On the genericity properties in networked estimation: Topology design and sensor placement

In this paper, we consider networked estimation of linear, discrete-time dynamical systems monitored by a network of agents. In order to minimize the power requirement at the (possibly, battery-operated) agents, we require that the agents can exchange information with their neighbors only \emph{once per dynamical system time-step}; in contrast to consensus-based estimation where the agents exchange information until they reach a consensus. It can be verified that with this restriction on information exchange, measurement fusion alone results in an unbounded estimation error at every such agent that does not have an observable set of measurements in its neighborhood. To over come this challenge, state-estimate fusion has been proposed to recover the system observability. However, we show that adding state-estimate fusion may not recover observability when the system matrix is structured-rank ($S$-rank) deficient. In this context, we characterize the state-estimate fusion and measurement fusion under both full $S$-rank and $S$-rank deficient system matrices.Comment: submitted for IEEE journal publicatio

Consensus with Linear Objective Maps

A consensus system is a linear multi-agent system in which agents communicate to reach a so-called consensus state, defined as the average of the initial states of the agents. Consider a more generalized situation in which each agent is given a positive weight and the consensus state is defined as the weighted average of the initial conditions. We characterize in this paper the weighted averages that can be evaluated in a decentralized way by agents communicating over a directed graph. Specifically, we introduce a linear function, called the objective map, that defines the desired final state as a function of the initial states of the agents. We then provide a complete answer to the question of whether there is a decentralized consensus dynamics over a given digraph which converges to the final state specified by an objective map. In particular, we characterize not only the set of objective maps that are feasible for a given digraph, but also the consensus dynamics that implements the objective map. In addition, we present a decentralized algorithm to design the consensus dynamics

Design of Optimal Sparse Feedback Gains via the Alternating Direction Method of Multipliers

We design sparse and block sparse feedback gains that minimize the variance amplification (i.e., the $H_2$ norm) of distributed systems. Our approach consists of two steps. First, we identify sparsity patterns of feedback gains by incorporating sparsity-promoting penalty functions into the optimal control problem, where the added terms penalize the number of communication links in the distributed controller. Second, we optimize feedback gains subject to structural constraints determined by the identified sparsity patterns. In the first step, the sparsity structure of feedback gains is identified using the alternating direction method of multipliers, which is a powerful algorithm well-suited to large optimization problems. This method alternates between promoting the sparsity of the controller and optimizing the closed-loop performance, which allows us to exploit the structure of the corresponding objective functions. In particular, we take advantage of the separability of the sparsity-promoting penalty functions to decompose the minimization problem into sub-problems that can be solved analytically. Several examples are provided to illustrate the effectiveness of the developed approach.Comment: To appear in IEEE Trans. Automat. Contro