56 research outputs found
Simple Approximations of Semialgebraic Sets and their Applications to Control
Many uncertainty sets encountered in control systems analysis and design can
be expressed in terms of semialgebraic sets, that is as the intersection of
sets described by means of polynomial inequalities. Important examples are for
instance the solution set of linear matrix inequalities or the Schur/Hurwitz
stability domains. These sets often have very complicated shapes (non-convex,
and even non-connected), which renders very difficult their manipulation. It is
therefore of considerable importance to find simple-enough approximations of
these sets, able to capture their main characteristics while maintaining a low
level of complexity. For these reasons, in the past years several convex
approximations, based for instance on hyperrect-angles, polytopes, or
ellipsoids have been proposed. In this work, we move a step further, and
propose possibly non-convex approximations , based on a small volume polynomial
superlevel set of a single positive polynomial of given degree. We show how
these sets can be easily approximated by minimizing the L1 norm of the
polynomial over the semialgebraic set, subject to positivity constraints.
Intuitively, this corresponds to the trace minimization heuristic commonly
encounter in minimum volume ellipsoid problems. From a computational viewpoint,
we design a hierarchy of linear matrix inequality problems to generate these
approximations, and we provide theoretically rigorous convergence results, in
the sense that the hierarchy of outer approximations converges in volume (or,
equivalently, almost everywhere and almost uniformly) to the original set. Two
main applications of the proposed approach are considered. The first one aims
at reconstruction/approximation of sets from a finite number of samples. In the
second one, we show how the concept of polynomial superlevel set can be used to
generate samples uniformly distributed on a given semialgebraic set. The
efficiency of the proposed approach is demonstrated by different numerical
examples
A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding
Set-membership estimation is usually formulated in the context of set-valued
calculus and no probabilistic calculations are necessary. In this paper, we
show that set-membership estimation can be equivalently formulated in the
probabilistic setting by employing sets of probability measures. Inference in
set-membership estimation is thus carried out by computing expectations with
respect to the updated set of probability measures P as in the probabilistic
case. In particular, it is shown that inference can be performed by solving a
particular semi-infinite linear programming problem, which is a special case of
the truncated moment problem in which only the zero-th order moment is known
(i.e., the support). By writing the dual of the above semi-infinite linear
programming problem, it is shown that, if the nonlinearities in the measurement
and process equations are polynomial and if the bounding sets for initial
state, process and measurement noises are described by polynomial inequalities,
then an approximation of this semi-infinite linear programming problem can
efficiently be obtained by using the theory of sum-of-squares polynomial
optimization. We then derive a smart greedy procedure to compute a polytopic
outer-approximation of the true membership-set, by computing the minimum-volume
polytope that outer-bounds the set that includes all the means computed with
respect to P
Computation of Parameter Dependent Robust Invariant Sets for LPV Models with Guaranteed Performance
This paper presents an iterative algorithm to compute a Robust Control
Invariant (RCI) set, along with an invariance-inducing control law, for Linear
Parameter-Varying (LPV) systems. As the real-time measurements of the
scheduling parameters are typically available, in the presented formulation, we
allow the RCI set description along with the invariance-inducing controller to
be scheduling parameter dependent. The considered formulation thus leads to
parameter-dependent conditions for the set invariance, which are replaced by
sufficient Linear Matrix Inequality (LMI) conditions via Polya's relaxation.
These LMI conditions are then combined with a novel volume maximization
approach in a Semidefinite Programming (SDP) problem, which aims at computing
the desirably large RCI set. In addition to ensuring invariance, it is also
possible to guarantee performance within the RCI set by imposing a chosen
quadratic performance level as an additional constraint in the SDP problem. The
reported numerical example shows that the presented iterative algorithm can
generate invariant sets which are larger than the maximal RCI sets computed
without exploiting scheduling parameter information.Comment: 32 pages, 5 figure
Computation of Parameter Dependent Robust Invariant Sets for LPV Models with Guaranteed Performance
This paper presents an iterative algorithm to compute a Robust Control Invariant (RCI) set, along with an invariance-inducing control law, for Linear Parameter-Varying (LPV) systems. As the real-time measurements of the scheduling parameters are typically available, in the presented formulation, we allow the RCI set description along with the invariance-inducing controller to be scheduling parameter dependent. The considered formulation thus leads to parameter-dependent conditions for the set invariance, which are replaced by sufficient Linear Matrix Inequality (LMI) conditions via Polya\u27s relaxation. These LMI conditions are then combined with a novel volume maximization approach in a Semidefinite Programming (SDP) problem, which aims at computing the desirably large RCI set. In addition to ensuring invariance, it is also possible to guarantee performance within the RCI set by imposing a chosen quadratic performance level as an additional constraint in the SDP problem. The reported numerical example shows that the presented iterative algorithm can generate invariant sets which are larger than the maximal RCI sets computed without exploiting scheduling parameter information
Mixed-integer Nonlinear Optimization: a hatchery for modern mathematics
The second MFO Oberwolfach Workshop on Mixed-Integer Nonlinear Programming (MINLP) took place between 2nd and 8th June 2019. MINLP refers to one of the hardest Mathematical Programming (MP) problem classes, involving both nonlinear functions as well as continuous and integer decision variables. MP is a formal language for describing optimization problems, and is traditionally part of Operations Research (OR), which is itself at the intersection of mathematics, computer science, engineering and econometrics. The scientific program has covered the three announced areas (hierarchies of approximation, mixed-integer nonlinear optimal control, and dealing with uncertainties) with a variety of tutorials, talks, short research announcements, and a special "open problems'' session
What's in a Prior? Learned Proximal Networks for Inverse Problems
Proximal operators are ubiquitous in inverse problems, commonly appearing as
part of algorithmic strategies to regularize problems that are otherwise
ill-posed. Modern deep learning models have been brought to bear for these
tasks too, as in the framework of plug-and-play or deep unrolling, where they
loosely resemble proximal operators. Yet, something essential is lost in
employing these purely data-driven approaches: there is no guarantee that a
general deep network represents the proximal operator of any function, nor is
there any characterization of the function for which the network might provide
some approximate proximal. This not only makes guaranteeing convergence of
iterative schemes challenging but, more fundamentally, complicates the analysis
of what has been learned by these networks about their training data. Herein we
provide a framework to develop learned proximal networks (LPN), prove that they
provide exact proximal operators for a data-driven nonconvex regularizer, and
show how a new training strategy, dubbed proximal matching, provably promotes
the recovery of the log-prior of the true data distribution. Such LPN provide
general, unsupervised, expressive proximal operators that can be used for
general inverse problems with convergence guarantees. We illustrate our results
in a series of cases of increasing complexity, demonstrating that these models
not only result in state-of-the-art performance, but provide a window into the
resulting priors learned from data
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
Verification of system properties of polynomial systems using discrete-time approximations and set-based analysis
Magdeburg, Univ., Fak. fĂĽr Elektrotechnik und Informationstechnik, Diss., 2015von Philipp Rumschinsk
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