Distributed Design for Decentralized Control using Chordal Decomposition and ADMM

We propose a distributed design method for decentralized control by exploiting the underlying sparsity properties of the problem. Our method is based on chordal decomposition of sparse block matrices and the alternating direction method of multipliers (ADMM). We first apply a classical parameterization technique to restrict the optimal decentralized control into a convex problem that inherits the sparsity pattern of the original problem. The parameterization relies on a notion of strongly decentralized stabilization, and sufficient conditions are discussed to guarantee this notion. Then, chordal decomposition allows us to decompose the convex restriction into a problem with partially coupled constraints, and the framework of ADMM enables us to solve the decomposed problem in a distributed fashion. Consequently, the subsystems only need to share their model data with their direct neighbours, not needing a central computation. Numerical experiments demonstrate the effectiveness of the proposed method.Comment: 11 pages, 8 figures. Accepted for publication in the IEEE Transactions on Control of Network System

Block-Diagonal Solutions to Lyapunov Inequalities and Generalisations of Diagonal Dominance

Diagonally dominant matrices have many applications in systems and control theory. Linear dynamical systems with scaled diagonally dominant drift matrices, which include stable positive systems, allow for scalable stability analysis. For example, it is known that Lyapunov inequalities for this class of systems admit diagonal solutions. In this paper, we present an extension of scaled diagonally dominance to block partitioned matrices. We show that our definition describes matrices admitting block-diagonal solutions to Lyapunov inequalities and that these solutions can be computed using linear algebraic tools. We also show how in some cases the Lyapunov inequalities can be decoupled into a set of lower dimensional linear matrix inequalities, thus leading to improved scalability. We conclude by illustrating some advantages and limitations of our results with numerical examples.Comment: 6 pages, to appear in Proceedings of the Conference on Decision and Control 201

On the Existence of Block-Diagonal Solutions to Lyapunov and H∞\mathcal{H}_{\infty} Riccati Inequalities

In this paper, we describe sufficient conditions when block-diagonal solutions to Lyapunov and $\mathcal{H}_{\infty}$ Riccati inequalities exist. In order to derive our results, we define a new type of comparison systems, which are positive and are computed using the state-space matrices of the original (possibly nonpositive) systems. Computing the comparison system involves only the calculation of $\mathcal{H}_{\infty}$ norms of its subsystems. We show that the stability of this comparison system implies the existence of block-diagonal solutions to Lyapunov and Riccati inequalities. Furthermore, our proof is constructive and the overall framework allows the computation of block-diagonal solutions to these matrix inequalities with linear algebra and linear programming. Numerical examples illustrate our theoretical results.Comment: This is an extended technical report. The main results have been accepted for publication as a technical note in the IEEE Transactions on Automatic Contro

Receding-horizon switched linear system design: a semidefinite programming approach with distributed computation

This dissertation presents a framework for analysis and controller synthesis problems for switched linear systems. These are multi-modal systems whose parameters vary within a finite set according to the state of a discrete time automaton; the switching signal may be unconstrained or may be drawn from a language of admissible switching signals. This model of system dynamics and discrete logic has many applications in a number of engineering contexts. A receding-horizon type approach is taken by designing controllers with access to a finite-length preview of future modes and finite memory of past modes; the length of both preview and memory are taken as design choices. The results developed here take the form of nested sequences of SDP feasibility problems. These conditions are exact in that the feasibility of any element of the sequence is sufficient to construct a suitable controller, while the existence of a suitable controller necessitates the feasibility of some element of the sequence. Considered first is the problem of controller synthesis for the stabilization of switched systems. These developments serve both as a control problem of interest and a demonstration of the methods used to solve subsequent switched control problems. Exact conditions for the existence of a controller are developed, along with converse results which rule out levels of closed-loop stability based on the infeasibility of individual SDP problems. This permits the achievable closed-loop performance level to be approximated to arbitrary accuracy. Examined next are two different performance problems: one of disturbance attenuation and one of windowed variance. For each problem, controller synthesis conditions are presented exactly in the form of SDP feasibility problems which may be optimized to determine levels of performance. In both cases, the performance level may be taken as uniform or allowed to vary based on the switching path encountered. The controller synthesis conditions presented here can grow both large and computationally intensive, but they share a common structural sparsity which may be exploited. The last part of this dissertation examines this structure and presents a distributed approach to solving such problems. This maintains the tractability of these results even at large scales, expanding the scope of systems to which these methods can be applied

Convex Identifcation of Stable Dynamical Systems

This thesis concerns the scalable application of convex optimization to data-driven modeling of dynamical systems, termed system identi cation in the control community. Two problems commonly arising in system identi cation are model instability (e.g. unreliability of long-term, open-loop predictions), and nonconvexity of quality-of- t criteria, such as simulation error (a.k.a. output error). To address these problems, this thesis presents convex parametrizations of stable dynamical systems, convex quality-of- t criteria, and e cient algorithms to optimize the latter over the former. In particular, this thesis makes extensive use of Lagrangian relaxation, a technique for generating convex approximations to nonconvex optimization problems. Recently, Lagrangian relaxation has been used to approximate simulation error and guarantee nonlinear model stability via semide nite programming (SDP), however, the resulting SDPs have large dimension, limiting their practical utility. The rst contribution of this thesis is a custom interior point algorithm that exploits structure in the problem to signi cantly reduce computational complexity. The new algorithm enables empirical comparisons to established methods including Nonlinear ARX, in which superior generalization to new data is demonstrated. Equipped with this algorithmic machinery, the second contribution of this thesis is the incorporation of model stability constraints into the maximum likelihood framework. Speci - cally, Lagrangian relaxation is combined with the expectation maximization (EM) algorithm to derive tight bounds on the likelihood function, that can be optimized over a convex parametrization of all stable linear dynamical systems. Two di erent formulations are presented, one of which gives higher delity bounds when disturbances (a.k.a. process noise) dominate measurement noise, and vice versa. Finally, identi cation of positive systems is considered. Such systems enjoy substantially simpler stability and performance analysis compared to the general linear time-invariant iv Abstract (LTI) case, and appear frequently in applications where physical constraints imply nonnegativity of the quantities of interest. Lagrangian relaxation is used to derive new convex parametrizations of stable positive systems and quality-of- t criteria, and substantial improvements in accuracy of the identi ed models, compared to existing approaches based on weighted equation error, are demonstrated. Furthermore, the convex parametrizations of stable systems based on linear Lyapunov functions are shown to be amenable to distributed optimization, which is useful for identi cation of large-scale networked dynamical systems

A Convex Approach to Sparse H∞ Analysis & Synthesis

In this paper, we propose a new robust analysis tool motivated by large-scale systems. The H∞ norm of a system measures its robustness by quantifying the worst-case behavior of a system perturbed by a unit-energy disturbance. However, the disturbance that induces such worst-case behavior requires perfect coordination among all disturbance channels. Given that many systems of interest, such as the power grid, the internet and automated vehicle platoons, are large-scale and spatially distributed, such coordination may not be possible, and hence the H∞ norm, used as a measure of robustness, may be too conservative. We therefore propose a cardinality constrained variant of the H∞ norm in which an adversarial disturbance can use only a limited number of channels. As this problem is inherently combinatorial, we present a semidefinite programming (SDP) relaxation based on the ℓ_1 norm that yields an upper bound on the cardinality constrained robustness problem. We further propose a simple rounding heuristic based on the optimal solution of our SDP relaxation, which provides a corresponding lower bound. Motivated by privacy in large-scale systems, we also extend these relaxations to computing the minimum gain of a system subject to a limited number of inputs. Finally, we also present a SDP based optimal controller synthesis method for minimizing the SDP relaxation of our novel robustness measure. The effectiveness of our semidefinite relaxation is demonstrated through numerical examples