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journal homepage: www.elsevier.com/locate/jprocont

A risk mitigation perspective

Ascensin Zafra-Cabeza a, , J.M. Maestre a , Miguel A. Ridao a , Eduardo F. Camacho a , Laura Snchez b

a

b

Department of Automatic and System Engineering, University of Seville Escuela, Superior de Ingenieros, Camino de los Descubrimientos, s/n, 41092 Seville, Spain

INOCSA S.L.Ingeniera, Spain

a r t i c l e

i n f o

Article history:

Received 23 July 2010

Received in revised form

30 November 2010

Accepted 23 December 2010

Available online 12 February 2011

Keywords:

Irrigation canals

Risk management

Control

Model predictive control

Water treatment

a b s t r a c t

This paper presents a hierarchical distributed model predictive control approach applied to irrigation

canal planning from the point of view of risk mitigation. Two levels in optimization are presented. At

the lower level, a distributed model predictive controller optimizes the operation by manipulating ows

and gate openings in order to follow the water level set-points. The higher level implements a risk

management strategy based on the execution of mitigation actions if risk occurrences are expected. Risk

factors such as unexpected changes in demand, failures in operation or maintenance costs are considered

in the optimization. Decision variables are mitigation actions which reduce risk impacts that may affect

the system. This work shows how model predictive control can be used as a decision tool which takes

into account different types of risks affecting the operation of irrigation canals.

2011 Elsevier Ltd. All rights reserved.

1. Introduction

Water canal system management involves operating pumps,

valves and gates to satisfy user demands and minimize costs. The

main objective of irrigation canals (IC) is to supply water to farmers

according to a specic schedule. A set of constraints imposed by the

physical system and by management policy has to be considered.

IC operation may be affected by many important factors. Operations can be interrupted for several reason such as scheduled

maintenance, response to warnings, subsystem failure or accidents.

Furthermore, variability in demand, changing weather and raw

water conditions are parameters that should be considered for the

optimal operation and maintenance of the plant. Several studies

have been carried out to take into consideration the inuence of

uncertain factors in the performance of water systems such as [21],

[26] or [30] where climate change, drought or demand uctuations

have been analysed.

Uncertain factors not previously considered in the planning

may affect IC operation. These uncertainties originate from various

causes: political (changes in politics can change water strategy),

operational (water level reference varies from that forecast, adjacent land becomes water logged, etc.), nancial, maintenance tasks

E-mail addresses: asun@esi.us.es (A. Zafra-Cabeza), pepemaestre@cartuja.us.es

(J.M. Maestre), ridao@esi.us.es (M.A. Ridao), eduardo@esi.us.es (E.F. Camacho).

0959-1524/$ see front matter 2011 Elsevier Ltd. All rights reserved.

doi:10.1016/j.jprocont.2010.12.012

(failure in reach or devices due to wear and tear, seepage loss, sensor theft) or ecological. Most of the factors mentioned are sources

of risks that can affect IC performance and should, therefore, be

taken into account. Quantifying these risks and incorporating them

into mathematical planning and operation models may result in

improved water system policies.

Risk management (RM) in plant operation is a discipline that

is giving rise to great interest amongst researchers and industrial

sectors [4,27]. The objective of RM in engineering systems is to

establish risk-based policies to obtain better trade offs in safety

and productivity. This technique begins at the conceptual design

phase and continues through out the execution and commissioning of the system. In recent years, risk has been intensively studied

in water resource engineering, and many signicant achievements

have been made. In Ref. [31] a risk analysis is developed where

parameters such as reliability, resilience and vulnerability are evaluated. In Ref. [2] an identication of different risks in water systems

is provided and in Ref. [3] a guideline is presented for mitigating

risks. An optimization of the operation of a desalination plant is

carried out by risk mitigation in Ref. [28]. It can be concluded that

risk in water systems may decrease if risk mitigation actions are

adopted beforehand.

From the point of view of IC control, many contributions can be

found in the literature. The introduction of automatic control has

been increasingly promoted when technical and socio-economic

circumstances make it possible [6,19]. There are applications ranging from classical approaches such as PI controllers [17] to model

788

an optimal control strategy based on the explicit use of a model

to predict the process output at future time instants [7]. MPC

approaches have been widely applied in industry and also in water

systems. However, MPC is a technique with strong computational

requirements which hinder its application to large-scale systems

such as transportation systems including trafc, water or power

networks [20]. In these systems, the computational requirements

or the impossibility of obtaining a centralized model are major

problems that MPC cannot overcome. For this reason, most large

scale and networked control systems are based on a decentralized

control architecture where the system is divided into several subsystems, each controlled by a different control agent which may

or may not share information with the rest. Each of the agents

implements an MPC based on a reduced model of the system and

on partial state information which, in general, results in an optimization problem with a lower computational burden. In the case

where the agents communicate in order to obtain a cooperative

solution, we speak of distributed MPC (DMPC), otherwise the term

decentralized MPC is used.

Different decentralized and distributed MPC schemes can be

found in the literature; see Ref. [23] for an extensive review of

the most relevant results on the topic. The most basic schemes are

based on a decentralized architecture in which there is no communication between the agents. For example, in Ref. [1] the centralized

problem is decentralized considering a one step horizon, which

guarantees small deviations in the values of the variables the agent

shares. Another example can be found in Ref. [15], where a decentralized control architecture for nonlinear systems with continuous

and asynchronous measurements is presented. We can properly

speak of DMPC schemes when communication comes into play.

The most basic DMPC algorithms use communication to broadcast

information amongst the agents. In general, this information consists of bounds on the state or input trajectories, in such a way

that neighboring agents can take these bounds into account in their

calculations. For example, in Ref. [14] a DMPC scheme for linear systems coupled by the state is considered. In this scheme, the agents

exchange predictions about their state at the end of each sample step. The procedure of information broadcasting can be done

in an iterative fashion; for example, in Ref. [25] this procedure

is presented as communication-based control. Finally, the most

sophisticated DMPC algorithms provide a means of agent collaboration, that is, the agents exchange information in order to obtain

a consensus on the values of the shared variables. For example,

a gradient-based distributed dynamic optimization method based

on the exchange of sensitivities is proposed in Ref. [24]. In Ref. [8],

basic collaboration algorithms are provided with an extensive list

of conditions to ensure convergence and stability. The use of dual

decomposition for the distribution of the centralized problem [22]

is another technique which can be classied in this group. Dual

decomposition has been applied to the control of irrigation canals in

Ref. [18]. In this paper we will use a variation of another cooperative

scheme [16] which provides a good trade off between performance

and communicational burden in such a way that agents can reach

a cooperative solution with a low number of communications.

This paper presents a hierarchical DMPC (HDMPC) to optimize

the IC operation, the benets and the costs associated to choosing a

set of risk mitigation actions. At the higher level, a risk-based strategy is implemented which is based on mitigation actions execution

to reduce risk impacts. A centralized MPC is used in the optimization problem. At the lower level, a DMPC drives the plant to the

correct values. The main point of innovation this work is considering mitigation actions to reduce exposure of identied risks in the

operating process.

In this paper, the term risk is dened as an event that may take

place when operating IC and which may cause unexpected con-

mitigation actions to reduce the risks have been established, the

risk model to be integrated in the operation is provided. The decision problem is formulated as an MPC that computes the original

control variables of the system and the risk mitigation actions over

a nite control receding horizon. An HDMPC approach to consider

the topology of the system and to decentralize control depending

on the geographical region, is described.

The mitigation actions to be carried out can be discrete or continuous, thus, the resulting optimization problem is formulated as a

mixed integer quadratic problem (MIQP) which belongs to the class

of NP-complete problems [12]. The objective function considered in

this paper is to minimize a multicriteria weighted function where

operating costs, demand satisfaction, mitigation actions and control efforts are involved. The outcome of the problem will strongly

depend on the weights of the different terms.

The paper is organized as follows. First, a description of irrigation canals modelling is shown. Section 2 describes the risk model

used. The optimization problem for planning is described in Section

3, where the distributed model predictive controller and risk mitigation approach are joined in the objective function of the problem.

In order to illustrate the benets of the method, a simulation model

of a real IC and a risk structure are used with different congurations in Section 4. Finally, some concluding remarks are provided

in Section 5.

2. Irrigation canal modelling for control

The system considered is an open-canal used for water distribution (for irrigation and drinking water supply), made up of several

reaches connected by gates for regulation purposes. The dynamics of water owing along open irrigation canals can be obtained

by applying the Saint Venant equations [9,10], which are nonlinear partial differential equations. Because these equations are very

complex to be used directly for control, they are often linearized

around a set point. First-order systems plus a delay are normally

used to model the canal dynamics (see Ref. [9]).

A typical irrigation canal may be divided into several reaches

separated by gates; the controlled variables are the downstream

water levels, hi (t) R+ (m) and the manipulated variables are the

check point to the gates, ui (t) R+ (m).

Each canal reach has an inow from an upstream canal reach,

Qin,i R+ (m3 /s), and an outow to a downstream canal reach,

Qo,i R+ (m3 /s). Furthermore, other ows are considered as perturbation variables:

qin,i R+ (m3 /s), ows due to rainfall, failure in upstream gate.

qo,i R+ (m3 /s), known offtake outows by farmers, considered

as measurable perturbations.

The discrete model considered using the dened variables is:

Ai (hi (k + 1) hi (k)) = Td (Qin,i (k td ) + qin,i (k) Qo,i (k) qo,i (k))

(1)

where Td (s) is the length of the sampling time, Ai the surface of

the reach and td the delay of the input Qin (the level is measured

downstream).

The discharge through a submerged ow gate is usually determined [9]:

Qo (t) = Cd L

2gu(t)

(2)

the gate opening and hup (t), hdn (t) the upstream and downstream

water levels, respectively.

Cost of mitigation

Higher level

MPC

Mitigation actions

Lower level

DMPC

Flow head and gate openings

PLANT

As previously mentioned, two control levels are implemented in

this approach. At the higher level, risk mitigation is introduced to

determine the mitigation actions to be executed (see Fig. 1). With

this strategy, cost is optimized and parameters at the lower level

may be modied as a consequence of the mitigation action applied.

For example, level references may be changed as result of a risk

mitigation action. On the other hand, the lower controller drives

the plant to the corrected values by opening and closing gates and

valves. A distributed control system is implemented at this level.

Note that both controllers will work with different sampling times

due the nature of the process.

As can be observed, the proposed controller has a hierarchical

and distributed scheme. MPC has been selected at both level to

carry out the optimization problems.

MPC is an optimal control strategy based on the explicit use

of a dynamic model to predict the process output at future time

instants [7] over a prediction horizon (N). The set of future control

signals is calculated by optimizing a criterion or objective function.

The predicted outputs depend on the past input and output values

known up to instant t and on the future control signals. Only the

control signal calculated for instant t is sent to the process whilst the

next control signals are ignored. Benets of MPC include the relative

ease of implementation, the ready extension to the multivariable

case, time delays, and the natural addition of constraints in the

optimization.

3.1. Higher level: risk management and MPC

This section describes the risk model to be integrated in the

optimization problem. This model takes into consideration external

risks such as changing weather or nancial data and internal risks.

Internal risks comes from IC operation. Examples of internal risks

may be failure in the gates or seepage losses.

In this work, the term risk is dened as an event that could take

place and have an impact on some of the units U ={U1 , . . ., Un } that

make up the IC system. These units are either the departments of

the plant (maintenance, operation, nance, etc.) or the different

stages that make up the plant (water pretreatment, distribution,

storage, etc.). In order to dene the risk strategy, several elements

have to be previously identied:

Operation policies, objectives and priorities.

Risks that may cause impacts on the system, denoted by set R.

Strategic plan to reduce exposures of risks by mitigation actions,

denoted by set A.

Consider the set of parameters Z ={Z1 , . . ., Zq } that risks can

change, q being the number of parameters; examples of these

789

R ={R1 , . . ., Rm } as the set of identied risks for the plant. Each risk Rr

is characterized by a probability of occurrence at each time instant

Pr (t) and some initial impacts IIrc , with c = 1, . . ., q on the different

parameters of the plant. Note that a unit can be inuenced by any

risk and each risk may have an impact on any parameter. Therefore,

risk impacts can change the values of parameter set Z when they

occur and no mitigation action is carried out.

Once risk identication has taken place, the next step to be

undertaken is the design of a strategic mitigation plan. This makes

the reduction of the impact of the identied risks possible. In this

way, each risk can be associated to a set of actions that could mitigate it risk. We assume the mitigation action set to be A ={A1 , . . .,

Ap } with p representing the number of mitigation actions. Each

mitigation action is described by a set of three elements:

Aa = {uMa , Fa , Ga }

a = 1, . . . , p.

(3)

uMa . Fa = {fca : R R} with c = 1, . . ., q being the set of functions

that determine the risk impact reduction as a function of uMa at

each time; thus, fca is the reduction of the initial impact affecting

parameter Zc when action Aa is applied. Actions that are chosen

to mitigate risks may have an associated cost of execution; this

characteristic is modelled by dening functions Ga = {gca : R R}

that describe the extra costs to be added if action Aa is also carried

out as a function of the corresponding decision variable uMa .

Fig. 2 shows an example of a risk-based structure (RBS) that

illustrates the relationship between risks and actions in a possible

strategic plan. It can be observed that a unit may be associated to

some specic risks (i.e. unit 1 is susceptible to risks R1 and R2 ); a

risk can be mitigated by different actions. In Fig. 2 for example, Rm is

mitigated by Ap1 and Ap . One action may mitigate different risks;

note in Fig. 2 how Ap1 mitigates R2 and Rm . Mitigating actions will

reduce the initial impact of a risk but, usually, the system will incur

additional costs as a result. Even if the impact is stochastic in nature

(i.e., only assessed if the risk actually occurs), costs associated to

mitigating actions will be incurred regardless.

In previous work [29], decisions about mitigation actions were

in the form of binary execute/do not execute decisions. The intensity of the action has often to be taken into account when deciding

how to execute it; this decision will depend on the nature of the

mitigation action control variable uMa , which can either be a continuous (uMa R) or integer (uMa R) variable.

The term denoted by RE and named Risk Exposure is dened for

each risk taking into account all the previous information about

risks. Hence, RErc (uM , t) means the exposure of risk Rr affecting

U2

U1

R1

A1

R2

...

Un

...

...

Rm

Ap-1

Ap

mitigation actions.

790

p

p

a=1

(4)

a=1

the initial impact of risk Rr affecting parameter Zc ; both of these can

be time dependent. The sum of functions f means the reduction of

the initial impact by taking actions; RAra = 1 if risk Rr is mitigated by

action Aa , otherwise, RAra = 0. gca (uMa ) is the extra cost of mitigation

action Aa on the parameter Zc .

3.2. Optimization problem at the higher level

At this level, the decision variables are the mitigation actions

to be executed (uM ). These actions optimize the cost of the canal

operation and may change parameters of the lower controller,

if necessary. The index performance optimizes a multicriteria

weighted function where internal and external risks are involved.

This optimization problem is solved by MPC.

minJ = 1 Jint (uM , t) + 2 Jext (uM , t)

(5)

uM ,t

internal risks such as operational risks or maintenance risks, and

Jext represents the optimization of the cost associated to external

risks such as changes in reference levels due to rainfalls, nancial

opportunities or market issues. These terms are expressed as the

standard term in MPC:

Ji (uM , t) =

q

N

k=1 c=1

(6)

on the class of risk i. wc is the reference to follow for parameter Zc .

(c) is the weight for each parameter Zc . Note that wc corresponds

to the reference to follow in the MPC. In this study, usually this term

is 0, because we want to optimize the parameters. Y ic is calculated

as:

Y ic =

m

RErc (u, t + k)

(7)

r=1

Note that risks can appear modifying the estimated cost. Therefore, term RErc (u, t + k) models the effect of risk Rr on parameter

Zc (risk exposure); m denotes the total number of risks and N the

prediction horizon. In the case of internal risks, Y int,c , risks associated to maintenance and operation will be included; in the case of

Y ext,c , risks associated to demand, nancial and market issues will

be included.

The output of the problem will strongly depend on the weights

of the different terms. Additional terms can be added to the index

function in order to incorporate other operating objectives. For

example, the control effort can be added, if required. Thus, Eq. (5)

may be expanded:

minJ = 1 Jint (uM , t) + 2 Jext (uM , t) + 3 J3 (uM , t)

uM ,t

(8)

where

J3 =

N

uM (t + k 1)

(9)

k=1

The decision about run the higher controller off line or on line,

will depend on when was executed. If it is run before IC is operating, may be considered as a planning tool where all the data are

variables are taken for optimization at time instant t.

Because decision variables of mitigation actions may be boolean,

the resulting optimization problem is a mixed integer quadratic

problem. This belongs to the class of NP-complete problems [12].

The complexity of the problem depends on the number of real

and integer variables (mitigation actions) and the number of constraints. The computation time required to solve the problem is

worst-case exponentially with the problem size. If the problem has

ni binary inputs, the complexity is 2ni (2ni QP problems to be solved).

The number of QP problems to be solved is nite and, therefore, the

algorithm nds a feasible solution (if there is one) at a nite time.

The sampling time should be sufciently broad to satisfy that.

3.3. Lower level: DMPC

In this paper we employ a distributed algorithm based on the

DMPC scheme presented in Ref. [16]. This algorithm provides a

reasonable trade-off between performance and the number of communications needed to reach a cooperative solution, which is a

convenient characteristic for the type of physical system considered. It assumes that for each subsystem, there is an agent that has

access to the model and the state of that subsystem. The agents do

not have any knowledge of the dynamics of any of their neighbors,

but can communicate freely amongst them in order to reach an

agreement. The proposed strategy is based on negotiation between

agents. At each sampling time, agents make proposals to improve

an initial feasible solution on behalf of their local cost function, state

and model, following a given protocol. The neighbors affected by

the changes of a proposal evaluate the proposal when they receive

it and answer with the cost increment (or decrement) implied by

the proposal. Next, the agent that made the proposal computes

a neighborhood cost as the sum of the corresponding neighbor

cost increments plus its own increment (or decrement). If this sum

results in a cost decrement, then the proposal is accepted and all

the neighbors are notied so that they can update their information.

The procedure we propose is valid if, and only if, a given agent

is not evaluating two different proposals at the same time. Such

simultaneous evaluation by an agent might lead to a global cost

increment due to possible crossed interactions between two proposals. For this reason, the various negotiation/communication

protocols that may be implemented must guarantee that each proposal is evaluated independently. In this paper, we propose to

implement a controller in which, a xed number of proposals made

sequentially by random agents are considered at each sampling

time. A simple way to do this is the following: before trying to

communicate, an agent listens to the communication channel to

check if there are other agents communicating. In case that the

channel is free, the agent places its proposal. Otherwise it waits a

small random time before retrying to make a proposal. Every time

a proposal is made, the agents update a counter. Once it exceeds a

given threshold no more proposals can be made during the current

sample time.

Note that this algorithm can be easily enhanced to admit the

parallel evaluation of proposals. As we said, several proposals can

be evaluated in parallel as long as they do not involve the same set

of agents; that is, at any given time an agent can only evaluate a

single proposal. However, note that the communication protocol

to implement the algorithm in parallel is beyond the scope of this

work.

3.3.1. Problem setting at lower level

Consider the following class of distributed linear systems in

which there are Mx subsystems coupled to their neighbors through

Mu inputs.

xi (t + 1) = Ai xi (t) +

Bij uj (t)

(10)

j ni

Rqi

where xi

with i = 1, . . ., Mx are the states of each subsystem,

and uj Rrj with j = 1, . . ., Mu are the different inputs. The set of

indices ni indicates the set of inputs uj which affect state xi and the

set of indices mj indicates the set of states xi affected by input uj .

Note that Eq. (10) has the same structure as (1). We consider the

following linear constraints in the states and the inputs

xi i ,

uj uj ,

i = 1, . . . , Mx

j = 1, . . . , Mu

(11)

where i and uj are closed polyhedra that contain the origin in their

interior dened by the following set of linear inequalities

xi i Hxi xi bxi , i = 1, . . . , Mx

uj uj Huj uj buj , j = 1, . . . , Mu

791

value for the decision control vector Ud (t) is set to the value of

the shifted input trajectories, that is, Ud (t) = Us (t).

Step 2: Agents try to submit their proposals randomly. To this

end, each agent asks the neighbors affected if they are free to

evaluate a proposal (each agent can only evaluate one proposal

at any given time). If all the agents acknowledge the petition, the

algorithm continues, if not, the agent waits a random time before

trying again. We will use the superscript p to refer to the agent

granted permission to make a proposal.

Step 3: In order to generate its proposal, agent p minimizes Jp

solving the following optimization problem:

p

{Uj (t)}

j nprop

arg

min

{Uj }

j nprop

Jp (xp , {Uj }j n )

s.t.

xp (k + 1) = Ap xp (k) +

(12)

Bpj uj (k)

(15)

j np

then bxi > 0 and buj > 0.

The above inequalities allow us to model typical constraints in

this type of systems. For example, the level of the canals has to

be kept between minimum and maximum levels. Similar intervals

apply for the manipulated variables, such as the opening of the

gates. Finally, note that the requirement that the polyhedra contain

the origin in their interior can be addressed with a simple change

of variable.

xp (0) = xi (t)

xp (k) p , k = 0, . . . N

uj (k) uj , k = 0, . . . N 1,

Uj = Ujd (t), j

/ nprop

j np

of inputs that affect its dynamics, that is, nprop np . Based on the

optimal solution of this optimization problem, agent p presents a

p

proposal dened by a set of input trajectories {Uj (t)}

where

j nprop

The control objective of the proposed scheme is to minimize a

global performance index dened as the sum of each of the local

cost functions. The local cost function of agent i is based on the

predicted trajectories of its state and inputs and it is dened as

Ji (xi , {Uj }j n ) =

N1

(13)

k=0

where Uj ={uj (k)} is the future trajectory of input j, N is the prediction horizon, Li ( ) with i Mx is the stage cost function dened

as

T

uTj Sij uj

(14)

j ni

with Qi > 0, Sij > 0. Note that term h i (t) stands for the agent i reference.

We use notation xi (k) to denote state i, k-steps in the future,

obtained from the initial state xi applying the input trajectories

dened by {Uj }j n . Note that each of the local cost functions only

i

depends on the trajectories of its state and the inputs that affect it.

At the end of the negotiation rounds, the agents decide a set of

input trajectories denoted as Ud . The rst input of these trajectories

is applied, the rest of the trajectories are not discarded, however,

they are used instead to generate the initial proposal for the next

sampling round which is given by the shifted future input trajectories Us of all the inputs. The last input of each of these trajectories

is obtained simply by repeating the penultimate value.

We next dene the proposed distributed MPC scheme:

Initialization: A feasible initial set of input trajectories Ud ( 1) has

to be computed. Even if the calculation of Ud ( 1) is beyond the

scope of this work, it can be computed either by a centralized

supervisor or in a distributed manner by agents. Anyhow, note

that nding a feasible solution has a lower computational burden

than nding the optimal solution of the optimization problem.

Step 1: Each agent p measures its current state xp (t). The agents

communicate in order to obtain Us (t) from Ud (t 1). The initial

Uj (t) stands for the value of the trajectory of input j of the proposal of agent p. From the centralized point of view, the proposal

at time step t of agent p is dened as

(16)

where operation

p

atives to {Uj (t)}

j np

stands for the update of the components relin Ud (t) and leaving the rest unmodied.

the predicted cost corresponding to the proposed solution. To do

that, the agent calculates the difference between the cost of the

new proposal Up (t) and the cost of the current accepted proposal

Ud (t) as

p

j ni

j ni

(17)

This difference Ji (t) is sent back to agent p. If the proposal does

not satisfy the constraints of the corresponding local optimization

problem, an innite cost increment is assigned. This implies that

unfeasible proposals will never be chosen.

Step 5: Once agent p receives the local cost increments from

each neighbor, it can evaluate the impact of their proposal Jp (t),

which is given by the following expression

J p (t) =

i

j nprop

Ji (t)

(18)

mj

on the future input trajectories. If Jp (t) is negative, the agent

will broadcast the update on the control actions involved in the

proposal and the joint decision vector Ud (t) will be updated to the

value of Up (t), that is Ud (t) = Up (t), otherwise, it is discarded.

Step 6: The algorithm returns to Step 1 until the maximum number of proposals has been made or the sampling time ends. We

denote the optimal cost corresponding to the chosen inputs as

J(t) =

Mx

i=1

j ni

(19)

792

and the procedure is repeated the next sampling time from Step

1.

4. Case study

In this section, results of the method are presented, taking into

account the following data:

an agent is to regulate the water level of its subsystem.

Table 1 shows a description of the gates, the off-take gates, and

their locations. This information has been provided by the company

INOCSA.

4.2. Data of controllers

As was before mentioned, two controllers compose the system.

Models and parameters of controllers

Risk identication

Mitigation plan: actions to be executed.

The above items are described in the following.

The proposed algorithm will be tested with data from a real

system, a section of the postrasvase Tajo-Segura in the south-east of

Spain. The postrasvase Tajo-Segura is a set of canals which distribute

water coming from the river Tajo in the basin of the river Segura.

This water is mainly used for irrigation (78%), although 22% of it is

drinking water. The selected section is Y-shaped (see Fig. 3), a main

canal split into two with a gate placed at the entry of each of them.

Canal de la Pedrera, the total length of this canal is 6.680 km.

Canal de Cartagena; in our case-study only a part of this canal is

used (17.444 km).

The total length of the canals is approximately 24 km.

The most important elements in the canals are the main gates

which regulate the level of water along the canals and the off-take

gates, where farmers take water from the canals for irrigation. There

are 7 main gates and 17 off-take gates in the section selected, hence,

we have considered that the system is composed of seven subsystems at the lower level. Each subsystem begins at one of the main

gates and ends at the next one. There are, however, two exceptions.

The subsystems that begin at the gates labeled CCMICAR 08 and

CCMIPED 01 do not have a gate at the end because they are the last

canals considered. Each of the subsystems is controlled by an agent

1. Higher level.

Main target: to minimize cost due to internal and external

risks.

To minimize costs, the objective function described in Eq. (5)

has been used with values in = [1 1], that is, internal and

external risks will be optimized. To calculate the predicted

output, Eqs. (6) and (7) are used.

There is a 365 day study period (1 year) and a 1 day sampling

time.

Prediction horizon, N = 5 days.

Manipulated variables: mitigation actions, uM .

2. Lower level

Main target: to control water management in canals in order

to guarantee ow demanded by users. For this purpose, it is

necessary to maintain the level of the canal over the off-take

gate when ow is requested.

Controlled variables: upstream levels at the gates, hi .

Manipulated variables: ow at the head of the canal and the

position of the gates

Constraints:

(a) Maximum and minimum levels to guarantee that off-take

points are submerged.

(b) The total amount of water at the head over a determined

time period is limited.

(c) Maximum and minimum gates opening.

The study period is 1440 min (1 day) and the sampling time

1 min. This period corresponds to what happens during the

day 150 of the higher controller period.

The control horizon is set to Nc = 5 for all the agents. The prediction horizon for the agent i is equal to the control horizon

plus the delay i of the reach, that is, Np (i) = Nc + i .

793

Table 1

Data of Cartagena-La Pedrera irrigation canal.

Code

Type

Start of the Campo de Cartagena canal

CCMICAR-01

Gate

MICAR-01

Off-take

MICAR-02

Off-take

MICAR-03

Off-take

CCMICAR-04

Gate

MICAR-04

Off-take

MICAR-05

Off-take

MICAR-06

Off-take

MICAR-07

Off-take

MICAR-08

Off-take

CCMICAR-05

Gate

MICAR-09

Off-take

MICAR-10

Off-take

CCMICAR-06

Gate

CCMICAR-07

Gate

MICAR-11

Off-take

CCMICAR-08

Gate

Canal de la Pedrera

CCMIPED-01

MIPED-01

MIPED-02

MIPED-03

MIPED-04

MIPED-05

MIPED-06

Gate

Off-take

Off-take

Off-take

Off-take

Off-take

Off-take

P/G

Description

km

G

G

G

P

Initial Gate

Off-take 5 Fuensanta and Estafeta

Off-take 5 Palacete

Off-take 6 Santo Domingo

Gate Canal Pedrera

Off-take 7 Campo Salinas

Off-take 8 San Miguel

Off-take 10 San Miguel

Off-take 11 Campo Salinas

Gate Tunel San Miguel

Off-take 12 San Miguel

Off-take 13 Campo Salinas

Gate La Rambla La Fayona (start)

Gate La Rambla La Fayona (end)

Off take 14 Villamartin

Gate Canada

La Estacada

0.000

0.200

1.170

2.540

2.840

4.485

5.970

6.550

8.050

9.390

9.590

10.480

12.630

12.780

14.433

14.579

16.540

17.444

P

G

G

G

P

G

P

G

G

P

G

G

G

Dynamic model is based on Eqs. (1) and (2). Note that Eq. (1)

is linear, but Eq. (2) is not. Thus, it has to be linearized so that

the system model can be expressed in the form of Eq. (10). For

simplicity, we have assumed that the terms hup (t) and hdn (t)

of Eq. (2) are constants whose value is estimated.

4.3. Risks identication

A number of potential risks can be encountered when the IC is

operating. Table 2 shows the risks that have been considered in this

example. Some have been provided by the INOCSA technical staff.

Initial impacts (II) are expressed on the parameters Z ={Z1 , Z2 }, with

Z1 being the cost (euros/day) and Z2 the variation on reference level

in reaches (m).

Risk R1 is stated as Inadequate fresh water quality. If this risk

occurs, an impact of 2000 euros/day is incurred; the probability is

constant over time: 0.1. R2 is associated with failure at gates. The

probability of this risk depends on the canal operation: the wear

and tear of the gate increases the likelihood of deterioration. Thus,

a function 1 that depends on the control variables that operate

the gates (u) and the time, has been included. As the use of the

gates and the time of operation is increasing, the value returned

by 1 will be greater. R3 depends on the water level and on the

Off-take 1P Santo Domingo

Off-take 2P Santo Domingo y Mengoloma

Off-take 3P Santo Domingo

Off-take Riegos Levante 1

Off-take 4P Santo Domingo

Off-take Riegos Levante 2 and 3

0.000

0.770

3.740

4.260

5.260

6.440

6.680

included. If farmers take un-authorized, R4 may appear. This risk is

well-known usually appears in drought season. P4 is modelled as

a normal distribution with mean 0.5 and deviation 0.3 in months

June and July. During the rest, this probability is 0. Fig. 4 shows the

random probability of P4 over time.

R4 has impacts on Z2 , an increasing of 15% on the initial level

reference. R5 states the possibility of water logging. The probability

depends on the season. The impact on water level reference consist

of an increasing on the initial water level reference. This amount

is based on the rainfall forecast of Murcia RF(t)(l/m2 ). R6 has been

established as the possibility of the water strategy for the plant

being modied by changes in the government, being only 0.1 for the

last quarter. R7 and R8 are external risks related to incentives for IC

plants from government and events of force majeure, respectively.

Both of them have an impact on cost and a constant probability.

4.4. Mitigation plan

There are six mitigation actions and therefore, uM =

{uM1 , . . . , uM6 }, where uM5 and uM6 are real and the rest are

boolean. A description of the actions used to mitigate risks is

shown in Table 3. The third column represents functions f and g

Table 2

Risk description (case study).

Rr

Description

Impacts

Pr (t)

Internal risks

Operation and Maintenance

Inadequate fresh water quality.

R1

Failure in gates due to wear and tear

R2

Seepage losses

R3

II11 = 2000/II12 = 0

II21 = 400/II22 = 0

II31 = 10/II32 = 0

0.1

0.1 + 1 (u, t)

0.1 + 2 (hi , t)

External risks

Politics and Weather

R4

R5

R6

R7

R8

II51 = 0/II52 = RF(t)

II61 = 250/II62 = 0

II71 = 2000/II72 = 0

II81 = 6000/II82 = 0

P4 (t)

P5 (t)

P6 (t)

0.01

0.01

Rainfall changes water level of canal, producing water logging of adjacent lands

Changes in politics modify the strategy

State policies provide incentives for IC systems

Uninsured events of force majeure

794

Probability of R4 (P4(t))

1

0.9

0.8

Probability

0.7

0.6

0.5

0.4

0.3

0.2

0.1

30

60

90

120

150

180

210

240

270

300

330

360

Days

Fig. 4. Random probability of R4 according N (0.5,0.3) over time.

that model the reduction of impacts and cost of execution, respectively. The fourth column is the period of validity of the action

(D = Daily, W = Weekly, B = Biyearly, Y = Yearly). That means if an

action is executed, it not will be reassessed until past the time of

validity. For example, an insurance contract may be executed every

180 days (if estimated) and a water analysis may be undertaken

every week.

Some functions f and g depend proportionally on the impacts.

For example, f11 = 0.7II1 uM1 means that the execution of this action

reduces the impact by 70%. Mitigation actions are carried out

depending on the setting of the execution frequency. The risk-based

structure with links between risks and actions is shown in Fig. 5.

Values from terms RAra in Eq. (4) are obtained from this gure.

Some example are: RA11 = 1, RA12 = 1, RA13 = 0 or RA45 = 1; that is,

risk R1 is mitigated by actions A1 and A2 and A4 is mitigated by

A5 . A5 states the modication of water level reference as a consequence of A4 or A5 . Note that this actions assumes the increasing

of water level, II26 and reduces the cost. A6 models an insurance

contract. The value of uM6 means the cost of the contract and f16

the insurance coverage.

4.5. Results and discussion

As a consequence of boolean variables, the problem is set as a

mixed integer quadratic problem. Results have been obtained using

the commercial solver Cplex [13].

Higher controller. Terms Jint and Jext in Eq. (5) have been dened

as:

2

5

Jint (uM , t) =

(Y int,c (t + k|t)) ,

(20)

k=1 c=1

Jext (uM , t) =

2

5

(Y ext,c (t + k|t)) ,

(21)

k=1 c=1

where

Y ext,1 =

8

REr1 (u, t + k)

(22)

REr2 (u, t + k)

(23)

r=1

Y ext,2 =

8

r=1

For risks R4 and R5 , the rainfall forecast for the city of Murcia

and the discharge from farmers have been considered during 2009.

Fig. 6 shows the rainfall forecast in the top panel; the initial level is

represented by a dotted green line. This level is modied by R2 and

R3 , giving rise to an actual level reference shown by the solid red

line (this is because action A6 is executed). Note that in the summer

season the level is increased as farmers may demand more water

as a result of drought.

Table 3

Mitigation actions description (case study).

Aa

Description

PV

A1

A2

A3

A4

A5

A6

Control weed growth

Appropriate monitoring or control over devices

Lining Irrigation Canal

Modify set-points of water levels (uM5 R)

Insurance policy (uM6 R)

f12 = 0.3II1 uM2 , g12 = 1500uM2

f13 = II1 uM3 , g13 = 250uM3

f14 = 0.95II1 uM4 , g14 = 2700uM4

f15 = 0, g15 = 0

f16 = 225uM6 , g16 = uM6

W

B

W

Y

D

B

795

Irrigation canal

External risks

(Politic and weather)

Internal risks

(opearation and maintenance)

R2

R1

A1

A2

R3

R6

R7

A5

A4

A3

R5

R4

R8

A6

1. With risks but no mitigation (dashed blue line) where impacts

are considered but no actions are executed to reduce them.

2. With mitigation (solid red line) where mitigation actions are

executed to reduce impacts.

The no mitigation case (dashed blue line) is computed considering the accumulative impacts on cost day to day. The mitigation

line takes into account the reduction of the impact and the cost of

the actions when they are carried out. Note how the no mitigation

option reects the highest cost. As expected, the proposed cost is

lower than the no mitigation line.

The mitigation actions to be executed to reach the optimum

costs, are shown in Fig. 8; notice that they are undertaken depending on the period of validity shown in Table 3. The mitigation actions

are chosen by considering the probabilities of risk with time.

every 180 days. The frequency of A4 is one year; it is only carried

out at the end of the period due to the increasing of probability P3 .

A5 sets the increasing/decreasing on the water level reference due

to risks R4 and R5 . uM6 is the cost of the insurance contract (g16 =

uM6 ). This action takes the value 5000 because a constraint has been

added imposing that the cost of insurance cannot be higher than

5000 euros.

Lower controller

If the reference changes, the higher controller sends the modications to the DMPC at the lower level. The DMPC controller has

a sample time of 1 min and the control horizon Nc has been set

to 5. The prediction horizon for the agent i is equal to the control

horizon plus the delay i of the reach, that is, Np (i) = Nc + i . Note

that the prediction horizon has to be big enough to compensate

the transport delay in the calculations.

40

mm

30

20

10

30

60

90

120

150

180

210

240

270

300

330

360

3.5

Initial reference

Reference + risks

3.4

3.3

3.2

3.1

3

2.9

2.8

30

60

90

120

150

180

Days

210

240

270

300

330

360

Fig. 6. Top panel: rainfall forecast in Murcia. Lower panel: level reference in one reach by considering risks R2 , R3 and action A6 .

796

4

x 10

15

Risks Mitigation

No mitigation

Euros

10

30

60

90

120

150

180

210

240

270

300

330

360

270

300

330

360

x 10

2

Euros

1.5

1

0.5

0

0

30

60

90

120

150

180

Days

210

240

Several simulations have been performed for the DMPC controller for a one-day period. In these simulations, all the reaches

begin with a water level of 3.0 m and there is a change of reference

for all the reaches to 3.40 m at time k = 0. This change is originated

at the higher control level as a function of the risk mitigation policy.

In particular, the change of reference corresponds to the day 150 in

is depicted.

The simulation shown in Fig. 9 corresponds to the nominal case,

that is, the simulation was performed without disturbances. It can

be seen how the reference is followed for all the reaches. In Fig. 10

non measurable disturbances are considered. In particular, we have

A1

MITIGATION ACTIONS

A2

1

0.5

0

A3

1

0.5

A4

A5

0.4

0.2

0

A6

4000

2000

0

30

60

90

120

150

180

210

240

270

Time (days)

Fig. 8. Mitigation actions to be undertaken to reduce risks impacts.

300

330

360

3.5

levels (meters)

3.4

3.3

h1

3.2

h2

h

3.1

h4

2.9

h6

2.8

h7

2.7

2.6

2.5

0

200

400

600

800

1000

1200

1400

k (minutes)

Fig. 9. Levels in reaches for day 150 for the nominal case.

have only considered disturbances which decrease the water level

in the reaches. As it can be seen, there is a steady state error due

to the effect of the disturbances. In Fig. 11 we show the case in

797

which the agents can measure the disturbances. In this case the

response is better than in Fig. 10 although slower than the one

shown in Fig. 9. Finally, in Fig. 12 we show a comparison between

the absolute effects of the disturbance (hd3 ) and the manipulated

variable (hu3 ) in the level of the reach 3, expressed in meters per

minute. In other words, hd3 is the absolute value in the variation

of water level due to farmers and hu3 represents how the manipulated variable tries to correct the deviation of the water level with

respect to its reference.

Note that even if the effect of the disturbance is a decrement of

the water level, it has been depicted with a positive sign, so that

its magnitude can be compared with the effect of the manipulated

variable in a simpler way. Likewise, note that we have modelled the

disturbances as a train of steps of one hour length with a random

amplitude.

It should be noted that these results have been obtained with

an average number of 5 communications per agent and sampling

time; in other words, each agent makes up to 5 proposals a minute

in order to get a cooperative solution with the rest of the agents.

Note that, given the random component of the distributed MPC

algorithm, it is not possible to make a deterministic comparison

with a centralized MPC in order to evaluate its loss of performance. For this reason, we have performed different simulations in

order to determine the average of the loss of performance. We per-

3.5

3.4

3.3

levels (meters)

3.2

3.1

3

h1

h2

h3

h4

h5

h6

h7

2.9

2.8

2.7

2.6

2.5

200

400

600

800

1000

1200

1400

k (minutes)

Fig. 10. Water levels in the case of non measurable noise.

3.5

3.4

3.3

levels (meters)

3.2

3.1

3

h1

h2

h3

h4

h5

h6

h7

2.9

2.8

2.7

2.6

2.5

200

400

600

800

1000

k (minutes)

Fig. 11. Water levels in the case of measurable noise.

1200

1400

798

3

1.5

x 10

hd3

(meters/min)

hu3

0.5

200

400

600

800

1000

1200

1400

k (minutes)

Fig. 12. Absolute changes in the level of reach 3 due to its manipulated variable (U3 ) and the farmers activity (D3 ).

7% increment in the cumulated cost of the simulations with respect

to a centralized MPC scheme.

5. Summary and conclusions

This paper describes a control-based methodology for decisionmaking in irrigation canals to address prevention and control

problems in the plant. The objective is to optimize the operation

of the system, taking into account explicitly modelled risks that

can be identied prior to the planning.

MPC is particularly meaningful for the given problem given

because of its favorable properties, such as ease of constrainthandling, extension to multivariable case, time delays inclusions

or changing objectives. The extension to the distributed approach

has improved the results; the system has been divided into agents

that exchange information about the control variables.

Risk modelling involves risk identication, assigning probabilities, and devising a strategic plan to mitigate risks; therefore,

getting information from weather forecasts, failures in operations

and trained personnel to generate these models is crucial to the

success of this approach. The presented approach provides recommendations on the actions to undertake in order to mitigate risks

that could appear. The procedure can be considered as a helpful

tool to assist experts in evaluating different scenarios providing

a denitive set of mitigation actions and values of control variables. Finally, it is worthwhile to mention that the control policy

at the lower level can be implemented in a distributed fashion that

requires a small amount of communication between the nodes in

order to get a cooperative solution.

Acknowledgement

This research has been supported by the European 7th Framework STREP Project Hierarchical and distributed model predictive

control (HD-MPC), contract number INFSO-ICT-223854 and DPI2008-05818.

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