Receding Horizon Control Based Consensus Scheme in General Linear Multi-agent Systems

This paper investigates the consensus problem of general linear multi-agent systems under the framework of optimization. A novel distributed receding horizon control (RHC) strategy for consensus is proposed. We show that the consensus protocol generated by the unconstrained distributed RHC can be expressed in an explicit form. Based on the resulting consensus protocol the necessary and sufficient conditions for ensuring consensus are developed. Furthermore, we specify more detailed consensus conditions for multi-agent system with general and one-dimensional linear dynamics depending on the difference Riccati equations (DREs), respectively. Finally, two case studies verify the proposed scheme and the corresponding theoretical results.Comment: 18 page

A unitary distributed subgradient method for multi-agent optimization with different coupling sources

In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed subgradient method with double averaging (abbreviated as ${\rm DSA_2}$) that only requires peer-to-peer communication and local computation to solve the global problem. The algorithmic framework builds on dual methods and dynamic average consensus; the sequence of test points is formed by iteratively minimizing a local dual model of the overall objective where the coefficients, i.e., approximated subgradients of the objective, are supplied by the dynamic average consensus scheme. We theoretically show that ${\rm DSA_2}$ enjoys non-ergodic convergence properties, i.e., the local minimizing sequence itself is convergent, a distinct feature that cannot be found in existing results. Specifically, we establish a convergence rate of $O(\frac{1}{\sqrt{t}})$ in terms of objective function error. Then, extensions are made to tackle distributed optimization problems with coupled functional constraints by combining ${\rm DSA_2}$ and dual decomposition. This is made possible by Lagrangian relaxation that transforms the coupling in constraints of the primal problem into that in cost functions of the dual, thus allowing us to solve the dual problem via ${\rm DSA_2}$. Both the dual objective error and the quadratic penalty for the coupled constraint are proved to converge at a rate of $O(\frac{1}{\sqrt{t}})$, and the primal objective error asymptotically vanishes. Numerical experiments and comparisons are conducted to illustrate the advantage of the proposed algorithms and validate our theoretical findings.Comment: 15 pages, 2 figure

Fast Beam Alignment for Millimeter Wave Communications: A Sparse Encoding and Phaseless Decoding Approach

In this paper, we studied the problem of beam alignment for millimeter wave (mmWave) communications, in which we assume a hybrid analog and digital beamforming structure is employed at the transmitter (i.e. base station), and an omni-directional antenna or an antenna array is used at the receiver (i.e. user). By exploiting the sparse scattering nature of mmWave channels, the beam alignment problem is formulated as a sparse encoding and phaseless decoding problem. More specifically, the problem of interest involves finding a sparse sensing matrix and an efficient recovery algorithm to recover the support and magnitude of the sparse signal from compressive phaseless measurements. A sparse bipartite graph coding (SBG-Coding) algorithm is developed for sparse encoding and phaseless decoding. Our theoretical analysis shows that, in the noiseless case, our proposed algorithm can perfectly recover the support and magnitude of the sparse signal with probability exceeding a pre-specified value from $\mathcal{O}(K^2)$ measurements, where $K$ is the number of nonzero entries of the sparse signal. The proposed algorithm has a simple decoding procedure which is computationally efficient and noise-robust. Simulation results show that our proposed method renders a reliable beam alignment in the low and moderate signal-to-noise ratio (SNR) regimes and presents a clear performance advantage over existing methods

Computationally Efficient Sparse Bayesian Learning via Generalized Approximate Message Passing

The sparse Beyesian learning (also referred to as Bayesian compressed sensing) algorithm is one of the most popular approaches for sparse signal recovery, and has demonstrated superior performance in a series of experiments. Nevertheless, the sparse Bayesian learning algorithm has computational complexity that grows exponentially with the dimension of the signal, which hinders its application to many practical problems even with moderately large data sets. To address this issue, in this paper, we propose a computationally efficient sparse Bayesian learning method via the generalized approximate message passing (GAMP) technique. Specifically, the algorithm is developed within an expectation-maximization (EM) framework, using GAMP to efficiently compute an approximation of the posterior distribution of hidden variables. The hyperparameters associated with the hierarchical Gaussian prior are learned by iteratively maximizing the Q-function which is calculated based on the posterior approximation obtained from the GAMP. Numerical results are provided to illustrate the computational efficacy and the effectiveness of the proposed algorithm

Receding Horizon Consensus of General Linear Multi-agent Systems with Input Constraints: An Inverse Optimality Approach

It is desirable but challenging to fulfill system constraints and reach optimal performance in consensus protocol design for practical multi-agent systems (MASs). This paper investigates the optimal consensus problem for general linear MASs subject to control input constraints. Two classes of MASs including subsystems with semi-stable and unstable dynamics are considered. For both classes of MASs without input constraints, the results on designing optimal consensus protocols are first developed by inverse optimality approach. Utilizing the optimal consensus protocols, the receding horizon control (RHC)-based consensus strategies are designed for these two classes of MASs with input constraints. The conditions for assigning the cost functions distributively are derived, based on which the distributed RHC-based consensus frameworks are formulated. Next, the feasibility and consensus properties of the closed-loop systems are analyzed. It is shown that 1) the optimal performance indices under the inverse optimal consensus protocols are coupled with the network topologies and the system matrices of subsystems, but they are different for MASs with semi-stable and unstable subsystems; 2) the unstable modes of subsystems impose more stringent requirements for the parameter design; 3) the designed RHC-based consensus strategies can make the control input constraints fulfilled and ensure consensus for the closed-loop systems in both cases. But for MASs with semi-stable subsystems, the {\em convergent consensus} can be reached. Finally, two examples are provided to verify the effectiveness of the proposed results

Compressed Channel Estimation and Joint Beamforming for Intelligent Reflecting Surface-Assisted Millimeter Wave Systems

In this paper, we consider channel estimation for intelligent reflecting surface (IRS)-assisted millimeter wave (mmWave) systems, where an IRS is deployed to assist the data transmission from the base station (BS) to a user. It is shown that for the purpose of joint active and passive beamforming, the knowledge of a large-size cascade channel matrix needs to be acquired. To reduce the training overhead, the inherent sparsity in mmWave channels is exploited. By utilizing properties of Katri-Rao and Kronecker products, we find a sparse representation of the cascade channel and convert cascade channel estimation into a sparse signal recovery problem. Simulation results show that our proposed method can provide an accurate channel estimate and achieve a substantial training overhead reduction.Comment: Accepted by IEEE Signal Processing Letter

Phased Array-Based Sub-Nyquist Sampling for Joint Wideband Spectrum Sensing and Direction-of-Arrival Estimation

In this paper, we study the problem of joint wideband spectrum sensing and direction-of-arrival (DoA) estimation in a sub-Nyquist sampling framework. Specifically, considering a scenario where a few uncorrelated narrowband signals spread over a wide (say, several GHz) frequency band, our objective is to estimate the carrier frequencies and the DoAs associated with the narrowband sources, as well as reconstruct the power spectra of these narrowband signals. To overcome the sampling rate bottleneck for wideband spectrum sensing, we propose a new phased-array based sub-Nyquist sampling architecture with variable time delays, where a uniform linear array (ULA) is employed and the received signal at each antenna is delayed by a variable amount of time and then sampled by a synchronized low-rate analog-digital converter (ADC). Based on the collected sub-Nyquist samples, we calculate a set of cross-correlation matrices with different time lags, and develop a CANDECOMP/PARAFAC (CP) decomposition-based method for joint DoA, carrier frequency and power spectrum recovery. Perfect recovery conditions for the associated parameters and the power spectrum are analyzed. Our analysis reveals that our proposed method does not require to place any sparse constraint on the wideband spectrum, only needs the sampling rate to be greater than the bandwidth of the narrowband source signal with the largest bandwidth among all sources. Simulation results show that our proposed method can achieve an estimation accuracy close to the associated Cram\'{e}r-Rao bounds (CRBs) using only a small number of data samples

Super-Resolution Compressed Sensing: A Generalized Iterative Reweighted L2 Approach

Conventional compressed sensing theory assumes signals have sparse representations in a known, finite dictionary. Nevertheless, in many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional compressed sensing technique to such applications, the continuous parameter space has to be discretized to a finite set of grid points, based on which a "presumed dictionary" is constructed for sparse signal recovery. Discretization, however, inevitably incurs errors since the true parameters do not necessarily lie on the discretized grid. This error, also referred to as grid mismatch, may lead to deteriorated recovery performance or even recovery failure. To address this issue, in this paper, we propose a generalized iterative reweighted L2 method which jointly estimates the sparse signals and the unknown parameters associated with the true dictionary. The proposed algorithm is developed by iteratively decreasing a surrogate function majorizing a given objective function, resulting in a gradual and interweaved iterative process to refine the unknown parameters and the sparse signal. A simple yet effective scheme is developed for adaptively updating the regularization parameter that controls the tradeoff between the sparsity of the solution and the data fitting error. Extension of the proposed algorithm to the multiple measurement vector scenario is also considered. Numerical results show that the proposed algorithm achieves a super-resolution accuracy and presents superiority over other existing methods.Comment: arXiv admin note: text overlap with arXiv:1401.431

Intelligent Power Control for Spectrum Sharing in Cognitive Radios: A Deep Reinforcement Learning Approach

We consider the problem of spectrum sharing in a cognitive radio system consisting of a primary user and a secondary user. The primary user and the secondary user work in a non-cooperative manner. Specifically, the primary user is assumed to update its transmit power based on a pre-defined power control policy. The secondary user does not have any knowledge about the primary user's transmit power, or its power control strategy. The objective of this paper is to develop a learning-based power control method for the secondary user in order to share the common spectrum with the primary user. To assist the secondary user, a set of sensor nodes are spatially deployed to collect the received signal strength information at different locations in the wireless environment. We develop a deep reinforcement learning-based method, which the secondary user can use to intelligently adjust its transmit power such that after a few rounds of interaction with the primary user, both users can transmit their own data successfully with required qualities of service. Our experimental results show that the secondary user can interact with the primary user efficiently to reach a goal state (defined as a state in which both users can successfully transmit their data) from any initial states within a few number of steps

Fast Low-Rank Bayesian Matrix Completion with Hierarchical Gaussian Prior Models

The problem of low rank matrix completion is considered in this paper. To exploit the underlying low-rank structure of the data matrix, we propose a hierarchical Gaussian prior model, where columns of the low-rank matrix are assumed to follow a Gaussian distribution with zero mean and a common precision matrix, and a Wishart distribution is specified as a hyperprior over the precision matrix. We show that such a hierarchical Gaussian prior has the potential to encourage a low-rank solution. Based on the proposed hierarchical prior model, a variational Bayesian method is developed for matrix completion, where the generalized approximate massage passing (GAMP) technique is embedded into the variational Bayesian inference in order to circumvent cumbersome matrix inverse operations. Simulation results show that our proposed method demonstrates superiority over existing state-of-the-art matrix completion methods