- "-1'
v .....-- rx-........ "r--
.

\ 1 /\ r--. 1--. [..../

х х
о
- ,._/

о lci
I

, .. 1 0 ' . 1ki l. •
х
. 2 о 2
о '
g h
dY/; ,--.--------,-----,----т-----..-�dY/dt](,O / 1/ r--... ..... !'-..
2.>О

2.00
/ / i\ '\
/ /v \
./ / \
./v::. / i\ \
( ( \ l

-
\ \ -� 1 )
\ \ / L--

\ \ / /

' '\... ' "-., L... v/

v у
4.00 -J.>O -J.00 -2.>О -2.00 -1.>О -1 00 -0.>О О 1О О <i 1 1О 1 "1

Fig. 6. Temporal behavior of mechanical motion of two coupled van der Pol oscillators: а-с: phase portraits (х, у); d-f· velocity phase
portraits (х, у); g-1: phase portraits (х, х); j-l: phase portraits (у, у).

Vol.3 No.2, 1999 Journal of Advanced Computational Intelligence 93

Ulyanov, S.V., Yamafuji, К., Ulyanov, V.S., et al.

ments of this boundary. Numerical results shows that а pe­ produce the stationary entropy production rate and а change
riod­two solution arises via period­douЫing Ьifurcations at of the frequency of parametric excitation brings up local
А= 5.385. The regions of various types of motions heavily instaЬility. А similar effect is described for equations as
overlap, indicating the coexistence of multiple attractors. In
overlapped regions, at one parameter point, the system is •• . • .3 1
х + ( а1 зшон )х + а2х ,
(cosQt ­ х) 2
=
attracted in different orЬits, depending оп initial preparation.
At parameters оэ = 1.45 and А = 5.38 + 8.5, there аге five
attractors. In addition to the pair of stationary solutions, where со = 0.04 and Q = \1'231) for dynamic path planning
there exists а pair of single­well period­one solutions and а � moЬile robot in nonstationary obstacle environments.
symmetric period­two solution. Boundaries of basins of со­ - The dynamic systems of two-coupled nonlinear oscilla-
existing attractors clearly form fractals.30) As 2.1 s со s 2.49, tors: А system of two­coupled Van der Pol oscillators show­
system motion after instaЬility is Ье larger­scale cross­well ing multistaЫe behavior for some control parameters is
chaos via intermittency; at the critical point, one eigenvalue studied.32) It is fairly well estaЫished that the dynamics of
of stationary solutions is still ­1. However, as оэ s 2.1, very simple physical systems аге quite complex if sufficient
system behavior becomes period­douЫe Ьifurcation after nonlinearity is present. Model equations of two­coupled
stationary solutions lose staЬility (Fig.5). Strange attractors Van der Pol oscillators are as follows:

� . �

[L 'V ­ ­
v
­ ·- ,,_ 1
1
­ ,v·- а-

t­­­
'1 1
'1
1
1
1
1
1
1
IV 1

...
11 1
­всо ­800
v v v v,, v v s
'°"' 1000 t25.00

ь
t7)00

а
S2 S2 S2
",о t­­­t­­­­­t­­­+­­+­­+­­,f­­+c:­­­iг­+­t nooo
(' /\

/ 1, l f
s 1

11 1 'f "
/\ Иv v'y1
( '
'
v '
,0�000 <>ОО ,000 »ОО &ООО"°" 10.00 1'00 00.00
.,;'
20�000
,000 "00 &ООО"°"· 1000. 1'00 I0.00 8'00 "..S' "''f,)00
f
1,000 1) 00 6000 м� 00 1 ООО ,,�оо PCIOO U500 190
SI

d
/ (/ �: r-; k7"
r ­
,,
\/ \. \/ \. '­ /
J.. \. \ '1,. 1\. \ 1 1/._._
г­, ,\ \'\. \ / \'

\� \ <; l т-ы \ ' /

')(

Т­,) \
'" ,....,.
\ \ / \ \ 1 \ \ /
\ \ \ \ 1
\ \ \ \ \ 1 /
\ \ \ \ 1
\ \ \ \ '\. \,

­э ое
"­"
v
dSl/dt
­,оо
' .._,v dSl/dt
,.оо _,,., ­•оо ­ � '. :­­,,
А
dSl/dt
'"
­200 200 -1.Ю ­0,0 ООО 0.,0 2.00 о

g h
dSl/dt:: dSI/�:

' ' ' \.

" ' '
[',.. 1\. 1\. 1\.

k
(\ { \ (\ { \ (\ {\ dS21cn:: r ,\ f'I � { \ ,i<,21m:: ,... ,... ,...
1 1 \ /" \ \
' \ \
1 {'{ {'{
\

'\
11..1 1 /,.\ _\
\ Г\ \

­
1
1 1
­
1
1,.. \..­.!. ­ l!r i - 4­ ,­,1._
�
1
1 I н� � r \\ r r\ r
ll 11 ll 11 11
r
11
\\ r r \\
11 ' 11"
'/ 1/ 1 '/ 1/ 1/ 1/ 11 11 '/

�,.,,"
/ / / 1 1 1 11 /111
v, 11 VJ // V/1
1 v -
'/
\ �1
//
1 ,r
1 1
� /1
/
/J
1
/J
/ -1
/J 11� г /
\ J /
r/
\ \/ /
\л \ / \ л \
v
/ \� х / /
\\,
­­..,, "\..,/ ....,
S2 :::
� 'V
- 'V - 'V \, "V S2 52
-!�200
'600
'° 00 1000

т n о

Fig. 7. Simulation results of temporal entropy­like behavior of two coupled Van der Pol oscillators: а - с - the phase portraits (S­dS/dt);
d-f' phase portraits (S1.S2); g-I: phase portraits ( dS1/dt ­ dSz/dt); j-l: phase portraits (S1­dS1/dt); т-о: phase portraits (S2­dSz/dt).

94 Journal of Advanced Computational Intelligence Vol.3 No.2, 1999

 Computational Intelligence for Robust Control Algorithms

"х dXkt .

\\ ;;
d"(kJ.

11 у
i1 1 1,

11:i\
' '
!;
1 1 \ 1 11
\ •\\ ,'. __, ___ '
f1)11'-:
\\1,\[_ 1, ·:::г�)_у·: -�---
W '
(:
1
1� :,; \

:.1, Tme у

а ь с

dS2
dt

dS1
I dt

Tme Tme
-,.
d е

Fig. 8. Simulation results of temporal entropy-like behavior of nonlinear dynamic system (62): а: temporal behavior of mechanical
motion (В,=В2=0.3; W1=1.5; w2=4; k=4; l=0.5) with initial states хо= 1; уо = О; хо = уо = О; Ь: phase portrait (х, х); с: phase portrait
(у, у); d: temporal behavior of entropy production rates; е: temporal behavior of entropy production.

" dXkt d"(kJ.

ь
•••••• .fl

а с

s.z____:_ .

S, Tme
Tme
.
----l--- .. .
......_ __

d е

Fig. 9. Simulation results of temporal entropy-like behavior of nonlinear dynamic system (62): а: temporal behavior of mechanical
motion (В1=В2=0.3; w1=1.5; w2=4; k=4; l=0.5) with initial states хо = 1; уо = О; хо = уо = О; М=5; Ь: phase portrait (х, х); с: phase
portrait (у, у); d: temporal behavior of entropy production rates; е: temporal behavior of entropy production; f: random disturbance
U(t) with а = 0.5; а� = 2; оэ = 1.

{x+([x+�y]-s1)x+(x+By) о linear oscillators; and one moderately nonlinear and the

у+ ([у+ ах] - s2).X +(у+ ах) = о' . . . . . (6О) other quite so. For system ( 60), the characteristic polyno-
mial is explicitly expressed32) as
s
where а, В, I;1, and 2 аге parameters. The coupling co�id-
ered is interpreted as а perturbation of oscillator amplitu'cle Л4 - + s2)л3 + (2 + S1S2)л3
(s1
through а signal proportional to the amplitude of the other. - (s1 + s2)Л + (1 - аВ) = о' . . . . . . . . (61)
In general, three cases ( coupling in three regimes) соп-
sisting of values for 1;1, 1;2 = (0.1,1); (1,1); and (1,2) . For anct ctepencts only оп three parameters (s1 + sz, s1 sz, anct
first case (0.1, 1), опе oscillator is almost sinusoidal and аВ) anct invariant цпсег transformations (s1 - sz, а - В).
other moderately nonlinear; two exactly moderately поп- If аВ = 1, the manifold of equilibrium points is found to Ье

Vol.3 No.2, 1999 Journal of Advanced Computational Intelligence 95

Ulyanov, S.V., Yamafuji, К., Ulyanov, V.S., et al.
х
а line in R4, =у= О, х = -Ву. For this special comЬination
of coupling parameters, many infinitely new equilibrium
points арреаг, and is а nonstandard feature of model equa­
tions studied. If аВ < О, dynamics become richer in all cases
studied. We concentrate mainly оп the аВ < О region of the
coupling parameter plane. The computation mode to clarify
the attraction basins' structure for Eq.(60) concentrates
mainly оп two comЬinations of control parameters, called
Case А and Case В.32) Case А corresponds to �1, �2 = 1.0,
а= [0.2, 0.7], В= ­1.75 while Case В corresponds to �1 ;;­
1.0, �2 = 2.0, а = [0.96, 1.0955], В = ­0.75. Several attrac­
tors coexist in both cases, giving rise to а nontrivial structure
of corresponding attraction basins. The main difference is
that while, in Case А, symmetric asymmetric attractors со­
exist for some range of control parameter а, in Case В, only
asymmetric attractors аге found for а > 0.98. Another dif­
ference is that, in Case А, all attractors are chaotic, while
in Case В, 32) they begin with two asymmetric chaotic attrac­
tors (coming from the symmetry­breaking Ьifurcation), then
two asymmetric limit cycles appear (for а = 1.0055), and
for higher values of both, chaotic limit cycle attractors suffer
а series of Ьifurcations.
We discuss entropy­like behavior of а dynamic system
in Case А. For а in intervals [0.2,0.48] and [0.52,0.7],32) two
asymmetric chaotic attractors аге found, while for а in
[0.483,0.51 ], another symmetric chaotic attractor is added.
For а near symmetric attractor creation or destruction, the
basin structure consists of zones where both basins аге
clearly separated and others where both basins and self­
similarity occur at а smaller scale. The uncertainty exponent
is significantly lower outside Ьifurcation ( а = 0.5) than for
а = 0.5, where а symmetric attractor is also found. Figure
6 shows full dynamic behavior of two coupled Van der Pol
oscillators. Figure 7 compares entropy­like behavior be­
tween different strange attractors.
Consider simulation results of entropy­like behavior for
dynamic systems as
where В1, В2, wt, w�, l, М, and k are parameters.
Figure 8 shows free motion and entropy­like behavior of
. d1S ·2
Eq.(62) for U(t) = О. Entropy productюn rates dt = 2В1х;
d:; = 2В2/ are equal to transport of the kinetic energy of
both oscillators. Figure 8 shows the effect of kinetic energy
(entropy) transport from х axis vibration to у axis vibration
and vice versa.
Figure 9 shown stochastic entropy­like behavior of Eq.
(62) when stochastic process U(t) is а Gaussian random
process with autocorrelation function Rи(Т,) = due­al'tlcosшт.
In random excitation, the entropy production in dynamic
system (62) decreases for both oscillators similar as in а one
DOF nonlinear oscillator.33) Тhese results of entropy­like
behavior simulation are used as а fitness function of GA in
Parts 2 and 3 for optimal intelligent robust control.
96 Journal of Advanced Computational Intelligence
5. Conclusions
Relations between the notion of the Lyapunov function
(staЬility conditions), entropy production (thermodynamic
behavior), and the physical realization ·of approximate
mathematical models descriЬing irreversiЫe relaxation
processes in closed nonlinear dissipative dynamic systems
were studied. Thermodynamic criteria (positive entropy pro­
duction rate) as а physical measure for realizing а mathe­
matical model descriЬing relaxation processes is introduced.
These criteria indicate the necessity of putting extra (ther­
modynamic) limitations on parameters of differential equa­
tions and on symmetries properties descriЬing the evolution
of nonlinear dynamic systems. А similar relation between
Lyapunov functions and an entropy production rate in open
dissipative dynamic systems with entropy structure ex­
change in Parts 2 and 3 were also studied.
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Nаше:
Sergei V. Ulyanov
Affiliation:
cientific Consultant, УАМАНА MOTOR
EUROPE N.V. R&D OFFICE
Address:
Polo Diddattico с cli l�iccrcн di СRЕМА, Via Bramante, 65-26013 СRЕМА
(CR) - ltaly
Brief Biographical History:
1975- Central lпstitL1lc о!' Building Constructions
1983- Central lпstitL1lc о! Biomedical Engineering
1992- Institute о!' Рпуысогеспшса! ProЫems
1994- Institutc for Problcms in Mechanics
1995- Univer ity or Ыссгго-Согпггшшсатюпв
1998- УАМАНА Motor Со. Ltd.
Main Works:
• "Fuzzy Moclcls or lntclligent Industrial Controllers and Control systems,
Pts 1,2,3," Jourпal of computer and Systems Sciences International,
33-1, 123-144, (1994); 33-2, 94-108, 117-136, (1995).
• "Expert Fuzzy-Neuro Controller Design for Wall Climbing Robot for
Decoпtamiпнtioп of Nuclear-Power Station," J. of Robotics and Mecha-
tronics, 7-1, 75-85, (1995).
• "Development of lntelligent MoЬile Robots for Service Use and MoЬile
Automatioп Systems lncluding Wall ClimЬing Robots," International
Journal of Intellignet Mechatronics, 1-3, 111-143, (1995)
• "Soft computing for the intelligent control of а robot unicycle based on
а new physical measure for mechanical controllaЬility," Soft Comput-
ing, 2-2, 73-88, (1998).
Membership in Learned Societies:
• Russian Society to Fuzzy Systems (RSFS)
• The Japan Society of Mechanical Engineers (JSME)
Vol.3 No.2, 1999 Journal of Advanced Computational Intelligence
Computational Intelligence for Robust Control Algorithms
mensional Lie algebras of certain nonlinear dissipative systems," J.
Phys., А28-7, 1929-1942, (1995).
27) Н. Tasso, "Lyapunov staЬility of large systems of van der Pol-like
oscillators and connection with turbulence and fluctuation spectra,"
Phys. Lett. А183-2/3, 165-168, (1993).
28) G. Unal, "ProbaЬility density functions, rate of entropy change and
symmetries of dynamical systems," Phys. Lett., А233, 193-202,
(1997).
29) Т. Misawa, ''The similarity method in stochastic dynamical sys-
tems," IМА J. of Applied Mathematics, 59, 261-272, (1997).
30) F. Xie and G. Hu, "Periodic solutions and Ьifurcation behavior in
the parametrically damped two-well Duffing equation," Physical
Review, 51Е-4, 2773-2778, (1995).
31) С. Chai and J.-J. Lee, "Dynamical path-planning algorithm of а
moЬile robot: Local minimum proЫem and nonstationary environ-
ments," Mechatronics, 6-1, 81-100, (1996).
32) 1. Pastor, V.M. Perez-Garcia, F. Encinas-sanz and J.M. Guerra, "Or-
dered and chaos behavior of two coupled van der Pol oscillators,''
Physical Review, 48Е-1, 171-182, (1993); and 1. Pastor-Diaz and А.
Lopez-Fraguas, "Dynamics of two coupled van der Pol oscillators,"
Physical Review, 52Е-2, 1480-1489, (1995).
33) Н. Engel-Henrbert and М. Schumann, "Entropy decrease during
excitation of sustained oscillators," Annalen der Physik, Band 44,
Heft 6, s. 393-472, (1987); and "The behavior of the entropy during
transitions far from thermodynamic equilibrium.l. Sustained oscilla-
tions," Physica, 149А, 182-194, (1988).
Name:
Kazuo Yamafuji
Affiliation:
Professor, Dr., Department of Mechanical and Con-
trol Engineering, University of Electro-Communi-
cations
Address:
1-5-1 Chofugaoka, Chofu, Tokyo 182-8585, Japan
Brief Вiographical Нistory:
1973- Graduated from Graduate Course of Engineering, University of To-
kyo, Dr. of Engineering, Lecturer, Faculty of Engineering, Yamanashi Uni-
versity
1974- Associate Professor
1988- Professor, Department of Mechanical and control Engineering, Uni-
versity of Electro-Communications
1995-1997 Deirector of Cooperative Research Center of University of Elec-
tro- Communications
Main Works:
• "Studies оп the Flow of Cross-Flow lmpellers (lst and 2nd Report),"
Bulletin of Japan Society of Mechanical Engineers, 18-123, 1018-
1025/18-125, 1425-1431, (1975).
• "Design and simultion of control systems of an inverted pendulum,"
Robotica, 6-2, 235-242, (1988).
• "Study of а MoЬile Robot Which сап Shifr from ine Horizontal Bar to
Another Using Vibratory Excitation," JSME Int. J., 35-3 (С), 456-461,
(1992).
• "Design and Control of an All-Direction Steering-Type MoЬile Robot,"
lnt. J. of Robotics research, 12-5, 411-419, (1993).
• ''Postural StaЬility of а Human Riding а Unicycle and Its Emulation Ьу
а Robot," IEEE Trans. оп Robotics and Automation, 13-5, 709-720,
(1997).
• "Soft computing for the intelligent robust control of а robotic unicycle
with а new physical measure for mechanical controllaЬility," Soft Com-
puting (Springer), 2-2, 73-88, (1998).
Membership in Learned Societies:
• The Japan Society of Mechanical Engineers (JSME)
• The Japan Society for Precision Engineering (JSME)
• The Robotic Society of Japan (RSJ)
• The Hydraulics and Pneumatics Society of Japan, et а!.
97
Ulyanov, S.V., Yamafuji, К., Ulyanov, V.S., et al.

Name: Name:
Victor S. Ulyanov 1. Kurawaki

Affiliation: Affiliation:
Doctor Course Student, Department of Mechanical Supervisor, Senior Engineer, УАМАНА MOTOR
and Control Engineering, University of Electro­ EUROPE N.V. R&D OFFICE
Communications

Address: Address:
1­5­1 Chofugaoka, Chofu, Tokyo 182­8585, Japan Polo Diddattico е di Ricerca di CREMA, Via Bramante, 65­26013 СRЕМА
Brief Biographical Нistory: (CR) ­ ltaly
1994­ Graduated Moscow State Universiti of Geodesy and Cartography Brief Biographical Нistory:
1995­ Research Engineer, Institute for ЯroЫems in mechanics, Russia 1978­ Kyoto University, BS degree
Academy of Science 1978­ УАМАНА Motor Со., Ltd.
1996­ University of Electro­Communications, Ph.D. Course Student. 1982­ University of California at Davis, MS degree in Engineering;
Main Works: УАМАНА MOTOR EUROPE N.V. R&D OFFICE
• ''Intelligent robust control of а robotic unicycle based оп а new physical Main Works:
measure for mechanical controllability," Advanced Robotics, 12­4, 455­ • Man­machine Systems
481, (1998). Membership in Learned Societies:
Membership in Learned Societies: • The Japan Society of Mechanical Engineers (JSME)
• The Japan Society of Mechanical Engineers (JSME) • Robotics Society of J арап

Name: Name:
Т. Hagiwara S.A. Panfilov

Affiliation: Affiliation:
Senior Engineer, Automotive operations, Assistant Research, УАМАНА моток EUROPE
УАМАНА Motor Со., Ltd N.V. R&D OFFICE

Address: Address:
45­685, Tomizuka­cho, Hamamatsu, Shizuoka 432­8002, Japan Polo Diddattico е di Ricerca di CREMA, Via Bramante, 65­26013 СRЕМА
Brief Biographical Нistory: (CR) ­ ltaly
1973­ Tokyo lnstitute of Technology Brief Biographical Нistory:
1975­ УАМАНА Motor Со., Ltd. 1993­ Student, Moscow State Institute of Radiotechnics, Electronics and
1989­ Hydraulic Systems operations Automatics (State Technical University)
1994­ Automotive operations 1998­ Assistant Research, УАМАНА Motor Со. Ltd.
Main Works: 1999­ Assistant Research, УАМАНА моток EUROPE N.V. R&D OF­
• Development of electronics controlled suspension system FICE
Main Works:
• Soft Computing Applications

98 Journal of Advanced Computational Intelligence Vol.3 No.2, 1999