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2021 60th IEEE Conference on Decision and Control (CDC)最新文献

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Self-Optimizing Traffic Light Control Using Hybrid Accelerated Extremum Seeking 基于混合加速极值搜索的自优化交通灯控制
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9683507
F. Galarza-Jimenez, J. Poveda, Ronny J. Kutadinata, Lele Zhang, E. Dall’Anese
Motivated by the shallow concavity properties that emerge in certain response maps in the context of optimization problems in transportation systems, we study the stability properties of a class of hybrid accelerated extremum seeking (HAES) dynamics interconnected with dynamic plants in the loop. In particular, we establish suitable semi-global practical asymptotic stability properties for different classes of cost functions, as well as tuning conditions for the hybrid extremum seeking algorithm. Additionally, we implement the HAES to optimize the performance of a self-organizing traffic light system (SOTL) in a class of smart transportation systems. We show that the dynamic momentum mechanism incorporated by the HAES can significantly reduce the convergence time in the optimization process compared to the traditional extremum seeking algorithms based on gradient descent flows.
摘要针对运输系统优化问题中某些响应映射中出现的浅凹性,研究了一类与环内动态植物相互关联的混合加速极值搜索(HAES)动力学的稳定性。特别地,我们建立了适合于不同类别的代价函数的半全局实用渐近稳定性性质,以及混合极值搜索算法的调谐条件。此外,在一类智能交通系统中,我们实现了HAES来优化自组织交通信号灯系统(SOTL)的性能。研究表明,与传统的基于梯度下降流的极值搜索算法相比,HAES所包含的动态动量机制可以显著缩短优化过程中的收敛时间。
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引用次数: 2
Data-driven modeling and control design in a hierarchical structure for a variable-geometry suspension test bed 变几何悬架试验台数据驱动的分层结构建模与控制设计
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9683152
Dániel Fényes, B. Németh, P. Gáspár
The paper presents a data-driven control design for a steering system, which is based on variable-geometry suspension. The proposed control system into a hierarchical structure with different roles on each layer is ordered, i.e., low-level and high-level controls are designed. The low-level controller is responsible for the realization of the steering angle, while the high-level controller guarantees the trajectory tracking of the vehicle. The low-level controller based on a polytopic model is designed, which model structure through a data-driven identification approach is carried out. The effectiveness and the operation of the hierarchical control structure through a Hardware-in-the-Loop (HiL) simulation are demonstrated. In the HiL simulation environment, the lateral dynamics of the vehicle by the CarMaker software is modeled, and the motion of the variable-geometry suspension through a testbed is realized.
提出了一种基于变几何悬架的转向系统数据驱动控制设计方法。本文提出的控制系统是一个层次结构,每一层都有不同的角色,即设计了低级和高级控制。低层控制器负责实现转向角度,高层控制器负责保证车辆的轨迹跟踪。设计了基于多面体模型的底层控制器,通过数据驱动的识别方法实现了底层控制器的模型结构。通过硬件在环(HiL)仿真验证了分层控制结构的有效性和可操作性。在HiL仿真环境下,利用汽车制造商软件对车辆进行横向动力学建模,并通过试验台实现变几何悬架的运动。
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引用次数: 2
Linear Quadratic Mean Field Stackelberg Games: Master Equations and Time Consistent Feedback Strategies 线性二次平均场Stackelberg游戏:主方程和时间一致反馈策略
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9682840
Xuwei Yang, Minyi Huang
We consider linear quadratic (LQ) Stackelberg games with a major player (leader) and N minor players (followers) and derive two master equations in a mean field limit model. We show the resulting decentralized strategies are time consistent by adapting a procedure introduced by Ekeland and Lazrak (2006).
我们考虑线性二次(LQ) Stackelberg博弈,其中有一个主要参与者(领导者)和N个次要参与者(追随者),并在平均场极限模型中导出了两个主方程。通过采用Ekeland和Lazrak(2006)引入的程序,我们证明了由此产生的分散策略是时间一致的。
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引用次数: 2
PA-FaSTrack: Planner-Aware Real-Time Guaranteed Safe Planning PA-FaSTrack:计划者感知的实时保证安全规划
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9683031
A. Sahraeekhanghah, Mo Chen
Guaranteed safe online trajectory planning is becoming an increasingly important topic of robotic research, due to the need to react quickly in unknown environments. However, as a result of modelling mismatch, some error during trajectory tracking is inevitable. In this paper, we present Planner-Aware FaSTrack, or PA-FaSTrack, which provides guaranteed Tracking Error Bounds (TEBs) by solving a Hamilton-Jacobi (HJ) variational inequality in the tracking error space. PA-FaSTrack improves upon the state-of-the-art method, FaSTrack [1], by accounting for motion primitives implied by the planning algorithm in the problem formulation. Our method provides a sequence of TEBs, with each TEB corresponding to a segment of the planned path. We also propose necessary modifications to real time tree based planning algorithms in order to make them compatible with the provided TEB sequence. By integrating planning and tracking more closely together, we greatly decrease the degree of conservatism compared to the original FaSTrack, allowing the autonomous system to navigate safely through much narrower spaces. We demonstrate our method using two representative dynamical systems.
由于需要在未知环境中快速做出反应,保证安全的在线轨迹规划已成为机器人研究的一个日益重要的课题。然而,由于模型的不匹配,在轨迹跟踪过程中不可避免地会产生一些误差。在本文中,我们提出了计划感知FaSTrack,或PA-FaSTrack,它通过求解跟踪误差空间中的Hamilton-Jacobi (HJ)变分不等式来提供保证的跟踪误差界(TEBs)。PA-FaSTrack对最先进的方法FaSTrack[1]进行了改进,在问题表述中考虑了规划算法隐含的运动原语。我们的方法提供了一个TEB序列,每个TEB对应于规划路径的一段。我们还对基于实时树的规划算法提出了必要的修改,以使其与提供的TEB序列兼容。通过将规划和跟踪更紧密地结合在一起,我们大大降低了与原始FaSTrack相比的保守程度,使自主系统能够安全地通过更窄的空间。我们用两个有代表性的动力系统来证明我们的方法。
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引用次数: 1
On the lack of gradient domination for linear quadratic Gaussian problems with incomplete state information 状态信息不完全的线性二次高斯问题的缺乏梯度控制
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9683369
Hesameddin Mohammadi, M. Soltanolkotabi, M. Jovanović
Policy gradient algorithms in model-free reinforcement learning have been shown to achieve global exponential convergence for the Linear Quadratic Regulator problem despite the lack of convexity. However, extending such guarantees beyond the scope of standard LQR and full-state feedback has remained open. A key enabler for existing results on LQR is the so-called gradient dominance property of the underlying optimization problem that can be used as a surrogate for strong convexity. In this paper, we take a step further by studying the convergence of gradient descent for the Linear Quadratic Gaussian problem and demonstrate through examples that LQG does not satisfy the gradient dominance property. Our study shows the non-uniqueness of equilibrium points and thus disproves the global convergence of policy gradient methods for LQG.
无模型强化学习中的策略梯度算法虽然缺乏凸性,但仍能实现线性二次型调节器问题的全局指数收敛。然而,将这种保证扩展到标准LQR和全状态反馈范围之外仍然是开放的。LQR上现有结果的一个关键促成因素是所谓的底层优化问题的梯度优势属性,它可以用作强凸性的替代。本文进一步研究了线性二次高斯问题的梯度下降的收敛性,并通过实例证明了LQG不满足梯度优势性。我们的研究证明了平衡点的非唯一性,从而反驳了LQG策略梯度方法的全局收敛性。
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引用次数: 7
Mean-field approximation for large-population beauty-contest games 大人口选美游戏的平均场近似
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9682877
Raihan Seraj, J. Le Ny, Aditya Mahajan
We study a class of Keynesian beauty contest games where a large number of heterogeneous players attempt to estimate a common parameter based on their own observations. The players are rewarded for producing an estimate close to a certain multiplicative factor of the average decision, this factor being specific to each player. This model is motivated by scenarios arising in commodity or financial markets, where investment decisions are sometimes partly based on following a trend. We provide a method to compute Nash equilibria within the class of affine strategies. We then develop a mean-field approximation, in the limit of an infinite number of players, which has the advantage that computing the best-response strategies only requires the knowledge of the parameter distribution of the players, rather than their actual parameters. We show that the mean-field strategies lead to an ε-Nash equilibrium for a system with a finite number of players. We conclude by analyzing the impact on individual behavior of changes in aggregate population behavior.
我们研究了一类凯恩斯主义选美比赛游戏,其中大量异质玩家试图根据自己的观察估计一个共同参数。玩家会因为做出接近平均决策的某个乘法因子的估计而获得奖励,这个因子对每个玩家来说都是特定的。这种模式是由商品或金融市场中出现的情景所驱动的,在这些市场中,投资决策有时部分基于追随趋势。我们提供了一种计算仿射策略类内纳什均衡的方法。然后我们开发了一个平均场近似,在无限玩家数量的限制下,它的优点是计算最佳对策策略只需要了解玩家的参数分布,而不是他们的实际参数。我们证明了平均场策略导致具有有限参与者数量的系统的ε-纳什均衡。最后,我们分析了总体行为变化对个体行为的影响。
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引用次数: 0
Breadth-First Coupled Sensor Configuration and Path-Planning in Unknown Environments 未知环境下宽度优先耦合传感器配置与路径规划
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9683371
Chase St. Laurent, Raghvendra V. Cowlagi
We present a breadth-first sensor configuration strategy to find near-optimal placement and sensor field of view (FoV). The strategy couples the sensor configuration procedure directly with the decision making task of planning a path for an agent in an unknown static environment comprised of threats. This coupled sensor configuration and path-planning (CSCP) strategy iteratively uses Gaussian Process Regression to construct a threat field estimate and find a candidate optimal path with minimum threat exposure. The strategy utilizes a unique task-driven information gain (TDIG) metric, which yields the sensor configurations when maximized. Due to the non-convex and non-submodular nature of the problem, we present an approximation for the optimization of the TDIG metric. Finally, we discuss the performance of the breadth-first strategy in contrast to a standard and depth-first strategy as well as traditional information-maximization.
我们提出了一种宽度优先的传感器配置策略,以找到接近最佳的位置和传感器视野(FoV)。该策略将传感器配置过程与智能体在包含威胁的未知静态环境中规划路径的决策任务直接耦合。该传感器配置与路径规划(CSCP)耦合策略迭代地使用高斯过程回归构造威胁场估计,并找到具有最小威胁暴露的候选最优路径。该策略利用独特的任务驱动信息增益(TDIG)度量,在最大化时产生传感器配置。由于问题的非凸和非次模性质,我们提出了TDIG度量优化的近似。最后,我们讨论了宽度优先策略与标准、深度优先策略以及传统信息最大化策略的性能对比。
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引用次数: 0
Decentralized Output Feedback Control using Sparsity Invariance with Application to Synchronization at European XFEL 稀疏不变性分散输出反馈控制及其在欧洲XFEL同步中的应用
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9683027
Maximilian Schütte, Annika Eichler, H. Schlarb, G. Lichtenberg, H. Werner
In this work, we apply the recent framework of sparsity invariance to a large-scale facility, the European XFEL. With the sparsity invariance framework, the most general known class of convex approximations of distributed controller design problems is characterized. It is shown in previous work that this convex restriction can perform at least as well as all existing approximations for the possibly NP-hard problem of distributed controller design. The optical synchronization system at the European XFEL can be modeled as a distributed system with a tree or chain topology. Whereas in previous work based on the spatial invariance framework either static state feedback or high-order dynamic output feedback controller design is presented, we extend it in this work to static or fixed-order output feedback control and apply it to the system at hand. We show simulation results motivated by the real application and demonstrate that the convex approximation can outperform a local baseline tuning.
在这项工作中,我们将最近的稀疏不变性框架应用于大型设施,即欧洲的XFEL。利用稀疏不变性框架,对已知的最一般的一类分布式控制器设计问题的凸近似进行了表征。在以前的工作中表明,对于分布式控制器设计的可能的np困难问题,这种凸限制至少可以执行所有现有的近似。欧洲自由电子激光器的光学同步系统可以建模为具有树状或链状拓扑结构的分布式系统。在以往基于空间不变性框架的工作中,我们提出了静态反馈或高阶动态输出反馈控制器设计,我们将其扩展到静态或定阶输出反馈控制,并将其应用于手头的系统。我们展示了由实际应用驱动的仿真结果,并证明了凸逼近可以优于局部基线调优。
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引用次数: 3
Ensemble Kalman Filter for Continuous-Discrete State-Space Models 连续离散状态空间模型的集成卡尔曼滤波
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9682835
Masaya Murata, I. Kawano, Koichi Inoue
The ensemble Kalman filter (EnKF) is well-established for discrete state-space models. In this paper, we provide the methodology of applying the EnKF to continuous-discrete (CD) state-space models. The proposed CD EnKF algorithm is a bank of the CD extended Kalman filters for the time update. Then, the observation update is formulated using the Gaussian-sum distributed predicted state probability density function (PDF). We also provide the observation update based on the Dirac’s delta mixture predicted state PDF. The numerical simulation using a benchmark filtering problem called the satellite reentry is conducted to investigate the performance of the CD EnKFs. The performance comparison with the EnKF applied to the discretized model is also made.
对于离散状态空间模型,集成卡尔曼滤波器(EnKF)已经建立。在本文中,我们提供了将EnKF应用于连续离散(CD)状态空间模型的方法。提出的CD EnKF算法是一组用于时间更新的CD扩展卡尔曼滤波器。然后,利用高斯和分布预测状态概率密度函数(PDF)对观测值进行更新。我们还提供了基于狄拉克δ混合预测态PDF的观测更新。利用卫星再入基准滤波问题进行了数值模拟,研究了CD EnKFs的性能。并与应用于离散模型的EnKF进行了性能比较。
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引用次数: 0
A Fast Smoothing Procedure for Large-Scale Stochastic Programming 大规模随机规划的快速平滑方法
Pub Date : 2021-12-14 DOI: 10.1109/CDC45484.2021.9683554
Martin Biel, Vien V. Mai, M. Johansson
We develop a fast smoothing procedure for solving linear two-stage stochastic programs, which outperforms the well-known L-shaped algorithm on large-scale benchmarks. We derive problem-dependent bounds for the effect of smoothing and characterize the convergence rate of the proposed algorithm. The theory suggests that the smoothing scheme can be sped up by sacrificing accuracy in the final solution. To obtain an efficient and effective method, we suggest a hybrid solution that combines the speed of the smoothing scheme with the accuracy of the L-shaped algorithm. We benchmark a parallel implementation of the smoothing scheme against an efficient parallelized L-shaped algorithm on three large-scale stochastic programs, in a distributed environment with 32 worker cores. The smoothing scheme reduces the solution time by up to an order of magnitude compared to L-shaped.
我们开发了一种求解线性两阶段随机规划的快速平滑程序,在大规模基准测试中优于著名的l形算法。我们导出了平滑效果的问题依赖界,并描述了该算法的收敛速度。理论表明,可以通过牺牲最终解的精度来加快平滑方案的速度。为了获得一种高效的方法,我们提出了一种将平滑方案的速度与l形算法的精度相结合的混合解决方案。我们在具有32个工作核的分布式环境中,对平滑方案的并行实现与高效并行l形算法进行了基准测试。与l型相比,平滑方案可将求解时间减少一个数量级。
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引用次数: 0
期刊
2021 60th IEEE Conference on Decision and Control (CDC)
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