Pub Date : 2018-12-01DOI: 10.1109/cdc.2018.8619342
These lectures were discusses the following: hybrid systems: analysis and control; PDE control; and the robot rendezvous problem.
这些讲座讨论了以下内容:混合系统:分析与控制;PDE控制;还有机器人会合的问题。
{"title":"Plenary lectures and CSS Bode Lecture","authors":"","doi":"10.1109/cdc.2018.8619342","DOIUrl":"https://doi.org/10.1109/cdc.2018.8619342","url":null,"abstract":"These lectures were discusses the following: hybrid systems: analysis and control; PDE control; and the robot rendezvous problem.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"375 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122855241","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 : 2016-06-01DOI: 10.1109/CDC.2014.7040136
Shu Wang, H. Pfifer, P. Seiler
A robust synthesis algorithm is proposed for a class of uncertain linear parameter varying (LPV) systems. The uncertain system is described as an interconnection of a nominal (not-uncertain) LPV system and an uncertainty whose input/output behavior is described by an integral quadratic constraint (IQC). The proposed algorithm is a coordinate-wise ascent that is similar to the well-known DK iteration for μ-synthesis. In the first step, a nominal controller is designed for the LPV system without uncertainties. In the second step, the robustness of the designed controller is evaluated and a new scaled plant for the next synthesis step is created. The robust performance condition used in the analysis step is formulated as a dissipation inequality that incorporates the IQC and generalizes the Bounded Real Lemma like condition for performance of nominal LPV systems. Both steps can be formulated as a semidefinite program (SDP) and efficiently solved using available optimization software. The effectiveness of the proposed method is demonstrated on a simple numerical example.
{"title":"Robust synthesis for linear parameter varying systems using integral quadratic constraints","authors":"Shu Wang, H. Pfifer, P. Seiler","doi":"10.1109/CDC.2014.7040136","DOIUrl":"https://doi.org/10.1109/CDC.2014.7040136","url":null,"abstract":"A robust synthesis algorithm is proposed for a class of uncertain linear parameter varying (LPV) systems. The uncertain system is described as an interconnection of a nominal (not-uncertain) LPV system and an uncertainty whose input/output behavior is described by an integral quadratic constraint (IQC). The proposed algorithm is a coordinate-wise ascent that is similar to the well-known DK iteration for μ-synthesis. In the first step, a nominal controller is designed for the LPV system without uncertainties. In the second step, the robustness of the designed controller is evaluated and a new scaled plant for the next synthesis step is created. The robust performance condition used in the analysis step is formulated as a dissipation inequality that incorporates the IQC and generalizes the Bounded Real Lemma like condition for performance of nominal LPV systems. Both steps can be formulated as a semidefinite program (SDP) and efficiently solved using available optimization software. The effectiveness of the proposed method is demonstrated on a simple numerical example.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132903974","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 : 2015-04-06DOI: 10.1109/CDC.2014.7039566
T. Başar, S. Etesami, Alexander Olshevsky
We consider the quantized consensus problem on undirected connected graphs and study its expected convergence time to the set of consensus points. As compared with earlier results on the problem, we improve the convergence speed of the dynamics by a factor of n, where n is the number of agents involved in the dynamics. In particular, we show that when the edges of the network are activated based on a Poisson processes with Metropolis rates, the expected convergence time to the consensus set is at most O(n2 log n). This upper bound is better than all available results for randomized quantized consensus.
{"title":"Fast convergence of quantized consensus using Metropolis chains","authors":"T. Başar, S. Etesami, Alexander Olshevsky","doi":"10.1109/CDC.2014.7039566","DOIUrl":"https://doi.org/10.1109/CDC.2014.7039566","url":null,"abstract":"We consider the quantized consensus problem on undirected connected graphs and study its expected convergence time to the set of consensus points. As compared with earlier results on the problem, we improve the convergence speed of the dynamics by a factor of n, where n is the number of agents involved in the dynamics. In particular, we show that when the edges of the network are activated based on a Poisson processes with Metropolis rates, the expected convergence time to the consensus set is at most O(n2 log n). This upper bound is better than all available results for randomized quantized consensus.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128158337","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 : 2015-01-21DOI: 10.1109/CDC.2014.7040406
Ye Sun, D. Work
This work proposes a distributed local Kalman consensus filter (DLKCF) for large-scale multi-agent traffic density estimation. The switching mode model (SMM) is used to describe the traffic dynamics on a stretch of roadway, and the model dynamics are linear within each mode. The error dynamics of the proposed DLKCF is shown to be globally asymptotically stable (GAS) when all freeway sections switch between observable modes. For an unobservable section, we prove that the estimates given by the DLKCF are ultimately bounded. Numerical experiments are provided to show the asymptotic stability of the DLKCF for observable modes, and illustrate the effect of the DLKCF on promoting consensus among various local agents. Supplementary source code is available at https://github.com/yesun/DLKCFcdc2014.
{"title":"A distributed local Kalman consensus filter for traffic estimation","authors":"Ye Sun, D. Work","doi":"10.1109/CDC.2014.7040406","DOIUrl":"https://doi.org/10.1109/CDC.2014.7040406","url":null,"abstract":"This work proposes a distributed local Kalman consensus filter (DLKCF) for large-scale multi-agent traffic density estimation. The switching mode model (SMM) is used to describe the traffic dynamics on a stretch of roadway, and the model dynamics are linear within each mode. The error dynamics of the proposed DLKCF is shown to be globally asymptotically stable (GAS) when all freeway sections switch between observable modes. For an unobservable section, we prove that the estimates given by the DLKCF are ultimately bounded. Numerical experiments are provided to show the asymptotic stability of the DLKCF for observable modes, and illustrate the effect of the DLKCF on promoting consensus among various local agents. Supplementary source code is available at https://github.com/yesun/DLKCFcdc2014.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114307406","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}
The goal of this paper is to gain insight into the equations arising in nonlinear filtering, as well as into the feedback particle filter introduced in recent research. The analysis is inspired by the optimal transportation literature and by prior work on variational formulation of nonlinear filtering. The construction involves a discrete-time recursion based on the successive solution of minimization problems involving the so-called forward variational representation of the elementary Bayes' formula. The construction shows that the dynamics of the nonlinear filter may be regarded as a gradient flow, or a steepest descent, for a certain energy functional with respect to the Kullback-Leibler divergence pseudo-metric. The feedback particle filter algorithm is obtained using similar analysis. This filter is a controlled system, where the control is obtained via consideration of the first order optimality conditions for the variational problem. The filter is shown to be exact, i.e., the posterior distribution of the particle matches exactly the true posterior, provided the filter is initialized with the true prior.
{"title":"Poisson's equation in nonlinear filtering","authors":"R. Laugesen, P. Mehta, Sean P. Meyn, M. Raginsky","doi":"10.1137/13094743X","DOIUrl":"https://doi.org/10.1137/13094743X","url":null,"abstract":"The goal of this paper is to gain insight into the equations arising in nonlinear filtering, as well as into the feedback particle filter introduced in recent research. The analysis is inspired by the optimal transportation literature and by prior work on variational formulation of nonlinear filtering. The construction involves a discrete-time recursion based on the successive solution of minimization problems involving the so-called forward variational representation of the elementary Bayes' formula. The construction shows that the dynamics of the nonlinear filter may be regarded as a gradient flow, or a steepest descent, for a certain energy functional with respect to the Kullback-Leibler divergence pseudo-metric. The feedback particle filter algorithm is obtained using similar analysis. This filter is a controlled system, where the control is obtained via consideration of the first order optimality conditions for the variational problem. The filter is shown to be exact, i.e., the posterior distribution of the particle matches exactly the true posterior, provided the filter is initialized with the true prior.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124783383","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 : 2014-12-15DOI: 10.1109/CDC.2014.7039446
A. Y. Yazicioglu, M. Egerstedt, J. Shamma
Multi-agent networks are often modeled via interaction graphs, where the nodes represent the agents and the edges denote direct interactions between the corresponding agents. Interaction graphs have significant impact on the robustness of networked systems. One family of robust graphs is the random regular graphs. In this paper, we present a locally applicable reconfiguration scheme to build random regular graphs through self-organization. For any connected initial graph, the proposed scheme maintains connectivity and the average degree while minimizing the degree differences and randomizing the links. As such, if the average degree of the initial graph is an integer, then connected regular graphs are realized uniformly at random as time goes to infinity.
{"title":"Decentralized formation of random regular graphs for robust multi-agent networks","authors":"A. Y. Yazicioglu, M. Egerstedt, J. Shamma","doi":"10.1109/CDC.2014.7039446","DOIUrl":"https://doi.org/10.1109/CDC.2014.7039446","url":null,"abstract":"Multi-agent networks are often modeled via interaction graphs, where the nodes represent the agents and the edges denote direct interactions between the corresponding agents. Interaction graphs have significant impact on the robustness of networked systems. One family of robust graphs is the random regular graphs. In this paper, we present a locally applicable reconfiguration scheme to build random regular graphs through self-organization. For any connected initial graph, the proposed scheme maintains connectivity and the average degree while minimizing the degree differences and randomizing the links. As such, if the average degree of the initial graph is an integer, then connected regular graphs are realized uniformly at random as time goes to infinity.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117239137","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 : 2014-12-15DOI: 10.1109/CDC.2014.7040387
A. Everts, M. Camlibel
In this paper we study the disturbance decoupling problem for continuous piecewise affine systems. We establish a set of necessary conditions and a set of sufficient conditions, both geometric in nature, for such systems to be disturbance decoupled. Furthermore, we investigate mode-independent state feedback controllers for piecewise affine systems and provide sufficient conditions for the solvability of the disturbance decoupling problem by state feedback.
{"title":"The disturbance decoupling problem for continuous piecewise affine systems","authors":"A. Everts, M. Camlibel","doi":"10.1109/CDC.2014.7040387","DOIUrl":"https://doi.org/10.1109/CDC.2014.7040387","url":null,"abstract":"In this paper we study the disturbance decoupling problem for continuous piecewise affine systems. We establish a set of necessary conditions and a set of sufficient conditions, both geometric in nature, for such systems to be disturbance decoupled. Furthermore, we investigate mode-independent state feedback controllers for piecewise affine systems and provide sufficient conditions for the solvability of the disturbance decoupling problem by state feedback.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122793341","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 : 2014-12-15DOI: 10.1109/CDC.2014.7039766
Sen Li, Wei Zhang, Jianming Lian, K. Kalsi
This paper presents a market-based control framework to coordinate a group of Thermostatically Controlled Loads (TCL) to achieve system-level objectives with price incentives. The problem is formulated as maximizing the social welfare subject to a feeder power constraint. It allows the coordinator to affect the aggregated power of a group of dynamical systems, and creates an interactive market where the users and the coordinator cooperatively determine the optimal energy allocation and energy price. The optimal pricing strategy is derived, which maximizes social welfare while respecting the feeder power constraint. The bidding strategy is also designed for the coordinator to compute the optimal price based on local device information. Numerical simulations based on realistic price and model data are performed. The simulation results demonstrate that the proposed approach can effectively maximize the social welfare and reduce power congestion at key times.
{"title":"On market-based coordination of Thermostatically Controlled Loads with user preference","authors":"Sen Li, Wei Zhang, Jianming Lian, K. Kalsi","doi":"10.1109/CDC.2014.7039766","DOIUrl":"https://doi.org/10.1109/CDC.2014.7039766","url":null,"abstract":"This paper presents a market-based control framework to coordinate a group of Thermostatically Controlled Loads (TCL) to achieve system-level objectives with price incentives. The problem is formulated as maximizing the social welfare subject to a feeder power constraint. It allows the coordinator to affect the aggregated power of a group of dynamical systems, and creates an interactive market where the users and the coordinator cooperatively determine the optimal energy allocation and energy price. The optimal pricing strategy is derived, which maximizes social welfare while respecting the feeder power constraint. The bidding strategy is also designed for the coordinator to compute the optimal price based on local device information. Numerical simulations based on realistic price and model data are performed. The simulation results demonstrate that the proposed approach can effectively maximize the social welfare and reduce power congestion at key times.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114480887","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 : 2014-12-15DOI: 10.1109/CDC.2014.7039995
R. Postoyan, L. Buşoniu, D. Nešić, J. Daafouz
We investigate the stability of general nonlinear discrete-time systems controlled by an optimal sequence of inputs that minimizes an infinite-horizon discounted cost. We first provide conditions under which a global asymptotic stability property is ensured for the corresponding undiscounted problem. We then show that this property is semiglobally and practically preserved in the discounted case, where the adjustable parameter is the discount factor. We then focus on a scenario where the stage cost is bounded and we explain how our framework applies to guarantee stability in this case. Finally, we provide sufficient conditions, including boundedness of the stage cost, under which the value function, which serves as a Lyapunov function for the analysis, is continuous. As already shown in the literature, the continuity of the Lyapunov function is crucial to ensure some nominal robustness for the closed-loop system.
{"title":"Stability of infinite-horizon optimal control with discounted cost","authors":"R. Postoyan, L. Buşoniu, D. Nešić, J. Daafouz","doi":"10.1109/CDC.2014.7039995","DOIUrl":"https://doi.org/10.1109/CDC.2014.7039995","url":null,"abstract":"We investigate the stability of general nonlinear discrete-time systems controlled by an optimal sequence of inputs that minimizes an infinite-horizon discounted cost. We first provide conditions under which a global asymptotic stability property is ensured for the corresponding undiscounted problem. We then show that this property is semiglobally and practically preserved in the discounted case, where the adjustable parameter is the discount factor. We then focus on a scenario where the stage cost is bounded and we explain how our framework applies to guarantee stability in this case. Finally, we provide sufficient conditions, including boundedness of the stage cost, under which the value function, which serves as a Lyapunov function for the analysis, is continuous. As already shown in the literature, the continuity of the Lyapunov function is crucial to ensure some nominal robustness for the closed-loop system.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"61 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122139409","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 : 2014-12-15DOI: 10.1109/CDC.2014.7039917
F. Baccelli, Avhishek Chatterjee, S. Vishwanath
In a vast body of opinion dynamics literature, an agent updates its opinion based on the opinions of its neighbors in a static social graph, regardless of their differences in opinions. In contrast, the bounded confidence opinion dynamics does not presume a static interaction graph, and instead limits interactions to those agents that share related opinions (i.e., whose opinions are close to one another). We generalize the bounded confidence opinion dynamics model by incorporating stochastic interactions based on opinion differences and the endogenous evolution of the agent opinions, which itself is a random process. We analytically characterize the conditions under which this stochastic dynamics is stable in an appropriate sense.
{"title":"Stochastic bounded confidence opinion dynamics","authors":"F. Baccelli, Avhishek Chatterjee, S. Vishwanath","doi":"10.1109/CDC.2014.7039917","DOIUrl":"https://doi.org/10.1109/CDC.2014.7039917","url":null,"abstract":"In a vast body of opinion dynamics literature, an agent updates its opinion based on the opinions of its neighbors in a static social graph, regardless of their differences in opinions. In contrast, the bounded confidence opinion dynamics does not presume a static interaction graph, and instead limits interactions to those agents that share related opinions (i.e., whose opinions are close to one another). We generalize the bounded confidence opinion dynamics model by incorporating stochastic interactions based on opinion differences and the endogenous evolution of the agent opinions, which itself is a random process. We analytically characterize the conditions under which this stochastic dynamics is stable in an appropriate sense.","PeriodicalId":202708,"journal":{"name":"53rd IEEE Conference on Decision and Control","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131759741","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}