Global state synchronization in networks of cyclic feedback systems

This technical note studies global asymptotic state synchronization in networks of identical systems. Conditions on the coupling strength required for the synchronization of nodes having a cyclic feedback structure are deduced using incremental dissipativity theory. The method takes advantage of the incremental passivity properties of the constituent subsystems of the network nodes to reformulate the synchronization problem as one of achieving incremental passivity by coupling. The method can be used in the framework of contraction theory to constructively build a contracting metric for the incremental system. The result is illustrated for a network of biochemical oscillators. © 2011 IEEE.

Dynamic programming solutions for decentralized state-feedback LQG problems with communication delays

This paper presents explicit solutions for a class of decentralized LQG problems in which players communicate their states with delays. A method for decomposing the Bellman equation into a hierarchy of independent subproblems is introduced. Using this decomposition, all of the gains for the optimal controller are computed from the solution of a single algebraic Riccati equation. © 2012 AACC American Automatic Control Council).

On the structure of state-feedback LQG controllers for distributed systems with communication delays

This paper presents explicit solutions for a few distributed LQG problems in which players communicate their states with delays. The resulting control structure is reminiscent of a simple management hierarchy, in which a top level input is modified by newer, more localized information as it gets passed down the chain of command. It is hoped that the controller forms arising through optimization may lend insight into the control strategies of biological and social systems with communication delays. © 2011 IEEE.

Sensor data scheduling for linear quadratic Gaussian control with full state feedback

Networked control systems (NCSs) have attracted much attention in the past decade due to their many advantages and growing number of applications. Different than classic control systems, resources in NCSs, such as network bandwidth and communication energy, are often limited, which degrade the closed-loop system performance and may even cause the system to become unstable. Seeking a desired trade-off between the closed-loop system performance and the limited resources is thus one heated area of research. In this paper, we analyze the trade-off between the sensor-to-controller communication rate and the closed-loop system performance indexed by the conventional LQG control cost. We present and compare several sensor data schedules, and demonstrate that two event-based sensor data schedules provide better trade-off than an optimal offline schedule. Simulation examples are provided to illustrate the theories developed in the paper. © 2012 AACC American Automatic Control Council).

Synchronization with partial state feedback on SO(n)

In this paper we consider the problem of constructing a distributed feedback law to achieve synchronization for a group of k agents whose states evolve on SO(n) and which exchange only partial state information along communication links. The partial state information is given by the action of the state on reference vectors in ℝn. We propose a gradient based control law which achieves exponential local convergence to a synchronization configuration under a rank condition on a generalized Laplacian matrix. Furthermore, we discuss the case of time-varying reference vectors and provide a convergence result for this case. The latter helps reach synchronization, requiring less communication links and weaker conditions on the instantaneous reference vectors. Our methods are illustrated on an attitude synchronization problem where agents exchange only their relative positions observed in the respective body frames. ©2009 IEEE.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Output feedback H2 model matching for decentralized systems with delays

This paper gives a new solution to the output feedback H2 model matching problem for a large class of delayed information sharing patterns. Existing methods for similar problems typically reduce the decentralized problem to a centralized problem of higher state dimension. In contrast, this paper demonstrates that the decentralized model matching solution can be constructed from the original centralized solution via quadratic programming. © 2013 AACC American Automatic Control Council.

Designing output-feedback predictive controllers by reverse-engineering existing LTI controllers

An approach to designing a constrained output-feedback predictive controller that has the same small-signal properties as a pre-existing output-feedback linear time invariant controller is proposed. Systematic guidelines are proposed to select an appropriate (non-unique) realization of the resulting state observer. A method is proposed to transform a class of offset-free reference tracking controllers into the combination of an observer, steady-state target calculator and predictive controller. The procedure is demonstrated with a numerical example. © 2013 IEEE.