Pub Date : 2022-11-27DOI: 10.48550/arXiv.2211.14723
Yanwen Li, Siyang Gao, Zhongshun Shi
Ranking and selection (R&S) is a popular model for studying discrete-event dynamic systems. It aims to select the best design (the design with the largest mean performance) from a finite set, where the mean of each design is unknown and has to be learned by samples. Great research efforts have been devoted to this problem in the literature for developing procedures with superior empirical performance and showing their optimality. In these efforts, myopic procedures were popular. They select the best design using a 'naive' mechanism of iteratively and myopically improving an approximation of the objective measure. Although they are based on simple heuristics and lack theoretical support, they turned out highly effective, and often achieved competitive empirical performance compared to procedures that were proposed later and shown to be asymptotically optimal. In this paper, we theoretically analyze these myopic procedures and prove that they also satisfy the optimality conditions of R&S, just like some other popular R&S methods. It explains the good performance of myopic procedures in various numerical tests, and provides good insight into the structure and theoretical development of efficient R&S procedures.
{"title":"Asymptotic Optimality of Myopic Ranking and Selection Procedures","authors":"Yanwen Li, Siyang Gao, Zhongshun Shi","doi":"10.48550/arXiv.2211.14723","DOIUrl":"https://doi.org/10.48550/arXiv.2211.14723","url":null,"abstract":"Ranking and selection (R&S) is a popular model for studying discrete-event dynamic systems. It aims to select the best design (the design with the largest mean performance) from a finite set, where the mean of each design is unknown and has to be learned by samples. Great research efforts have been devoted to this problem in the literature for developing procedures with superior empirical performance and showing their optimality. In these efforts, myopic procedures were popular. They select the best design using a 'naive' mechanism of iteratively and myopically improving an approximation of the objective measure. Although they are based on simple heuristics and lack theoretical support, they turned out highly effective, and often achieved competitive empirical performance compared to procedures that were proposed later and shown to be asymptotically optimal. In this paper, we theoretically analyze these myopic procedures and prove that they also satisfy the optimality conditions of R&S, just like some other popular R&S methods. It explains the good performance of myopic procedures in various numerical tests, and provides good insight into the structure and theoretical development of efficient R&S procedures.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"16 1","pages":"110896"},"PeriodicalIF":0.0,"publicationDate":"2022-11-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74696761","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-27DOI: 10.48550/arXiv.2211.14722
Yanwen Li, Siyang Gao
Ordinal optimization (OO) is a widely-studied technique for optimizing discrete-event dynamic systems (DEDS). It evaluates the performance of the system designs in a finite set by sampling and aims to correctly make ordinal comparison of the designs. A well-known method in OO is the optimal computing budget allocation (OCBA). It builds the optimality conditions for the number of samples allocated to each design, and the sample allocation that satisfies the optimality conditions is shown to asymptotically maximize the probability of correct selection for the best design. In this paper, we investigate two popular OCBA algorithms. With known variances for samples of each design, we characterize their convergence rates with respect to different performance measures. We first demonstrate that the two OCBA algorithms achieve the optimal convergence rate under measures of probability of correct selection and expected opportunity cost. It fills the void of convergence analysis for OCBA algorithms. Next, we extend our analysis to the measure of cumulative regret, a main measure studied in the field of machine learning. We show that with minor modification, the two OCBA algorithms can reach the optimal convergence rate under cumulative regret. It indicates the potential of broader use of algorithms designed based on the OCBA optimality conditions.
{"title":"Convergence Rate Analysis for Optimal Computing Budget Allocation Algorithms","authors":"Yanwen Li, Siyang Gao","doi":"10.48550/arXiv.2211.14722","DOIUrl":"https://doi.org/10.48550/arXiv.2211.14722","url":null,"abstract":"Ordinal optimization (OO) is a widely-studied technique for optimizing discrete-event dynamic systems (DEDS). It evaluates the performance of the system designs in a finite set by sampling and aims to correctly make ordinal comparison of the designs. A well-known method in OO is the optimal computing budget allocation (OCBA). It builds the optimality conditions for the number of samples allocated to each design, and the sample allocation that satisfies the optimality conditions is shown to asymptotically maximize the probability of correct selection for the best design. In this paper, we investigate two popular OCBA algorithms. With known variances for samples of each design, we characterize their convergence rates with respect to different performance measures. We first demonstrate that the two OCBA algorithms achieve the optimal convergence rate under measures of probability of correct selection and expected opportunity cost. It fills the void of convergence analysis for OCBA algorithms. Next, we extend our analysis to the measure of cumulative regret, a main measure studied in the field of machine learning. We show that with minor modification, the two OCBA algorithms can reach the optimal convergence rate under cumulative regret. It indicates the potential of broader use of algorithms designed based on the OCBA optimality conditions.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"52 1","pages":"111042"},"PeriodicalIF":0.0,"publicationDate":"2022-11-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78646730","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-23DOI: 10.48550/arXiv.2211.12789
G. Picci, Lucia Falconi, A. Ferrante, M. Zorzi
This paper deals with the estimation of the hidden factor in Dynamic Generalized Factor Analysis via a generalization of Kalman filtering. Asymptotic consistency is discussed and it is shown that the Kalman one-step predictor is not the right tool while the pure filter yields a consistent estimate.
{"title":"Hidden Factor estimation in Dynamic Generalized Factor Analysis Models","authors":"G. Picci, Lucia Falconi, A. Ferrante, M. Zorzi","doi":"10.48550/arXiv.2211.12789","DOIUrl":"https://doi.org/10.48550/arXiv.2211.12789","url":null,"abstract":"This paper deals with the estimation of the hidden factor in Dynamic Generalized Factor Analysis via a generalization of Kalman filtering. Asymptotic consistency is discussed and it is shown that the Kalman one-step predictor is not the right tool while the pure filter yields a consistent estimate.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"45 1","pages":"110834"},"PeriodicalIF":0.0,"publicationDate":"2022-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78720333","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-10-26DOI: 10.48550/arXiv.2210.14816
G. Beintema, M. Schoukens, R. T'oth
Using Artificial Neural Networks (ANN) for nonlinear system identification has proven to be a promising approach, but despite of all recent research efforts, many practical and theoretical problems still remain open. Specifically, noise handling and models, issues of consistency and reliable estimation under minimisation of the prediction error are the most severe problems. The latter comes with numerous practical challenges such as explosion of the computational cost in terms of the number of data samples and the occurrence of instabilities during optimization. In this paper, we aim to overcome these issues by proposing a method which uses a truncated prediction loss and a subspace encoder for state estimation. The truncated prediction loss is computed by selecting multiple truncated subsections from the time series and computing the average prediction loss. To obtain a computationally efficient estimation method that minimizes the truncated prediction loss, a subspace encoder represented by an artificial neural network is introduced. This encoder aims to approximate the state reconstructability map of the estimated model to provide an initial state for each truncated subsection given past inputs and outputs. By theoretical analysis, we show that, under mild conditions, the proposed method is locally consistent, increases optimization stability, and achieves increased data efficiency by allowing for overlap between the subsections. Lastly, we provide practical insights and user guidelines employing a numerical example and state-of-the-art benchmark results.
{"title":"Deep Subspace Encoders for Nonlinear System Identification","authors":"G. Beintema, M. Schoukens, R. T'oth","doi":"10.48550/arXiv.2210.14816","DOIUrl":"https://doi.org/10.48550/arXiv.2210.14816","url":null,"abstract":"Using Artificial Neural Networks (ANN) for nonlinear system identification has proven to be a promising approach, but despite of all recent research efforts, many practical and theoretical problems still remain open. Specifically, noise handling and models, issues of consistency and reliable estimation under minimisation of the prediction error are the most severe problems. The latter comes with numerous practical challenges such as explosion of the computational cost in terms of the number of data samples and the occurrence of instabilities during optimization. In this paper, we aim to overcome these issues by proposing a method which uses a truncated prediction loss and a subspace encoder for state estimation. The truncated prediction loss is computed by selecting multiple truncated subsections from the time series and computing the average prediction loss. To obtain a computationally efficient estimation method that minimizes the truncated prediction loss, a subspace encoder represented by an artificial neural network is introduced. This encoder aims to approximate the state reconstructability map of the estimated model to provide an initial state for each truncated subsection given past inputs and outputs. By theoretical analysis, we show that, under mild conditions, the proposed method is locally consistent, increases optimization stability, and achieves increased data efficiency by allowing for overlap between the subsections. Lastly, we provide practical insights and user guidelines employing a numerical example and state-of-the-art benchmark results.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"23 1","pages":"111210"},"PeriodicalIF":0.0,"publicationDate":"2022-10-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90843443","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-10-19DOI: 10.48550/arXiv.2210.10868
Francesco Ferrante, R. Sanfelice, S. Tarbouriech
The problem of designing a stabilizing feedback controller in the presence of saturating actuators and multi-rate (asynchronous) aperiodic state measurements is studied. Specifically, we consider a scenario in which measurements of the plant states are collected at the controller end in a sporadic and asynchronous fashion. A hybrid controller is used to perform a fusion of measurements sampled at different times. In between sampling events, the controller behaves as a copy of the plant and provides a feedback control signal based on the reconstruction of the plant state. The presence of saturation at the plant input limits the value of the components of this signal to a bounded range. When a new measurement is available, the controller state undergoes an instantaneous jump. The resulting system is augmented with a set of timers triggering the arrival of new measurements and analyzed in a hybrid systems framework. Relying on Lyapunov tools for hybrid systems and techniques for control design under saturation, we propose sufficient conditions in the form of matrix inequalities to ensure regional exponential stability of a closed-set containing the origin of the plant, i.e., exponential stability with a guaranteed region of attraction. Specifically, explicit estimates of the basin of attraction are provided in the form of ellipsoidal sets. Leveraging those conditions, a design procedure based on semidefinite programming is proposed to design a stabilizing controller with maximized size of the basin attraction. The effectiveness of the proposed methodology is shown in an example.
{"title":"Control Design under Actuator Saturation and Multi-Rate Sampling","authors":"Francesco Ferrante, R. Sanfelice, S. Tarbouriech","doi":"10.48550/arXiv.2210.10868","DOIUrl":"https://doi.org/10.48550/arXiv.2210.10868","url":null,"abstract":"The problem of designing a stabilizing feedback controller in the presence of saturating actuators and multi-rate (asynchronous) aperiodic state measurements is studied. Specifically, we consider a scenario in which measurements of the plant states are collected at the controller end in a sporadic and asynchronous fashion. A hybrid controller is used to perform a fusion of measurements sampled at different times. In between sampling events, the controller behaves as a copy of the plant and provides a feedback control signal based on the reconstruction of the plant state. The presence of saturation at the plant input limits the value of the components of this signal to a bounded range. When a new measurement is available, the controller state undergoes an instantaneous jump. The resulting system is augmented with a set of timers triggering the arrival of new measurements and analyzed in a hybrid systems framework. Relying on Lyapunov tools for hybrid systems and techniques for control design under saturation, we propose sufficient conditions in the form of matrix inequalities to ensure regional exponential stability of a closed-set containing the origin of the plant, i.e., exponential stability with a guaranteed region of attraction. Specifically, explicit estimates of the basin of attraction are provided in the form of ellipsoidal sets. Leveraging those conditions, a design procedure based on semidefinite programming is proposed to design a stabilizing controller with maximized size of the basin attraction. The effectiveness of the proposed methodology is shown in an example.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"39 1","pages":"110767"},"PeriodicalIF":0.0,"publicationDate":"2022-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77849061","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-10-13DOI: 10.48550/arXiv.2210.07142
Sifeddine Benahmed, R. Postoyan, Mathieu Granzotto, L. Buşoniu, J. Daafouz, D. Nešić
We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general attractors are established. This work covers and generalizes the related results on discounted optimal control problems to more general systems and cost functions.
{"title":"Stability analysis of optimal control problems with time-dependent costs","authors":"Sifeddine Benahmed, R. Postoyan, Mathieu Granzotto, L. Buşoniu, J. Daafouz, D. Nešić","doi":"10.48550/arXiv.2210.07142","DOIUrl":"https://doi.org/10.48550/arXiv.2210.07142","url":null,"abstract":"We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general attractors are established. This work covers and generalizes the related results on discounted optimal control problems to more general systems and cost functions.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"33 1","pages":"111272"},"PeriodicalIF":0.0,"publicationDate":"2022-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90643329","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Equilibrium pairs trading under delayed cointegration","authors":"Tingjin Yan, H. Y. Wong","doi":"10.2139/ssrn.4117238","DOIUrl":"https://doi.org/10.2139/ssrn.4117238","url":null,"abstract":"","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"31 1","pages":"110498"},"PeriodicalIF":0.0,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74966900","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Spatial-temporal Gaussian process regression is a popular method for spatial-temporal data modeling. Its state-of-art implementation is based on the state-space model realization of the spatial-temporal Gaussian process and its corresponding Kalman filter and smoother, and has computational complexity $mathcal{O}(NM^3)$, where $N$ and $M$ are the number of time instants and spatial input locations, respectively, and thus can only be applied to data with large $N$ but relatively small $M$. In this paper, our primary goal is to show that by exploring the Kronecker structure of the state-space model realization of the spatial-temporal Gaussian process, it is possible to further reduce the computational complexity to $mathcal{O}(M^3+NM^2)$ and thus the proposed implementation can be applied to data with large $N$ and moderately large $M$. The proposed implementation is illustrated over applications in weather data prediction and spatially-distributed system identification. Our secondary goal is to design a kernel for both the Colorado precipitation data and the GHCN temperature data, such that while having more efficient implementation, better prediction performance can also be achieved than the state-of-art result.
{"title":"An Efficient Implementation for Spatial-Temporal Gaussian Process Regression and Its Applications","authors":"Junpeng Zhang, Yue Ju, Biqiang Mu, Renxin Zhong, Tianshi Chen","doi":"10.48550/arXiv.2209.12565","DOIUrl":"https://doi.org/10.48550/arXiv.2209.12565","url":null,"abstract":"Spatial-temporal Gaussian process regression is a popular method for spatial-temporal data modeling. Its state-of-art implementation is based on the state-space model realization of the spatial-temporal Gaussian process and its corresponding Kalman filter and smoother, and has computational complexity $mathcal{O}(NM^3)$, where $N$ and $M$ are the number of time instants and spatial input locations, respectively, and thus can only be applied to data with large $N$ but relatively small $M$. In this paper, our primary goal is to show that by exploring the Kronecker structure of the state-space model realization of the spatial-temporal Gaussian process, it is possible to further reduce the computational complexity to $mathcal{O}(M^3+NM^2)$ and thus the proposed implementation can be applied to data with large $N$ and moderately large $M$. The proposed implementation is illustrated over applications in weather data prediction and spatially-distributed system identification. Our secondary goal is to design a kernel for both the Colorado precipitation data and the GHCN temperature data, such that while having more efficient implementation, better prediction performance can also be achieved than the state-of-art result.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"26 1","pages":"110679"},"PeriodicalIF":0.0,"publicationDate":"2022-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76353112","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-16DOI: 10.48550/arXiv.2209.08034
Jean-Baptiste Bouvier, Melkior Ornik
After a loss of control authority over thrusters of the Nauka module, the International Space Station lost attitude control for 45 minutes with potentially disastrous consequences. Motivated by this scenario, we investigate the continued capability of control systems to perform their task despite partial loss of authority over their actuators. We say that a system is resilient to such a malfunction if for any undesirable inputs and any target state there exists an admissible control driving the state to the target. Building on controllability conditions and differential games theory, we establish a necessary and sufficient condition for the resilience of linear systems. As their task might be time-constrained, ensuring completion alone is not sufficient. We also want to estimate how much slower the malfunctioning system is compared to its nominal performance. Relying on Lyapunov theory we derive analytical bounds on the reach times of the nominal and malfunctioning systems in order to quantify their resilience. We illustrate our work on the ADMIRE fighter jet model and on a temperature control system.
{"title":"Resilience of Linear Systems to Partial Loss of Control Authority","authors":"Jean-Baptiste Bouvier, Melkior Ornik","doi":"10.48550/arXiv.2209.08034","DOIUrl":"https://doi.org/10.48550/arXiv.2209.08034","url":null,"abstract":"After a loss of control authority over thrusters of the Nauka module, the International Space Station lost attitude control for 45 minutes with potentially disastrous consequences. Motivated by this scenario, we investigate the continued capability of control systems to perform their task despite partial loss of authority over their actuators. We say that a system is resilient to such a malfunction if for any undesirable inputs and any target state there exists an admissible control driving the state to the target. Building on controllability conditions and differential games theory, we establish a necessary and sufficient condition for the resilience of linear systems. As their task might be time-constrained, ensuring completion alone is not sufficient. We also want to estimate how much slower the malfunctioning system is compared to its nominal performance. Relying on Lyapunov theory we derive analytical bounds on the reach times of the nominal and malfunctioning systems in order to quantify their resilience. We illustrate our work on the ADMIRE fighter jet model and on a temperature control system.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"103 1","pages":"110985"},"PeriodicalIF":0.0,"publicationDate":"2022-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86028714","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-15DOI: 10.48550/arXiv.2209.07558
P. Schwerdtner, M. Voigt
We present a new fixed-order H-infinity controller design method for potentially large-scale port-Hamiltonian (pH) plants. Our method computes controllers that are also pH (and thus passive) such that the resulting closed-loop systems is again passive, which ensures closed-loop stability simply from the structure of the plant and controller matrices. In this way, we can avoid computationally expensive eigenvalue computations that would otherwise be necessary. In combination with a sample-based objective function which allows us to avoid multiple evaluations of the H-infinity norm (which is typically the main computational burden in fixed-order H-infinity controller synthesis), this makes our method well-suited for plants with a high state-space dimension. In our numerical experiments, we show that applying a passivity-enforcing post-processing step after using well-established H-infinity synthesis methods often leads to a deteriorated H-infinity performance. In constrast to that, our method computes pH controllers, that are automatically passive and simultaneously aim to minimize the H-infinity norm of the closed-loop transfer function. Moreover, our experiments show that for large-scale plants, our method is significantly faster than the well-established fixed-order H-infinity controller synthesis methods.
我们提出了一种新的定阶h∞控制器设计方法，用于潜在的大规模port- hamilton (pH)装置。我们的方法计算的控制器也是pH值(因此是被动的)，这样得到的闭环系统再次是被动的，这确保了闭环的稳定性，仅仅从植物和控制器矩阵的结构。通过这种方式，我们可以避免计算上昂贵的特征值计算，否则将是必要的。结合基于样本的目标函数，使我们能够避免对h -∞范数的多次评估(这通常是定阶h -∞控制器合成中的主要计算负担)，这使得我们的方法非常适合具有高状态空间维度的植物。在我们的数值实验中，我们表明，在使用成熟的h -∞合成方法后，应用强制无源后处理步骤通常会导致h -∞性能恶化。与此相反，我们的方法计算pH控制器，它是自动被动的，同时旨在最小化闭环传递函数的h∞范数。此外，我们的实验表明，对于大型对象，我们的方法明显快于成熟的定阶h∞控制器合成方法。
{"title":"Fixed-Order H-Infinity Controller Design for Port-Hamiltonian Systems","authors":"P. Schwerdtner, M. Voigt","doi":"10.48550/arXiv.2209.07558","DOIUrl":"https://doi.org/10.48550/arXiv.2209.07558","url":null,"abstract":"We present a new fixed-order H-infinity controller design method for potentially large-scale port-Hamiltonian (pH) plants. Our method computes controllers that are also pH (and thus passive) such that the resulting closed-loop systems is again passive, which ensures closed-loop stability simply from the structure of the plant and controller matrices. In this way, we can avoid computationally expensive eigenvalue computations that would otherwise be necessary. In combination with a sample-based objective function which allows us to avoid multiple evaluations of the H-infinity norm (which is typically the main computational burden in fixed-order H-infinity controller synthesis), this makes our method well-suited for plants with a high state-space dimension. In our numerical experiments, we show that applying a passivity-enforcing post-processing step after using well-established H-infinity synthesis methods often leads to a deteriorated H-infinity performance. In constrast to that, our method computes pH controllers, that are automatically passive and simultaneously aim to minimize the H-infinity norm of the closed-loop transfer function. Moreover, our experiments show that for large-scale plants, our method is significantly faster than the well-established fixed-order H-infinity controller synthesis methods.","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"32 1","pages":"110918"},"PeriodicalIF":0.0,"publicationDate":"2022-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81931482","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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