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

The paper considers the description via covtariance matrices of noise which can appear at measurement points of lumped physical systems, themselves excited by sources of white gaussian noise, with the possibility of direct input to output coupling allowed. The relevance is examined of the assumptions made in modelling the problem, and necessary and sufficient conditions are presented which mathematically characterize the covariance matrix of the measured noise.

The Description of Coloured Noise in Dynamical Systems

Graph matching, or the determination of the vertex correspondences between a pair of graphs, is a crucial task in various problems in different science and engineering disciplines. This article aims to propose a distributed optimization approach for graph matching (GM) between two isomorphic graphs over multiagent networks. For this, we first show that for a class of asymmetric graphs, GM of two isomorphic graphs is equivalent to a convex relaxation where the set of permutation matrices is replaced by the set of pseudostochastic matrices. Then, we formulate GM as a distributed convex optimization problem with equality constraints and a set constraint, over a network of multiple agents. For arbitrary labelings of the vertices, each agent only has information about just one vertex and its neighborhood, and can exchange information with its neighbors. A projected primal-dual gradient method is developed to solve the constrained optimization problem, and globally exponential convergence of the agents’ states to the optimal permutation is achieved. Finally, we illustrate the effectiveness of the algorithm through simulation examples.

Distributed Optimization for Graph Matching

Various optimal control strategies exist in the literature. Prominent approaches are Robust Control and Linear Quadratic Regulators, the first one being related to the H∞ norm of a system, the second one to the H2 norm. In 1994, F. De Bruyne et al [1] showed that assuming knowledge of the poles of a transfer function one can derive upper bounds on the H∞ norm as a constant multiple of its H2 norm. We strengthen these results by providing tight upper bounds also for the case where the transfer functions are restricted to those having a real valued impulse response. Moreover the results are extended by studying spaces consisting of transfer functions with a common denominator polynomial. These spaces, called rational modules, have the feature that their analytic properties, captured in the integral kernel reproducing them, are accessible by means of purely algebraic techniques.

Using H 2 norm to bound H ∞ norm from above on real rational modules

Using the dual Youla parametrizations of controller-based coprime factor plant perturbations and plant-based coprime factor controller perturbations, we characterize the set of all plants that have the same optimal LQG or MV controller.

http://ieeexplore.ieee.org/iel3/4303/12402/00573570.pdf

Parametrization of all plants that have the same optimal LQG controller

https://ieeexplore.ieee.org/iel5/5/31074/01445927.pdf

Brian D. O. Anderson

Papers

The Description of Coloured Noise in Dynamical Systems

Distributed Optimization for Graph Matching

Using H 2 norm to bound H ∞ norm from above on real rational modules

Parametrization of all plants that have the same optimal LQG controller

On relations between series- and shunt-augmented networks