Robust Stability Analysis of Sparsely Interconnected Uncertain Systems

In this paper, we consider robust stability analysis of large-scale sparsely interconnected uncertain systems. By modeling the interconnections among the subsystems with integral quadratic constraints, we show that robust stability analysis of such systems can be performed by solving a set of sparse linear matrix inequalities. We also show that a sparse formulation of the analysis problem is equivalent to the classical formulation of the robustness analysis problem and hence does not introduce any additional conservativeness. The sparse formulation of the analysis problem allows us to apply methods that rely on efficient sparse factorization techniques, and our numerical results illustrate the effectiveness of this approach compared to methods that are based on the standard formulation of the analysis problem.Comment: Provisionally accepted to appear in IEEE Transactions on Automatic Contro

Distributed Robustness Analysis of Interconnected Uncertain Systems Using Chordal Decomposition

Large-scale interconnected uncertain systems commonly have large state and uncertainty dimensions. Aside from the heavy computational cost of solving centralized robust stability analysis techniques, privacy requirements in the network can also introduce further issues. In this paper, we utilize IQC analysis for analyzing large-scale interconnected uncertain systems and we evade these issues by describing a decomposition scheme that is based on the interconnection structure of the system. This scheme is based on the so-called chordal decomposition and does not add any conservativeness to the analysis approach. The decomposed problem can be solved using distributed computational algorithms without the need for a centralized computational unit. We further discuss the merits of the proposed analysis approach using a numerical experiment.Comment: 3 figures. Submitted to the 19th IFAC world congres

On the Limited Communication Analysis and Design for Decentralized Estimation

This paper pertains to the analysis and design of decentralized estimation schemes that make use of limited communication. Briefly, these schemes equip the sensors with scalar states that iteratively merge the measurements and the state of other sensors to be used for state estimation. Contrarily to commonly used distributed estimation schemes, the only information being exchanged are scalars, there is only one common time-scale for communication and estimation, and the retrieval of the state of the system and sensors is achieved in finite-time. We extend previous work to a more general setup and provide necessary and sufficient conditions required for the communication between the sensors that enable the use of limited communication decentralized estimation~schemes. Additionally, we discuss the cases where the sensors are memoryless, and where the sensors might not have the capacity to discern the contributions of other sensors. Based on these conditions and the fact that communication channels incur a cost, we cast the problem of finding the minimum cost communication graph that enables limited communication decentralized estimation schemes as an integer programming problem.Comment: Updates on the paper in CDC 201

On the Kalman-Yakubovich-Popov Lemma for Stabilizable Systems

The Kalman-Yakubovich-Popov (KYP) lemma has been a cornerstone in system theory and network analysis and synthesis. It relates an analytic property of a square transfer matrix in the frequency domain to a set of algebraic equations involving parameters of a minimal realization in time domain. This note proves that the KYP lemma is also valid for realizations which are stabilizable and observabl