Symbolic analysis of time series is extended to systems with inputs, in order to obtain input/output symbolic models to be used for control policy design. For that, the notion of symbolic word is broadened to possibly include past input values. Then, a model is derived in the form of a controlled Markov chain, i.e., transition probabilities are conditioned on the control value. The quality of alternative models with different word length and alphabet size is assessed by means of an indicator based on Shannon entropy. A control problem is formulated, with the goal of confining the system output in a smaller domain with respect to that of the uncontrolled case. Solving this problem (by means of a suitable numerical method) yields the relevant control policy, as well as an estimate of the probability distribution of the output of the controlled system. Three examples of application (based on the analysis of time series synthetically generated by the logistic map, the Lorenz system, and an epidemiological model) are presented and used to discuss the features and limitations of the method.
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http://dx.doi.org/10.1063/1.1796071 | DOI Listing |
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