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Maximum Likelihood Estimation of continuous variable models can be very challenging in high dimensions, due to potentially complex probability distributions. The existence of multiple interdependencies among variables can make it very difficult to establish convergence guarantees. This leads to a wide use of brute-force methods, such as grid searching and Monte-Carlo sampling and, when applicable, complex and problem-specific algorithms. In this paper, we consider inference problems where the variables are related by multiaffine expressions. We propose a novel Alternating and Iteratively-Reweighted Least Squares (AIRLS) algorithm, and prove its convergence for problems with Generalized Normal Distributions. We also provide an efficient method to compute the variance of the estimates obtained using AIRLS. Finally, we show how the method can be applied to graphical statistical models. We perform numerical experiments on several inference problems, showing significantly better performance than state-of-the-art approaches in terms of scalability, robustness to noise, and convergence speed due to an empirically observed super-linear convergence rate.

Balancing passenger demand and vehicle availability is crucial for ensuring the sustainability and effectiveness of urban transportation systems. To address this challenge, we propose a novel hierarchical strategy for the efficient distribution of empty vehicles in urban areas. The proposed approach employs a data-enabled predictive control algorithm to develop a high-level controller, which guides the inter-regional allocation of idle vehicles. This algorithm utilizes historical data on passenger demand and vehicle supply in each region to construct a non-parametric representation of the system, enabling it to determine the optimal number of vehicles to be repositioned or retained in their current regions without modeling the system. At the low level, a coverage control-based controller is designed to provide inter-regional position guidance, determining the desired road intersection each vehicle should target. With the objective of optimizing area coverage, it aligns the vehicle distribution with the demand across different districts within a single region. The effectiveness of the proposed method is validated through simulation experiments on the real road network of Shenzhen, China. The integration of the two layers provides better performance compared to applying either layer in isolation, demonstrating its potential to reduce passenger waiting time and answer more requests, thus promoting the development of more efficient and sustainable transportation systems.

The growing scale and complexity of safety-critical control systems underscore the need to evolve current control architectures aiming for the unparalleled performances achievable through state-of-the-art optimization and machine learning algorithms. However, maintaining closed-loop stability while boosting the performance of nonlinear control systems using data-driven and deep-learning approaches stands as an important unsolved challenge. In this paper, we tackle the performance-boosting problem with closed-loop stability guarantees. Specifically, we establish a synergy between the Internal Model Control (IMC) principle for nonlinear systems and state-of-the-art unconstrained optimization approaches for learning stable dynamics. Our methods enable learning over arbitrarily deep neural network classes of performance-boosting controllers for stable nonlinear systems; crucially, we guarantee L_p closed-loop stability even if optimization is halted prematurely, and even when the ground-truth dynamics are unknown, with vanishing conservatism in the class of stabilizing policies as the model uncertainty is reduced to zero. We discuss the implementation details of the proposed control schemes, including distributed ones, along with the corresponding optimization procedures, demonstrating the potential of freely shaping the cost functions through several numerical experiments.

This paper proposes a novel approach to improve the performance of distributed nonlinear control systems while preserving stability by leveraging Deep Neural Networks (DNNs). We build upon the Neural System Level Synthesis (Neur-SLS) framework and introduce a method to parameterize stabilizing control policies that are distributed across a network topology. A distinctive feature is that we iteratively minimize an arbitrary control cost function through an unconstrained optimization algorithm, all while preserving the stability of the overall network architecture by design. This is achieved through two key steps. First, we establish a method to parameterize interconnected Recurrent Equilibrium Networks (RENs) that guarantees a bounded $\mathcal{L}_2$ gain at the network level. This ensures stability. Second, we demonstrate how the information flow within the network is preserved, enabling a fully distributed implementation where each subsystem only communicates with its neighbors. To showcase the effectiveness of our approach, we present a simulation of a distributed formation control problem for a fleet of vehicles. The simulation demonstrates how the proposed neural controller enables the vehicles to maintain a desired formation while navigating obstacles and avoiding collisions, all while guaranteeing network stability.

This paper proposes a novel learning-based approach for achieving exponential stabilization of nonlinear control-affine systems. We leverage the Control Contraction Metrics (CCMs) framework to co-synthesize Neural Contraction Metrics (NCMs) and Neural Network (NN) controllers. First, we transform the infinite-dimensional semi-definite program (SDP) for CCM computation into a tractable inequality feasibility problem using element-wise bounds of matrix-valued functions. The terms in the inequality can be efficiently computed by our novel algorithms. Second, we propose a free parametrization of NCMs guaranteeing positive definiteness and the satisfaction of a partial differential equation, regardless of trainable parameters. Third, this parametrization and the inequality condition enable the design of contractivity-enforcing regularizers, which can be incorporated while designing the NN controller for exponential stabilization of the underlying nonlinear systems. Furthermore, when the training loss goes to zero, we provide formal guarantees on verification of the NCM and the exponentional stabilization under the NN controller. Finally, we validate our method through benchmark experiments on set-point stabilization and increasing the region of attraction of a locally pre-stabilized closed-loop system., Comment: This paper is submitted in CDC2024 for a possible publication

Stochastic Nonlinear Optimal Control (SNOC) involves minimizing a cost function that averages out the random uncertainties affecting the dynamics of nonlinear systems. For tractability reasons, this problem is typically addressed by minimizing an empirical cost, which represents the average cost across a finite dataset of sampled disturbances. However, this approach raises the challenge of quantifying the control performance against out-of-sample uncertainties. Particularly, in scenarios where the training dataset is small, SNOC policies are prone to overfitting, resulting in significant discrepancies between the empirical cost and the true cost, i.e., the average SNOC cost incurred during control deployment. Therefore, establishing generalization bounds on the true cost is crucial for ensuring reliability in real-world applications. In this paper, we introduce a novel approach that leverages PAC-Bayes theory to provide rigorous generalization bounds for SNOC. Based on these bounds, we propose a new method for designing optimal controllers, offering a principled way to incorporate prior knowledge into the synthesis process, which aids in improving the control policy and mitigating overfitting. Furthermore, by leveraging recent parametrizations of stabilizing controllers for nonlinear systems, our framework inherently ensures closed-loop stability. The effectiveness of our proposed method in incorporating prior knowledge and combating overfitting is shown by designing neural network controllers for tasks in cooperative robotics.

Controlling large-scale cyber-physical systems necessitates optimal distributed policies, relying solely on local real-time data and limited communication with neighboring agents. However, finding optimal controllers remains challenging, even in seemingly simple scenarios. Parameterizing these policies using Neural Networks (NNs) can deliver good performance, but their sensitivity to small input changes can destabilize the closed-loop system. This paper addresses this issue for a network of nonlinear dissipative systems. Specifically, we leverage well-established port-Hamiltonian structures to characterize deep distributed control policies with closed-loop stability guarantees and a finite $\mathcal{L}_2$ gain, regardless of specific NN parameters. This eliminates the need to constrain the parameters during optimization and enables training with standard methods like stochastic gradient descent. A numerical study on the consensus control of Kuramoto oscillators demonstrates the effectiveness of the proposed controllers., Comment: This paper is submitted in CDC2024 for a possible publication

This report presents three Moving Horizon Estimation (MHE) methods for discrete-time partitioned linear systems, i.e. systems decomposed into coupled subsystems with non-overlapping states. The MHE approach is used due to its capability of exploiting physical constraints on states in the estimation process. In the proposed algorithms, each subsystem solves reduced-order MHE problems to estimate its own state and different estimators have different computational complexity, accuracy and transmission requirements among subsystems. In all cases, conditions for the convergence of the estimation error to zero are analyzed.

This paper characterizes a new parametrization of nonlinear networked incrementally $L_2$-bounded operators in discrete time. The distinctive novelty is that our parametrization is \emph{free} -- that is, a sparse large-scale operator with bounded incremental $L_2$ gain is obtained for any choice of the real values of our parameters. This property allows one to freely search over optimal parameters via unconstrained gradient descent, enabling direct applications in large-scale optimal control and system identification. Further, we can embed prior knowledge about the interconnection topology and stability properties of the system directly into the large-scale distributed operator we design. Our approach is extremely general in that it can seamlessly encapsulate and interconnect state-of-the-art Neural Network (NN) parametrizations of stable dynamical systems. To demonstrate the effectiveness of this approach, we provide a simulation example showcasing the identification of a networked nonlinear system. The results underscore the superiority of our free parametrizations over standard NN-based identification methods where a prior over the system topology and local stability properties are not enforced., Comment: Full version of the paper to appear at ECC 2024

This manuscript details and extends the SIMBa toolbox (System Identification Methods leveraging Backpropagation) presented in previous work, which uses well-established Machine Learning tools for discrete-time linear multi-step-ahead state-space System Identification (SI). SIMBa leverages linear-matrix-inequality-based free parametrizations of Schur matrices to guarantee the stability of the identified model by design. In this paper, backed up by novel free parametrizations of Schur matrices, we extend the toolbox to show how SIMBa can incorporate known sparsity patterns or true values of the state-space matrices to identify without jeopardizing stability. We extensively investigate SIMBa's behavior when identifying diverse systems with various properties from both simulated and real-world data. Overall, we find it consistently outperforms traditional stable subspace identification methods, and sometimes significantly, especially when enforcing desired model properties. These results hint at the potential of SIMBa to pave the way for generic structured nonlinear SI. The toolbox is open-sourced on https://github.com/Cemempamoi/simba., Comment: First two authors contributed equally. Submitted to IEEE TCST

As an emerging mode of urban transportation, Autonomous Mobility-on-Demand (AMoD) systems show the potential in improving mobility in cities through timely and door-to-door services. However, the spatiotemporal imbalances between mobility demand and supply may lead to inefficiencies and a low quality of service. Vehicle rebalancing (i.e., dispatching idle vehicles to high-demand areas), is a potential solution for efficient AMoD fleet management. In this paper, we formulate the vehicle rebalancing problem as a coverage control problem for the deployment of a fleet of mobile agents for AMoD operation in urban areas. Performance is demonstrated via microscopic simulations representing a large urban road network of Shenzhen, China. Results reveal the potential of the proposed method in improving service rates and decreasing passenger waiting times.

Machine Learning (ML) and linear System Identification (SI) have been historically developed independently. In this paper, we leverage well-established ML tools - especially the automatic differentiation framework - to introduce SIMBa, a family of discrete linear multi-step-ahead state-space SI methods using backpropagation. SIMBa relies on a novel Linear-Matrix-Inequality-based free parametrization of Schur matrices to ensure the stability of the identified model. We show how SIMBa generally outperforms traditional linear state-space SI methods, and sometimes significantly, although at the price of a higher computational burden. This performance gap is particularly remarkable compared to other SI methods with stability guarantees, where the gain is frequently above 25% in our investigations, hinting at SIMBa's ability to simultaneously achieve state-of-the-art fitting performance and enforce stability. Interestingly, these observations hold for a wide variety of input-output systems and on both simulated and real-world data, showcasing the flexibility of the proposed approach. We postulate that this new SI paradigm presents a great extension potential to identify structured nonlinear models from data, and we hence open-source SIMBa on https://github.com/Cemempamoi/simba., Comment: Accepted at ECC 2024

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of stochastic or adversarial disturbances. Large-scale systems often experience a combination of stochastic and deterministic disruptions (e.g., sensor failures, environmental fluctuations) that spread across the system and are difficult to model precisely, leading to sub-optimal closed-loop behaviors. Hence, we propose improving performance for these scenarios by minimizing the regret with respect to an ideal policy that complies with less stringent sensor-information constraints. This endows our controller with the ability to approach the improved behavior of a more informed policy, which would detect and counteract heterogeneous and localized disturbances more promptly. Specifically, we derive convex relaxations of the resulting regret minimization problem that are compatible with any desired controller sparsity, while we reveal a renewed role of the Quadratic Invariance (QI) condition in designing informative benchmarks to measure regret. Last, we validate our proposed method through numerical simulations on controlling a multi-agent distributed system, comparing its performance with traditional H2 and Hinfty policies., Comment: Accepted for presentation and publication in the proceedings of the 2024 European Control Conference (ECC)

We present a robust model predictive control (MPC) framework for linear systems facing bounded parametric uncertainty and bounded disturbances. Our approach deviates from standard MPC formulations by integrating multi-step predictors, which provide reduced error bounds. These bounds, derived from multi-step predictors, are utilized in a homothetic tube formulation to mitigate conservatism. Lastly, a multi-rate formulation is adopted to handle the incompatibilities of multi-step predictors. We provide a theoretical analysis, guaranteeing robust recursive feasibility, constraint satisfaction, and (practical) stability of the desired setpoint. We use a simulation example to compare it to existing literature and demonstrate advantages in terms of conservatism and computational complexity., Comment: Extended version of accepted paper in IEEE Control Systems Letters, 2023. Contains additional details regarding the numerical example and LMI derivation

For linear systems, many data-driven control methods rely on the behavioral framework, using historical data of the system to predict the future trajectories. However, measurement noise introduces errors in predictions. When the noise is bounded, we propose a method for designing historical experiments that enable the computation of an upper bound on the prediction error. This approach allows us to formulate a minimax control problem where robust constraint satisfaction is enforced. We derive an upper bound on the suboptimality gap of the resulting control input sequence compared to optimal control utilizing accurate measurements. As demonstrated in numerical experiments, the solution derived by our method can achieve constraint satisfaction and a small suboptimality gap despite the measurement noise.

Towards bridging classical optimal control and online learning, regret minimization has recently been proposed as a control design criterion. This competitive paradigm penalizes the loss relative to the optimal control actions chosen by a clairvoyant policy, and allows tracking the optimal performance in hindsight no matter how disturbances are generated. In this paper, we propose the first receding horizon scheme based on the repeated computation of finite horizon regret-optimal policies, and we establish stability and safety guarantees for the resulting closed-loop system. Our derivations combine novel monotonicity properties of clairvoyant policies with suitable terminal ingredients. We prove that our scheme is recursively feasible, stabilizing, and that it achieves bounded regret relative to the infinite horizon clairvoyant policy. Last, we show that the policy optimization problem can be solved efficiently through convex-concave programming. Our numerical experiments show that minimizing regret can outperform standard receding horizon approaches when the disturbances poorly fit classical design assumptions - even when the finite horizon planning is recomputed less frequently.

We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant optimal policy that has foreknowledge of both the system dynamics and the exogenous disturbances. In this competitive framework, establishing robustness guarantees proves challenging as, differently from the case where the model is known, the clairvoyant optimal policy is not only inapplicable, but also impossible to compute without knowledge of the system parameters. To address this challenge, we embrace a scenario optimization approach, and we propose minimizing regret robustly over a finite set of randomly sampled system parameters. We prove that this policy optimization problem can be solved through semidefinite programming, and that the corresponding solution retains strong probabilistic out-of-sample regret guarantees in face of the uncertain dynamics. Our method naturally extends to include satisfaction of safety constraints with high probability. We validate our theoretical results and showcase the potential of our approach by means of numerical simulations., Comment: Accepted for presentation at the European Control Conference 2024 and selected for publication in the 2024 ECC Special Issue of the European Journal of Control

The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns often do not fulfill the assumptions of existing methods. We provide a direct method using samples of the noise to create a moving horizon observer for linear time-varying and nonlinear systems, which is optimal under the empirical noise distribution. Moreover, we show how to enhance the observer with distributional robustness properties in order to handle unmodeled components in the noise profile, as well as different noise realizations. We prove that, even though the design of distributionally robust estimators is a complex minmax problem over an infinite-dimensional space, it can be transformed into a regularized linear program using a system level synthesis approach. Numerical experiments with the Van der Pol oscillator show the benefits of not only using empirical samples of the noise to design the state estimator, but also of adding distributional robustness. We show that our method can significantly outperform state-of-the-art approaches under challenging noise distributions, including multi-modal and deterministic components.

In this work, we introduce and study a class of Deep Neural Networks (DNNs) in continuous-time. The proposed architecture stems from the combination of Neural Ordinary Differential Equations (Neural ODEs) with the model structure of recently introduced Recurrent Equilibrium Networks (RENs). We show how to endow our proposed NodeRENs with contractivity and dissipativity -- crucial properties for robust learning and control. Most importantly, as for RENs, we derive parametrizations of contractive and dissipative NodeRENs which are unconstrained, hence enabling their learning for a large number of parameters. We validate the properties of NodeRENs, including the possibility of handling irregularly sampled data, in a case study in nonlinear system identification., Comment: Accepted for CDC 2023

To solve unmodeled optimization problems with hard constraints, this paper proposes a novel zeroth-order approach called Safe Zeroth-order Optimization using Linear Programs (SZO-LP). The SZO-LP method solves a linear program in each iteration to find a descent direction, followed by a step length determination. We prove that, under mild conditions, the iterates of SZO-LP have an accumulation point that is also the primal of a KKT pair. We then apply SZO-LP to solve an Optimal Power Flow (OPF) problem on the IEEE 30-bus system. The results demonstrate that SZO-LP requires less computation time and samples compared to state-of-the-art approaches.

This paper addresses black-box smooth optimization problems, where the objective and constraint functions are not explicitly known but can be queried. The main goal of this work is to generate a sequence of feasible points converging towards a KKT primal-dual pair. Assuming to have prior knowledge on the smoothness of the unknown objective and constraints, we propose a novel zeroth-order method that iteratively computes quadratic approximations of the constraint functions, constructs local feasible sets and optimizes over them. Under some mild assumptions, we prove that this method returns an $\eta$-KKT pair (a property reflecting how close a primal-dual pair is to the exact KKT condition) within $O({1}/{\eta^{2}})$ iterations. Moreover, we numerically show that our method can achieve faster convergence compared with some state-of-the-art zeroth-order approaches. The effectiveness of the proposed approach is also illustrated by applying it to nonconvex optimization problems in optimal control and power system operation., Comment: arXiv admin note: text overlap with arXiv:2211.02645

This paper investigates the universal approximation capabilities of Hamiltonian Deep Neural Networks (HDNNs) that arise from the discretization of Hamiltonian Neural Ordinary Differential Equations. Recently, it has been shown that HDNNs enjoy, by design, non-vanishing gradients, which provide numerical stability during training. However, although HDNNs have demonstrated state-of-the-art performance in several applications, a comprehensive study to quantify their expressivity is missing. In this regard, we provide a universal approximation theorem for HDNNs and prove that a portion of the flow of HDNNs can approximate arbitrary well any continuous function over a compact domain. This result provides a solid theoretical foundation for the practical use of HDNNs.

Kalman and H-infinity filters, the most popular paradigms for linear state estimation, are designed for very specific specific noise and disturbance patterns, which may not appear in practice. State observers based on the minimization of regret measures are a promising alternative, as they aim to adapt to recognizable patterns in the estimation error. In this paper, we show that the regret minimization problem for finite horizon estimation can be cast into a simple convex optimization problem. For this purpose, we first rewrite linear time-varying system dynamics using a novel system level synthesis parametrization for state estimation, capable of handling both disturbance and measurement noise. We then provide a tractable formulation for the minimization of regret based on semi-definite programming. Both contributions make the minimal regret observer design easily implementable in practice. Finally, numerical experiments show that the computed observer can significantly outperform both H-2 and H-infinity filters., Comment: 6 pages

We consider control of dynamical systems through the lens of competitive analysis. Most prior work in this area focuses on minimizing regret, that is, the loss relative to an ideal clairvoyant policy that has noncausal access to past, present, and future disturbances. Motivated by the observation that the optimal cost only provides coarse information about the ideal closed-loop behavior, we instead propose directly minimizing the tracking error relative to the optimal trajectories in hindsight, i.e., imitating the clairvoyant policy. By embracing a system level perspective, we present an efficient optimization-based approach for computing follow-the-clairvoyant (FTC) safe controllers. We prove that these attain minimal regret if no constraints are imposed on the noncausal benchmark. In addition, we present numerical experiments to show that our policy retains the hallmark of competitive algorithms of interpolating between classical $\mathcal{H}_2$ and $\mathcal{H}_\infty$ control laws - while consistently outperforming regret minimization methods in constrained scenarios thanks to the superior ability to chase the clairvoyant.

We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to generate a sequence of feasible points converging towards an optimal solution. By leveraging the knowledge of the smoothness properties of the objective and constraint functions, we propose a novel zeroth-order method, SZO-QQ, that iteratively computes quadratic approximations of the constraint functions, constructs local feasible sets and optimizes over them. We prove convergence of the sequence of the objective values generated at each iteration to the minimum. Through experiments, we show that our method can achieve faster convergence compared with state-of-the-art zeroth-order approaches to convex optimization.

This paper defines a Maximum Likelihood Estimator (MLE) for the admittance matrix estimation of distribution grids, utilising voltage magnitude and power measurements collected only from common, unsychronised measuring devices (Smart Meters). First, we present a model of the grid, as well as the existing MLE based on voltage and current phasor measurements. Then, this problem formulation is adjusted for phase-less measurements using common assumptions. The effect of these assumptions is compared to the initial problem in various scenarios. Finally, numerical experiments on a popular IEEE benchmark network indicate promising results. Missing data can greatly disrupt estimation methods. Not measuring the voltage phase only adds 30\% of error to the admittance matrix estimate in realistic conditions. Moreover, the sensitivity to measurement noise is similar with and without the phase., Comment: 5 pages, Grid Edge 2023 conference

This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are commonly found in engineering applications. In particular, it combines recursive, alternating, and iteratively-reweighted least squares into a single, one-step algorithm, which solves the estimation problem online and benefits from the robustness of least-deviation regression methods. The convergence of the iterative method is formally guaranteed. Numerical experiments show the good performance of the estimation algorithm in presence of outliers and in comparison to state-of-the-art methods., Comment: 6 pages, 2 figures

We address the problem of designing stabilizing control policies for nonlinear systems in discrete-time, while minimizing an arbitrary cost function. When the system is linear and the cost is convex, the System Level Synthesis (SLS) approach offers an effective solution based on convex programming. Beyond this case, a globally optimal solution cannot be found in a tractable way, in general. In this paper, we develop a parametrization of all and only the control policies stabilizing a given time-varying nonlinear system in terms of the combined effect of 1) a strongly stabilizing base controller and 2) a stable SLS operator to be freely designed. Based on this result, we propose a Neural SLS (Neur-SLS) approach guaranteeing closed-loop stability during and after parameter optimization, without requiring any constraints to be satisfied. We exploit recent Deep Neural Network (DNN) models based on Recurrent Equilibrium Networks (RENs) to learn over a rich class of nonlinear stable operators, and demonstrate the effectiveness of the proposed approach in numerical examples.

Deep neural networks can be fragile and sensitive to small input perturbations that might cause a significant change in the output. In this paper, we employ contraction theory to improve the robustness of neural ODEs (NODEs). A dynamical system is contractive if all solutions with different initial conditions converge to each other exponentially fast. As a consequence, perturbations in initial conditions become less and less relevant over time. Since in NODEs the input data corresponds to the initial condition of dynamical systems, we show contractivity can mitigate the effect of input perturbations. More precisely, inspired by NODEs with Hamiltonian dynamics, we propose a class of contractive Hamiltonian NODEs (CH-NODEs). By properly tuning a scalar parameter, CH-NODEs ensure contractivity by design and can be trained using standard backpropagation. Moreover, CH-NODEs enjoy built-in guarantees of non-exploding gradients, which ensure a well-posed training process. Finally, we demonstrate the robustness of CH-NODEs on the MNIST image classification problem with noisy test data.

As we move towards safety-critical cyber-physical systems that operate in non-stationary and uncertain environments, it becomes crucial to close the gap between classical optimal control algorithms and adaptive learning-based methods. In this paper, we present an efficient optimization-based approach for computing a finite-horizon robustly safe control policy that minimizes dynamic regret, in the sense of the loss relative to the optimal sequence of control actions selected in hindsight by a clairvoyant controller. By leveraging the system level synthesis framework (SLS), our method extends recent results on regret minimization for the linear quadratic regulator to optimal control subject to hard safety constraints, and allows competing against a safety-aware clairvoyant policy with minor modifications. Numerical experiments confirm superior performance with respect to finite-horizon constrained $\mathcal{H}_2$ and $\mathcal{H}_\infty$ control laws when the disturbance realizations poorly fit classical assumptions.

Large-scale cyber-physical systems require that control policies are distributed, that is, that they only rely on local real-time measurements and communication with neighboring agents. Optimal Distributed Control (ODC) problems are, however, highly intractable even in seemingly simple cases. Recent work has thus proposed training Neural Network (NN) distributed controllers. A main challenge of NN controllers is that they are not dependable during and after training, that is, the closed-loop system may be unstable, and the training may fail due to vanishing and exploding gradients. In this paper, we address these issues for networks of nonlinear port-Hamiltonian (pH) systems, whose modeling power ranges from energy systems to non-holonomic vehicles and chemical reactions. Specifically, we embrace the compositional properties of pH systems to characterize deep Hamiltonian control policies with built-in closed-loop stability guarantees, irrespective of the interconnection topology and the chosen NN parameters. Furthermore, our setup enables leveraging recent results on well-behaved neural ODEs to prevent the phenomenon of vanishing gradients by design. Numerical experiments corroborate the dependability of the proposed architecture, while matching the performance of general neural network policies.

The energy Casimir method is an effective controller design approach to stabilize port-Hamiltonian systems at a desired equilibrium. However, its application relies on the availability of suitable Casimir and Lyapunov functions, whose computation are generally intractable. In this paper, we propose a neural network-based framework to learn these functions. We show how to achieve equilibrium assignment by adding suitable regularization terms in the training cost. We also propose a parameterization of Casimir functions for reducing the training complexity. Moreover, the distance between the equilibrium of the learned Lyapunov function and the desired equilibrium is analyzed, which indicates that for small suboptimality gaps, the distance decreases linearly with respect to the training loss. Our methods are backed up by simulations on a pendulum system.

The increasing integration of intermittent renewable generation, especially at the distribution level,necessitates advanced planning and optimisation methodologies contingent on the knowledge of thegrid, specifically the admittance matrix capturing the topology and line parameters of an electricnetwork. However, a reliable estimate of the admittance matrix may either be missing or quicklybecome obsolete for temporally varying grids. In this work, we propose a data-driven identificationmethod utilising voltage and current measurements collected from micro-PMUs. More precisely,we first present a maximum likelihood approach and then move towards a Bayesian framework,leveraging the principles of maximum a posteriori estimation. In contrast with most existing con-tributions, our approach not only factors in measurement noise on both voltage and current data,but is also capable of exploiting available a priori information such as sparsity patterns and knownline parameters. Simulations conducted on benchmark cases demonstrate that, compared to otheralgorithms, our method can achieve significantly greater accuracy.

Deep Neural Networks (DNNs) training can be difficult due to vanishing and exploding gradients during weight optimization through backpropagation. To address this problem, we propose a general class of Hamiltonian DNNs (H-DNNs) that stem from the discretization of continuous-time Hamiltonian systems and include several existing DNN architectures based on ordinary differential equations. Our main result is that a broad set of H-DNNs ensures non-vanishing gradients by design for an arbitrary network depth. This is obtained by proving that, using a semi-implicit Euler discretization scheme, the backward sensitivity matrices involved in gradient computations are symplectic. We also provide an upper-bound to the magnitude of sensitivity matrices and show that exploding gradients can be controlled through regularization. Finally, we enable distributed implementations of backward and forward propagation algorithms in H-DNNs by characterizing appropriate sparsity constraints on the weight matrices. The good performance of H-DNNs is demonstrated on benchmark classification problems, including image classification with the MNIST dataset.

As we transition towards the deployment of data-driven controllers for black-box cyberphysical systems, complying with hard safety constraints becomes a primary concern. Two key aspects should be addressed when input-output data are corrupted by noise: how much uncertainty can one tolerate without compromising safety, and to what extent is the control performance affected? By focusing on finite-horizon constrained linear-quadratic problems, we provide an answer to these questions in terms of the model mismatch incurred during a preliminary identification phase. We propose a control design procedure based on a quasiconvex relaxation of the original robust problem and we prove that, if the uncertainty is sufficiently small, the synthesized controller is safe and near-optimal, in the sense that the suboptimality gap increases linearly with the model mismatch level. Since the proposed method is independent of the specific identification procedure, our analysis holds in combination with state-of-the-art behavioral estimators beyond standard least-squares. The main theoretical results are validated by numerical experiments., Comment: Baiwei Guo and Andrea Martin contributed equally to this work. in IEEE Transactions on Automatic Control, 2022

Unknown-input observers (UIOs) allow for estimation of the states of an LTI system without knowledge of all inputs. In this paper, we provide a novel data-driven UIO based on behavioral system theory and the result known as Fundamental Lemma proposed by Jan Willems and coworkers. We give necessary and sufficient conditions on the data collected from the system for the existence of a UIO providing asymptotically converging state estimates, and propose a purely data-driven algorithm for their computation. Even though we focus on UIOs, our results also apply to the standard case of completely known inputs. As an example, we apply the proposed method to distributed state estimation in DC microgrids and illustrate its potential for cyber-attack detection., Comment: 7 pages, 3 figures

Voltage and frequency control in an islanded AC microgrid (ImGs) amount to stabilizing an a priori unknown ImG equilibrium induced by loads and changes in topology. This paper puts forth a unified control framework which, while guaranteeing such stability, allows for modular ImGs interconnecting multiple subsystems, that is, dynamic RLC lines, nonlinear constant impedance, current, power (ZIP) and exponential (EXP) loads, and inverter-based distributed generation units (DGUs) controlled with different types of primary controllers. The underlying idea of the framework is based one equilibrium-independent passivity (EIP) of the ImG subsystems, which enables stability certificates of ImG equilibria without their explicit knowledge. In order to render DGUs EIP, we propose a decentralized controller synthesis algorithm based on port-Hamiltonian systems (PHSs). We also show that EIP, being the key to stability, provides a general framework which can embrace other solutions available in the literature. Furthermore, we provide a novel argument based on LaSalle's theorem for proving asymptotic voltage and frequency stability. Finally, we analyze the impact of actuator saturation on the stability results by exploiting the inherent EIP properties of the PHS DGU model. Theoretical findings are backed up by realistic simulations based on the CIGRE benchmark for medium voltage networks.

Actuator placement is a fundamental problem in control design for large-scale networks. In this paper, we study the problem of finding a set of actuator positions by minimizing a given metric, while satisfying a structural controllability requirement and a constraint on the number of actuators. We first extend the classical forward greedy algorithm for applications to graphs that are not necessarily strongly connected. We then improve this greedy algorithm by extending its horizon. This is done by evaluating the actuator position set expansions at the further steps of the classical greedy algorithm. We prove that this new method attains a better performance, when this evaluation considers the final actuator position set. Moreover, we study the problem of minimal backup placements. The goal is to ensure that the system stays structurally controllable even when any of the selected actuators goes offline, with minimum number of backup actuators. We show that this problem is equivalent to the well-studied NP-hard hitting set problem. Our results are verified by a numerical case study.

In the analysis and control of discrete-time linear time-invariant systems, the spectral radius of the system state matrix plays an essential role. Usually, it is assumed that system matrices are known, from which the spectral radius can be directly computed. Instead, we consider the setting where the system is affected by process noise, and one has only finitely many samples of system input and state measurements. We provide two methods for estimating the spectral radius and derive error bounds that hold with high probability. Moreover, we show how to use the derived results to test stabilizability for networked control systems (NCSs) with lossy channels when only finitely many samples of the system input, state, and packet drop sequence are available.

Recent work in data-driven control has revived behavioral theory to perform a variety of complex control tasks, by directly plugging libraries of past input-output trajectories into optimal control problems. Despite recent advances, a key aspect remains unclear: how and to what extent do noise-corrupted data impact control performance? In this work, we provide a quantitative answer to this question. We formulate a Behavioral version of the Input-Output Parametrization (BIOP) for the optimal predictive control of unknown systems using output-feedback dynamic control policies. The main advantages of the proposed framework are that 1) the state-space parameters and the initial state need not be specified for controller synthesis, 2) it can be used in combination with state-of-the-art impulse response estimators, and 3) it allows to recover suboptimality results on learning the Linear Quadratic Gaussian (LQG) controller, therefore revealing, in a quantitative way, how the level of noise in the data affects the performance of behavioral methods. Specifically, it is shown that the performance degrades linearly with the prediction error of the behavioral model. We conclude the paper with numerical experiments to validate our results., Comment: Baiwei Guo and Andrea Martin contributed equally to this work

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of using an explicit system model. By assuming that recent output data available to the controller are affected by noise terms verifying a quadratic bound, we formulate an optimization problem with a linear cost and LMI constraints for solving the robust tracking problem without any approximations. Our approach hinges on a parameterization of noise trajectories compatible with the data-dependent system representation and on a reformulation of the tracking cost, which enables the application of the S-lemma. In addition, we propose a method for reducing the computational complexity and demonstrate that the size of the resulting LMIs does not scale with the number of historical data. Finally, we show that the proposed formulation can easily incorporate actuator disturbances as well as constraints on inputs and outputs. The performance of the new controllers is discussed through simulations.

This paper studies worst-case robust optimal tracking using noisy input-output data. We utilize behavioral system theory to represent system trajectories, while avoiding explicit system identification. We assume that the recent output data used in the data-dependent representation are noisy and we provide a non-conservative design procedure for robust control based on optimization with a linear cost and LMI constraints. Our methods rely on the parameterization of noise sequences compatible with the data-dependent system representation and on a suitable reformulation of the performance specification, which further enable the application of the S-lemma to derive an LMI optimization problem. The performance of the new controller is discussed through simulations.

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

Consensusability of multi-agent systems (MASs) certifies the existence of a distributed controller capable of driving the states of each subsystem to a consensus value. We study the consensusability of linear interconnected MASs (LIMASs) where, as in several real-world applications, subsystems are physically coupled. We show that consensusability is related to the simultaneous stabilizability of multiple LTI systems, and present a novel sufficient condition in form of a linear program for verifying this property. We also derive several necessary and sufficient consensusability conditions for LIMASs in terms of parameters of the subsystem matrices and the eigenvalues of the physical and communication graph Laplacians. The results show that weak physical couplings among subsystems and densely-connected physical and communication graphs are favorable for consensusability. Finally, we validate our results through simulations of networks of supercapacitors and DC microgrids., Comment: 12 pages, 5 figures

In this work, we present a novel consensus-based secondary control scheme for current sharing and voltage balancing in DC microgrids, composed of distributed generation units, dynamic RLC lines, and nonlinear ZIE (constant impedance, constant current, and exponential) loads. Situated atop a primary voltage control layer, our secondary controllers have a distributed structure, and utilize information exchanged over a communication network to compute necessary control actions. Besides showing that the desired objectives are always attained in steady state, we deduce sufficient conditions for the existence and uniqueness of an equilibrium point for constant power loads -- E loads with zero exponent. Our control design hinges only on the local parameters of the generation units, facilitating plug-and-play operations. We provide a voltage stability analysis, and illustrate the performance and robustness of our designs via simulations. All results hold for arbitrary, albeit connected, microgrid and communication network topologies., Comment: arXiv admin note: substantial text overlap with arXiv:2005.00068

In this work, we present new secondary regulators for current sharing and voltage balancing in DC microgrids, composed of distributed generation units, dynamic RLC lines, and nonlinear ZIP (constant impedance, constant current, and constant power) loads. The proposed controllers sit atop a primary voltage control layer, and exchange information over a communication network to perform secondary control actions. We deduce sufficient conditions for the existence and uniqueness of an equilibrium point, and show that the desired objectives are attained in steady state. Our control design requires only the knowledge of local parameters of the generation units, facilitating plug-and-play operations. We provide a voltage stability analysis, and illustrate the performance and robustness of our designs via simulations. All results hold for arbitrary, albeit connected, microgrid and communication network topologies.

This paper describes a control approach for large-scale electricity networks, with the goal of efficiently coordinating distributed generators to balance unexpected load variations with respect to nominal forecasts. To mitigate the difficulties due to the size of the problem, the proposed methodology is divided in two steps. First, the network is partitioned into clusters, composed of several dispatchable and non dispatchable generators, storage systems, and loads. A clustering algorithm is designed with the aim of obtaining clusters with the following characteristics: (i) they must be compact, keeping the distance between generators and loads as small as possible; (ii) they must be able to internally balance load variations to the maximum possible extent. Once the network clustering has been completed, a two layer control system is designed. At the lower layer, a local Model Predictive Controller is associated to each cluster for managing the available generation and storage elements to compensate local load variations. If the local sources are not sufficient to balance the cluster's load variations, a power request is sent to the supervisory layer, which optimally distributes additional resources available from the other clusters of the network. To enhance the scalability of the approach, the supervisor is implemented relying on a fully distributed optimization algorithm. The IEEE 118-bus system is used to test the proposed design procedure in a non trivial scenario.

The increasing penetration of intermittent distributed energy resources in power networks calls for novel planning and control methodologies which hinge on detailed knowledge of the grid. However, reliable information concerning the system topology and parameters may be missing or outdated for temporally varying electric distribution networks. This paper proposes an online learning procedure to estimate the network admittance matrix capturing topological information and line parameters. We start off by providing a recursive identification algorithm exploiting phasor measurements of voltages and currents. With the goal of accelerating convergence, we subsequently complement our base algorithm with a design-of-experiment procedure which maximizes the information content of data at each step by computing optimal voltage excitations. Our approach improves on existing techniques, and its effectiveness is substantiated by numerical studies on realistic testbeds.