scispace - formally typeset
Search or ask a question
Author

Pavel Shcherbakov

Other affiliations: University of Wisconsin-Madison
Bio: Pavel Shcherbakov is an academic researcher from Russian Academy of Sciences. The author has contributed to research in topics: Linear system & Robustness (computer science). The author has an hindex of 17, co-authored 77 publications receiving 1182 citations. Previous affiliations of Pavel Shcherbakov include University of Wisconsin-Madison.


Papers
More filters
Journal ArticleDOI
TL;DR: In this article, a nonlinear control protocol which ensures a finite-time convergence is proposed, where the communication topology is defined by a weighted undirected graph and the agents are represented by integrators.

209 citations

Proceedings ArticleDOI
17 Jul 2013
TL;DR: The two main contributions are the design of low-dimensional output to be used in static output feedback, and suboptimal design illustrated via LQR.
Abstract: Consider the classical state feedback design in the linear system x = Ax + Bu subject to performance specifications with an additional requirement that the control input vector u = Kx has as many zero entries as possible. The corresponding gain K is referred to as a row-sparse controller. We propose an approach to approximate solution of this kind of nonconvex problems by formulating the proper convex surrogate,-the minimization of a certain matrix norm subject to LMI constraints. The novelty of the paper is the problem formulation itself and the construction of the surrogate. The two main contributions are the design of low-dimensional output to be used in static output feedback, and suboptimal design illustrated via LQR. The results of preliminary numerical experiments are twofold. First, in many test problems, the number of controls was considerably reduced without significant loss in performance. Second, the number of nonzero entries obtained by our method is either very close to or coincide with the minimum possible amount. The approach can be further extended to handle numerous problems of optimal and robust control in sparse formulation.

116 citations

Proceedings ArticleDOI
01 Dec 2012
TL;DR: A nonlinear control protocol that ensures finite-time equidistant allocation on a segment is proposed and any settling time can be guaranteed regardless of the initial conditions.
Abstract: The paper addresses the problem of row straightening of agents via local interactions. A nonlinear control protocol that ensures finite-time equidistant allocation on a segment is proposed. With the designed protocol, any settling time can be guaranteed regardless of the initial conditions. A robust modification of the control algorithm based on sliding mode control technique is presented. The case of multidimensional agents is also considered. The theoretical results are illustrated via numerical simulations.

112 citations

Journal ArticleDOI
TL;DR: A number of challenging problems in linear control theory are considered which admit simple formulation and yet lack efficient solution methods.
Abstract: A number of challenging problems in linear control theory are considered which admit simple formulation and yet lack efficient solution methods. These problems relate to the classical theory of linear systems as well as to the robust theory where the system description contains uncertainty. Various solution methods are discussed and the results of numerical simulations are given.

67 citations

Journal ArticleDOI
TL;DR: In this article, a nonlinear control protocol that ensures finite-time equidistant allocation on a segment is proposed, where any settling time can be guaranteed regardless of the initial conditions.
Abstract: The paper addresses the problem of row straightening of agents via local interactions. A nonlinear control protocol that ensures finite-time equidistant allocation on a segment is proposed. With the designed protocol, any settling time can be guaranteed regardless of the initial conditions. A robust modification of the control algorithm based on sliding mode control technique is presented. The case of multidimensional agents is also considered. The theoretical results are illustrated via numerical simulations.

58 citations


Cited by
More filters
Book ChapterDOI
15 Feb 2011

1,876 citations

Journal ArticleDOI
TL;DR: A rich family of control problems which are in general hard to solve in a deterministically robust sense is therefore amenable to polynomial-time solution, if robustness is intended in the proposed risk-adjusted sense.
Abstract: This paper proposes a new probabilistic solution framework for robust control analysis and synthesis problems that can be expressed in the form of minimization of a linear objective subject to convex constraints parameterized by uncertainty terms. This includes the wide class of NP-hard control problems representable by means of parameter-dependent linear matrix inequalities (LMIs). It is shown in this paper that by appropriate sampling of the constraints one obtains a standard convex optimization problem (the scenario problem) whose solution is approximately feasible for the original (usually infinite) set of constraints, i.e., the measure of the set of original constraints that are violated by the scenario solution rapidly decreases to zero as the number of samples is increased. We provide an explicit and efficient bound on the number of samples required to attain a-priori specified levels of probabilistic guarantee of robustness. A rich family of control problems which are in general hard to solve in a deterministically robust sense is therefore amenable to polynomial-time solution, if robustness is intended in the proposed risk-adjusted sense.

1,122 citations

Journal ArticleDOI
TL;DR: In this paper, the authors present an energy fundiment analysis for power system stability, focusing on the reliability of the power system and its reliability in terms of power system performance and reliability.
Abstract: (1990). ENERGY FUNCTION ANALYSIS FOR POWER SYSTEM STABILITY. Electric Machines & Power Systems: Vol. 18, No. 2, pp. 209-210.

1,080 citations

Journal ArticleDOI
TL;DR: This paper considers an alternative ‘randomized’ or ‘scenario’ approach for dealing with uncertainty in optimization, based on constraint sampling, and studies the constrained optimization problem resulting by taking into account only a finite set of N constraints, chosen at random among the possible constraint instances of the uncertain problem.
Abstract: Many engineering problems can be cast as optimization problems subject to convex constraints that are parameterized by an uncertainty or ‘instance’ parameter. Two main approaches are generally available to tackle constrained optimization problems in presence of uncertainty: robust optimization and chance-constrained optimization. Robust optimization is a deterministic paradigm where one seeks a solution which simultaneously satisfies all possible constraint instances. In chance-constrained optimization a probability distribution is instead assumed on the uncertain parameters, and the constraints are enforced up to a pre-specified level of probability. Unfortunately however, both approaches lead to computationally intractable problem formulations. In this paper, we consider an alternative ‘randomized’ or ‘scenario’ approach for dealing with uncertainty in optimization, based on constraint sampling. In particular, we study the constrained optimization problem resulting by taking into account only a finite set of N constraints, chosen at random among the possible constraint instances of the uncertain problem. We show that the resulting randomized solution fails to satisfy only a small portion of the original constraints, provided that a sufficient number of samples is drawn. Our key result is to provide an efficient and explicit bound on the measure (probability or volume) of the original constraints that are possibly violated by the randomized solution. This volume rapidly decreases to zero as N is increased.

734 citations