Formal Controller Synthesis for Markov Jump Linear Systems with Uncertain Dynamics

Automated synthesis of provably correct controllers for cyber-physical systems is crucial for deployment in safety-critical scenarios. However, hybrid features and stochastic or unknown behaviours make this problem challenging. We propose a method for synthesising controllers for Markov jump linear systems (MJLSs), a class of discrete-time models for cyber-physical systems, so that they certifiably satisfy probabilistic computation tree logic (PCTL) formulae. An MJLS consists of a finite set of stochastic linear dynamics and discrete jumps between these dynamics that are governed by a Markov decision process (MDP). We consider the cases where the transition probabilities of this MDP are either known up to an interval or completely unknown. Our approach is based on a finite-state abstraction that captures both the discrete (mode-jumping) and continuous (stochastic linear) behaviour of the MJLS. We formalise this abstraction as an interval MDP (iMDP) for which we compute intervals of transition probabilities using sampling techniques from the so-called 'scenario approach', resulting in a probabilistically sound approximation. We apply our method to multiple realistic benchmark problems, in particular, a temperature control and an aerial vehicle delivery problem.Comment: 14 pages, 6 figures, under review at QES

Interplay Between Transmission Delay, Average Data Rate, and Performance in Output Feedback Control over Digital Communication Channels

The performance of a noisy linear time-invariant (LTI) plant, controlled over a noiseless digital channel with transmission delay, is investigated in this paper. The rate-limited channel connects the single measurement output of the plant to its single control input through a causal, but otherwise arbitrary, coder-controller pair. An infomation-theoretic approach is utilized to analyze the minimal average data rate required to attain the quadratic performance when the channel imposes a known constant delay on the transmitted data. This infimum average data rate is shown to be lower bounded by minimizing the directed information rate across a set of LTI filters and an additive white Gaussian noise (AWGN) channel. It is demonstrated that the presence of time delay in the channel increases the data rate needed to achieve a certain level of performance. The applicability of the results is verified through a numerical example. In particular, we show by simulations that when the optimal filters are used but the AWGN channel (used in the lower bound) is replaced by a simple scalar uniform quantizer, the resulting operational data rates are at most around 0.3 bits above the lower bounds.Comment: A less-detailed version of this paper has been accepted for publication in the proceedings of ACC 201

SOLUTION APPROXIMATIONS FOR LYAPUNOV TYPE EQUATIONS ASSOCIATED WITH LINEAR STOCHASTIC EQUATIONS WITH UNBOUNDED COEFFICIENTS AND COUNTABLY INFINITE MARKOV JUMPS

This paper discuses solution properties of the Lyapunov-type equations (LEs), associated with a class of linear stochastic equations with unbounded coefficients and countably infinite Markov jumps. It is proved that the mild solutions of these LEs can be obtained as weak limits of sequences of strong solutions of certain approximating systems of LEs. Unlike the case of linear stochastic equations without jumps [4], where the LEs acts on Banach spaces of linear and bounded operators and the mild solutions are strong limits of approximating strong solutions, in our case the LEs are defined on Banach spaces of infinite sequences of operators and the strong convergence is replaced by the weak convergence

Robust Performance Analysis for Time-Varying Multi-Agent Systems with Stochastic Packet Loss

Recently, a scalable approach to system analysis and controller synthesis for homogeneous multi-agent systems with Bernoulli distributed packet loss has been proposed. As a key result of that line of work, it was shown how to obtain upper bounds on the $H_2$-norm that are robust with respect to uncertain interconnection topologies. The main contribution of the current paper is to show that the same upper bounds hold not only for uncertain but also time-varying topologies that are superimposed with the stochastic packet loss. Because the results are formulated in terms of linear matrix inequalities that are independent of the number of agents, multi-agent systems of any size can be analysed efficiently. The applicability of the approach is demonstrated on a numerical first-order consensus example, on which the obtained upper bounds are compared to estimates from Monte-Carlo simulations.Comment: 8 pages, 4 figures. Extended version of a paper to be published at IFAC World Congress 202

Linear quadratic regulation of polytopic time-inhomogeneous Markov jump linear systems (extended version)

In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. We take into account this aspect by considering Markov jump linear systems where the underlying Markov chain is polytopic and time-inhomogeneous, i.e. its transition probability matrix is varying over time, with variations that are arbitrary within a polytopic set of stochastic matrices. We address and solve for this class of systems the infinite-horizon optimal control problem. In particular, we show that the optimal controller can be obtained from a set of coupled algebraic Riccati equations, and that for mean square stabilizable systems the optimal finite-horizon cost corresponding to the solution to a parsimonious set of coupled difference Riccati equations converges exponentially fast to the optimal infinite-horizon cost related to the set of coupled algebraic Riccati equations. All the presented concepts are illustrated on a numerical example showing the efficiency of the provided solution.Comment: Extended version of the paper accepted for the presentation at the European Control Conference (ECC 2019