Reduction of Second-Order Network Systems with Structure Preservation

This paper proposes a general framework for structure-preserving model reduction of a secondorder network system based on graph clustering. In this approach, vertex dynamics are captured by the transfer functions from inputs to individual states, and the dissimilarities of vertices are quantified by the H2-norms of the transfer function discrepancies. A greedy hierarchical clustering algorithm is proposed to place those vertices with similar dynamics into same clusters. Then, the reduced-order model is generated by the Petrov-Galerkin method, where the projection is formed by the characteristic matrix of the resulting network clustering. It is shown that the simplified system preserves an interconnection structure, i.e., it can be again interpreted as a second-order system evolving over a reduced graph. Furthermore, this paper generalizes the definition of network controllability Gramian to second-order network systems. Based on it, we develop an efficient method to compute H2-norms and derive the approximation error between the full-order and reduced-order models. Finally, the approach is illustrated by the example of a small-world network

Optimal Control of Two-Player Systems with Output Feedback

In this article, we consider a fundamental decentralized optimal control problem, which we call the two-player problem. Two subsystems are interconnected in a nested information pattern, and output feedback controllers must be designed for each subsystem. Several special cases of this architecture have previously been solved, such as the state-feedback case or the case where the dynamics of both systems are decoupled. In this paper, we present a detailed solution to the general case. The structure of the optimal decentralized controller is reminiscent of that of the optimal centralized controller; each player must estimate the state of the system given their available information and apply static control policies to these estimates to compute the optimal controller. The previously solved cases benefit from a separation between estimation and control which allows one to compute the control and estimation gains separately. This feature is not present in general, and some of the gains must be solved for simultaneously. We show that computing the required coupled estimation and control gains amounts to solving a small system of linear equations

Distributed Control with Low-Rank Coordination

A common approach to distributed control design is to impose sparsity constraints on the controller structure. Such constraints, however, may greatly complicate the control design procedure. This paper puts forward an alternative structure, which is not sparse yet might nevertheless be well suited for distributed control purposes. The structure appears as the optimal solution to a class of coordination problems arising in multi-agent applications. The controller comprises a diagonal (decentralized) part, complemented by a rank-one coordination term. Although this term relies on information about all subsystems, its implementation only requires a simple averaging operation

On Submodularity and Controllability in Complex Dynamical Networks

Controllability and observability have long been recognized as fundamental structural properties of dynamical systems, but have recently seen renewed interest in the context of large, complex networks of dynamical systems. A basic problem is sensor and actuator placement: choose a subset from a finite set of possible placements to optimize some real-valued controllability and observability metrics of the network. Surprisingly little is known about the structure of such combinatorial optimization problems. In this paper, we show that several important classes of metrics based on the controllability and observability Gramians have a strong structural property that allows for either efficient global optimization or an approximation guarantee by using a simple greedy heuristic for their maximization. In particular, the mapping from possible placements to several scalar functions of the associated Gramian is either a modular or submodular set function. The results are illustrated on randomly generated systems and on a problem of power electronic actuator placement in a model of the European power grid.Comment: Original arXiv version of IEEE Transactions on Control of Network Systems paper (Volume 3, Issue 1), with a addendum (located in the ancillary documents) that explains an error in a proof of the original paper and provides a counterexample to the corresponding resul

Linear Hamilton Jacobi Bellman Equations in High Dimensions

The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems with more than moderate state space size due to the curse of dimensionality. This work combines recent results in the structure of the HJB, and its reduction to a linear Partial Differential Equation (PDE), with methods based on low rank tensor representations, known as a separated representations, to address the curse of dimensionality. The result is an algorithm to solve optimal control problems which scales linearly with the number of states in a system, and is applicable to systems that are nonlinear with stochastic forcing in finite-horizon, average cost, and first-exit settings. The method is demonstrated on inverted pendulum, VTOL aircraft, and quadcopter models, with system dimension two, six, and twelve respectively.Comment: 8 pages. Accepted to CDC 201