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Guaranteed Feasibility in Differentially Private Linearly Constrained Convex Optimization 差分私有线性约束凸优化的保证可行性
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3513232
Alexander Benvenuti;Brendan Bialy;Miriam Dennis;Matthew Hale
Convex programming with linear constraints plays an important role in the operation of a number of everyday systems. However, absent any additional protections, revealing or acting on the solutions to such problems may reveal information about their constraints, which can be sensitive. Therefore, in this letter, we introduce a method to keep linear constraints private when solving a convex program. First, we prove that this method is differentially private and always generates a feasible optimization problem (i.e., one whose solution exists). Then we show that the solution to the privatized problem also satisfies the original, non-private constraints. Next, we bound the expected loss in performance from privacy, which is measured by comparing the cost with privacy to that without privacy. Simulation results apply this framework to constrained policy synthesis in a Markov decision process, and they show that a typical privacy implementation induces only an approximately 9% loss in solution quality.
带有线性约束条件的凸编程在许多日常系统的运行中发挥着重要作用。然而,在没有任何额外保护措施的情况下,揭示或操作此类问题的解可能会泄露其约束信息,而这些信息可能是敏感的。因此,在这封信中,我们介绍了一种在求解凸程序时保持线性约束私密性的方法。首先,我们证明这种方法是有区别地保密的,并且总是能生成可行的优化问题(即解存在的问题)。然后,我们证明私有化问题的解也满足原始的非私有约束条件。接下来,我们对隐私带来的预期性能损失进行了约束,这种损失是通过比较有隐私和无隐私的成本来衡量的。仿真结果将此框架应用于马尔可夫决策过程中的约束策略合成,结果表明,典型的隐私实施只会导致解决方案质量下降约 9%。
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引用次数: 0
Stealthy Optimal Range-Sensor Placement for Target Localization 目标定位的隐身距离传感器优化配置
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3513814
Mohammad Hussein Yoosefian Nooshabadi;Rifat Sipahi;Laurent Lessard
We study a stealthy range-sensor placement problem where a set of range sensors are to be placed with respect to targets to effectively localize them while maintaining a degree of stealthiness from the targets. This is an open and challenging problem since two competing objectives must be balanced: (a) optimally placing the sensors to maximize their ability to localize the targets and (b) minimizing the information the targets gather regarding the sensors. We provide analytical solutions in 2D for the case of any number of sensors that localize two targets.
本文研究了隐身距离传感器的布置问题,即在保持一定隐身性的同时,将一组距离传感器放置在目标周围,以有效地对目标进行定位。这是一个开放且具有挑战性的问题,因为必须平衡两个相互竞争的目标:(a)最佳地放置传感器以最大化其定位目标的能力;(b)最小化目标收集的关于传感器的信息。我们为定位两个目标的任意数量的传感器提供二维分析解决方案。
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引用次数: 0
Resilience to Non-Compliance in Coupled Cooperating Systems 耦合合作系统对违规行为的复原力
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3513813
Brooks A. Butler;Philip E. Paré
This letter explores the implementation of a safe control law for systems of dynamically coupled cooperating agents. Under a CBF-based collaborative safety framework, we examine how the maximum safety capability for a given agent, which is computed using a collaborative safety condition, influences safety requests made to neighbors. We provide conditions under which neighbors may be resilient to non-compliance of neighbors to safety requests, and compute an upper bound for the total amount of non-compliance an agent is resilient to, given its 1-hop neighborhood state and knowledge of the network dynamics. We then illustrate our results via simulations of a networked susceptible-infected-susceptible (SIS) epidemic model.
这封信探讨了动态耦合合作代理系统安全控制法的实施。在基于 CBF 的协作安全框架下,我们研究了使用协作安全条件计算的给定代理的最大安全能力如何影响向邻居提出的安全请求。我们提供了一些条件,在这些条件下,邻居可以抵御邻居不遵守安全请求的情况,并计算出一个代理在其 1 跳邻居状态和网络动态知识下可抵御的不遵守请求总量的上限。然后,我们通过模拟网络易感-感染-易感(SIS)流行病模型来说明我们的结果。
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引用次数: 0
Disturbance-Robust Backup Control Barrier Functions: Safety Under Uncertain Dynamics 扰动鲁棒备份控制屏障函数:不确定动态下的安全性
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3514998
David E. J. van Wijk;Samuel Coogan;Tamas G. Molnar;Manoranjan Majji;Kerianne L. Hobbs
Obtaining a controlled invariant set is crucial for safety-critical control with control barrier functions (CBFs) but is non-trivial for complex nonlinear systems and constraints. Backup control barrier functions allow such sets to be constructed online in a computationally tractable manner by examining the evolution (or flow) of the system under a known backup control law. However, for systems with unmodeled disturbances, this flow cannot be directly computed, making the current methods inadequate for assuring safety in these scenarios. To address this gap, we leverage bounds on the nominal and disturbed flow to compute a forward invariant set online by ensuring safety of an expanding norm ball tube centered around the nominal system evolution. We prove that this set results in robust control constraints which guarantee safety of the disturbed system via our Disturbance-Robust Backup Control Barrier Function (DR-bCBF) solution. The efficacy of the proposed framework is demonstrated in simulation, applied to a double integrator problem and a rigid body spacecraft rotation problem with rate constraints.
控制不变量集的获取对于具有控制屏障函数的安全临界控制是至关重要的,但对于复杂的非线性系统和约束来说,这是一个非常重要的问题。备份控制屏障函数允许这样的集合在一个已知的备份控制律下,通过检查系统的演化(或流动),以一种计算上易于处理的方式在线构建。然而,对于具有未建模干扰的系统,该流不能直接计算,使得当前的方法不足以确保这些情况下的安全性。为了解决这一差距,我们利用名义流和扰动流的边界,通过确保以名义系统演化为中心的膨胀规范球管的安全性,在线计算前向不变集。通过扰动鲁棒备份控制屏障函数(DR-bCBF)解,证明了这一集合产生的鲁棒控制约束保证了扰动系统的安全性。通过仿真验证了该框架的有效性,并将其应用于双积分问题和带速率约束的刚体航天器旋转问题。
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引用次数: 0
Conformal Prediction for Distribution-Free Optimal Control of Linear Stochastic Systems 线性随机系统无分布最优控制的保形预测
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3514472
Eleftherios E. Vlahakis;Lars Lindemann;Pantelis Sopasakis;Dimos V. Dimarogonas
We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system within a prediction region (PR). We define PRs as sublevel sets of a nonconformity score over error trajectories, enabling the handling of joint chance constraints. We propose two methods to design feedback control and PRs: one through direct optimization over error trajectory samples, and the other indirectly using the S-procedure with a disturbance ellipsoid obtained from data. By tightening constraints with PRs, we solve a relaxed problem to synthesize a feedback policy. Our method ensures reliable probabilistic guarantees based on marginal coverage, independent of data size.
我们用保形预测解决了具有未知噪声分布和联合机会约束的线性随机系统的最优控制问题。我们的方法包括设计一个反馈控制器来维持预测区域(PR)内的误差系统。我们将pr定义为错误轨迹上的不合格分数的子层次集,使联合机会约束的处理成为可能。我们提出了两种设计反馈控制和pr的方法:一种是通过对误差轨迹样本的直接优化,另一种是通过从数据中获得的扰动椭球间接使用s过程。通过用pr收紧约束,我们解决了一个松弛问题来综合反馈策略。我们的方法确保可靠的概率保证基于边际覆盖率,独立于数据大小。
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引用次数: 0
Local Linear Convergence of Infeasible Optimization With Orthogonal Constraints 具有正交约束条件的不可行优化的局部线性收敛性
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3513817
Youbang Sun;Shixiang Chen;Alfredo Garcia;Shahin Shahrampour
Many classical and modern machine learning algorithms require solving optimization tasks under orthogonality constraints. Solving these tasks with feasible methods requires a gradient descent update followed by a retraction operation on the Stiefel manifold, which can be computationally expensive. Recently, an infeasible retraction-free approach, termed the landing algorithm, was proposed as an efficient alternative. Motivated by the common occurrence of orthogonality constraints in tasks such as principle component analysis and training of deep neural networks, this letter studies the landing algorithm and establishes a novel linear convergence rate for smooth non-convex functions using only a local Riemannian PŁ condition. Numerical experiments demonstrate that the landing algorithm performs on par with the state-of-the-art retraction-based methods with substantially reduced computational overhead.
许多经典和现代机器学习算法需要在正交性约束下解决优化任务。用可行的方法解决这些问题需要进行梯度下降更新,然后对Stiefel流形进行缩回操作,这在计算上是非常昂贵的。最近,一种不可行的无收放方法被称为着陆算法,作为一种有效的替代方法被提出。由于在深度神经网络的主成分分析和训练等任务中常见的正交性约束,本文研究了着陆算法,并仅使用局部黎曼PŁ条件建立了光滑非凸函数的新的线性收敛速率。数值实验表明,该着陆算法的性能与基于最先进的收缩方法相当,并且大大减少了计算开销。
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引用次数: 0
Nonlinear Kalman Filtering in the Absence of Direct Functional Relationships Between Measurement and State 测量与状态之间无直接函数关系时的非线性卡尔曼滤波
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3514818
Abdulrahman U. Alsaggaf;Maryam Saberi;Tyrus Berry;Donald Ebeigbe
This letter introduces a Kalman Filter framework for systems with process noise and measurements characterized by state-dependent, nonlinear conditional means and covariances. Estimating such general nonlinear models is challenging because traditional methods, such as the Extended Kalman Filter, linearize only functions – not noise – and require state-independent covariances. These limitations often necessitate Bayesian approaches that rely on specific distribution assumptions. To address these challenges, we propose a framework that employs a recursive least squares method that relies solely on conditional means and covariances, eliminating the need for explicit probability distributions. By applying first-order linearizations and incorporating targeted modifications to manage state dependence, the filter simplifies implementation, reduces computational demands, and provides a practical solution for systems that deviate from the assumptions underlying traditional Kalman filters. Simulation results on a compartmental model demonstrate performance comparable to sequential Monte Carlo methods while significantly lowering computational costs, effectively addressing real-world challenges of scalability and precision.
本文介绍了一种卡尔曼滤波框架,用于具有状态依赖、非线性条件均值和协方差特征的过程噪声和测量系统。估计这种一般的非线性模型是具有挑战性的,因为传统的方法,如扩展卡尔曼滤波,只对函数进行线性化,而不是对噪声进行线性化,并且需要状态无关的协方差。这些限制通常需要依赖于特定分布假设的贝叶斯方法。为了解决这些挑战,我们提出了一个框架,该框架采用递归最小二乘法,该方法仅依赖于条件均值和协方差,从而消除了对显式概率分布的需求。通过应用一阶线性化并结合有针对性的修改来管理状态依赖性,该滤波器简化了实现,减少了计算需求,并为偏离传统卡尔曼滤波器基础假设的系统提供了实用的解决方案。在分隔模型上的仿真结果表明,在显著降低计算成本的同时,性能与顺序蒙特卡罗方法相当,有效地解决了现实世界中可扩展性和精度的挑战。
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引用次数: 0
Continuous Venous Oxygen Saturation Estimation via Population-Informed Personalized Gaussian Sum Extended Kalman Filtering 基于人群信息的个性化高斯和扩展卡尔曼滤波的连续静脉血氧饱和度估计
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3514780
Parham Rezaei;Joseph S. Friedberg;Hosam K. Fathy;Jin-Oh Hahn
Mixed venous oxygen saturation (SvO2) can play a pivotal role for patient monitoring and treatment in critical care and cardiopulmonary medicine. Unfortunately, its continuous measurement requires the use of invasive pulmonary artery catheters. This letter presents a novel population-informed personalized Gaussian sum extended Kalman filtering (PI-P-GSEKF) approach to continuous ${mathrm { SvO}}_{2}$ estimation from arterial oxygen saturation (SpO2) measurement. The main challenge in ${mathrm { SvO}}_{2}$ estimation is large inter-individual variability in the cardiopulmonary dynamics, which seriously deteriorates the efficacy of standard EKF. To cope with this challenge, we employ the GSEKF in which individual EKFs are designed using a mathematical model of cardiopulmonary dynamics whose operating points are selected from (i) population-level generative sampling (thus “population-informed”) and (ii) Markov chain Monte Carlo (MCMC) sampling based on a one-time SpO2-SvO2 measurement (thus “personalized”). Using the experimental data collected from 8 hypoxia trials in 4 large animals, we showed the ability of the PI-P-GSEKF to estimate ${mathrm { SvO}}_{2}$ from ${mathrm { SpO}}_{2}$ in comparison with its PI-EKF (EKF with population-level generative sampling as the source of process noise) and PI-GSEKF (GSEKF with population-level generative sampling alone) counterparts (average ${mathrm { SvO}}_{2}$ root-mean-squared error: PI-EKF 4.7%, PI-GSEKF 4.3%, PI-P-GSEKF 3.0%). We also showed that population-level generative sampling and MCMC sampling both had respective roles in improving ${mathrm { SvO}}_{2}$ estimation accuracy. In sum, the PI-P-GSEKF demonstrated its proof-of-principle to enable non-invasive continuous ${mathrm { SvO}}_{2}$ estimation.
混合静脉血氧饱和度(SvO2)在重症监护和心肺医学中具有重要的监测和治疗作用。不幸的是,它的连续测量需要使用侵入性肺动脉导管。这封信提出了一种新的人口信息个性化高斯和扩展卡尔曼滤波(PI-P-GSEKF)方法,用于从动脉血氧饱和度(SpO2)测量中连续估计${ mathm {SvO}}_{2}$。{math {SvO}}_{2}$估计的主要挑战是心肺动力学的个体间差异很大,这严重影响了标准EKF的有效性。为了应对这一挑战,我们采用GSEKF,其中使用心肺动力学的数学模型设计个体ekf,其操作点从(i)种群水平生成抽样(因此“种群信息”)和(ii)基于一次性SpO2-SvO2测量的马尔可夫链蒙特卡罗(MCMC)抽样中选择(因此“个性化”)。利用4只大型动物的8次缺氧实验数据,我们证明了PI-P-GSEKF从${ mathm {SpO}}_{2}$中估计${ mathm {SvO}}_{2}$的能力,与PI-EKF(以种群水平生成抽样为过程噪声源的EKF)和PI-GSEKF(仅以种群水平生成抽样为过程噪声源的GSEKF)(平均${ mathm {SvO}}_{2}$的根均方误差:PI-EKF 4.7%, PI-GSEKF 4.3%, PI-P-GSEKF 3.0%)相比,PI-P-GSEKF能够从${ mathm {SpO}}_{2}$。我们还发现,总体水平的生成抽样和MCMC抽样在提高${ mathm {SvO}}_{2}$估计精度方面都有各自的作用。总之,PI-P-GSEKF证明了其原理证明,可以实现非侵入性的连续${ mathm {SvO}}_{2}$估计。
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引用次数: 0
Active Perception With Initial-State Uncertainty: A Policy Gradient Method 具有初始状态不确定性的主动感知:策略梯度方法
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3513896
Chongyang Shi;Shuo Han;Michael Dorothy;Jie Fu
This letter studies the synthesis of an active perception policy that maximizes the information leakage of the initial state in a stochastic system modeled as a hidden Markov model (HMM). Specifically, the emission function of the HMM is controllable with a set of perception or sensor query actions. Given the goal is to infer the initial state from partial observations in the HMM, we use Shannon conditional entropy as the planning objective and develop a novel policy gradient method with convergence guarantees. By leveraging a variant of observable operators in HMMs, we prove several important properties of the gradient of the conditional entropy with respect to the policy parameters, which allow efficient computation of the policy gradient and stable and fast convergence. We demonstrate the effectiveness of our solution by applying it to an inference problem in a stochastic grid world environment.
本文研究了一种主动感知策略的综合,该策略在一个随机系统中以隐马尔可夫模型(HMM)建模,使初始状态的信息泄漏最大化。具体来说,HMM的发射函数可以通过一组感知或传感器查询动作来控制。考虑到HMM的目标是通过局部观测推断初始状态,我们使用Shannon条件熵作为规划目标,并开发了一种具有收敛保证的策略梯度方法。通过利用hmm中可观察算子的一种变体,我们证明了条件熵梯度相对于策略参数的几个重要性质,从而实现了策略梯度的高效计算和稳定快速的收敛。我们通过将其应用于随机网格世界环境中的推理问题来证明我们的解决方案的有效性。
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引用次数: 0
Robust Parametric Shrinking Horizon Model Predictive Control and its Application to Spacecraft Rendezvous 鲁棒参数收缩地平线模型预测控制及其在航天器交会中的应用
IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS Pub Date : 2024-12-09 DOI: 10.1109/LCSYS.2024.3514975
Miguel Castroviejo-Fernandez;Michele Ambrosino;Ilya Kolmanovsky
This letter introduces a robust Model Predictive Control approach in which a shrinking prediction horizon and a system input parameterization are exploited to control a linear system with set-bounded disturbances while satisfying state and control constraints. By exploiting input parameterization, the number of decision variables in the optimal control problem and the computational time can be reduced. The simulated spacecraft rendezvous maneuver is used to highlight the potential of the proposed approach for practical applications.
本文介绍了一种鲁棒模型预测控制方法,该方法利用缩小的预测范围和系统输入参数化来控制具有集界扰动的线性系统,同时满足状态和控制约束。利用输入参数化,可以减少最优控制问题中决策变量的数量和计算时间。通过模拟航天器交会机动,突出了该方法在实际应用中的潜力。
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引用次数: 0
期刊
IEEE Control Systems Letters
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