Abstract:
Practical control problems are subject to dealing with instrumentation noise and inaccurate models. These can be modelled as measurement and state noise, respectively. Nonlinear state estimators, for example a particle filter, can be used to mitigate these effects. However, they are usually computationally expensive which makes them impractical for industrial use. This text investigates using General Purpose Graphics Processing Units (GPGPU) to improve the performance particle and Gaussian sum filters by parallelizing their prediction, update and resampling steps. GPGPU accelerated filters are found to outperform non-accelerated filters as the number of particle increases. GPGPU acceleration also allows particle filters with 2^19.5 particles to be used on systems with dynamic time constants on the order of 0.1 second and for Gaussian sum filters with 2^18.5 particles to be used with time constants on the order of 1 second.
The filters are applied to a bioreactor system containing R. Oryzae, where MPC control is applied to the production phase fumaric acid and glucose concentrations. The bioreactor is modelled using results from Iplik (2017) and Swart (2019). It is found that the GPGPU filters improved run times allow for more particles to be used which provides increased filter accuracy and thus better performance. This improved performance comes at the cost of consuming more energy. Thus, it is believed that the GPGPU implementations should be used for applications with complex dynamics/noise that require large numbers of particles and/or high sampling rates.