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Linear models with additive unknown-but-bounded input disturbances are extensively used to model uncertainty in robust control systems design. Typically, the disturbance set is either assumed to be known a priori or estimated from data through set-membership identification. However, the problem of computing a suitable input disturbance set in case the set of possible output values is assigned a priori has received relatively little attention. This problem arises in many contexts, such as in supervisory control, actuator design, decentralized control, and others. In this paper, we propose a method to compute input disturbance sets (and the corresponding set of states) such that the resulting set of outputs matches as closely as possible a given set of outputs, while additionally satisfying strict (inner or outer) inclusion constraints. We formulate the problem as an optimization problem by relying on the concept of robust invariance. The effectiveness of the approach is demonstrated in numerical examples that illustrate how to solve safe reference set and input-constraint set computation problems.

While noise is generally associated with uncertainties and often has a negative connotation in engineering, living organisms have evolved to adapt to (and even exploit) such uncertainty to ensure the survival of a species or implement certain functions that would have been difficult or even impossible otherwise. In this article, we review the role and impact of noise in systems and synthetic biology, with a particular emphasis on its role in the genetic control of biological systems, an area we refer to as Cybergenetics. The main modeling paradigm is that of stochastic reaction networks, whose applicability goes beyond biology, as these networks can represent any population dynamics system, including ecological, epidemiological, and opinion dynamics networks. We review different ways to mathematically represent these systems, and we notably argue that the concept of ergodicity presents a particularly suitable way to characterize their stability. We then discuss noise-induced properties and show that noise can be both an asset and a nuisance in this setting. Finally, we discuss recent results on (stochastic) Cybergenetics and explore their relationships to noise. Along the way, we detail the different technical and biological constraints that need to be respected when designing synthetic biological circuits. Finally, we discuss the concepts, problems, and solutions exposed in the article; raise criticisms and concerns about current ideas and approaches; suggest current (open) problems with potential solutions; and provide some ideas for future research directions., 36 pages; 6 Figures

This paper investigates the joint problems of dynamic state estimation of algebraic variables (voltage and phase angle) and generator states (rotor angle and frequency) of nonlinear differential algebraic equation (NDAE) power network models, under uncertainty. Traditionally, these two problems have been decoupled due to complexity of handling NDAE models. In particular, this paper offers the first attempt to solve the aforementioned problem in a coupled approach where the algebraic and generator states estimates are simultaneously computed. The proposed estimation algorithm herein is endowed with the following properties: (i) it is fairly simple to implement and based on well-understood Lyapunov theory; (ii) considers various sources of uncertainty from generator control inputs, loads, renewables, process and measurement noise; (iii) models phasor measurement unit installations at arbitrary buses; and (iv) is computationally less intensive than the decoupled approach in the literature., Comment: IEEE Transactions on Power Systems, In Press, June 2022

Electric vehicles (EVs) are being rapidly adopted due to their economic and societal benefits. Autonomous mobility-on-demand (AMoD) systems also embrace this trend. However, the long charging time and high recharging frequency of EVs pose challenges to efficiently managing EV AMoD systems. The complicated dynamic charging and mobility process of EV AMoD systems makes the demand and supply uncertainties significant when designing vehicle balancing algorithms. In this work, we design a data-driven distributionally robust optimization (DRO) approach to balance EVs for both the mobility service and the charging process. The optimization goal is to minimize the worst-case expected cost under both passenger mobility demand uncertainties and EV supply uncertainties. We then propose a novel distributional uncertainty sets construction algorithm that guarantees the produced parameters are contained in desired confidence regions with a given probability. To solve the proposed DRO AMoD EV balancing problem, we derive an equivalent computationally tractable convex optimization problem. Based on real-world EV data of a taxi system, we show that with our solution the average total balancing cost is reduced by 14.49%, and the average mobility fairness and charging fairness are improved by 15.78% and 34.51%, respectively, compared to solutions that do not consider uncertainties., 16 pages

A dual adaptive model predictive control (MPC) algorithm is presented for linear, time-invariant systems subject to bounded disturbances and parametric uncertainty in the state-space matrices. Online set-membership identification is performed to reduce the uncertainty and thus control affects both the informativity of identification and the system’s performance. The main contribution of the paper is to include this dual effect in the MPC optimization problem using a predicted worst-case cost in the objective function. This allows the controller to perform active exploration, that is, the control input reduces the uncertainty in the regions of the parameter space that have most influence on the performance. Additionally, the MPC algorithm ensures robust constraint satisfaction of state and input constraints. Advantages of the proposed algorithm are shown by comparing it to a passive adaptive MPC algorithm from the literature., IEEE Transactions on Automatic Control, 68 (5), ISSN:0018-9286, ISSN:1558-2523

Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the convergence rate of MD in centralized and distributed settings under both strongly convex and non-strongly convex assumptions. We view MD with a dynamical system lens and leverage quadratic constraints (QCs) to provide explicit convergence rates based on Lyapunov stability. For centralized MD under strongly convex assumption, we develop a SDP that certifies exponential convergence rates. We prove that the SDP always has a feasible solution that recovers the optimal GD rate as a special case. We complement our analysis by providing the $O(1/k)$ convergence rate for convex problems. Next, we analyze the convergence of distributed MD and characterize the rate using SDP. To the best of our knowledge, the numerical rate of distributed MD has not been previously reported in the literature. We further prove an $O(1/k)$ convergence rate for distributed MD in the convex setting. Our numerical experiments on strongly convex problems indicate that our framework certifies superior convergence rates compared to the existing rates for distributed GD.

We develop a probabilistic control algorithm, $\texttt{GTLProCo}$, for swarms of agents with heterogeneous dynamics and objectives, subject to high-level task specifications. The resulting algorithm not only achieves decentralized control of the swarm but also significantly improves scalability over state-of-the-art existing algorithms. Specifically, we study a setting in which the agents move along the nodes of a graph, and the high-level task specifications for the swarm are expressed in a recently-proposed language called graph temporal logic (GTL). By constraining the distribution of the swarm over the nodes of the graph, GTL can specify a wide range of properties, including safety, progress, and response. $\texttt{GTLProCo}$, agnostic to the number of agents comprising the swarm, controls the density distribution of the swarm in a decentralized and probabilistic manner. To this end, it synthesizes a time-varying Markov chain modeling the time evolution of the density distribution under the GTL constraints. We first identify a subset of GTL, namely reach-avoid specifications, for which we can reduce the synthesis of such a Markov chain to either linear or semi-definite programs. Then, in the general case, we formulate the synthesis of the Markov chain as a mixed-integer nonlinear program (MINLP). We exploit the structure of the problem to provide an efficient sequential mixed-integer linear programming scheme with trust regions to solve the MINLP. We empirically demonstrate that our sequential scheme is at least three orders of magnitude faster than off-the-shelf MINLP solvers and illustrate the effectiveness of $\texttt{GTLProCo}$ in several swarm scenarios., Comment: Initial submission to TAC

The problem of finding the unique low dimensional decomposition of a given matrix has been a fundamental and recurrent problem in many areas. In this paper, we study the problem of seeking a unique decomposition of a low rank matrix $Y\in \mathbb{R}^{p\times n}$ that admits a sparse representation. Specifically, we consider $Y = A X\in \mathbb{R}^{p\times n}$ where the matrix $A\in \mathbb{R}^{p\times r}$ has full column rank, with $r < \min\{n,p\}$, and the matrix $X\in \mathbb{R}^{r\times n}$ is element-wise sparse. We prove that this sparse decomposition of $Y$ can be uniquely identified, up to some intrinsic signed permutation. Our approach relies on solving a nonconvex optimization problem constrained over the unit sphere. Our geometric analysis for the nonconvex optimization landscape shows that any {\em strict} local solution is close to the ground truth solution, and can be recovered by a simple data-driven initialization followed with any second order descent algorithm. At last, we corroborate these theoretical results with numerical experiments., Accepted by 2021 Neurips, in IEEE Transactions on Information Theory, 2022

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy reinforcement learning algorithm, named optimistic least-squares-based policy iteration, is proposed which is able to find iteratively near-optimal policies of the adaptive optimal stationary control problem directly from input/state data without explicitly identifying any system matrices, starting from an initial admissible control policy. The solutions given by the proposed optimistic least-squares-based policy iteration are proved to converge to a small neighborhood of the optimal solution with probability one, under mild conditions. The application of the proposed algorithm to a triple inverted pendulum example validates its feasibility and effectiveness., Comment: 10 pages, 3 figures

Existing frameworks for transfer learning are incomplete from a systems theoretic perspective. They place emphasis on notions of domain and task, and neglect notions of structure and behavior. In doing so, they limit the extent to which formalism can be carried through into the elaboration of their frameworks. Herein, we use Mesarovician systems theory to define transfer learning as a relation on sets and subsequently characterize the general nature of transfer learning as a mathematical construct. We interpret existing frameworks in terms of ours and go beyond existing frameworks to define notions of transferability, transfer roughness, and transfer distance. Importantly, despite its formalism, our framework avoids the detailed mathematics of learning theory or machine learning solution methods without excluding their consideration. As such, we provide a formal, general systems framework for modeling transfer learning that offers a rigorous foundation for system design and analysis.

Convergence (virtual) bidding is an important part of two-settlement electric power markets as it can effectively reduce discrepancies between the day-ahead and real-time markets. Consequently, there is extensive research into the bidding strategies of virtual participants aiming to obtain optimal bids to submit to the day-ahead market. In this paper, we introduce a price-based general stochastic optimization framework to obtain optimal convergence bid curves. Within this framework, we develop a computationally tractable linear programming-based optimization model, which produces bid prices and volumes simultaneously. We also show that different approximations and simplifications in the general model lead naturally to state-of-the-art convergence bidding approaches, such as self-scheduling and opportunistic approaches. Our general framework also provides a straightforward way to compare the performance of these models, which is demonstrated by numerical experiments on the California (CAISO) market.

Motivated by various distributed control applications, we consider a linear system with Gaussian noise observed by multiple sensors which transmit measurements over a dynamic lossy network. We characterize the stationary optimal sensor scheduling policy for the finite horizon, discounted, and long-term average cost problems and show that the value iteration algorithm converges to a solution of the average cost problem. We further show that the suboptimal policies provided by the rolling horizon truncation of the value iteration also guarantee stability and provide near-optimal average cost. Lastly, we provide qualitative characterizations of the multidimensional set of measurement loss rates for which the system is stabilizable for a static network, significantly extending earlier results on intermittent observations., 25 pages

Robustness is a basic property of any control system. In the context of linear output regulation, it was proved that embedding an internal model of the exogenous signals is necessary and sufficient to achieve tracking of the desired reference signals in spite of external disturbances and parametric uncertainties. This result is commonly known as "internal model principle". A complete extension of such linear result to general nonlinear systems is still an open problem, which is exacerbated by the large number of alternative definitions of uncertainty and desired control goals that are possible in a nonlinear setting. In this paper, we develop a general framework in which all these different notions can be formally characterized in a unifying way. Classical results are reinterpreted in the proposed setting, and new results and insights are presented with a focus on robust rejection/tracking of arbitrary harmonic content. Moreover, we show by counter-example that, in the relevant case of continuous unstructured uncertainties, there are problems for which no smooth finite-dimensional robust regulator exists ensuring exact regulation., updated version 04.2021

Semidefinite and sum-of-squares (SOS) optimization are fundamental computational tools in many areas, including linear and nonlinear systems theory. However, the scale of problems that can be addressed reliably and efficiently is still limited. In this paper, we introduce a new notion of block factor-width-two matrices and build a new hierarchy of inner and outer approximations of the cone of positive semidefinite (PSD) matrices. This notion is a block extension of the standard factor-width-two matrices, and allows for an improved inner-approximation of the PSD cone. In the context of SOS optimization, this leads to a block extension of the scaled diagonally dominant sum-of-squares (SDSOS) polynomials. By varying a matrix partition, the notion of block factor-width-two matrices can balance a trade-off between the computation scalability and solution quality for solving semidefinite and SOS optimization problems. Numerical experiments on a range of large-scale instances confirm our theoretical findings., Accepted for publication as a regular paper at IEEE TAC. Code is available through https://github.com/zhengy09/SDPfw

The persistence of excitation (PE) condition is sufficient to ensure parameter convergence in adaptive estimation problems. Recent results on adaptive estimation in reproducing kernel Hilbert spaces (RKHS) introduce PE conditions for RKHS. This paper presents sufficient conditions for PE for the particular class of uniformly embedded reproducing kernel Hilbert spaces (RKHS) defined over smooth Riemannian manifolds. This paper also studies the implications of the sufficient condition in the case when the RKHS is finite or infinite-dimensional. When the RKHS is finite-dimensional, the sufficient condition implies parameter convergence as in the conventional analysis. On the other hand, when the RKHS is infinite-dimensional, the same condition implies that the function estimate error is ultimately bounded by a constant that depends on the approximation error in the infinite-dimensional RKHS. We illustrate the effectiveness of the sufficient condition in a practical example., Comment: 11 pages, 2 figures

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to update their local states and dual variables in a completely distributed and parallel manner by modifying the existing distributed sequential ADMM. Moreover, the updating rules and storage method for variables are illustrated. It is shown that all the agents can reach a consensus by asymptotically converging to the optimal solution. Besides, the global cost function will converge to the optimal value at a rate of O(1/k). Simulation results on a numerical example are given to show the effectiveness of the proposed algorithm.

One of the essential elements in implementing a closed-loop irrigation system is soil moisture estimation based on a limited number of available sensors. One associated problem is the determination of the optimal locations to install the sensors such that good soil moisture estimation can be obtained. In our previous work, the modal degree of observability was employed to address the problem of optimal sensor placement for soil moisture estimation of agro-hydrological systems. It was demonstrated that the optimally placed sensors can improve the soil moisture estimation performance. However, it is unclear whether the optimal sensor placement can significantly improve the soil moisture estimation performance in actual applications. In this work, we investigate the impact of sensor placement in soil moisture estimation for an actual agricultural field in Lethbridge, Alberta, Canada. In an experiment on the studied field, 42 soil moisture sensors were installed at different depths to collect the soil moisture measurements for one growing season. A three-dimensional agro-hydrological model with heterogeneous soil parameters of the studied field is developed. The modal degree of observability is applied to the three-dimensional system to determine the optimal sensor locations. The extended Kalman filter (EKF) is chosen as the data assimilation tool to estimate the soil moisture content of the studied field. Soil moisture estimation results for different scenarios are obtained and analyzed to investigate the effects of sensor placement on the performance of soil moisture estimation in the actual applications.

In this paper, we investigate the architecture of an optimal controller that maximizes the convergence speed of a consensus protocol with single-integrator dynamics. Under the assumption that communication delays increase with the number of hops from which information is allowed to reach each agent, we address the optimal control design under delayed feedback and show that the optimal controller features, in general, a sparsely connected architecture., 6 pages, 7 figures; published on IEEE Control Systems Letters

Starting from the vector multipliers, the inner product, norm, distance, as well as addition of two vectors of different dimensions are proposed, which makes the spaces into a topological vector space, called the Euclidean space of different dimension (ESDD). An equivalence is obtained via distance. As a quotient space of ESDDs w.r.t. equivalence, the dimension-free Euclidean spaces (DFESs) and dimension-free manifolds (DFMs) are obtained, which have bundled vector spaces as its tangent space at each point. Using the natural projection from a ESDD to a DFES, a fiber bundle structure is obtained, which has ESDD as its total space and DFES as its base space. Classical objects in differential geometry, such as smooth functions, (co-)vector fields, tensor fields, etc., have been extended to the case of DFMs with the help of projections among different dimensional Euclidean spaces. Then the dimension-varying dynamic systems (DVDSs) and dimension-varying control systems (DVCSs) are presented, which have DFM as their state space. The realization, which is a lifting of DVDSs or DVCSs from DFMs into ESDDs, and the projection of DVDSs or DVCSs from ESDDs onto DFMs are investigated.

In this paper, we introduce a fast row-stochastic decentralized algorithm, referred to as FRSD, to solve consensus optimization problems over directed communication graphs. The proposed algorithm only utilizes row-stochastic weights, leading to certain practical advantages in broadcast communication settings over those requiring column-stochastic weights. Under the assumption that each node-specific function is smooth and strongly convex, we show that the FRSD iterate sequence converges with a linear rate to the optimal consensus solution. In contrast to the existing methods for directed networks, FRSD enjoys linear convergence without employing a gradient tracking (GT) technique explicitly, rather it implements GT implicitly with the use of a novel momentum term, which leads to a significant reduction in communication and storage overhead for each node when FRSD is implemented for solving high-dimensional problems over small-to-medium scale networks. In the numerical tests, we compare FRSD with other state-of-the-art methods, which use row-stochastic and/or column-stochastic weights.

We study the spread of a novel state in a network, in the presence of an exogenous control. The considered controlled evolutionary dynamics is a non-homogeneous Markov process that describes the evolution of the states of all nodes in the network. Through a rigorous analysis, we estimate the performance of the system by establishing upper and lower bounds on the expected time needed for the novel state to replace the original one. Such bounds are expressed in terms of the support and intensity of the control policy (specifically, the set of nodes that can be controlled and its energy) and of the network topology and establish fundamental limitations on the system's performance. Leveraging these results, we are able to classify network structures depending on the possibility to control the system using simple open-loop control policies. Finally, we propose a feedback control policy that, using little knowledge of the network topology and of the system's evolution at a macroscopic level, allows for a substantial speed up of the spreading process with respect to simple open-loop control policies. All these theoretical results are presented together with explanatory examples, for which Monte Carlo simulations corroborate our analytical findings., Comment: 15 pages; 7 Figures

This paper presents a data-learned linear Koopman embedding of nonlinear networked dynamics and uses it to enable real-time model predictive emergency voltage control in a power network. The approach involves a novel data-driven ``basis-dictionary free" lifting of the system dynamics into a higher dimensional linear space over which an MPC (model predictive control) is exercised, making it both scalable and rapid for practical real-time implementation. A Koopman-inspired deep neural network (KDNN) encoder-decoder architecture for the linear embedding of the underlying dynamics under distributed controls is presented, in which the end-to-end components of the KDNN comprising of a triple of transforms is learned from the system trajectory data in one go: A Neural Network (NN)-based lifting to a higher dimension, a linear dynamics within that higher dimension, and an NN-based projection to the original space. This data-learned approach relieves the burden of the ad-hoc selection of the nonlinear basis functions (e.g., polynomial or radial) used in conventional approaches for lifting to higher dimensional linear space. We validate the efficacy and robustness of the approach via application to the standard IEEE 39-bus system.

Adaptive networks (ANs) are effective real time techniques to process and track events observed by sensor networks and, more recently, to equip Internet of Things (IoT) applications. ANs operate over nodes equipped with collaborative adaptive filters that solve distributively an estimation problem common to the whole network. However, they do not guarantee that nodes do not lose from cooperation, as compared to its non-cooperative operation; that poor nodes are rejected and exceptional nodes estimates reach the entire network; and that performance is uniform over all nodes. In order to enforce such properties, this work introduces the concept of distributed universal estimation, which encompasses the new concepts of local universality, global universality and universality with respect to the non-cooperative operation. We then construct a new cooperation protocol that is proven to be distributively universal, outperforming direct competitors from the literature, as shown by several simulations. Mean and mean-square analytical models are developed, with good agreement between theory and simulations.

Many robotic tasks, such as human-robot interactions or the handling of fragile objects, require tight control and limitation of appearing forces and moments alongside sensible motion control to achieve safe yet high-performance operation. We propose a learning-supported model predictive force and motion control scheme that provides stochastic safety guarantees while adapting to changing situations. Gaussian processes are used to learn the uncertain relations that map the robot's states to the forces and moments. The model predictive controller uses these Gaussian process models to achieve precise motion and force control under stochastic constraint satisfaction. As the uncertainty only occurs in the static model parts -- the output equations -- a computationally efficient stochastic MPC formulation is used. Analysis of recursive feasibility of the optimal control problem and convergence of the closed loop system for the static uncertainty case are given. Chance constraint formulation and back-offs are constructed based on the variance of the Gaussian process to guarantee safe operation. The approach is illustrated on a lightweight robot in simulations and experiments.

A control system is called self-powered if the only energy it requires for operation is that which it absorbs from the plant. For a linear feedback law to be feasible for a self-powered control system, its feedback signal must be colocated with the control inputs, and its input-output mapping must satisfy an associated passivity constraint. The imposition of such a feedback law can be viewed equivalently as the imposition of a linear passive shunt admittance at the actuation ports of the plant. In this paper we consider the use of actively-controlled electronics to impose a self-powered linear feedback law. To be feasible, it is insufficient that the imposed admittance be passive, because parasitic losses must additionally be overcome. We derive sufficient feasibility conditions which explicitly account for these losses. In the finite-dimensional, time-invariant case, the feasibility condition distills to a more conservative version of the Positive Real Lemma, which is parametrized by various loss parameters. Three examples are given, in which this condition is used to determine the least-efficient loss parameters necessary to realize a desired feedback law.

Recent developments in communication technologies, such as 5G, together with innovative computing paradigms, such as edge computing, provide further possibilities for the implementation of real-time networked control systems. However, privacy and cyber-security concerns arise when sharing private data between sensors, agents and a third-party computing facility. In this paper, a secure version of the distributed formation control is presented, analyzed and simulated, where gradient-based formation control law is implemented in the edge, with sensor and actuator information being secured by fully homomorphic encryption method based on learning with error (FHE-LWE) combined with a proposed mixed uniform-logarithmic quantizer (MULQ). The novel quantizer is shown to be suitable for realizing secure control systems with FHE-LWE where the critical real-time information can be quantized into a prescribed bounded space of plaintext while satisfying a sector bound condition whose lower and upper-bound can be made sufficiently close to an identity. An absolute stability analysis is presented, that shows the asymptotic stability of the closed-loop secure control system.

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.

Robustness and stability of image-reconstruction algorithms have recently come under scrutiny. Their importance to medical imaging cannot be overstated. We review the known results for the topical variational regularization strategies ($\ell_2$ and $\ell_1$ regularization) and present novel stability results for $\ell_p$-regularized linear inverse problems for $p\in(1,\infty)$. Our results guarantee Lipschitz continuity for small $p$ and H\"{o}lder continuity for larger $p$. They generalize well to the $L_p(\Omega)$ function spaces., Comment: 11 pages, 6 figures, 1 appendix

We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their group behavior can be modeled by a distribution. Thus, this problem can be viewed as an optimal control problem over the space of distributions. We propose a novel algorithm to compute a feedback control strategy so that, when adopted by the agents, the distribution of them would be transformed from an initial one to a target one over a finite time window. Our method is built on optimal transport theory but differs significantly from existing work in this area in that our method models the interactions among agents explicitly. From an algorithmic point of view, our algorithm is based on a generalized version of the proximal gradient descent algorithm and has a convergence guarantee with a sublinear rate. We further extend our framework to account for the scenarios where the agents are from multiple species. In the linear quadratic setting, the solution is characterized by coupled Riccati equations which can be solved in closed-form. Finally, several numerical examples are presented to illustrate our framework., Comment: 14 pages, 10 figures

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

In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where closed-loop trajectories are used to update the control policy for the next execution of the control task. We show that, when a Linear Independence Constraint Qualification (LICQ) condition holds, the LMPC scheme guarantees strict iterative performance improvement and optimality, meaning that the closed-loop cost evaluated over the entire task converges asymptotically to the optimal cost of the infinite-horizon control problem. Compared to previous works this sufficient LICQ condition can be easily checked, it holds for a larger class of systems and it can be used to adaptively select the prediction horizon of the controller, as demonstrated by a numerical example., Comment: technical note

Information compression is essential to reduce communication cost in distributed optimization over peer-to-peer networks. This paper proposes a communication-efficient linearly convergent distributed (COLD) algorithm to solve strongly convex optimization problems. By compressing innovation vectors, which are the differences between decision vectors and their estimates, COLD is able to achieve linear convergence for a class of $\delta$-contracted compressors. We explicitly quantify how the compression affects the convergence rate and show that COLD matches the same rate of its uncompressed version. To accommodate a wider class of compressors that includes the binary quantizer, we further design a novel dynamical scaling mechanism and obtain the linearly convergent Dyna-COLD. Importantly, our results strictly improve existing results for the quantized consensus problem. Numerical experiments demonstrate the advantages of both algorithms under different compressors., Comment: 14 pages

We consider a multi-agent optimal resource sharing problem that is represented by a linear program. The amount of resource to be shared is fixed, and agents belong to a population that is characterized probabilistically so as to allow heterogeneity among the agents. In this paper, we provide a characterization of the probability that the arrival of a new agent affects the resource share of other agents, which means that accommodating the new agent request at the detriment of the other agents allocation provides some payoff. This probability represents a sensitivity index for the optimal solution of a linear programming resource sharing problem when a new agent shows up, and it is of fundamental importance for a correct and profitable operation of the multi-agent system. Our developments build on the equivalence between the resource sharing problem and certain dual reformulations which can be interpreted as scenario programs with the number of scenarios corresponding to the number of agents in the primal problem. The recent "wait-and-judge" scenario approach is then used to obtain the sought sensitivity index. Our theoretical findings are demonstrated through a numerical example on optimal cargo aircraft loading., Comment: 14 pages, 3 figures

In this work, we characterize a class of nonlinear monotone dynamical systems that have a certain translation invariance property which goes by the name of plus-homogeneity; usually called "topical" systems. Such systems need not be asymptotically stable, since they are merely nonexpansive but not contractive. Thus, we introduce a stricter version of monotonicity, termed "type-K" in honor of Kamke, and we prove the asymptotic stability of the equilibrium points, as well as the convergence of all trajectories to such equilibria for type-K monotone and plus-homogeneous systems: we call them "K-topical". Since topical maps are the natural nonlinear counterpart of linear maps defined by row-stochastic matrices, which are a cornerstone in the convergence analysis of linear multi-agent systems (MASs), we exploit our results for solving the consensus problem over nonlinear K-topical MASs. We first provide necessary and sufficient conditions on the local interaction rules of the agents ensuring the K-topicality of a MAS. Then, we prove that the agents achieve consensus asymptotically if the graph describing their interactions contains a globally reachable node. Finally, several examples for continuous-time and discrete-time systems are discussed to corroborate the enforceability of our results in different applications.

We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes subject to input constraints. Given an exponential stabilizability and detectability condition w.r.t. the employed state cost, we provide a sufficiently long prediction horizon to ensure asymptotic stability and a desired performance bound w.r.t. the infinite-horizon optimal controller. Compared to existing results, the provided analysis is applicable to positive semi-definite (detectable) cost functions, provides tight bounds using a linear programming analysis, and allows for a seamless integration of general positive-definite terminal cost functions in the analysis. The practical applicability of the derived theoretical results are demonstrated with numerical examples., Comment: This is the accepted version of the paper in IEEE Transaction on Automatic Control, 2023. This version contains additionally the proof of Theorem 7 in the appendix

In this paper we propose novel optimization-based methods for verifying reach-avoid (or, eventuality) properties of continuous-time systems modelled by ordinary differential equations. Given a system, an initial set, a safe set and a target set of states, we say that the reach-avoid property holds if for all initial conditions in the initial set, any trajectory of the system starting at them will eventually, i.e.\ in unbounded yet finite time, enter the target set while remaining inside the safe set until that first target hit. Based on a discount value function, two sets of quantified constraints are derived for verifying the reach-avoid property via the computation of exponential/asymptotic guidance-barrier functions (they form a barrier escorting the system to the target set safely at an exponential or asymptotic rate). It is interesting to find that one set of constraints whose solution is termed exponential guidance-barrier functions is just a simplified version of the existing one derived from the moment based method, while the other one whose solution is termed asymptotic guidance-barrier functions is completely new. Furthermore, built upon this new set of constraints, we derive a set of more expressive constraints, which includes the aforementioned two sets of constraints as special instances, providing more chances for verifying the reach-avoid properties successfully. When the involved datum are polynomials, i.e., the initial set, safe set and target set are semi-algebraic, and the system has polynomial dynamics, the problem of solving these sets of constraints can be framed as a semi-definite optimization problem using sum-of-squares decomposition techniques and thus can be efficiently solved in polynomial time via interior point methods. Finally, several examples demonstrate the theoretical developments and performance of proposed methods.

International audience; This work focuses on a parameter-free joint piecewise smooth image denoising and contour detection. Formulated as the minimization of a discrete Mumford-Shah functional and estimated via a theoretically grounded alternating minimization scheme, the bottleneck of such a variational approach lies in the need to fine-tune their hyperparameters, while not having access to ground truth data.To that aim, a Stein-like strategy providing optimal hyperparameters is designed, based on the minimization of an unbiased estimate of the quadratic risk.Efficient and automated minimization of the estimate of the risk crucially relies on an unbiased estimate of the gradient of the risk with respect to hyperparameters. Its practical implementation is performed using a forward differentiation of the alternating scheme minimizing the Mumford-Shah functional, requiring exact differentiation of the proximity operators involved. Intensive numerical experiments are performed on synthetic images with different geometry and noise levels, assessing the accuracy and the robustness of the proposed procedure.The resulting parameter-free piecewise-smooth estimation and contour detection procedure, not requiring prior image processing expertise nor annotated data, can then be applied to real-world images.

This paper deals with the integration of input move-blocking into the framework of suboptimal model predictive control. The blocked input parameterization is explicitly considered as a source of suboptimality. A straightforward integration approach is to hold back a manually generated stabilizing fallback solution in some buffer for the case that the optimizer does not find a better input move-blocked solution. An extended approach superimposes the manually generated stabilizing warm-start by the move-blocked control sequence and enables a stepwise improvement of the control performance. In addition, this contribution provides a detailed review of the literature on input move-blocked model predictive control and combines important results with the findings of suboptimal model predictive control. A numerical example supports the theoretical results and shows the effectiveness of the proposed approach., Added missing condition to Eq. (11); Added reference to difference inclusion (12) in Prop. 7 and Prop. 10; Removed typos

We study an optimal targeting problem for super-modular games with binary actions and finitely many players. The considered problem consists in the selection of a subset of players of minimum size such that, when the actions of these players are forced to a controlled value while the others are left to repeatedly play a best response action, the system will converge to the greatest Nash equilibrium of the game. Our main contributions consist in showing that the problem is NP-complete and in proposing an efficient iterative algorithm with provable convergence properties for its solution. We discuss in detail the special case of network coordination games and its relation with the notion of cohesiveness. Finally, we show with simulations the strength of our approach with respect to naive heuristics based on classical network centrality measures.

This paper considers a distributed reinforcement learning problem for decentralized linear quadratic control with partial state observations and local costs. We propose a Zero-Order Distributed Policy Optimization algorithm (ZODPO) that learns linear local controllers in a distributed fashion, leveraging the ideas of policy gradient, zero-order optimization and consensus algorithms. In ZODPO, each agent estimates the global cost by consensus, and then conducts local policy gradient in parallel based on zero-order gradient estimation. ZODPO only requires limited communication and storage even in large-scale systems. Further, we investigate the nonasymptotic performance of ZODPO and show that the sample complexity to approach a stationary point is polynomial with the error tolerance's inverse and the problem dimensions, demonstrating the scalability of ZODPO. We also show that the controllers generated throughout ZODPO are stabilizing controllers with high probability. Lastly, we numerically test ZODPO on multi-zone HVAC systems.

Robust model predictive control (MPC) is a well-known control technique for model-based control with constraints and uncertainties. In classic robust tube-based MPC approaches, an open-loop control sequence is computed via periodically solving an online nominal MPC problem, which requires prior model information and frequent access to onboard computational resources. In this paper, we propose an efficient robust MPC solution based on receding horizon reinforcement learning, called r-LPC, for unknown nonlinear systems with state constraints and disturbances. The proposed r-LPC utilizes a Koopman operator-based prediction model obtained off-line from pre-collected input-output datasets. Unlike classic tube-based MPC, in each prediction time interval of r-LPC, we use an actor-critic structure to learn a near-optimal feedback control policy rather than a control sequence. The resulting closed-loop control policy can be learned off-line and deployed online or learned online in an asynchronous way. In the latter case, online learning can be activated whenever necessary; for instance, the safety constraint is violated with the deployed policy. The closed-loop recursive feasibility, robustness, and asymptotic stability are proven under function approximation errors of the actor-critic networks. Simulation and experimental results on two nonlinear systems with unknown dynamics and disturbances have demonstrated that our approach has better or comparable performance when compared with tube-based MPC and LQR, and outperforms a recently developed actor-critic learning approach.

This paper considers controlling automated vehicles (AVs) to form a platoon with human-driven vehicles (HVs) under consideration of unknown HV model parameters and propulsion time constants. The proposed design is a data-driven dual-loop control strategy for the ego AVs, where the inner loop controller ensures platoon stability and the outer loop controller keeps a safe inter-vehicular spacing under control input limits. The inner loop controller is a constant-gain state feedback controller solved from a semidefinite program (SDP) using the online collected data of platooning errors. The outer loop is a model predictive control (MPC) that embeds a data-driven internal model to predict the future platooning error evolution. The proposed design is evaluated on a mixed platoon with a representative aggressive reference velocity profile, the SFTP-US06 Drive Cycle. The results confirm efficacy of the design and its advantages over the existing single loop data-driven MPC in terms of platoon stability and computational cost., 10 pages, 6 figures. This paper has been accepted by IET Intelligent Transport Systems

The recently introduced DeepONet operator-learning framework for PDE control is extended from the results for basic hyperbolic and parabolic PDEs to an advanced hyperbolic class that involves delays on both the state and the system output or input. The PDE backstepping design produces gain functions that are outputs of a nonlinear operator, mapping functions on a spatial domain into functions on a spatial domain, and where this gain-generating operator's inputs are the PDE's coefficients. The operator is approximated with a DeepONet neural network to a degree of accuracy that is provably arbitrarily tight. Once we produce this approximation-theoretic result in infinite dimension, with it we establish stability in closed loop under feedback that employs approximate gains. In addition to supplying such results under full-state feedback, we also develop DeepONet-approximated observers and output-feedback laws and prove their own stabilizing properties under neural operator approximations. With numerical simulations we illustrate the theoretical results and quantify the numerical effort savings, which are of two orders of magnitude, thanks to replacing the numerical PDE solving with the DeepONet.

Non-parametric representations of dynamical systems based on the image of a Hankel matrix of data are extensively used for data-driven control. However, if samples of data are missing, obtaining such representations becomes a difficult task. By exploiting the kernel structure of Hankel matrices of irregularly measured data generated by a linear time-invariant system, we provide computational methods for which any complete finite-length behavior of the system can be obtained. For the special case of periodically missing outputs, we provide conditions on the input such that the former result is guaranteed. We illustrate with an example how the resulting representation provides a more computationally efficient method for low-rank matrix completion when compared to an alternative method., submitted to IEEE Transactions on Automatic Control

A backstepping-based compensator design is developed for a system of $2\times2$ first-order linear hyperbolic partial differential equations (PDE) in the presence of an uncertain long input delay at boundary. We introduce a transport PDE to represent the delayed input, which leads to three coupled first-order hyperbolic PDEs. A novel backstepping transformation, composed of two Volterra transformations and an affine Volterra transformation, is introduced for the predictive control design. The resulting kernel equations from the affine Volterra transformation are two coupled first-order PDEs and each with two boundary conditions, which brings challenges to the well-posedness analysis. We solve the challenge by using the method of characteristics and the successive approximation. To analyze the sensitivity of the closed-loop system to uncertain input delay, we introduce a neutral system which captures the control effect resulted from the delay uncertainty. It is proved that the proposed control is robust to small delay variations. Numerical examples illustrate the performance of the proposed compensator.

The converters in an AC/DC grid form actuated boundaries between the AC and DC subgrids. We show how in both simple linear and balanced dq-frame models, the states on either side of these boundaries are coupled only by control inputs. This topological property imparts all AC/DC grids with poset-causal information structures. A practical benefit is that certain decentralized control problems that are hard in general are tractable for poset-causal systems. We also show that special cases like multi-terminal DC grids can have coordinated and leader-follower information structures.

This work deals with the problem of designing disturbance decupled observers for the estimation of a function of the states in nonlinear systems. Necessary and sufficient conditions for the existence of lower order disturbance decoupled functional observers with linear dynamics and linear output map are derived. Based on this methodology, a fault-estimation scheme based on disturbance decoupled observers will be presented. Throughout the paper, the application of the results will be illustrated through a chemical reactor case study, arXiv admin note: text overlap with arXiv:2101.11148, arXiv:2106.02185

The spectral bundle method developed by Helmberg and Rendl is well-established for solving large-scale semidefinite programs (SDPs) in the dual form, especially when the SDPs admit $\textit{low-rank primal solutions}$. Under mild regularity conditions, a recent result by Ding and Grimmer has established fast linear convergence rates when the bundle method captures $\textit{the rank of primal solutions}$. In this paper, we present an overview and comparison of spectral bundle methods for solving both $\textit{primal}$ and $\textit{dual}$ SDPs. In particular, we introduce a new family of spectral bundle methods for solving SDPs in the $\textit{primal}$ form. The algorithm developments are parallel to those by Helmberg and Rendl, mirroring the elegant duality between primal and dual SDPs. The new family of spectral bundle methods also achieves linear convergence rates for primal feasibility, dual feasibility, and duality gap when the algorithm captures $\textit{the rank of the dual solutions}$. Therefore, the original spectral bundle method by Helmberg and Rendl is well-suited for SDPs with $\textit{low-rank primal solutions}$, while on the other hand, our new spectral bundle method works well for SDPs with $\textit{low-rank dual solutions}$. These theoretical findings are supported by a range of large-scale numerical experiments. Finally, we demonstrate that our new spectral bundle method achieves state-of-the-art efficiency and scalability for solving polynomial optimization compared to a set of baseline solvers $\textsf{SDPT3}$, $\textsf{MOSEK}$, $\textsf{CDCS}$, and $\textsf{SDPNAL+}$., 57 pages, 4 figures, and 4 tables

This paper presents a novel distributed approach for solving AC power flow (PF) problems. The optimization problem is reformulated into a distributed form using a communication structure corresponding to a hypergraph, by which complex relationships between subgrids can be expressed as hyperedges. Then, a hypergraph-based distributed sequential quadratic programming (HDQ) approach is proposed to handle the reformulated problems, and the hypergraph-based distributed sequential quadratic programming (HDSQP) is used as the inner algorithm to solve the corresponding QP subproblems, which are respectively condensed using Schur complements with respect to coupling variables defined by hyperedges. Furthermore, we rigorously establish the convergence guarantee of the proposed algorithm with a locally quadratic rate and the one-step convergence of the inner algorithm when using the Levenberg-Marquardt regularization. Our analysis also demonstrates that the computational complexity of the proposed algorithm is much lower than the state-of-art distributed algorithm. We implement the proposed algorithm in an open-source toolbox, i.e., rapidPF, and conduct numerical tests that validate the proof and demonstrate the great potential of the proposed distributed algorithm in terms of communication effort and computational speed.