Worst-case analysis of identification - BIBO robustness for closed loop data

This paper deals with the worst-case analysis of identification of linear shift-invariant (possibly) infinite-dimensional systems. A necessary and sufficient input richness condition for the existence of robustly convergent identification algorithms in l1 is given. A closed-loop identification setting is studied to cover both stable and unstable (but BIBO stabilizable) systems. Identification (or modeling) error is then measured by distance functions which lead to the weakest convergence notions for systems such that closed-loop stability, in the sense of BIBO stability, is a robust property. Worst-case modeling error bounds in several distance functions are include

A biased approach to nonlinear robust stability and performance with applications to adaptive control

The nonlinear robust stability theory of Georgiou and Smith [IEEE Trans. Automat. Control, 42 (1997), pp. 1200–1229] is generalized to the case of notions of stability with bias terms. An example from adaptive control illustrates nontrivial robust stability certificates for systems which the previous unbiased theory could not establish a nonzero robust stability margin. This treatment also shows that the bounded-input bounded-output robust stability results for adaptive controllers in French [IEEE Trans. Automat. Control, 53 (2008), pp. 461–478] can be refined to show preservation of biased forms of stability under gap perturbations. In the nonlinear setting, it also is shown that in contrast to linear time invariant systems, the problem of optimizing nominal performance is not equivalent to maximizing the robust stability margin

Estimation and Control of Dynamical Systems with Applications to Multi-Processor Systems

System and control theory is playing an increasingly important role in the design and analysis of computing systems. This thesis investigates a set of estimation and control problems that are driven by new challenges presented by next-generation Multi-Processor Systems on Chips (MPSoCs). Specifically, we consider problems related to state norm estimation, state estimation for positive systems, sensor selection, and nonlinear output tracking. Although these problems are motivated by applications to multi-processor systems, the corresponding theory and algorithms are developed for general dynamical systems. We first study state norm estimation for linear systems with unknown inputs. Specifically, we consider a formulation where the unknown inputs and initial condition of the system are bounded in magnitude, and the objective is to construct an unknown input norm-observer which estimates an upper bound for the norm of the states. This class of problems is motivated by the need to estimate the maximum temperature across a multi-core processor, based on a given model of the thermal dynamics. In order to characterize the existence of the norm observer, we propose a notion of bounded-input-bounded-output-bounded-state (BIBOBS) stability; this concept supplements various system properties, including bounded-input-bounded-output (BIBO) stability, bounded-input-bounded-state (BIBS) stability, and input-output-to-state stability (IOSS).We provide necessary and sufficient conditions on the system matrices under which a linear system is BIBOBS stable, and show that the set of modes of the system with magnitude 1 plays a key role. A construction for the unknown input norm-observer follows as a byproduct. Then we investigate the state estimation problem for positive linear systems with unknown inputs. This problem is also motivated by the need to monitor the temperature of a multi-processor system and the property of positivity arises due to the physical nature of the thermal model. We extend the concept of strong observability to positive systems and as a negative result, we show that the additional information on positivity does not help in state estimation. Since the states of the system are always positive, negative state estimates are meaningless and the positivity of the observers themselves may be desirable in certain applications. Moreover, positive systems possess certain desired robustness properties. Thus, for positive systems where state estimation with unknown inputs is possible, we provide a linear programming based design procedure for delayed positive observers. Next we consider the problem of selecting an optimal set of sensors to estimate the states of linear dynamical systems; in the context of multi-core processors, this problem arises due to the need to place thermal sensors in order to perform state estimation. The goal is to choose (at design-time) a subset of sensors (satisfying certain budget constraints) from a given set in order to minimize the trace of the steady state a priori or a posteriori error covariance produced by a Kalman filter. We show that the a priori and a posteriori error covariance-based sensor selection problems are both NP-hard, even under the additional assumption that the system is stable. We then provide bounds on the worst-case performance of sensor selection algorithms based on the system dynamics, and show that certain greedy algorithms are optimal for two classes of systems. However, as a negative result, we show that certain typical objective functions are not submodular or supermodular in general. While this makes it difficult to evaluate the performance of greedy algorithms for sensor selection (outside of certain special cases), we show via simulations that these greedy algorithms perform well in practice. Finally, we study the output tracking problem for nonlinear systems with constraints. This class of problems arises due to the need to optimize the energy consumption of the CPU-GPU subsystem in multi-processor systems while satisfying certain Quality of Service (QoS) requirements. In order for the system output to track a class of bounded reference signals with limited online computational resources, we propose a sampling-based explicit nonlinear model predictive control (ENMPC) approach, where only a bound on the admissible references is known to the designer a priori. The basic idea of sampling-based ENMPC is to sample the state and reference signal space using deterministic sampling and construct the ENMPC by using regression methods. The proposed approach guarantees feasibility and stability for all admissible references and ensures asymptotic convergence to the set-point. Furthermore, robustness through the use of an ancillary controller is added to the nominal ENMPC for a class of nonlinear systems with additive disturbances, where the robust controller keeps the system output close to the desired nominal trajectory

Robust controller design : a bounded-input bounded-output worst-case approach

Caption title.Includes bibliographical references (leaves 38-41).Research supported by the NSF. 9157306-ECS Research supported by Wright Patterson AFB. F33615-90-C-3608 Research supported by C.S. Draper Laboratory. DL-H-441636Munther A. Dahleh

Optimization methods for deadbeat control design: a state space approach

This thesis addresses the synthesis problem of state deadbeat regulator using state space techniques. Deadbeat control is a linear control strategy in discrete time systems and consists of driving the system from any arbitrary initial state to a desired final state infinite number of time steps. Having described the framework for development of the thesis which is in the form of a lower linear-fractional transformation (LFT), the conditions for internal stability based on the notion of coprime factorization over the set of proper and stable transfer matrices, namely RH, is discussed. This leads to the derivation of the class of all stabilizing linear controllers, which are parameterized affinely in terms of a stable but otherwise free parameter Q, usually known as the Q-parameterization. In this work, the classical Q- parameterization is generalized to deliver a parameterization for the family of deadbeat regulators. Time response characteristics of the deadbeat system are investigated. In particular, the deadbeat regulator design problem in which the system must satisfy time domain specifications and minimize a quadratic (LQG-type) performance criterion is examined. It is shown that the attained parameterization for deadbeat controllers leads to the formulation of the synthesis problem in a quadratic programming framework with Q regarded as the design variable. The equivalent formulation of this objective as a quadratic integral in the frequency domain provides the means for shaping the frequency response characteristics of the system. Using the LMI characterization of the standard H problem, a new scheme for shaping the system frequency response characteristics by minimizing the infinity norm of an appropriate closed-loop transfer function is introduced. As shown, the derived parameterization of deadbeat compensators simplifies considerably the formulation and solution of this problem. The last part of the work described in this thesis is devoted to addressing the synthesis problem of deadbeat regulators in a robust way, when the plant is subject to structured norm-bounded parametric uncertainties. A novel approach which is expressed as an LMI feasibility condition has been proposed and analysed

Robust controller design--minimizing peak-to-peak gain

Includes bibliographical references (p. 87-92).Supported by Wright Patterson Air Force Base. F33615-90-c-3608Munther A. Dahleh

Proceedings of the Workshop on Applications of Distributed System Theory to the Control of Large Space Structures

Two general themes in the control of large space structures are addressed: control theory for distributed parameter systems and distributed control for systems requiring spatially-distributed multipoint sensing and actuation. Topics include modeling and control, stabilization, and estimation and identification

Resilience: A System Interpretation

Resilience has increasingly become a crucial subject to evaluate the function of various real-world systems from ecology, social sciences, and medicine to engineering, critical infrastructure, and the built environment - as our planet and its constituent systems are undergoing a rising trend of perturbations, uncertainty, and change due to natural, human and technological causes. The absence of resilience measures within systems causes the systems not only to deviate from their intended functions under perturbations but also allows the systems themselves to become inefficient and obsolete in the face of the rapidly changing requirements with considerable social, environmental, and economic consequences. Despite its ubiquitous use and practical significance, the term resilience is often poorly and inconsistently used in various disciplines, hindering its universal understanding and application. There is a broad acknowledgment in the literature of a lack of consensus on whether resilience is an inherent system characteristic or a management process. Hence, this thesis adopts a holistic approach giving resilience a system interpretation and argues that much of the resilience literature covers the existing ground in that existing engineering systems stability ideas are being reinvented. The approach used here follows modern control systems theory as the comparison framework, where each system, irrespective of its disciplinary association, is represented in terms of inputs, state, and outputs. Modern control systems theory is adopted because of its cohesiveness and universality. The resilience system interpretation framework defines resilience as adaptive systems and adaptation, where the system has the ability to respond to perturbations and changes through passive and active feedback mechanisms—returning the system state or system form to a starting position or transitioning to another suitable state or form. Various case examples, from plain lumped mass and simple pendulum dynamic systems to, traffic flow and building structure dynamic systems, are utilized to illustrate the resilience system interpretation framework proposed in the thesis. The thesis provides a conceptual cross-disciplinary system framework that offers the potential for a greater understanding of resilience and the elimination of overlap in the literature, particularly as it relates to terminology. In addition, using state-space approaches it quantitively as well as qualitatively evaluates the resilience of cross-disciplinary case systems by utilizing the system's inherent characteristics and management processes. The thesis will be of interest to both academics and practitioners involved in resilience analysis, measurement, and design across various engineering disciplines and by extension any other discipline to enable proactive responses to perturbations while actively adapting to change