Distributed Linear Quadratic Optimal Control: Compute Locally and Act Globally

In this paper we consider the distributed linear quadratic control problem for networks of agents with single integrator dynamics. We first establish a general formulation of the distributed LQ problem and show that the optimal control gain depends on global information on the network. Thus, the optimal protocol can only be computed in a centralized fashion. In order to overcome this drawback, we propose the design of protocols that are computed in a decentralized way. We will write the global cost functional as a sum of local cost functionals, each associated with one of the agents. In order to achieve 'good' performance of the controlled network, each agent then computes its own local gain, using sampled information of its neighboring agents. This decentralized computation will only lead to suboptimal global network behavior. However, we will show that the resulting network will reach consensus. A simulation example is provided to illustrate the performance of the proposed protocol.Comment: 7 pages, 2 figure

A Suboptimality Approach to Distributed Linear Quadratic Optimal Control

This paper is concerned with the distributed linear quadratic optimal control problem. In particular, we consider a suboptimal version of the distributed optimal control problem for undirected multi-agent networks. Given a multi-agent system with identical agent dynamics and an associated global quadratic cost functional, our objective is to design suboptimal distributed control laws that guarantee the controlled network to reach consensus and the associated cost to be smaller than an a priori given upper bound. We first analyze the suboptimality for a given linear system and then apply the results to linear multiagent systems. Two design methods are then provided to compute such suboptimal distributed controllers, involving the solution of a single Riccati inequality of dimension equal to the dimension of the agent dynamics, and the smallest nonzero and the largest eigenvalue of the graph Laplacian. Furthermore, we relax the requirement of exact knowledge of the smallest nonzero and largest eigenvalue of the graph Laplacian by using only lower and upper bounds on these eigenvalues. Finally, a simulation example is provided to illustrate our design method.Comment: 11 pages, 2 figure

Distributed linear quadratic optimal control:Compute locally and act globally

In this letter we consider the distributed lin- ear quadratic (LQ) control problem for networks of agents with single integrator dynamics. We first establish a general formulation of the distributed LQ problem and show that the optimal control gain depends on global information on the network. Thus, the optimal protocol can only be com- puted in a centralized fashion. In order to overcome this drawback, we propose the design of protocols that are com- puted in a decentralized way. We will write the global cost functional as a sum of local cost functionals, each asso- ciated with one of the agents. In order to achieve “good” performance of the controlled network, each agent then computes its own local gain, using sampled information of its neighboring agents. This decentralized computa- tion will only lead to suboptimal global network behavior. However, we will show that the resulting network will reach consensus

A Suboptimality Approach to Distributed Linear Quadratic Optimal Control

This note is concerned with a suboptimal version of the distributed linear quadratic optimal control problem for multiagent systems. Given a multiagent system with identical agent dynamics and an associated global quadratic cost functional, our objective is to design distributed control laws that achieve consensus and whose cost is smaller than an a priori given upper bound, for all initial states of the network that are bounded in norm by a given radius. A centralized design method is provided to compute such suboptimal controllers, involving the solution of a single Riccati inequality of dimension equal to the dimension of the agent dynamics, and the smallest nonzero and the largest eigenvalue of the Laplacian matrix. Furthermore, we relax the requirement of exact knowledge of the smallest nonzero and largest eigenvalue of the Laplacian matrix by using only lower and upper bounds on these eigenvalues. Finally, a simulation example is provided to illustrate our design method

Distributed Linear Quadratic Control and Filtering:a suboptimality approach

Design of distributed protocols for multi-agent systems has received extensive attention in the past two decades. A challenging problem in this context is to develop distributed synchronizing protocols that minimize given cost criteria. Recent years have also witnessed an increasing interest in problems of distributed state estimation for large-scale systems. Two challenging problems in this context are the problems of distributed H-2 and H-infinity optimal filtering.In this dissertation, we study both distributed linear quadratic optimal control problems and distributed filtering problems. In the framework of distributed linear quadratic control, both for leaderless and leader-follower multi-agent systems we provide design methods for computing state-feedback-based distributed suboptimal synchronizing protocols. In the framework of distributed H-2 suboptimal control, both for homogeneous and heterogeneous multi-agent systems we establish design methods for computing state-feedback-based and output-feedback-based distributed suboptimal synchronizing protocols.The distributed H-2 and H-infinity optimal filtering problem are the problems of designing local filter gains such that the H-2 or H-infinity norm of the transfer matrix from the disturbance input to the output estimation error is minimized, while all local filters reconstruct the full system state asymptotically. Due to their non-convex nature, it is not clear whether optimal solutions exist. Instead of studying these optimal filtering problems, in this dissertation we therefore address suboptimality versions of these problems and provide conceptual algorithms for obtaining H-2 and H-infinity suboptimal distributed filters, respectively

Analysis of a parallelized nonlinear elliptic boundary value problem solver with application to reacting flows

A parallelized finite difference code based on the Newton method for systems of nonlinear elliptic boundary value problems in two dimensions is analyzed in terms of computational complexity and parallel efficiency. An approximate cost function depending on 15 dimensionless parameters is derived for algorithms based on stripwise and boxwise decompositions of the domain and a one-to-one assignment of the strip or box subdomains to processors. The sensitivity of the cost functions to the parameters is explored in regions of parameter space corresponding to model small-order systems with inexpensive function evaluations and also a coupled system of nineteen equations with very expensive function evaluations. The algorithm was implemented on the Intel Hypercube, and some experimental results for the model problems with stripwise decompositions are presented and compared with the theory. In the context of computational combustion problems, multiprocessors of either message-passing or shared-memory type may be employed with stripwise decompositions to realize speedup of O(n), where n is mesh resolution in one direction, for reasonable n

Synchronization in complex networks

Synchronization processes in populations of locally interacting elements are in the focus of intense research in physical, biological, chemical, technological and social systems. The many efforts devoted to understand synchronization phenomena in natural systems take now advantage of the recent theory of complex networks. In this review, we report the advances in the comprehension of synchronization phenomena when oscillating elements are constrained to interact in a complex network topology. We also overview the new emergent features coming out from the interplay between the structure and the function of the underlying pattern of connections. Extensive numerical work as well as analytical approaches to the problem are presented. Finally, we review several applications of synchronization in complex networks to different disciplines: biological systems and neuroscience, engineering and computer science, and economy and social sciences.Comment: Final version published in Physics Reports. More information available at http://synchronets.googlepages.com

Computational Methods for Cognitive and Cooperative Robotics

In the last decades design methods in control engineering made substantial progress in the areas of robotics and computer animation. Nowadays these methods incorporate the newest developments in machine learning and artificial intelligence. But the problems of flexible and online-adaptive combinations of motor behaviors remain challenging for human-like animations and for humanoid robotics. In this context, biologically-motivated methods for the analysis and re-synthesis of human motor programs provide new insights in and models for the anticipatory motion synthesis. This thesis presents the author’s achievements in the areas of cognitive and developmental robotics, cooperative and humanoid robotics and intelligent and machine learning methods in computer graphics. The first part of the thesis in the chapter “Goal-directed Imitation for Robots” considers imitation learning in cognitive and developmental robotics. The work presented here details the author’s progress in the development of hierarchical motion recognition and planning inspired by recent discoveries of the functions of mirror-neuron cortical circuits in primates. The overall architecture is capable of ‘learning for imitation’ and ‘learning by imitation’. The complete system includes a low-level real-time capable path planning subsystem for obstacle avoidance during arm reaching. The learning-based path planning subsystem is universal for all types of anthropomorphic robot arms, and is capable of knowledge transfer at the level of individual motor acts. Next, the problems of learning and synthesis of motor synergies, the spatial and spatio-temporal combinations of motor features in sequential multi-action behavior, and the problems of task-related action transitions are considered in the second part of the thesis “Kinematic Motion Synthesis for Computer Graphics and Robotics”. In this part, a new approach of modeling complex full-body human actions by mixtures of time-shift invariant motor primitives in presented. The online-capable full-body motion generation architecture based on dynamic movement primitives driving the time-shift invariant motor synergies was implemented as an online-reactive adaptive motion synthesis for computer graphics and robotics applications. The last chapter of the thesis entitled “Contraction Theory and Self-organized Scenarios in Computer Graphics and Robotics” is dedicated to optimal control strategies in multi-agent scenarios of large crowds of agents expressing highly nonlinear behaviors. This last part presents new mathematical tools for stability analysis and synthesis of multi-agent cooperative scenarios.In den letzten Jahrzehnten hat die Forschung in den Bereichen der Steuerung und Regelung komplexer Systeme erhebliche Fortschritte gemacht, insbesondere in den Bereichen Robotik und Computeranimation. Die Entwicklung solcher Systeme verwendet heutzutage neueste Methoden und Entwicklungen im Bereich des maschinellen Lernens und der künstlichen Intelligenz. Die flexible und echtzeitfähige Kombination von motorischen Verhaltensweisen ist eine wesentliche Herausforderung für die Generierung menschenähnlicher Animationen und in der humanoiden Robotik. In diesem Zusammenhang liefern biologisch motivierte Methoden zur Analyse und Resynthese menschlicher motorischer Programme neue Erkenntnisse und Modelle für die antizipatorische Bewegungssynthese. Diese Dissertation präsentiert die Ergebnisse der Arbeiten des Autors im Gebiet der kognitiven und Entwicklungsrobotik, kooperativer und humanoider Robotersysteme sowie intelligenter und maschineller Lernmethoden in der Computergrafik. Der erste Teil der Dissertation im Kapitel “Zielgerichtete Nachahmung für Roboter” behandelt das Imitationslernen in der kognitiven und Entwicklungsrobotik. Die vorgestellten Arbeiten beschreiben neue Methoden für die hierarchische Bewegungserkennung und -planung, die durch Erkenntnisse zur Funktion der kortikalen Spiegelneuronen-Schaltkreise bei Primaten inspiriert wurden. Die entwickelte Architektur ist in der Lage, ‘durch Imitation zu lernen’ und ‘zu lernen zu imitieren’. Das komplette entwickelte System enthält ein echtzeitfähiges Pfadplanungssubsystem zur Hindernisvermeidung während der Durchführung von Armbewegungen. Das lernbasierte Pfadplanungssubsystem ist universell und für alle Arten von anthropomorphen Roboterarmen in der Lage, Wissen auf der Ebene einzelner motorischer Handlungen zu übertragen. Im zweiten Teil der Arbeit “Kinematische Bewegungssynthese für Computergrafik und Robotik” werden die Probleme des Lernens und der Synthese motorischer Synergien, d.h. von räumlichen und räumlich-zeitlichen Kombinationen motorischer Bewegungselemente bei Bewegungssequenzen und bei aufgabenbezogenen Handlungs übergängen behandelt. Es wird ein neuer Ansatz zur Modellierung komplexer menschlicher Ganzkörperaktionen durch Mischungen von zeitverschiebungsinvarianten Motorprimitiven vorgestellt. Zudem wurde ein online-fähiger Synthesealgorithmus für Ganzköperbewegungen entwickelt, der auf dynamischen Bewegungsprimitiven basiert, die wiederum auf der Basis der gelernten verschiebungsinvarianten Primitive konstruiert werden. Dieser Algorithmus wurde für verschiedene Probleme der Bewegungssynthese für die Computergrafik- und Roboteranwendungen implementiert. Das letzte Kapitel der Dissertation mit dem Titel “Kontraktionstheorie und selbstorganisierte Szenarien in der Computergrafik und Robotik” widmet sich optimalen Kontrollstrategien in Multi-Agenten-Szenarien, wobei die Agenten durch eine hochgradig nichtlineare Kinematik gekennzeichnet sind. Dieser letzte Teil präsentiert neue mathematische Werkzeuge für die Stabilitätsanalyse und Synthese von kooperativen Multi-Agenten-Szenarien

Stochastic timeseries analysis in electric power systems and paleo-climate data

In this thesis a data science study of elementary stochastic processes is laid, aided with the development of two numerical software programmes, applied to power-grid frequency studies and Dansgaard--Oeschger events in paleo-climate data. Power-grid frequency is a key measure in power grid studies. It comprises the balance of power in a power grid at any instance. In this thesis an elementary Markovian Langevin-like stochastic process is employed, extending from existent literature, to show the basic elements of power-grid frequency dynamics can be modelled in such manner. Through a data science study of power-grid frequency data, it is shown that fluctuations scale in an inverse square-root relation with their size, alike any other stochastic process, confirming previous theoretical results. A simple Ornstein--Uhlenbeck is offered as a surrogate model for power-grid frequency dynamics, with a versatile input of driving deterministic functions, showing not surprisingly that driven stochastic processes with Gaussian noise do not necessarily show a Gaussian distribution. A study of the correlations between recordings of power-grid frequency in the same power-grid system reveals they are correlated, but a theoretical understanding is yet to be developed. A super-diffusive relaxation of amplitude synchronisation is shown to exist in space in coupled power-grid systems, whereas a linear relation is evidenced for the emergence of phase synchronisation. Two Python software packages are designed, offering the possibility to extract conditional moments for Markovian stochastic processes of any dimension, with a particular application for Markovian jump-diffusion processes for one-dimensional timeseries. Lastly, a study of Dansgaard--Oeschger events in recordings of paleoclimate data under the purview of bivariate Markovian jump-diffusion processes is proposed, augmented by a semi-theoretical study of bivariate stochastic processes, offering an explanation for the discontinuous transitions in these events and showing the existence of deterministic couplings between the recordings of the dust concentration and a proxy for the atmospheric temperature