Pub Date : 2004-12-01DOI: 10.1109/CDC.2004.1428825
M. Peet, S. Lall
In this paper, we address the question of global asymptotic stability of TCP/AQM congestion control protocols. We analyze a well-known model, whose dynamics were previously shown to be locally stable via analysis of its linearization. We show that in fact the nonlinear dynamics are globally stable, and we explicitly account for the effects of both nonlinearities and time-delays in the dynamics. These results apply to the case of a single link with sources of identical fixed delay, and show that global stability holds under the same conditions that local stability does. The dynamic model analyzed is nonlinear, nonsmooth, and contains a delay, and the proof is based on the theory of integral-quadratic constraints.
{"title":"On global stability of Internet congestion control","authors":"M. Peet, S. Lall","doi":"10.1109/CDC.2004.1428825","DOIUrl":"https://doi.org/10.1109/CDC.2004.1428825","url":null,"abstract":"In this paper, we address the question of global asymptotic stability of TCP/AQM congestion control protocols. We analyze a well-known model, whose dynamics were previously shown to be locally stable via analysis of its linearization. We show that in fact the nonlinear dynamics are globally stable, and we explicitly account for the effects of both nonlinearities and time-delays in the dynamics. These results apply to the case of a single link with sources of identical fixed delay, and show that global stability holds under the same conditions that local stability does. The dynamic model analyzed is nonlinear, nonsmooth, and contains a delay, and the proof is based on the theory of integral-quadratic constraints.","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125429077","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 : 2004-12-01DOI: 10.1109/CDC.2004.1428785
D. M. D. L. Peña, T. Alamo, A. Bemporad, E. Camacho
Recently multi-parametric methods have been applied with success to model predictive control (MPC) schemes. In this paper we propose a novel method for linear systems to obtain the explicit description of the control law that is based on dynamic programming and exploits the structure of the MPC formulation.
{"title":"A dynamic programming approach for determining the explicit solution of linear MPC controllers","authors":"D. M. D. L. Peña, T. Alamo, A. Bemporad, E. Camacho","doi":"10.1109/CDC.2004.1428785","DOIUrl":"https://doi.org/10.1109/CDC.2004.1428785","url":null,"abstract":"Recently multi-parametric methods have been applied with success to model predictive control (MPC) schemes. In this paper we propose a novel method for linear systems to obtain the explicit description of the control law that is based on dynamic programming and exploits the structure of the MPC formulation.","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124881660","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 : 2004-12-01DOI: 10.1109/CDC.2004.1429602
S. Galeani, A. Teel
It is shown that the stability of the overall anti-windup compensated closed loop system obtained as the solution of the natural anti-windup problem can lack robustness "in the large". Subsequently, a new, weakened L/sub 2/ anti-windup problem is defined and solved by suitably modifying the approach proposed in Teel and Kapur (1997).
{"title":"On performance and robustness issues in the anti-windup problem","authors":"S. Galeani, A. Teel","doi":"10.1109/CDC.2004.1429602","DOIUrl":"https://doi.org/10.1109/CDC.2004.1429602","url":null,"abstract":"It is shown that the stability of the overall anti-windup compensated closed loop system obtained as the solution of the natural anti-windup problem can lack robustness \"in the large\". Subsequently, a new, weakened L/sub 2/ anti-windup problem is defined and solved by suitably modifying the approach proposed in Teel and Kapur (1997).","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130354039","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 : 2004-12-01DOI: 10.1109/CDC.2004.1430264
R. Maheswaran, T. Başar
In today's landscape of distributed and autonomous computing, there is a challenge to construct mechanisms which can induce selfish agents to act in a way that satisfies a global goal. In the domain for the allocation of computational and network resources, proportionally fair schemes are commonly advocated. In this paper, we investigate the efficiency of the resulting equilibria in such systems. We then develop a method of generating an entire class of divisible auctions with minimal signaling and computation costs which maximize social welfare even though agents act solely to optimize their own utility.
{"title":"Social welfare of selfish agents: motivating efficiency for divisible resources","authors":"R. Maheswaran, T. Başar","doi":"10.1109/CDC.2004.1430264","DOIUrl":"https://doi.org/10.1109/CDC.2004.1430264","url":null,"abstract":"In today's landscape of distributed and autonomous computing, there is a challenge to construct mechanisms which can induce selfish agents to act in a way that satisfies a global goal. In the domain for the allocation of computational and network resources, proportionally fair schemes are commonly advocated. In this paper, we investigate the efficiency of the resulting equilibria in such systems. We then develop a method of generating an entire class of divisible auctions with minimal signaling and computation costs which maximize social welfare even though agents act solely to optimize their own utility.","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128164483","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 : 2004-12-01DOI: 10.1109/CDC.2004.1428608
J. Júlvez, A. Bemporad, L. Recalde, Manuel Silva
Optimally controlling a hybrid system is a challenging problem for which mainly continuous-time and discrete-time methods have been suggested. In this paper, the problem of optimal control is addressed in the framework of continuous Petri nets, a kind of hybrid systems whose state evolution is piecewise linear. The proposed approach consists of transforming the continuous Petri net into an equivalent hybrid system whose evolution is described by means of discrete-event steps. In particular, each step coincides with the occurrence of an event in the continuous Petri net. Thus, the number of steps required to know the behavior of the Petri net is minimum, while the accuracy is completely preserved. It is shown how to design a mixed integer linear programming problem in order to compute the optimal control solution of different performance criteria.
{"title":"Event-driven optimal control of continuous Petri nets","authors":"J. Júlvez, A. Bemporad, L. Recalde, Manuel Silva","doi":"10.1109/CDC.2004.1428608","DOIUrl":"https://doi.org/10.1109/CDC.2004.1428608","url":null,"abstract":"Optimally controlling a hybrid system is a challenging problem for which mainly continuous-time and discrete-time methods have been suggested. In this paper, the problem of optimal control is addressed in the framework of continuous Petri nets, a kind of hybrid systems whose state evolution is piecewise linear. The proposed approach consists of transforming the continuous Petri net into an equivalent hybrid system whose evolution is described by means of discrete-event steps. In particular, each step coincides with the occurrence of an event in the continuous Petri net. Thus, the number of steps required to know the behavior of the Petri net is minimum, while the accuracy is completely preserved. It is shown how to design a mixed integer linear programming problem in order to compute the optimal control solution of different performance criteria.","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130301233","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 : 2004-12-01DOI: 10.1109/CDC.2004.1429549
A. Varga
We propose a numerically reliable computational approach to design fault detection filters for periodic systems. This approach is based on a new numerically stable algorithm to compute least order annihilators without explicitly building time-invariant lifted system representations. The main computation in this algorithm is the orthogonal reduction of a periodic matrix pair to a periodic Kronecker-like form, from which the periodic realization of the detector is directly obtained.
{"title":"Design of fault detection filters for periodic systems","authors":"A. Varga","doi":"10.1109/CDC.2004.1429549","DOIUrl":"https://doi.org/10.1109/CDC.2004.1429549","url":null,"abstract":"We propose a numerically reliable computational approach to design fault detection filters for periodic systems. This approach is based on a new numerically stable algorithm to compute least order annihilators without explicitly building time-invariant lifted system representations. The main computation in this algorithm is the orthogonal reduction of a periodic matrix pair to a periodic Kronecker-like form, from which the periodic realization of the detector is directly obtained.","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132496507","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 : 2004-12-01DOI: 10.1109/CDC.2004.1430244
S. Sarma, M. Dahleh, S. Salapaka
In the work of Sarma et al. (2004), we constructed a parameterization of general time-varying quantizers. The construction is general in that it can have infinite memory and be time-varying in that the strategy it follows in allocating a total of R bits to its inputs, is a function of time. We derived sufficient conditions for input-output stability as functions of the quantizer's time-dependent bit-allocation strategy for bounded reference inputs. Our generalized construction of the quantizer also led to the result that the set of allocation strategies that maintains stability for bounded inputs is convex, allowing the search for the most efficient strategy to ensure stability to be formulated as a convex optimization problem. In this paper, we extend our stability analysis and derive sufficient conditions for decaying reference signals. We further show that the set of allocation strategies that maintains stability remains convex, as in the case for bounded inputs. We then compute optimal bit-allocation strategies for a class of finite-memory quantizers for various plant and controller pairs, and observe that the most efficient strategies are non-trivial and time-varying. Throughout, we consider a system in which the plant and feedback controller are separated by a noiseless finite-rate communication channel.
在Sarma et al.(2004)的工作中,我们构造了一般时变量化器的参数化。它的结构是通用的,因为它可以有无限的内存,并且是时变的,因为它在为其输入分配总共R位时所遵循的策略是时间的函数。我们推导了作为有界参考输入的量化器时变位分配策略函数的输入-输出稳定性的充分条件。我们对量化器的广义构造也导致了对有界输入保持稳定性的分配策略集是凸的结果,允许搜索最有效的策略以确保稳定性被表述为凸优化问题。在本文中,我们扩展了稳定性分析,并推导了参考信号衰减的充分条件。我们进一步证明,在有界输入的情况下,保持稳定性的分配策略集仍然是凸的。然后,我们计算了一类有限内存量化器的最优位分配策略,用于各种植物和控制器对,并观察到最有效的策略是非平凡的和时变的。在整个过程中,我们考虑了一个系统,其中工厂和反馈控制器由一个无噪声的有限速率通信信道分开。
{"title":"On time-varying bit-allocation maintaining input-output stability: a convex parameterization","authors":"S. Sarma, M. Dahleh, S. Salapaka","doi":"10.1109/CDC.2004.1430244","DOIUrl":"https://doi.org/10.1109/CDC.2004.1430244","url":null,"abstract":"In the work of Sarma et al. (2004), we constructed a parameterization of general time-varying quantizers. The construction is general in that it can have infinite memory and be time-varying in that the strategy it follows in allocating a total of R bits to its inputs, is a function of time. We derived sufficient conditions for input-output stability as functions of the quantizer's time-dependent bit-allocation strategy for bounded reference inputs. Our generalized construction of the quantizer also led to the result that the set of allocation strategies that maintains stability for bounded inputs is convex, allowing the search for the most efficient strategy to ensure stability to be formulated as a convex optimization problem. In this paper, we extend our stability analysis and derive sufficient conditions for decaying reference signals. We further show that the set of allocation strategies that maintains stability remains convex, as in the case for bounded inputs. We then compute optimal bit-allocation strategies for a class of finite-memory quantizers for various plant and controller pairs, and observe that the most efficient strategies are non-trivial and time-varying. Throughout, we consider a system in which the plant and feedback controller are separated by a noiseless finite-rate communication channel.","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"84 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128486390","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 : 2004-12-01DOI: 10.1109/CDC.2004.1429625
N. Elia, Jeff N. Eisenbeis
In this paper we investigate control across stochastic drop-out channels. We seek optimal linear controllers and receivers for mean-square stability that make use of the knowledge of whether a packet is received. We establish a fundamental bound on drop-out probability allowable for stabilization. The main result is a remote stabilization technique that always achieves this bound via acknowledgement from the actuation receiver. Controller information structure and decentralization issues are considered as they may further limit the achievable performance.
{"title":"Limitations of linear remote control over packet drop networks","authors":"N. Elia, Jeff N. Eisenbeis","doi":"10.1109/CDC.2004.1429625","DOIUrl":"https://doi.org/10.1109/CDC.2004.1429625","url":null,"abstract":"In this paper we investigate control across stochastic drop-out channels. We seek optimal linear controllers and receivers for mean-square stability that make use of the knowledge of whether a packet is received. We establish a fundamental bound on drop-out probability allowable for stabilization. The main result is a remote stabilization technique that always achieves this bound via acknowledgement from the actuation receiver. Controller information structure and decentralization issues are considered as they may further limit the achievable performance.","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122241133","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 : 2004-12-01DOI: 10.1109/CDC.2004.1428603
K. Rohloff, S. Lafortune
Issues related to the control and verification of isomorphic modular discrete-event systems are investigated. A finite state automaton system model is considered for the system modules where sets of atomic propositions are defined on the states. A type of symmetry is defined for these modular systems and a restriction of the /spl mu/-calculus designed for these systems is introduced. A procedure is shown to reduce the cost in computation time and memory for testing if symmetric modular systems satisfy propositions in this /spl mu/-calculus. An example of a symmetric modular UAV platoon leader system is then shown and discussed.
{"title":"Symmetry reductions for a class of discrete-event systems","authors":"K. Rohloff, S. Lafortune","doi":"10.1109/CDC.2004.1428603","DOIUrl":"https://doi.org/10.1109/CDC.2004.1428603","url":null,"abstract":"Issues related to the control and verification of isomorphic modular discrete-event systems are investigated. A finite state automaton system model is considered for the system modules where sets of atomic propositions are defined on the states. A type of symmetry is defined for these modular systems and a restriction of the /spl mu/-calculus designed for these systems is introduced. A procedure is shown to reduce the cost in computation time and memory for testing if symmetric modular systems satisfy propositions in this /spl mu/-calculus. An example of a symmetric modular UAV platoon leader system is then shown and discussed.","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"128 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127969978","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 : 2004-12-01DOI: 10.1109/CDC.2004.1429508
M. Lazar, W. M. Heemels, S. Weiland, A. Bemporad
Model predictive control (MPC) has recently been applied to several relevant classes of hybrid systems with promising results. These developments generated an increasing interest towards issues such as stability and computational problems that arise in hybrid MPC. Stability aspects have been addressed only marginally. In this paper we present an extension of the terminal cost and constraint set method for guaranteeing stability in MPC to the class of constrained piecewise affine systems. Semidefinite programming is used to calculate the employed terminal weight matrix that ensures stability for quadratic cost based MPC. A procedure for computing a robust positively invariant set for piecewise linear systems is also developed. The implementation of the proposed method is illustrated by an example.
{"title":"Stabilization conditions for model predictive control of constrained PWA systems","authors":"M. Lazar, W. M. Heemels, S. Weiland, A. Bemporad","doi":"10.1109/CDC.2004.1429508","DOIUrl":"https://doi.org/10.1109/CDC.2004.1429508","url":null,"abstract":"Model predictive control (MPC) has recently been applied to several relevant classes of hybrid systems with promising results. These developments generated an increasing interest towards issues such as stability and computational problems that arise in hybrid MPC. Stability aspects have been addressed only marginally. In this paper we present an extension of the terminal cost and constraint set method for guaranteeing stability in MPC to the class of constrained piecewise affine systems. Semidefinite programming is used to calculate the employed terminal weight matrix that ensures stability for quadratic cost based MPC. A procedure for computing a robust positively invariant set for piecewise linear systems is also developed. The implementation of the proposed method is illustrated by an example.","PeriodicalId":254457,"journal":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2004-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126125345","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}