Preface 1. Introduction Overview A Brief History of LMIs in Control Theory Notes on the Style of the Book Origin of the Book 2. Some Standard Problems Involving LMIs. Linear Matrix Inequalities Some Standard Problems Ellipsoid Algorithm Interior-Point Methods Strict and Nonstrict LMIs Miscellaneous Results on Matrix Inequalities Some LMI Problems with Analytic Solutions 3. Some Matrix Problems. Minimizing Condition Number by Scaling Minimizing Condition Number of a Positive-Definite Matrix Minimizing Norm by Scaling Rescaling a Matrix Positive-Definite Matrix Completion Problems Quadratic Approximation of a Polytopic Norm Ellipsoidal Approximation 4. Linear Differential Inclusions. Differential Inclusions Some Specific LDIs Nonlinear System Analysis via LDIs 5. Analysis of LDIs: State Properties. Quadratic Stability Invariant Ellipsoids 6. Analysis of LDIs: Input/Output Properties. Input-to-State Properties State-to-Output Properties Input-to-Output Properties 7. State-Feedback Synthesis for LDIs. Static State-Feedback Controllers State Properties Input-to-State Properties State-to-Output Properties Input-to-Output Properties Observer-Based Controllers for Nonlinear Systems 8. Lure and Multiplier Methods. Analysis of Lure Systems Integral Quadratic Constraints Multipliers for Systems with Unknown Parameters 9. Systems with Multiplicative Noise. Analysis of Systems with Multiplicative Noise State-Feedback Synthesis 10. Miscellaneous Problems. Optimization over an Affine Family of Linear Systems Analysis of Systems with LTI Perturbations Positive Orthant Stabilizability Linear Systems with Delays Interpolation Problems The Inverse Problem of Optimal Control System Realization Problems Multi-Criterion LQG Nonconvex Multi-Criterion Quadratic Problems Notation List of Acronyms Bibliography Index.

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Linear Matrix Inequalities in System and Control Theory

This paper provides a theoretical framework for analysis of consensus algorithms for multi-agent networked systems with an emphasis on the role of directed information flow, robustness to changes in network topology due to link/node failures, time-delays, and performance guarantees. An overview of basic concepts of information consensus in networks and methods of convergence and performance analysis for the algorithms are provided. Our analysis framework is based on tools from matrix theory, algebraic graph theory, and control theory. We discuss the connections between consensus problems in networked dynamic systems and diverse applications including synchronization of coupled oscillators, flocking, formation control, fast consensus in small-world networks, Markov processes and gossip-based algorithms, load balancing in networks, rendezvous in space, distributed sensor fusion in sensor networks, and belief propagation. We establish direct connections between spectral and structural properties of complex networks and the speed of information diffusion of consensus algorithms. A brief introduction is provided on networked systems with nonlocal information flow that are considerably faster than distributed systems with lattice-type nearest neighbor interactions. Simulation results are presented that demonstrate the role of small-world effects on the speed of consensus algorithms and cooperative control of multivehicle formations

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Consensus and Cooperation in Networked Multi-Agent Systems

We will review some of the major results in random graphs and some of the more challenging open problems. We will cover algorithmic and structural questions. We will touch on newer models, including those related to the WWW.

Random graphs

Algorithms that must deal with complicated global functions of many variables often exploit the manner in which the given functions factor as a product of "local" functions, each of which depends on a subset of the variables. Such a factorization can be visualized with a bipartite graph that we call a factor graph, In this tutorial paper, we present a generic message-passing algorithm, the sum-product algorithm, that operates in a factor graph. Following a single, simple computational rule, the sum-product algorithm computes-either exactly or approximately-various marginal functions derived from the global function. A wide variety of algorithms developed in artificial intelligence, signal processing, and digital communications can be derived as specific instances of the sum-product algorithm, including the forward/backward algorithm, the Viterbi algorithm, the iterative "turbo" decoding algorithm, Pearl's (1988) belief propagation algorithm for Bayesian networks, the Kalman filter, and certain fast Fourier transform (FFT) algorithms.

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Factor graphs and the sum-product algorithm

Planning algorithms are impacting technical disciplines and industries around the world, including robotics, computer-aided design, manufacturing, computer graphics, aerospace applications, drug design, and protein folding. This coherent and comprehensive book unifies material from several sources, including robotics, control theory, artificial intelligence, and algorithms. The treatment is centered on robot motion planning but integrates material on planning in discrete spaces. A major part of the book is devoted to planning under uncertainty, including decision theory, Markov decision processes, and information spaces, which are the “configuration spaces” of all sensor-based planning problems. The last part of the book delves into planning under differential constraints that arise when automating the motions of virtually any mechanical system. Developed from courses taught by the author, the book is intended for students, engineers, and researchers in robotics, artificial intelligence, and control theory as well as computer graphics, algorithms, and computational biology.

Planning Algorithms: Introductory Material

Statistical inference procedures are considered when less complete prior information is available than usually considered. For the purposes of this paper, the prior information is taken to be the specification of a set of probability measures \cal P . With any one prior probability measure the corresponding Bayes' estimate may be found; the recommended inference procedure when a whole set of prior probabilities \cal P is available is to find the whole set of estimates corresponding to \cal P --this is called the set of feasible estimates \^{\Theta} . The procedure is shown to have some justification on philosophical grounds. Practical justification is also given in that finding \^{\Theta} is computationally feasible in particular cases--those cases investigated here include median, minimum mean square error (MMSE), and maximum {\em a posteriori} probability (MAP) estimation.

Statistical inference with partial prior information

This paper discusses discrete-time maps of the form $x(k + 1) = F(x(k))$, focussing on equilibrium points of such maps Under some circumstances, Lefschetz fixed-point theory can be used to establish the existence of a single locally attractive equilibrium (which is sometimes globally attractive) when a general property of local attractivity is known for any equilibrium Problems in social networks often involve such discrete-time systems, and we make an application to one such problem

Nonlinear Mapping Convergence and Application to Social Networks

This paper studies a networked bivirus model, in which two competing viruses spread across a network of interconnected populations; each node represents a population with a large number of individuals. The viruses may spread through possibly different network structures, and an individual cannot be simultaneously infected with both viruses. Focusing on convergence and equilibria analysis, a number of new results are provided. First, we show that for networks with generic system parameters, there exist a finite number of equilibria. Exploiting monotone systems theory, we further prove that for bivirus networks with generic system parameters, then convergence to an equilibrium occurs for all initial conditions, except possibly for a set of measure zero. Given the network structure of one virus, a method is presented to construct an infinite family of network structures for the other virus that results in an infinite number of equilibria in which both viruses coexist. Necessary and sufficient conditions are derived for the local stability/instability of boundary equilibria, in which one virus is present and the other is extinct. A sufficient condition for a boundary equilibrium to be almost globally stable is presented. Then, we show how to use monotone systems theory to generate conclusions on the ordering of stable and unstable equilibria, and in some instances identify the number of equilibria via rapid simulation testing. Last, we provide an analytical method for computing equilibria in networks with only two nodes, and show that it is possible for a bivirus network to have an unstable coexistence equilibrium and two locally stable boundary equilibria.

Convergence and Equilibria Analysis of a Networked Bivirus Epidemic Model.

In real localization systems, noise from hardware and the environment makes it impossible for any algorithms to precisely localize objects, e.g. sensors and targets. Besides that, planar approximation is another source of error when dealing with localization over spherical surfaces, e.g. the surface of the earth, though it is neglected in many algorithms. This work deals with evaluating the error arising from planar approximation in localization problems over spherical surfaces. We characterize the error as arising for two different though related causes, and accordingly introduce concepts of radial error and angular error to account for these. A localization algorithm, based upon a Cayley-Menger Determinantal condition introduced recently for localization problems, is utilized for the analysis, and analytical results are confirmed through a number of simulations. As an end result of the study, we characterize the regions over which a planar approximation will be satisfactory, given an upper bound on the acceptable error it introduces in comparison with treating localization as a task in three-dimensional space.

Brian D. O. Anderson

Papers

Statistical inference with partial prior information

Nonlinear Mapping Convergence and Application to Social Networks

Convergence and Equilibria Analysis of a Networked Bivirus Epidemic Model.

Noisy localization on the sphere: Planar approximation

Identification of Economically Parametrized Systems