<i>H</i>₂ and mixed <i>H</i>₂/<i>H</i>_∞ Stabilization and Disturbance Attenuation for Differential Linear Repetitive Processes

Repetitive processes are a distinct class of two-dimensional systems (i.e., information propagation in two independent directions) of both systems theoretic and applications interest. A systems theory for them cannot be obtained by direct extension of existing techniques from standard (termed 1-D here) or, in many cases, two-dimensional (2-D) systems theory. Here, we give new results towards the development of such a theory in H2 and mixed H2/H∞ settings. These results are for the sub-class of so-called differential linear repetitive processes and focus on the fundamental problems of stabilization and disturbance attenuation

Correct-By-Construction Control Synthesis for Systems with Disturbance and Uncertainty

This dissertation focuses on correct-by-construction control synthesis for Cyber-Physical Systems (CPS) under model uncertainty and disturbance. CPSs are systems that interact with the physical world and perform complicated dynamic tasks where safety is often the overriding factor. Correct-by-construction control synthesis is a concept that provides formal performance guarantees to closed-loop systems by rigorous mathematic reasoning. Since CPSs interact with the environment, disturbance and modeling uncertainty are critical to the success of the control synthesis. Disturbance and uncertainty may come from a variety of sources, such as exogenous disturbance, the disturbance caused by co-existing controllers and modeling uncertainty. To better accommodate the different types of disturbance and uncertainty, the verification and control synthesis methods must be chosen accordingly. Four approaches are included in this dissertation. First, to deal with exogenous disturbance, a polar algorithm is developed to compute an avoidable set for obstacle avoidance. Second, a supervised learning based method is proposed to design a good student controller that has safety built-in and rarely triggers the intervention of the supervisory controller, thus targeting the design of the student controller. Third, to deal with the disturbance caused by co-existing controllers, a Lyapunov verification method is proposed to formally verify the safety of coexisting controllers while respecting the confidentiality requirement. Finally, a data-driven approach is proposed to deal with model uncertainty. A minimal robust control invariant set is computed for an uncertain dynamic system without a given model by first identifying the set of admissible models and then simultaneously computing the invariant set while selecting the optimal model. The proposed methods are applicable to many real-world applications and reflect the notion of using the structure of the system to achieve performance guarantees without being overly conservative.PHDMechanical EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/145933/1/chenyx_1.pd

Efficient Sensitivity Analysis for Parametric Robust Markov Chains

We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are available. We measure sensitivity in terms of partial derivatives with respect to the uncertain transition probabilities regarding measures such as the expected reward. As our main contribution, we present an efficient method to compute these partial derivatives. To scale our approach to models with thousands of parameters, we present an extension of this method that selects the subset of $k$ parameters with the highest partial derivative. Our methods are based on linear programming and differentiating these programs around a given value for the parameters. The experiments show the applicability of our approach on models with over a million states and thousands of parameters. Moreover, we embed the results within an iterative learning scheme that profits from having access to a dedicated sensitivity analysis

Fault-tolerant wide-area control of power systems

In this thesis, the stability and performance of closed-loop systems following the loss of sensors or feedback signals (sensor faults) are studied. The objective is to guarantee stability in the face of sensor faults while optimising performance under nominal (no sensor fault) condition. One of the main contributions of this work is to deal effectively with the combinatorial binary nature of the problem when the number of sensors is large. Several fault-tolerant controller and observer architectures that are suitable for different applications are proposed and their effectiveness demonstrated. The problems are formulated in terms of the existence of feasible solutions to linear matrix inequalities. The formulations presented in this work are described in a general form and can be applied to a large class of systems. In particular, the use of fault-tolerant architectures for damping inter-area oscillations in power systems using wide-area signals has been demonstrated. As an extension of the proposed formulations, regional pole placement to enhance the damping of inter-area modes has been incorporated. The objective is to achieve specified damping ratios for the inter-area modes and maximise the closed-loop performance under nominal condition while guaranteeing stability for all possible combinations of sensors faults. The performances of the proposed fault-tolerant architectures are validated through extensive nonlinear simulations using a simplified equivalent model of the Nordic power system.Open Acces

Efficient Sensitivity Analysis for Parametric Robust Markov Chains

We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are available. We measure sensitivity in terms of partial derivatives with respect to the uncertain transition probabilities regarding measures such as the expected reward. As our main contribution, we present an efficient method to compute these partial derivatives. To scale our approach to models with thousands of parameters, we present an extension of this method that selects the subset of $k$ parameters with the highest partial derivative. Our methods are based on linear programming and differentiating these programs around a given value for the parameters. The experiments show the applicability of our approach on models with over a million states and thousands of parameters. Moreover, we embed the results within an iterative learning scheme that profits from having access to a dedicated sensitivity analysis.Comment: To be presented at CAV 202

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

Increasing the Reliability of Power and Communication Networks via Robust Optimization

Uncertainty plays an increasingly significant role in the planning and operation of complex networked infrastructure. The inclusion of variable renewable energy in power systems makes ensuring basic grid requirements such as transmission line constraints and the power balance between supply and demand more involved. Likewise, data traffic in communication networks varies greatly with user preferences and service availability, and with communication networks carrying more traffic than ever due to the surge in network-enabled devices, coping with the highly variable data flows between server and end-users becomes more crucial for the network's overall stability. Within this context, we propose in this thesis new adaptable methods for optimizing flows in power and communication systems that explicitly consider the growing variability in these systems to guarantee optimal operation with a flexible degree of reliability. The proposed methods use a robust optimization framework, making constraints dependent on uncertain factors tractable by replacing originally stochastic conditions with deterministic counterparts. The primary benefit of robust methods is that they ensure the system is feasible for any values of the uncertain variables within a given continuous set of possible realizations. This, however, can lead to excessively conservative solutions. Therefore, we also investigate how to reduce the conservativeness of the proposed algorithms. This thesis focuses on two classes of problems in power and communication systems, flow control and the placement of flow-controlling devices. In power systems, flow control refers to actions that induce changes in the power carried by transmission lines to minimize or maximize a specific objective value while considering the electrical grid's physical constraints. Some examples of power flow control actions are the change of switching equipment's state, regulation of generators' set points, and the management of the so-called Flexible AC Transmission Systems (FACTS) devices. For the last two action types, we propose a robust approach to optimize the corresponding control policies. As for communication networks, (data) flow control is implemented at each router in the network. These routers define the path and the rate data is forwarded using routing tables. We show that it is possible to robustly design policies to adapt these routing tables that optimize the data flows in the network depending on the instantaneous rate of the system's exogenous inputs. For both flow problems, we employ a robust optimization framework where affine-linear functions parametrize the flow control policies. The parametrized policies can be efficiently computed via linear or quadratic programming, depending on the system's constraints. Furthermore, we consider the placement problems in the form of FACTS placement and the embedding of virtual networks in an existing communication network to improve the reliability of the network systems. Both problems are formulated as robust Mixed-Integer Linear Programs (MILP). However, because finding provable optimal solutions in large networks is computationally challenging, we also develop approximate algorithms that can yield near-optimal results while being several times faster to solve than the original MILP. In the proposed robust framework, the flow control and the placement of controlling-devices problems are solved together to take into account the coupling effects of the two optimization measures. We demonstrate the proposed methodology in a series of use cases in power and communication systems. We also consider applications in Smart Grids, where communication and electric networks are closely interlinked. E.g., communication infrastructure enables real-time monitoring of the status of power grids and sending timely control signals to devices controlling the electric flow. Due to the increasing number of renewable energy resources, Smart Grids must adapt to fast changes in operating conditions while meeting application-dependent reliability requirements. The robust optimization methods introduced in this thesis can thus use the synergy between flexible power and communication systems to provide secure and efficient Smart Grid operation

A Data-Driven Frequency-Domain Approach for Robust Controller Design via Convex Optimization

The objective of this dissertation is to develop data-driven frequency-domain methods for designing robust controllers through the use of convex optimization algorithms. Many of today's industrial processes are becoming more complex, and modeling accurate physical models for these plants using first principles may be impossible. With the increased developments in the computing world, large amounts of measured data can be easily collected and stored for processing purposes. Data can also be collected and used in an on-line fashion. Thus it would be very sensible to make full use of this data for controller design, performance evaluation, and stability analysis. The design methods imposed in this work ensure that the dynamics of a system are captured in an experiment and avoids the problem of unmodeled dynamics associated with parametric models. The devised methods consider robust designs for both linear-time-invariant (LTI) single-input-single-output (SISO) systems and certain classes of nonlinear systems. In this dissertation, a data-driven approach using the frequency response function of a system is proposed for designing robust controllers with H&infin; performance. Necessary and sufficient conditions are derived for obtaining H&infin; performance while guaranteeing the closed-loop stability of a system. A convex optimization algorithm is implemented to obtain the controller parameters which ensure system robustness; the controller is robust with respect to the frequency-dependent uncertainties of the frequency response function. For a certain class of nonlinearities, the proposed method can be used to obtain a best-linear-approximation with an associated frequency dependent uncertainty to guarantee the stability and performance for the underlying linear system that is subject to nonlinear distortions. The concepts behind these design methods are then used to devise necessary and sufficient conditions for ensuring the closed-loop stability of systems with sector-bounded nonlinearities. The conditions are simple convex feasibility constraints which can be used to stabilize systems with multi-model uncertainty. Additionally, a method is proposed for obtaining H&infin; performance for an approximate model (i.e., describing function) of a sector-bounded nonlinearity. This work also proposes several data-driven methods for designing robust fixed-structure controllers with H&infin; performance. One method considers the solution to a non-convex problem, while another method convexifies the problem and implements an iterative algorithm to obtain the local solution (which can also consider H2 performance). The effectiveness of the proposed method(s) is illustrated by considering several case studies that require robust controllers for achieving the desired performance. The main applicative work in this dissertation is with respect to a power converter control system at the European Organization for Nuclear Research (CERN) (which is used to control the current in a magnet to produce the desired field in controlling particle trajectories in accelerators). The proposed design methods are implemented in order to satisfy the challenging performance specifications set by the application while guaranteeing the system stability and robustness using data-driven design strategies