Signal selection for estimation and identification in networks of dynamic systems: a graphical model approach

Network systems have become a ubiquitous modeling tool in many areas of science where nodes in a graph represent distributed processes and edges between nodes represent a form of dynamic coupling. When a network topology is already known (or partially known), two associated goals are (i) to derive estimators for nodes of the network which cannot be directly observed or are impractical to measure; and (ii) to quantitatively identify the dynamic relations between nodes. In this article we address both problems in the challenging scenario where only some outputs of the network are being measured and the inputs are not accessible. The approach makes use of the notion of $d$-separation for the graph associated with the network. In the considered class of networks, it is shown that the proposed technique can determine or guide the choice of optimal sparse estimators. The article also derives identification methods that are applicable to cases where loops are present providing a different perspective on the problem of closed-loop identification. The notion of $d$-separation is a central concept in the area of probabilistic graphical models, thus an additional contribution is to create connections between control theory and machine learning techniques.Comment: Under review for publication on IEEE Transaction on Automatic Contro

Realizing Information Erasure in Finite Time

In this article, we focus on erasure of a bit of information in finite time. Landauer's principle states that the average heat dissipation due to erasure of information is k_B T ln 2, which is achievable only in an asymptotic manner. Recent theoretical developments in non-equilibrium thermodynamics and stochastic control, predict a more general bound for finite time erasure dependent on the Wasserstein distances between the initial and final configurations. These predictions suggest improvements to experimental protocol with regards to minimizing average heat dissipation for bit erasure in finite time from a bistable well, under overdamped Langevin dynamics. We present a comparative study of a theoretically optimal protocol with an existing protocol, and highlight the closeness and deviation from optimalityComment: Conference on Decisions and Controls 201

A Stochastic Markov Model for Coordinated Molecular Motors

Many cell functions are accomplished thanks to intracellular transport mechanisms of macromolecules along filaments. Molecular motors such as dynein or kinesin are proteins playing a primary role in these processes. The behavior of such proteins is quite well understood when there is only one of them moving a cargo particle. Indeed, numerous in vitro experiments have been performed to derive accurate models for a single molecular motor. However, in vivo macromolecules are often carried by multiple motors. The main focus of this paper is to provide an analysis of the behavior of more molecular motors interacting together in order to improve the understanding of their actual physiological behavior. Previous studies provide analyses based on results obtained from Monte Carlo simulations. Different from these studies, we derive an equipollent probabilistic model to describe the dynamics of multiple proteins coupled together and provide an exact theoretical analysis. We are capable of obtaining the probability density function of the motor protein configurations, thus enabling a deeper understanding of their behavior

Hysteresis Models of Dynamic Mode Atomic Force Microscopes: Analysis and Identification

A new class of models based on hysteresis functions is developed to describe atomic force microscopes operating in dynamic mode. Such models are able to account for dissipative phenomena in the tip-sample interaction which are peculiar of this operation mode. The model analysis, which can be pursued using frequency domain techniques, provides a clear insight of specific nonlinear behaviours. Experiments show good agreement with the identified models.Comment: 19 pages, 7 figure

Data-driven identification of a thermal network in multi-zone building

System identification of smart buildings is necessary for their optimal control and application in demand response. The thermal response of a building around an operating point can be modeled using a network of interconnected resistors with capacitors at each node/zone called RC network. The development of the RC network involves two phases: obtaining the network topology, and estimating thermal resistances and capacitance's. In this article, we present a provable method to reconstruct the interaction topology of thermal zones of a building solely from temperature measurements. We demonstrate that our learning algorithm accurately reconstructs the interaction topology for a $5$ zone office building in EnergyPlus with real-world conditions. We show that our learning algorithm is able to recover the network structure in scenarios where prior research prove insufficient.Comment: 6 pages, 12 figures, 57th IEEE Conference on Decision and Contro

Error Bounds on a Mixed Entropy Inequality

Motivated by the entropy computations relevant to the evaluation of decrease in entropy in bit reset operations, the authors investigate the deficit in an entropic inequality involving two independent random variables, one continuous and the other discrete. In the case where the continuous random variable is Gaussian, we derive strong quantitative bounds on the deficit in the inequality. More explicitly it is shown that the decay of the deficit is sub-Gaussian with respect to the reciprocal of the standard deviation of the Gaussian variable. What is more, up to rational terms these results are shown to be sharp

Topology Learning of Radial Dynamical Systems with Latent Nodes

In this article, we present a method to reconstruct the topology of a partially observed radial network of linear dynamical systems with bi-directional interactions. Our approach exploits the structure of the inverse power spectral density matrix and recovers edges involving nodes up to four hops away in the underlying topology. We then present an algorithm with provable guarantees, which eliminates the spurious links obtained and also identifies the location of the unobserved nodes in the inferred topology. The algorithm recovers the exact topology of the network by using only time-series of the states at the observed nodes. The effectiveness of the method developed is demonstrated by applying it on a typical distribution system of the electric grid.Comment: 6 page

Topology Estimation in Bulk Power Grids: Guarantees on Exact Recovery

The topology of a power grid affects its dynamic operation and settlement in the electricity market. Real-time topology identification can enable faster control action following an emergency scenario like failure of a line. This article discusses a graphical model framework for topology estimation in bulk power grids (both loopy transmission and radial distribution) using measurements of voltage collected from the grid nodes. The graphical model for the probability distribution of nodal voltages in linear power flow models is shown to include additional edges along with the operational edges in the true grid. Our proposed estimation algorithms first learn the graphical model and subsequently extract the operational edges using either thresholding or a neighborhood counting scheme. For grid topologies containing no three-node cycles (two buses do not share a common neighbor), we prove that an exact extraction of the operational topology is theoretically guaranteed. This includes a majority of distribution grids that have radial topologies. For grids that include cycles of length three, we provide sufficient conditions that ensure existence of algorithms for exact reconstruction. In particular, for grids with constant impedance per unit length and uniform injection covariances, this observation leads to conditions on geographical placement of the buses. The performance of algorithms is demonstrated in test case simulations.Comment: 10 pages, 8 figures. A version of this paper will appear in IREP 201

Exact Topology Learning in a Network of Cyclostationary Processes

Learning the structure of a network from time series data, in particular cyclostationary data, is of significant interest in many disciplines such as power grids, biology and finance. In this article, an algorithm is presented for reconstruction of the topology of a network of cyclostationary processes. To the best of our knowledge, this is the first work to guarantee exact recovery without any assumptions on the underlying structure. The method is based on a lifting technique by which cyclostationary processes are mapped to vector wide sense stationary processes and further on semi-definite properties of matrix Wiener filters for the said processes.We demonstrate the performance of the proposed algorithm on a Resistor-Capacitor network and present the accuracy of reconstruction for varying sample sizes.Comment: 6 pages, 3 figures, A version of this paper will appear in American Control Conference 201

Graphical Models in Meshed Distribution Grids: Topology estimation, change detection and limitations

Graphical models are a succinct way to represent the structure in probability distributions. This article analyzes the graphical model of nodal voltages in non-radial power distribution grids. Using algebraic and structural properties of graphical models, algorithms exactly determining topology and detecting line changes for distribution grids are presented along with their theoretical limitations. We show that if distribution grids have cycles/loops of size greater than three, then nodal voltages are sufficient for efficient topology estimation without additional assumptions on system parameters. In contrast, line failure or change detection using nodal voltages does not require any structural assumption. Under noisy measurements, we provide the first non-trivial bounds on the maximum noise that the system can tolerate for asymptotically correct topology recovery. The performance of the designed algorithms is validated with nonlinear AC power flow samples generated by Matpower on test grids, including scenarios with injection correlations and system noise.Comment: 12 pages, 9 figures, IEEE Transactions on Smart Gri