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Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each iteration step of both algorithms, we first test the feasibility of a given test solution for each and every constraint associated with the sampled optimisation at hand, while also identifying those constraints that are violated. Subsequently, an optimisation problem is constructed with a constraint set consisting of the current basis -- namely, the smallest set of constraints that fully specifies the current test solution -- as well as constraints related to a limited number of the identified violating samples. We show that both algorithms exhibit finite-time convergence towards the optimal solution. Algorithm 2 features a neural network classifier that notably improves the computational performance compared to Algorithm 1. We quantitatively establish these algorithms' efficacy through three numerical tests: robust optimal power flow, robust unit commitment, and robust random mixed-integer linear program.

The decision making and management of many engineering networks involves multiple parties with conflicting interests, while each party is constituted with multiple agents. Such problems can be casted as a multi-cluster game. Each cluster is treated as a self-interested player in a non-cooperative game where agents in the same cluster cooperate together to optimize the payoff function of the cluster. In a large-scale network, the information of agents in a cluster can not be available immediately for agents beyond this cluster, which raise challenges to the existing Nash equilibrium seeking algorithms. Hence, we consider a partial-decision information scenario in generalized Nash equilibrium seeking for multi-cluster games in a distributed manner. We reformulate the problem as finding zeros of the sum of preconditioned monotone operators by the primal-dual analysis and graph Laplacian matrix. Then a distributed generalized Nash equilibrium seeking algorithm is proposed without requiring fully awareness of its opponent clusters' decisions based on a forward-backward-forward method. With the algorithm, each agent estimates the strategies of all the other clusters by communicating with neighbors via an undirected network. We show that the derived operators can be monotone when the communication strength parameter is sufficiently large. We prove the algorithm convergence resorting to the fixed point theory by providing a sufficient condition. We discuss its potential application in Energy Internet with numerical studies.

Chlorine is a widely used disinfectant and proxy for water quality (WQ) monitoring in water distribution networks (WDN). Chlorine-based WQ regulation and control aims to maintain pathogen-free water. Chlorine residual evolution within WDN is commonly modeled using the typical single-species decay and reaction dynamics that account for network-wide, spatiotemporal chlorine concentrations only. Prior studies have proposed more advanced and accurate descriptions via multi-species dynamics. This paper presents a host of novel state-space, control-theoretic representations of multi-species water quality dynamics. These representations describe decay, reaction, and transport of chlorine and a fictitious reactive substance to reflect realistic complex scenarios in WDN. Such dynamics are simulated over space- and time-discretized grids of the transport partial differential equation and the nonlinear reaction ordinary differential equation. To that end, this paper (i) provides a full description on how to formulate a high fidelity model-driven state-space representation of the multi-species water quality dynamics and (ii) investigates the applicability and performance of different Eulerian-based schemes (Lax-Wendroff, backward Euler, and Crank- Nicolson) and Lagrangian-based schemes (method of characteristics) in contrast with EPANET and its EPANET-MSX extension. Numerical case studies reveal that the Lax-Wendroff scheme and method of characteristics outperform other schemes with reliable results under reasonable assumptions and limitations.

In this survey, we describe controlled interacting particle systems (CIPS) to approximate the solution of the optimal filtering and the optimal control problems. Part I of the survey is focussed on the feedback particle filter (FPF) algorithm, its derivation based on optimal transportation theory, and its relationship to the ensemble Kalman filter (EnKF) and the conventional sequential importance sampling-resampling (SIR) particle filters. The central numerical problem of FPF -- to approximate the solution of the Poisson equation -- is described together with the main solution approaches. An analytical and numerical comparison with the SIR particle filter is given to illustrate the advantages of the CIPS approach. Part II of the survey is focussed on adapting these algorithms for the problem of reinforcement learning. The survey includes several remarks that describe extensions as well as open problems in this subject.

Standard evolutionary optimization algorithms assume that the evaluation of the objective and constraint functions is straightforward and computationally cheap. However, in many real-world optimization problems, these evaluations involve computationally expensive numerical simulations or physical experiments. Surrogate-assisted evolutionary algorithms (SAEAs) have recently gained increased attention for their performance in solving these types of problems. The main idea of SAEAs is the integration of an evolutionary algorithm with a selected surrogate model that approximates the computationally expensive function. In this paper, we propose a surrogate model based on a Lipschitz underestimation and use it to develop a differential evolution-based algorithm. The algorithm, called Lipschitz Surrogate-assisted Differential Evolution (LSADE), utilizes the Lipschitz-based surrogate model, along with a standard radial basis function surrogate model and a local search procedure. The experimental results on seven benchmark functions of dimensions 30, 50, 100, and 200 show that the proposed LSADE algorithm is competitive compared with the state-of-the-art algorithms under a limited computational budget, being especially effective for the very complicated benchmark functions in high dimensions.

The fundamental lemma by Jan C. Willems and co-workers, which is deeply rooted in behavioral systems theory, has become one of the supporting pillars of the recent progress on data-driven control and system analysis. This tutorial-style paper combines recent insights into stochastic and descriptor-system formulations of the lemma to further extend and broaden the formal basis for behavioral theory of stochastic linear systems. We show that series expansions -- in particular Polynomial Chaos Expansions (PCE) of $L^2$-random variables, which date back to Norbert Wiener's seminal work -- enable equivalent behavioral characterizations of linear stochastic systems. Specifically, we prove that under mild assumptions the behavior of the dynamics of the $L^2$-random variables is equivalent to the behavior of the dynamics of the series expansion coefficients and that it entails the behavior composed of sampled realization trajectories. We also illustrate the short-comings of the behavior associated to the time-evolution of the statistical moments. The paper culminates in the formulation of the stochastic fundamental lemma for linear (descriptor) systems, which in turn enables numerically tractable formulations of data-driven stochastic optimal control combining Hankel matrices in realization data (i.e. in measurements) with PCE concepts., 31 pages, 7 figures

This paper focuses on the energy-time optimal control of wheeled mobile robots undergoing point-to-point transitions in an obstacles free space. Two interchangeable models are used to arrive at the necessary conditions for optimality. The first formulation exploits the Hamiltonian, while the second formulation considers the first variation of the augmented cost to derive the necessary conditions for optimality. Jacobi elliptic functions are shown to parameterize the closed form solutions for the states, control and costates. Analysis of the optimal control reveal that they are constrained to lie on a cylinder whose circular cross-section is a function of the weight penalizing the relative costs of time and energy. The evolving optimal costates for the second formulation are shown to lie on the intersection of two cylinders. The optimal control for the wheeled mobile robot undergoing point-to-point motion is also developed where the linear velocity is constrained to be time-invariant. It is shown that the costates are constrained to lie on the intersection of a cylinder and an extruded parabola. Numerical results for various point-to-point maneuvers are presented to illustrate the change in the structure of the optimal trajectories as a function of the relative location of the terminal and initial states., 36 pages,6 figures, 3 appendices

Based on the classical probability, the stability criteria for stochastic differential delay equations (SDDEs) where their coefficients are either linear or nonlinear but bounded by linear functions have been investigated intensively. Moreover, the dependent stability of the highly nonlinear hybrid stochastic differential equations is recently studied. In this paper, by using the nonlinear expectation theory, we explore the dependent stability of a class of highly nonlinear hybrid stochastic differential delay equations driven by $G$-Brownian motion ($G$-SDDEs). Firstly, we give preliminaries of sublinear expectation. Then, the delay-dependent criteria of the stability and boundedness of solutions to $G$-SDDEs is provided. Finally, an illustrative example is analyzed by the $\varphi$-max-mean algorithm., Comment: 24 pages; 3 figures

International audience; The potential of industrial applications for microalgae has motivated their recent fast development. Their growth dynamics depends on different factors that must be optimized. Since they get their energy from photosynthesis, light is a key factor that strongly influences their productivity. Light is absorbed and scattered in the liquid medium, and irradiance exponentially decreases towards the darkest part of the photobioreactor at a rate non-linearly depending on the biomass concentration. Maximizing productivity is then a tricky problem, especially when the growth rate is inhibited by an excess of light. Productivity optimization turns out to be highly dependent on how light is distributed along the reactor, and is therefore related to the extinction rate and the background turbidity. We propose a theoretical analysis of this problem, by introducing the concept of optical depth productivity for systems where background turbidity must be accounted for. A global optimum maximizing productivity is proposed, extending the concept of the compensation condition, consisting in compensating the algal growth rate at the bottom of the reactor by the respiration. This condition can drive the optimization of the surface biomass productivity depending on the minimum reachable depth. We develop a nonlinear controller and prove the global asymptotic stability of the biomass concentration towards the desired optimal value.

Various real-world scientific applications involve the mathematical modeling of complex uncertain systems with numerous unknown parameters. Accurate parameter estimation is often practically infeasible in such systems, as the available training data may be insufficient and the cost of acquiring additional data may be high. In such cases, based on a Bayesian paradigm, we can design robust operators retaining the best overall performance across all possible models and design optimal experiments that can effectively reduce uncertainty to enhance the performance of such operators maximally. While objective-based uncertainty quantification (objective-UQ) based on MOCU (mean objective cost of uncertainty) provides an effective means for quantifying uncertainty in complex systems, the high computational cost of estimating MOCU has been a challenge in applying it to real-world scientific/engineering problems. In this work, we propose a novel scheme to reduce the computational cost for objective-UQ via MOCU based on a data-driven approach. We adopt a neural message-passing model for surrogate modeling, incorporating a novel axiomatic constraint loss that penalizes an increase in the estimated system uncertainty. As an illustrative example, we consider the optimal experimental design (OED) problem for uncertain Kuramoto models, where the goal is to predict the experiments that can most effectively enhance robust synchronization performance through uncertainty reduction. We show that our proposed approach can accelerate MOCU-based OED by four to five orders of magnitude, without any visible performance loss compared to the state-of-the-art. The proposed approach applies to general OED tasks, beyond the Kuramoto model., Comment: 14 pages, 5 figures, accepted by Engineering Applications of Artificial Intelligence

We propose a system theoretic approach to select and stabilize the endemic equilibrium of an SIRS epidemic model in which the decisions of a population of strategically interacting agents determine the transmission rate. Specifically, the population's agents recurrently revise their choices out of a set of strategies that impact to varying levels the transmission rate. A payoff vector quantifying the incentives provided by a planner for each strategy, after deducting the strategies' intrinsic costs, influences the revision process. An evolutionary dynamics model captures the population's preferences in the revision process by specifying as a function of the payoff vector the rates at which the agents' choices flow toward strategies with higher payoffs. Our main result is a dynamic payoff mechanism that is guaranteed to steer the epidemic variables (via incentives to the population) to the endemic equilibrium with the smallest infectious fraction, subject to cost constraints. We use a Lyapunov function not only to establish convergence but also to obtain an (anytime) upper bound for the peak size of the population's infectious portion., Comment: 12 pages, 3 figures

Resource allocation plays a central role in many networked systems such as smart grids, communication networks and urban transportation systems. In these systems, many constraints have physical meaning and having feasible allocation is often vital to avoid system breakdown. Hence, algorithms with asymptotic feasibility guarantees are often insufficient since it is impractical to run algorithms for an infinite number of rounds. This paper proposes a distributed feasible method (DFM) for safe resource allocation based on barrier functions. In DFM, every iterate is feasible and thus safe to implement. We prove that under mild conditions, DFM converges to an arbitrarily small neighbourhood of the optimal solution. Numerical experiments demonstrate the competitive performance of DFM., 12 pages, 2 figures

Systematic attack design is essential to understanding the vulnerabilities of cyber-physical systems (CPSs), to better design for resiliency. In particular, false data injection attacks (FDIAs) are well-known and have been shown to be capable of bypassing bad data detection (BDD) while causing targeted biases in resulting state estimates. However, their effectiveness against moving horizon estimators (MHE) is not well understood. In fact, this paper shows that conventional FDIAs are generally ineffective against MHE. One of the main reasons is that the moving window renders the static FDIA recursively infeasible. This paper proposes a new attack methodology, moving-horizon FDIA (MH-FDIA), by considering both the performance of historical attacks and the current system's status. Theoretical guarantees for successful attack generation and recursive feasibility are given. Numerical simulations on the IEEE-14 bus system further validate the theoretical claims and show that the proposed MH-FDIA outperforms state-of-the-art counterparts in both stealthiness and effectiveness. In addition, \textcolor{blue}{an experiment on} a path-tracking control system of an autonomous vehicle shows the feasibility of the MH-FDIA in real-world nonlinear systems., Comment: Control Engineering Practice (To Appear)

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.

Constrained submodular set function maximization problems often appear in multi-agent decision-making problems with a discrete feasible set. A prominent example is the problem of multi-agent mobile sensor placement over a discrete domain. Submodular set function optimization problems, however, are known to be NP-hard. This paper considers a class of submodular optimization problems that consist of maximization of a monotone and submodular set function subject to a uniform matroid constraint over a group of networked agents that communicate over a connected undirected graph. We work in the value oracle model where the only access of the agents to the utility function is through a black box that returns the utility function value. We propose a distributed suboptimal polynomial-time algorithm that enables each agent to obtain its respective strategy via local interactions with its neighboring agents. Our solution is a fully distributed gradient-based algorithm using the submodular set functions' multilinear extension followed by a distributed stochastic Pipage rounding procedure. This algorithm results in a strategy set that when the team utility function is evaluated at worst case, the utility function value is in 1/c(1-e^(-c)-O(1/T)) of the optimal solution with c to be the curvature of the submodular function. An example demonstrates our results., arXiv admin note: text overlap with arXiv:2011.14499

Port-Hamiltonian systems theory provides a systematic methodology for the modeling, simulation and control of multi-physics systems. The incorporation of algebraic constraints has led to a multitude of definitions of port-Hamiltonian differential-algebraic equations (DAE) systems. This paper presents extensions of results in Gernandt, Haller & Reis (2021) and Mehrmann & Van der Schaft (2022) in the context of maximally monotone structures and shows that any such space can be written as composition of a Dirac and a resistive structure. Furthermore, appropriate coordinate representations are presented as well as explicit expressions for the associated transfer functions., 13 pages

We consider the optimal control problem of steering an agent population to a desired distribution over an infinite horizon. This is an optimal transport problem over dynamical systems, which is challenging due to its high computational cost. In this paper, by using entropy regularization, we propose Sinkhorn MPC, which is a dynamical transport algorithm integrating model predictive control (MPC) and the so-called Sinkhorn algorithm. The notable feature of the proposed method is that it achieves cost-effective transport in real time by performing control and transport planning simultaneously, which is illustrated in numerical examples. Moreover, under some assumption on iterations of the Sinkhorn algorithm integrated in MPC, we reveal the global convergence property for Sinkhorn MPC thanks to the entropy regularization. Furthermore, focusing on a quadratic control cost, without the aforementioned assumption we show the ultimate boundedness and the local asymptotic stability for Sinkhorn MPC., Accepted to Automatica. arXiv admin note: text overlap with arXiv:2203.08415

For a general optimal control problem for dynamical systems with hybrid dynamics, we study the dependency of the optimal cost and of the value function on the initial conditions, parameters, and perturbations. We show that upper and lower semicontinuous dependence of solutions on initial conditions -- properties that are captured by outer and inner well-posedness, respectively -- lead to the existence of a solution to the hybrid optimal control problem and upper/lower semicontinuity of the optimal cost. In particular, by exploiting properties of finite horizon reachable sets for hybrid systems, we show that the optimal cost varies upper semicontinuously when the hybrid system is (nominally) outer well-posed, and lower semicontinuously when it is (nominally) inner well-posed and an additional assumption requiring partial knowledge of solutions. Consequently, when the system is both (nominally) inner and outer well-posed and the aforementioned assumption holds, the optimal cost varies continuously, and optimal solutions vary upper semicontinuously. We further show that even in the absence of this solution-based assumption, the optimal cost can be continuously approximated. The results are demonstrated in finite horizon optimization problems with hybrid dynamics, both theoretically and numerically., Comment: 17 pages. Version submitted for review

In many sharing-economy applications, as well as in conventional economy applications, one wishes to regulate the behaviour of an ensemble of agents with guarantees on both the regulation of the ensemble in aggregate and the revenue or quality of service associated with each agent. Previous work [Automatica, Volume 108, 108483, arXiv:1807.03256 ] has developed guarantees of unique ergodicity when there are linear filters. Here, we extend the guarantees to systems including non-linear elements, such as non-linear filters.

We discuss nonlinear model predictive control (NMPC) for multi-body dynamics via physics-informed machine learning methods. Physics-informed neural networks (PINNs) are a promising tool to approximate (partial) differential equations. PINNs are not suited for control tasks in their original form since they are not designed to handle variable control actions or variable initial values. We thus present the idea of enhancing PINNs by adding control actions and initial conditions as additional network inputs. The high-dimensional input space is subsequently reduced via a sampling strategy and a zero-hold assumption. This strategy enables the controller design based on a PINN as an approximation of the underlying system dynamics. The additional benefit is that the sensitivities are easily computed via automatic differentiation, thus leading to efficient gradient-based algorithms. Finally, we present our results using our PINN-based MPC to solve a tracking problem for a complex mechanical system, a multi-link manipulator.

Motivated by the application of Lyapunov methods to partial differential equations (PDEs), we study functional inequalities of the form $f(I_1(u),\ldots,I_k(u))\geq 0$ where $f$ is a polynomial, $u$ is any function satisfying prescribed constraints, and $I_1(u),\ldots,I_k(u)$ are integral functionals whose integrands are polynomial in $u$, its derivatives, and the integration variable. We show that such functional inequalities can be strengthened into sufficient polynomial inequalities, which in principle can be checked via semidefinite programming using standard techniques for polynomial optimization. These sufficient conditions can be used also to optimize functionals with affine dependence on tunable parameters whilst ensuring their nonnegativity. Our approach relies on a measure-theoretic lifting of the original functional inequality, which extends both a recent moment relaxation strategy for PDE analysis and a dual approach to inequalities for integral functionals., 8 pages. Submitted to IFAC for possible publication

We propose a new class of measures for shaping time-dependent trajectories in dynamic optimization (DO). The proposed measures are analogous to risk measures used in stochastic optimization (SO) and are inspired by a recently-proposed unifying abstraction for infinite-dimensional optimization. Risk measures are summarizing statistics (e.g., average, variance, quantiles, worst-case values) that are used to shape the probability density of random objectives and constraints. We show that this extensive collection of measures can be applied in DO for computing and manipulating interesting features of time-dependent trajectories (e.g., excursion costs and quantiles). We also discuss how to implement these measures in the Julia modeling package InfiniteOpt.jl.

Following the seminal work of Zames, the input-output theory of the 70s acknowledged that incremental properties (e.g. incremental gain) are the relevant quantities to study in nonlinear feedback system analysis. Yet, non-incremental analysis has dominated the use of dissipativity theory in nonlinear control from the 80s. Results connecting dissipativity theory and incremental analysis are scattered and progress has been limited. This abstract investigates whether this theoretical gap is of fundamental nature and considers new avenues to circumvent it., Comment: To be presented at MTNS 2022

Neurological studies show that injured neurons can regain their functionality with therapeutics such as Chondroitinase ABC (ChABC). These therapeutics promote axon elongation by manipulating the injured neuron and its intercellular space to modify tubulin protein concentration. This fundamental protein is the source of axon elongation, and its spatial distribution is the state of the axon growth dynamics. Such dynamics often contain time delays because of biological processes. This work introduces an input delay compensation with state-feedback control law for axon elongation by regulating tubulin concentration. Axon growth dynamics with input delay is modeled as coupled parabolic diffusion-reaction-advection Partial Differential Equations (PDE) with a boundary governed by Ordinary Differential Equations (ODE), associated with a transport PDE. A novel feedback law is proposed by using backstepping method for input-delay compensation. The gain kernels are provided after transforming the interconnected PDE-ODE-PDE system to a target system. The stability analysis is presented by applying Lyapunov analysis to the target system in the spatial H1-norm, thereby the local exponential stability of the original error system is proved by using norm equivalence., Submitted and accepted to 17th IFAC Workshop on Time Delay Systems (TDS)

This paper addresses the problem of designing an anti-windup like compensator for discrete-time linear control systems with quantized input. The proposed compensator provides a correction signal proportional to the quantization error that fed to the controller. The compensator is designed to ensure that solutions to the closed-loop systems converge in finite time into a compact set containing the origin that can be tuned by the designer. A numerically tractable algorithm with feasibility guarantees is provided for the design of the compensator. The proposed results are illustrated on an academic example and an open-loop unstable aircraft system., Comment: Extended version of the conference paper. V1 is submitted for presentation at the 10th IFAC Symposium on Robust Control Design ROCOND 2022. V2 and V3, and V4 fix some minor oversights

The purpose of this tutorial is to give a brief introduction to linear quantum control systems. The mathematical model of linear quantum control systems is presented first, then some fundamental control-theoretic notions such as stability, controllability and observability are given, which are closely related to several important concepts in quantum information science such as decoherence-free subsystems, quantum non-demolition variables, and back-action evasion measurements. After that, quantum Gaussian states are introduced, in particular, an information-theoretic uncertainty relation is presented which often gives a better bound for mixed Gaussian states than the well-known Heisenberg uncertainty relation. The quantum Kalman filter is presented for quantum linear systems, which is the quantum analogy of the Kalman filter for classical (namely, non-quantum-mechanical) linear systems. The quantum Kalman canonical decomposition for quantum linear systems is recorded, and its application is illustrated by means of a recent experiment. As single- and multi-photon states are useful resources in quantum information technology, the response of quantum linear systems to these types of input is presented. Finally, coherent feedback control of quantum linear systems is briefly introduced, and a recent experiment is used to demonstrate the effectiveness of quantum linear systems and networks theory.dback control of quantum linear systems is briefly introduced, and a recent experiment is used to demonstrate the effectiveness of quantum linear systems and networks theory., Comment: 55 pages, 4 figures, to appear in Annual Reviews in Control

This paper proposes a game-theoretic approach to address the problem of optimal sensor placement for detecting cyber-attacks in networked control systems. The problem is formulated as a zero-sum game with two players, namely a malicious adversary and a detector. Given a protected target vertex, the detector places a sensor at a single vertex to monitor the system and detect the presence of the adversary. On the other hand, the adversary selects a single vertex through which to conduct a cyber-attack that maximally disrupts the target vertex while remaining undetected by the detector. As our first contribution, for a given pair of attack and monitor vertices and a known target vertex, the game payoff function is defined as the output-to-output gain of the respective system. Then, the paper characterizes the set of feasible actions by the detector that ensures bounded values of the game payoff. Finally, an algebraic sufficient condition is proposed to examine whether a given vertex belongs to the set of feasible monitor vertices. The optimal sensor placement is then determined by computing the mixed-strategy Nash equilibrium of the zero-sum game through linear programming. The approach is illustrated via a numerical example of a 10-vertex networked control system with a given target vertex., Comment: 6 pages, 6 figures, 1 table, accepted to the 9th IFAC Conference on Networked Systems, Zurich, July 2022

In this paper we present a reduced basis method which yields structure-preservation and a tight a posteriori error bound for the simulation of the damped wave equations on networks. The error bound is based on the exponential decay of the energy inside the system and therefore allows for sharp bounds without the need of regularization parameters. The fast convergence of the reduced solution to the truth solution as well as the tightness of the error bound are verified numerically using an academic network as example.

The Stefan PDE system is a representative model for thermal phase change phenomena, such as melting and solidification, arising in numerous science and engineering processes. The mathematical description is given by a Partial Differential Equation (PDE) of the temperature distribution defined on a spatial interval with a moving boundary, where the boundary represents the liquid-solid interface and its dynamics are governed by an Ordinary Differential Equation (ODE). The PDE-ODE coupling at the boundary is nonlinear and creates a significant challenge for state estimation with provable convergence and robustness. This tutorial article presents a state estimation method based on PDE backstepping for the Stefan system, using measurements only at the moving boundary. PDE backstepping observer design generates an observer gain by employing a Volterra transformation of the observer error state into a desirable target system, solving a Goursat-form PDE for the transformation's kernel, and performing a Lyapunov analysis of the target observer error system. The observer is applied to models of problems motivated by climate change and the need for renewable energy storage: a model of polar ice dynamics and a model of charging and discharging in lithium-ion batteries. The numerical results for polar ice demonstrate a robust performance of the designed estimator with respect to the unmodeled salinity effect in sea ice. The results for an electrochemical PDE model of a lithium-ion battery with a phase transition material show the elimination of more than 15 \% error in State-of-Charge estimate within 5 minutes even in the presence of sensor noise., 45 pages, 18 figures, submitted to Annual Reviews in Control

A typical urban signalized intersection poses significant modeling and control challenges in a mixed traffic environment consisting of connected automated vehicles (CAVs) and human-driven vehicles (HDVs). In this paper, we address the problem of deriving safe trajectories for CAVs in a mixed traffic environment that prioritizes rear-end collision avoidance when the preceding HDVs approach the yellow and red signal phases of the intersection. We present a predictive control framework that employs a recursive least squares algorithm to approximate in real time the driving behavior of the preceding HDVs and then uses this approximation to derive safety-aware trajectory in a finite horizon. We validate the effectiveness of our proposed framework through numerical simulation and analyze the robustness of the control framework.

Two mathematical models are derived to describe the thermal dynamics of a plastics production machine. The Smart Sensor design is based on the finite volume model. The accuracy of the derived finite volume model is validated by a finite element model. Those models are validated by measurements. A Smart Sensor for the heat flow between the extruder cylinder and screw conveyor is designed. Such a configuration has the advantage to decouple the thermal control problem from the specific granulate.

In this paper, we investigate the stability of the linear wave equation where one part of the boundary, which is seen as a lower-dimensional Riemannian manifold, is governed by a coupled wave equation, while the other part is subject to a dissipative Robin velocity feedback. We prove that the closed-loop equations generate a semi-uniformly stable semigroup of linear contractions on a suitable energy space. Furthermore, under multiplier-related geometrical conditions, we establish a polynomial decay rate for strong solutions. This is achieved by estimating the growth of the resolvent operator on the imaginary axis.

We propose a novel framework for learning linear time-invariant (LTI) models for a class of continuous-time non-autonomous nonlinear dynamics based on a representation of Koopman operators. In general, the operator is infinite-dimensional but, crucially, linear. To utilize it for efficient LTI control design, we learn a finite representation of the Koopman operator that is linear in controls while concurrently learning meaningful lifting coordinates. For the latter, we rely on Koopmanizing Flows - a diffeomorphism-based representation of Koopman operators and extend it to systems with linear control entry. With such a learned model, we can replace the nonlinear optimal control problem with quadratic cost to that of a linear quadratic regulator (LQR), facilitating efficacious optimal control for nonlinear systems. The superior control performance of the proposed method is demonstrated on simulation examples., Final version, accepted for presentation at the 6th IFAC Conference on Intelligent Control and Automation Sciences (ICONS), 2022. arXiv admin note: text overlap with arXiv:2112.04085

This paper is motivated by a class of positive systems with an input that is subject to an unknown state-dependent power law delay as well as saturation. For example, biological networks have non-negative protein concentration states. Mass action kinetics in these systems result in power law behavior, while complex interactions cause signal propagation delays. Incomplete network characterization makes delay state-dependence unknown. Manipulating network activity via modulated protein concentrations to attain desired performance is restricted by upper-bounds on concentration actuator authority. Here, an innovative control law exploits system dynamics to compensate for control domain restrictions. A Lyapunov stability analysis establishes that the reference tracking error of the closed-loop system is uniformly ultimately bounded. Numerical simulations on a human coagulation model show controller efficacy and better performance compared to the relevant literature. This example application steps toward personalized, closed-loop treatments for trauma coagulopathy, which currently has 30% mortality with open-loop clinical approaches., This is a self-contained preprint that includes the proof for Theorem 1 in our Automatica publication

With decentralized optimization having increased applications in various domains ranging from machine learning, control, sensor networks, to robotics, its privacy is also receiving increased attention. Existing privacy-preserving approaches for decentralized optimization achieve privacy preservation by patching decentralized optimization with information-technology privacy mechanisms such as differential privacy or homomorphic encryption, which either sacrifices optimization accuracy or incurs heavy computation/communication overhead. We propose an inherently privacy-preserving decentralized optimization algorithm by exploiting the robustness of decentralized optimization to uncertainties in optimization dynamics. More specifically, we present a general decentralized optimization framework, based on which we show that privacy can be enabled in decentralized optimization by adding randomness in optimization parameters. We further show that the added randomness has no influence on the accuracy of optimization, and prove that our inherently privacy-preserving algorithm has $R$-linear convergence when the global objective function is smooth and strongly convex. We also rigorously prove that the proposed algorithm can avoid the gradient of a node from being inferable by other nodes. Numerical simulation results confirm the theoretical predictions.

The paper is concerned with elongating the shortest curvature-bounded path between two oriented points to an expected length. The elongation of curvature-bounded paths to an expected length is fundamentally important to plan missions for nonholonomic-constrained vehicles in many practical applications, such as coordinating multiple nonholonomic-constrained vehicles to reach a destination simultaneously or performing a mission with a strict time window. In the paper, the explicit conditions for the existence of curvature-bounded paths joining two oriented points with an expected length are established by applying the properties of the reachability set of curvature-bounded paths. These existence conditions are numerically verifiable, allowing readily checking the existence of curvature-bounded paths between two prescribed oriented points with a desired length. In addition, once the existence conditions are met, elongation strategies are provided in the paper to get curvature-bounded paths with expected lengths. Finally, some examples of minimum-time path planning for multiple fixed-wing aerial vehicles to cooperatively achieve a triangle-shaped flight formation are presented, illustrating and verifying the developments of the paper., Only the section "Acknowledgments" has been updated in this replacement version

We discuss the multilevel control problem for linear dynamical systems, consisting in designing a piece-wise constant control function taking values in a finite-dimensional set. In particular, we provide a complete characterization of multilevel controls through a duality approach, based on the minimization of a suitable cost functional. In this manner we build optimal multi-level controls and characterize the time needed for a given ensemble of levels to assure the controllability of the system. Moreover, this method leads to efficient numerical algorithms for computing multilevel controls.

International audience; The paper formulates the concept of persistence of excitation for discrete-time linear switched systems, and provides sufficient conditions for an input signal to be persistently exciting. Persistence of excitation is formulated as a property of the input signal, and it is not tied to any specific identification algorithm. The results of the paper rely on realization theory and on the notion of Markov-parameters for linear switched systems.

This paper studies the bailout optimal dividend problem with regime switching under the constraint that dividend payments can be made only at the arrival times of an independent Poisson process while capital can be injected continuously in time. We show the optimality of the regime-modulated Parisian-classical reflection strategy when the underlying risk model follows a general spectrally negative Markov additive process. In order to verify the optimality, first we study an auxiliary problem driven by a single spectrally negative \lev process with a final payoff at an exponential terminal time and characterise the optimal dividend strategy. Then, we use the dynamic programming principle to transform the global regime-switching problem into an equivalent local optimization problem with a final payoff up to the first regime switching time. The optimality of the regime modulated Parisian-classical barrier strategy can be proven by using the results from the auxiliary problem and approximations via recursive iterations.

We study a diagnosis scheme to reliably detect the active mode of discrete-time, switched affine systems in the presence of measurement noise and asynchronous switching. The proposed scheme consists of two parts: (i) the construction of a bank of filters, and (ii) the introduction of a residual/threshold-based diagnosis rule. We develop an exact finite optimization-based framework to numerically solve an optimal bank of filters in which the contribution of measurement noise to the residual is minimized. The design problem is safely approximated through linear matrix inequalities and thus becomes tractable. We further propose a thresholding policy along with probabilistic false-alarm guarantees to estimate the active system mode in real-time. In comparison with the existing results, the guarantees improve from a polynomial dependency in the probability of false alarm to a logarithmic form. This improvement is achieved under the additional assumption of sub-Gaussianity, which is expected in many applications. The performance of the proposed approach is validated through a numerical example and an application of the building radiant system., Comment: 25 pages, 15 figures

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.

Privacy protection and nonconvexity are two challenging problems in decentralized optimization and learning involving sensitive data. Despite some recent advances addressing each of the two problems separately, no results have been reported that have theoretical guarantees on both privacy protection and saddle/maximum avoidance in decentralized nonconvex optimization. We propose a new algorithm for decentralized nonconvex optimization that can enable both rigorous differential privacy and saddle/maximum avoiding performance. The new algorithm allows the incorporation of persistent additive noise to enable rigorous differential privacy for data samples, gradients, and intermediate optimization variables without losing provable convergence, and thus circumventing the dilemma of trading accuracy for privacy in differential privacy design. More interestingly, the algorithm is theoretically proven to be able to efficiently { guarantee accuracy by avoiding} convergence to local maxima and saddle points, which has not been reported before in the literature on decentralized nonconvex optimization. The algorithm is efficient in both communication (it only shares one variable in each iteration) and computation (it is encryption-free), and hence is promising for large-scale nonconvex optimization and learning involving high-dimensional optimization parameters. Numerical experiments for both a decentralized estimation problem and an Independent Component Analysis (ICA) problem confirm the effectiveness of the proposed approach., Accepted as a full paper to Automatica

This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount factor. The convex approach relies on lifting nonlinear system dynamics in the space of densities using the linear Perron-Frobenius (P-F) operator. This lifting leads to an infinite-dimensional convex optimization formulation of the optimal control problem. The data-driven approximation of the optimization problem relies on the approximation of the Koopman operator using the polynomial basis function. We write the approximate finite-dimensional optimization problem as a polynomial optimization which is then solved efficiently using a sum-of-squares-based optimization framework. Simulation results are presented to demonstrate the efficacy of the developed data-driven optimal control framework.

Funding Information: Muhammad Emzir would like to express his gratitude to the KFUPM Dean of Research Oversight and Coordination for the SR211015 grant. Publisher Copyright: © 2022 Elsevier B.V. The projection filter is a technique for approximating the solutions of optimal filtering problems. In projection filters, the Kushner–Stratonovich stochastic partial differential equation that governs the propagation of the optimal filtering density is projected to a manifold of parametric densities, resulting in a finite-dimensional stochastic differential equation. Despite the fact that projection filters are capable of representing complicated probability densities, their current implementations are limited to Gaussian family or unidimensional filtering applications. This work considers a combination of numerical integration and automatic differentiation to construct projection filter algorithms for more generic problems. Specifically, we provide a detailed exposition of this combination for the manifold of the exponential family, and show how to apply the projection filter to multidimensional cases. We demonstrate numerically that based on comparison to a finite-difference solution to the Kushner–Stratonovich equation and a bootstrap particle filter with systematic resampling, the proposed algorithm retains an accurate approximation of the filtering density while requiring a comparatively low number of quadrature points. Due to the sparse-grid integration and automatic differentiation used to calculate the expected values of the natural statistics and the Fisher metric, the proposed filtering algorithms are highly scalable. They therefore are suitable to many applications in which the number of dimensions exceeds the practical limit of particle filters, but where the Gaussian-approximations are deemed unsatisfactory.

We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the optimal control process, we show that our inverse problem is well-posed using a stochastic maximum principle. Then, with the well-posedness, we reduce the inverse problem to some root finding problem of the expectation of a random variable involved with the value function, which has a unique solution. Based on this result, we propose a numerical method for our inverse problem by replacing the expectation above with arithmetic mean of observed optimal control processes and the corresponding state processes. The recent progress of numerical analyses of Hamilton-Jacobi-Bellman equations enables the proposed method to be implementable for multi-dimensional cases. In particular, with the help of the kernel-based collocation method for Hamilton-Jacobi-Bellman equations, our method for the inverse problems still works well even when an explicit form of the value function is unavailable. Several numerical experiments show that the numerical method recovers the unknown penalty parameter with high accuracy.

open access article We consider the problem of ensuring stability in a DC microgrid by means of decentralized conditions. Such conditions are derived which are formulated as input–output properties of locally defined subsystems. These follow from various decompositions of the microgrid and corresponding properties of the resulting representations. It is shown that these stability conditions can be combined together by means of appropriate homotopy arguments, thus reducing the conservatism relative to more conventional decentralized approaches that often rely on a passivation of the bus dynamics. Examples are presented to demonstrate the efficiency and the applicability of the results derived.

StochAstic Recursive grAdient algoritHm (SARAH), originally proposed for convex optimization and also proven to be effective for general nonconvex optimization, has received great attention because of its simple recursive framework for updating stochastic gradient estimates. The performance of SARAH significantly depends on the choice of the step size sequence. However, SARAH and its variants often manually select a best-tuned step size, which is time consuming in practice. Motivated by this gap, we propose a variant of the Barzilai-Borwein (BB) method, referred to as the Random Barzilai-Borwein (RBB) method, to determine the step size for SARAH in the mini-batch setting, leading to a new SARAH method: MB-SARAH-RBB. We prove that MB-SARAH-RBB converges linearly in expectation for strongly convex objective functions. Moreover, we analyze the gradient complexity of MB-SARAH-RBB and show that it is better than the original method. To further confirm the efficacy of the RBB method, we propose the MB-SARAH+-RBB method, by incorporating it into the MB-SARAH + method. Numerical experiments on standard data sets indicate that our proposed methods outperform or match state-of-the-art algorithms.

The notion of reproducing kernel Hilbert space (RKHS) has emerged in system identification during the past decade. In the resulting framework, the impulse response estimation problem is formulated as a regularized optimization defined on an infinite-dimensional RKHS consisting of stable impulse responses. The consequent estimation problem is well-defined under the central assumption that the convolution operators restricted to the RKHS are continuous linear functionals. Moreover, according to this assumption, the representer theorem hold, and therefore, the impulse response can be estimated by solving a finite-dimensional program. Thus, the continuity feature plays a significant role in kernel-based system identification. We show that this central assumption is guaranteed to be satisfied in considerably general situations, namely when the input signal is bounded, the kernel is an integrable function, and in the case of continuous-time dynamics, continuous. Furthermore, the strong convexity of the optimization problem and the continuity property of the convolution operators imply that the kernel-based system identification admits a unique solution. Consequently, it follows that kernel-based system identification is a well-defined approach. ISSN:0005-1098

The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this paper, the discrete-time, finite-horizon case is considered, where the agents are also assumed to be homogeneous and indistinguishable. The latter means that the agents all have the same dynamics and objective functions and the observations are in terms of "snap shots" of all agents at different time instants, but what is not known is "which agent moved where" for consecutive observations. This absence of linked optimal trajectories makes the problem challenging. We first show that this problem is globally identifiable. Then, for the case of noiseless observations, we show that the true cost matrix, and hence the closed-loop system matrices, can be recovered as the unique global optimal solution to a convex optimization problem. Next, for the case of noisy observations, we formulate an estimator as the unique global optimal solution to a modified convex optimization problem. Moreover, the statistical consistency of this estimator is shown. Finally, the performance of the proposed method is demonstrated by a number of numerical examples., 16 pages, 3 figures. Revision; in particular, somewhat larger updates to sections 3 and 6

In the contest of optimal control problems, regularity results for optima are known when addressing fiber-strictly convex Lagrangian. For infinite time horizons, or for settings with infinite dimensional dynamics, the equivalence between minima/maxima and extremals could break down. Commonly, this is due to a loss of convexity/concavity of the cost functional or to a presence of state constraints, in which further controllability assumptions are needed. For many science applications, this a trend is not required, as in energy saving problems. In the present paper, we deal with the set of a functional's extremals subject to end-point restrictions. We consider an affine control system and a cost functional associated to an autonomous Lagrangian. The dynamics is smooth, satisfying the Lie bracket condition, and the functional is assumed merely Fr\'echet differentiable. Here we provide a regularity result for controls in the context of constrained extremization problems, under weaker conditions on Lagrangian than the not met classical ones. More precisely, we show a characterization for the Lipschitz regularity of controls associated with the extremal trajectories steering two fixed points, assuming the absence of singular controls. As main application, we construct a locally Lipschitz inversion mapping from the ambient space to the set of constrained extremals., Comment: 10 pages