Showing papers in "IEEE Transactions on Automatic Control in 2009"

Distributed Subgradient Methods for Multi-Agent Optimization

Abstract: We study a distributed computation model for optimizing a sum of convex objective functions corresponding to multiple agents. For solving this (not necessarily smooth) optimization problem, we consider a subgradient method that is distributed among the agents. The method involves every agent minimizing his/her own objective function while exchanging information locally with other agents in the network over a time-varying topology. We provide convergence results and convergence rate estimates for the subgradient method. Our convergence rate results explicitly characterize the tradeoff between a desired accuracy of the generated approximate optimal solutions and the number of iterations needed to achieve the accuracy.

Cubature Kalman Filters

Abstract: In this paper, we present a new nonlinear filter for high-dimensional state estimation, which we have named the cubature Kalman filter (CKF) The heart of the CKF is a spherical-radial cubature rule, which makes it possible to numerically compute multivariate moment integrals encountered in the nonlinear Bayesian filter Specifically, we derive a third-degree spherical-radial cubature rule that provides a set of cubature points scaling linearly with the state-vector dimension The CKF may therefore provide a systematic solution for high-dimensional nonlinear filtering problems The paper also includes the derivation of a square-root version of the CKF for improved numerical stability The CKF is tested experimentally in two nonlinear state estimation problems In the first problem, the proposed cubature rule is used to compute the second-order statistics of a nonlinearly transformed Gaussian random variable The second problem addresses the use of the CKF for tracking a maneuvering aircraft The results of both experiments demonstrate the improved performance of the CKF over conventional nonlinear filters

Stability and Stabilizability of Switched Linear Systems: A Survey of Recent Results

Abstract: During the past several years, there have been increasing research activities in the field of stability analysis and switching stabilization for switched systems. This paper aims to briefly survey recent results in this field. First, the stability analysis for switched systems is reviewed. We focus on the stability analysis for switched linear systems under arbitrary switching, and we highlight necessary and sufficient conditions for asymptotic stability. After a brief review of the stability analysis under restricted switching and the multiple Lyapunov function theory, the switching stabilization problem is studied, and a variety of switching stabilization methods found in the literature are outlined. Then the switching stabilizability problem is investigated, that is under what condition it is possible to stabilize a switched system by properly designing switching control laws. Note that the switching stabilizability problem has been one of the most elusive problems in the switched systems literature. A necessary and sufficient condition for asymptotic stabilizability of switched linear systems is described here.

Command Filtered Backstepping

Abstract: Implementation of backstepping becomes increasingly complex as the order of the system increases. This increasing complexity is mainly driven by the need to compute command derivatives at each step of the design, with the ultimate step requiring derivatives of the same order as the plant. This article addresses a modification that obviates the need to compute analytic derivatives by introducing command filters in the backstepping design. While the concept of the command filter has previously been introduced in the literature, the main contribution of this technical note is the rigorous analysis of the effect of the command filter on closed-loop stability and performance, and a proof of stability based on Tikhonov's theorem. The implementation approach includes a compensated tracking error that retains the standard stability properties of backstepping approaches.

Flocking of Multi-Agents With a Virtual Leader

Abstract: All agents being informed and the virtual leader traveling at a constant velocity are the two critical assumptions seen in the recent literature on flocking in multi-agent systems. Under these assumptions, Olfati-Saber in a recent IEEE Transactions on Automatic Control paper proposed a flocking algorithm which by incorporating a navigational feedback enables a group of agents to track a virtual leader. This paper revisits the problem of multi-agent flocking in the absence of the above two assumptions. We first show that, even when only a fraction of agents are informed, the Olfati-Saber flocking algorithm still enables all the informed agents to move with the desired constant velocity, and an uninformed agent to also move with the same desired velocity if it can be influenced by the informed agents from time to time during the evolution. Numerical simulation demonstrates that a very small group of the informed agents can cause most of the agents to move with the desired velocity and the larger the informed group is the bigger portion of agents will move with the desired velocity. In the situation where the virtual leader travels with a varying velocity, we propose modification to the Olfati-Saber algorithm and show that the resulting algorithm enables the asymptotic tracking of the virtual leader. That is, the position and velocity of the center of mass of all agents will converge exponentially to those of the virtual leader. The convergent rate is also given.

Self-Triggered Feedback Control Systems With Finite-Gain ${\cal L}_{2}$ Stability

Abstract: This paper examines a class of real-time control systems in which each control task triggers its next release based on the value of the last sampled state. Prior work used simulations to demonstrate that self-triggered control systems can be remarkably robust to task delay. This paper derives bounds on a task's sampling period and deadline to quantify how robust the control system's performance will be to variations in these parameters. In particular we establish inequality constraints on a control task's period and deadline whose satisfaction ensures that the closed-loop system's induced L 2 gain lies below a specified performance threshold. The results apply to linear time-invariant systems driven by external disturbances whose magnitude is bounded by a linear function of the system state's norm. The plant is regulated by a full-information H infin controller. These results can serve as the basis for the design of soft real-time systems that guarantee closed-loop control system performance at levels traditionally seen in hard real-time systems.

Output Feedback Stabilization of Networked Control Systems With Random Delays Modeled by Markov Chains

Abstract: This note investigates the output feedback stabilization of networked control systems (NCSs). The sensor-to-controller (S-C) and controller-to-actuator (C-A) random network-induced delays are modeled as Markov chains. The focus is on the design of a two-mode-dependent controller that depends on not only the current S-C delay but also the most recent available C-A delay at the controller node. The resulting closed-loop system is transformed to a special discrete-time jump linear system. Then, the sufficient and necessary conditions for the stochastic stability are established. Further, the output feedback controller is designed via the iterative linear matrix inequality (LMI) approach. Simulation examples illustrate the effectiveness of the proposed method.

The Series Product and Its Application to Quantum Feedforward and Feedback Networks

Abstract: The purpose of this paper is to present simple and general algebraic methods for describing series connections in quantum networks. These methods build on and generalize existing methods for series (or cascade) connections by allowing for more general interfaces, and by introducing an efficient algebraic tool, the series product. We also introduce another product, which we call the concatenation product, that is useful for assembling and representing systems without necessarily having connections. We show how the concatenation and series products can be used to describe feedforward and feedback networks. A selection of examples from the quantum control literature are analyzed to illustrate the utility of our network modeling methodology.

Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations

Abstract: This article considers the application of variational Bayesian methods to joint recursive estimation of the dynamic state and the time-varying measurement noise parameters in linear state space models. The proposed adaptive Kalman filtering method is based on forming a separable variational approximation to the joint posterior distribution of states and noise parameters on each time step separately. The result is a recursive algorithm, where on each step the state is estimated with Kalman filter and the sufficient statistics of the noise variances are estimated with a fixed-point iteration. The performance of the algorithm is demonstrated with simulated data.

Stability, ${l}_{2}$ -Gain and Asynchronous ${H}_{{\infty}}$ Control of Discrete-Time Switched Systems With Average Dwell Time

Abstract: This paper first investigates the stability and l 2-gain problems for a class of discrete-time switched systems with average dwell time (ADT) switching by allowing the Lyapunov-like functions to increase during the running time of subsystems. The obtained results then facilitate the studies on the issue of asynchronous control, where "asynchronous" means the switching of the controllers has a lag to the switching of system modes. In light of the proposed Lyapunov-like functions, the desired mode-dependent controllers can be designed since the unmatched controllers are allowed to perform in the interval of asynchronous switching before the matched ones are applied. The problem of asynchronous H infin control for the underlying systems in linear cases is then formulated. The conditions of the existence of admissible asynchronous H infin controllers are derived, and a numerical example is provided to show the potential of the developed results.

Time-Optimal Path Tracking for Robots: A Convex Optimization Approach

Abstract: This paper focuses on time-optimal path tracking, a subproblem in time-optimal motion planning of robot systems. Through a nonlinear change of variables, the time-optimal path tracking problem is transformed here into a convex optimal control problem with a single state. Various convexity-preserving extension are introduced, resulting in a versatile approach for optimal path tracking. A direct transcription method is presented that reduces finding the globally optimal trajectory to solving a second-order cone program using robust numerical algorithms that are freely available. Validation against known examples and application to a more complex example illustrate the versatility and practicality of the new method.

On Exponential Synchronization of Kuramoto Oscillators

Abstract: In this technical note we study the problem of exponential synchronization for one of the most popular models of coupled phase oscillators, the Kuramoto model We consider the special case of finite oscillators with distinct, bounded natural frequencies Our first result derives a lower bound on the coupling gain which is necessary for the onset of synchronization This bound improves the one derived by Jadbabaie We then calculate a lower bound on the coupling gain that is sufficient to guarantee oscillator synchronization and derive further sufficient conditions to ensure exponential synchronization of the angular frequencies of all oscillators to the mean natural frequency of the group We also characterize the coupling gain that is sufficient for the oscillator phase differences to approach any desired compact set in finite time

Pre- and Post-Processing Sum-of-Squares Programs in Practice

Abstract: Checking non-negativity of polynomials using sum-of-squares has recently been popularized and found many applications in control. Although the method is based on convex programming, the optimization problems rapidly grow and result in huge semidefinite programs. Additionally, they often become increasingly ill-conditioned. To alleviate these problems, it is important to exploit properties of the analyzed polynomial, and post-process the obtained solution. This technical note describes how the sum-of-squares module in the MATLAB toolbox YALMIP handles these issues.

Consensus of Multi-Agent Systems in Directed Networks With Nonuniform Time-Varying Delays

Abstract: In this note, we study consensus problems for continuous-time multi-agent systems in directed networks with dynamically changing topologies and nonuniform time-varying delays. We have analyzed consensus problems in the following three cases: 1) directed networks with dynamically changing topologies and nonuniform time-varying delays; 2) directed networks with intermittent communication and data packet dropout; and 3) finite-time consensus in directed networks with dynamically changing topologies and nonuniform time-varying delays. We propose a new approach based on a tree-type transformation to investigate consensus problems in all three cases. Some necessary and/ or sufficient conditions are established. Simulation results are also given to demonstrate the theoretical results.

Stability of Networked Control Systems With Uncertain Time-Varying Delays

Abstract: In this technical note, a new approach for the stability analysis and controller synthesis of networked control systems (NCSs) with uncertain, time-varying, network delays is presented. Based on the Jordan form of the continuous-time plant, a discrete-time representation of the NCS is derived. Using this model for delays that can be both smaller and larger than the sampling interval, sufficient LMI conditions for stability and feedback stabilization are proposed. The results are illustrated by a typical motion control example.

Author's Reply to Comments on Feedback Stabilization Over Signal-to-Noise Ratio Constrained Channels

Abstract: There has recently been significant interest in feedback stabilization problems over communication channels, including several with bit rate limited feedback. Motivated by considering one source of such bit rate limits, we study the problem of stabilization over a signal-to-noise ratio (SNR) constrained channel. We discuss both continuous and discrete time cases, and show that for either state feedback, or for output feedback delay-free, minimum phase plants, there are limitations on the ability to stabilize an unstable plant over an SNR constrained channel. These limitations in fact match precisely those that might have been inferred by considering the associated ideal Shannon capacity bit rate over the same channel.

Markov Chain Monte Carlo Data Association for Multi-Target Tracking

Abstract: This paper presents Markov chain Monte Carlo data association (MCMCDA) for solving data association problems arising in multitarget tracking in a cluttered environment. When the number of targets is fixed, the single-scan version of MCMCDA approximates joint probabilistic data association (JPDA). Although the exact computation of association probabilities in JPDA is NP-hard, we prove that the single-scan MCMCDA algorithm provides a fully polynomial randomized approximation scheme for JPDA. For general multitarget tracking problems, in which unknown numbers of targets appear and disappear at random times, we present a multi-scan MCMCDA algorithm that approximates the optimal Bayesian filter. We also present extensive simulation studies supporting theoretical results in this paper. Our simulation results also show that MCMCDA outperforms multiple hypothesis tracking (MHT) by a significant margin in terms of accuracy and efficiency under extreme conditions, such as a large number of targets in a dense environment, low detection probabilities, and high false alarm rates.

On Krause's Multi-Agent Consensus Model With State-Dependent Connectivity

Abstract: We study a model of opinion dynamics introduced by Krause: each agent has an opinion represented by a real number, and updates its opinion by averaging all agent opinions that differ from its own by less than one. We give a new proof of convergence into clusters of agents, with all agents in the same cluster holding the same opinion. We then introduce a particular notion of equilibrium stability and provide lower bounds on the inter-cluster distances at a stable equilibrium. To better understand the behavior of the system when the number of agents is large, we also introduce and study a variant involving a continuum of agents, obtaining partial convergence results and lower bounds on inter-cluster distances, under some mild assumptions.

Distributed Control for Identical Dynamically Coupled Systems: A Decomposition Approach

Abstract: We consider the problem of designing distributed controllers for a class of systems which can be obtained from the interconnection of a number of identical subsystems. If the state space matrices of these systems satisfy a certain structural property, then it is possible to derive a procedure for designing a distributed controller which has the same interconnection pattern as the plant. This procedure is basically a multiobjective optimization under linear matrix inequality constraints, with system norms as performance indices. The explicit expressions for computing these controllers are given for both H infin or H 2 performance, and both for static state feedback and dynamic output feedback (in discrete time). At the end of the paper, two application examples illustrate the effectiveness of the approach.

Joint Strategy Fictitious Play With Inertia for Potential Games

Abstract: We consider multi-player repeated games involving a large number of players with large strategy spaces and enmeshed utility structures. In these ldquolarge-scalerdquo games, players are inherently faced with limitations in both their observational and computational capabilities. Accordingly, players in large-scale games need to make their decisions using algorithms that accommodate limitations in information gathering and processing. This disqualifies some of the well known decision making models such as ldquoFictitious Playrdquo (FP), in which each player must monitor the individual actions of every other player and must optimize over a high dimensional probability space. We will show that Joint Strategy Fictitious Play (JSFP), a close variant of FP, alleviates both the informational and computational burden of FP. Furthermore, we introduce JSFP with inertia, i.e., a probabilistic reluctance to change strategies, and establish the convergence to a pure Nash equilibrium in all generalized ordinal potential games in both cases of averaged or exponentially discounted historical data. We illustrate JSFP with inertia on the specific class of congestion games, a subset of generalized ordinal potential games. In particular, we illustrate the main results on a distributed traffic routing problem and derive tolling procedures that can lead to optimized total traffic congestion.

Attitude Synchronization of a Group of Spacecraft Without Velocity Measurements

Abstract: We consider the coordinated attitude control problem for a group of spacecraft, without velocity measurements. Our approach is based on the introduction of auxiliary dynamical systems (playing the role of velocity observers in a certain sense) to generate the individual and relative damping terms in the absence of the actual angular velocities and relative angular velocities. Our main focus, in this technical note, is to address the following two problems: 1) Design a velocity-free attitude tracking and synchronization control scheme, that allows the team members to align their attitudes and track a time-varying reference trajectory (simultaneously). 2) Design a velocity-free synchronization control scheme, in the case where no reference attitude is specified, and all spacecraft are required to reach a consensus by aligning their attitudes with the same final time-varying attitude. In this work, one important and novel feature (besides the non-requirement of the angular velocity measurements), consists in the fact that the control torques are naturally bounded and the designer can arbitrarily assign the desired bounds on the control torques, a priori, through the control gains, regardless of the angular velocities. Throughout this technical note, the communication flow between spacecraft is assumed to be undirected. Simulation results of a scenario of four spacecraft are provided to show the effectiveness of the proposed control schemes.

Explicit Computation of the Sampling Period in Emulation of Controllers for Nonlinear Sampled-Data Systems

Abstract: The purpose of this note is to apply recent results on stabilization of networked control systems to obtain an explicit formula for the maximum allowable sampling period (MASP) that guarantees stability of a nonlinear sampled-data system with an emulated controller. Such formulas are of great value to control practitioners.

Stabilization of Networked Control Systems With a Logic ZOH

Abstract: The technical note is concerned with the stabilization problem of networked control systems. A general framework is proposed firstly, where the zero-order hold has the logical capability of choosing the newest control input packet. The continuous-time process is discretized as a system with input delays. Then a sufficient condition for testing the stability of the discretized system and two sufficient conditions for designing a stabilizing controller are established based upon the Lyapunov theory. Finally numerical examples and simulations are used to illustrate the developed theory.

To Zero or to Hold Control Inputs With Lossy Links

Abstract: This technical note studies the linear quadratic (LQ) performance of networked control systems where control packets are subject to loss. In particular we explore the two simplest compensation strategies commonly found in the literature: the zero-input strategy, in which the input to the plant is set to zero if a packet is dropped, and the hold-input strategy, in which the previous control input is used if packet is lost. We derive expressions for computing the optimal static gain for both strategies and we compare their performance on some numerical examples. Interestingly, none of the two can be claimed superior to the other, even for simple scalar systems, since there are scenarios where one strategy performs better then the other and scenarios where the converse occurs.

Mistuning-Based Control Design to Improve Closed-Loop Stability Margin of Vehicular Platoons

Abstract: We consider a decentralized bidirectional control of a platoon of N identical vehicles moving in a straight line. The control objective is for each vehicle to maintain a constant velocity and inter-vehicular separation using only the local information from itself and its two nearest neighbors. Each vehicle is modeled as a double integrator. To aid the analysis, we use continuous approximation to derive a partial differential equation (PDE) approximation of the discrete platoon dynamics. The PDE model is used to explain the progressive loss of closed-loop stability with increasing number of vehicles, and to devise ways to combat this loss of stability. If every vehicle uses the same controller, we show that the least stable closed-loop eigenvalue approaches zero as O(1/N2) in the limit of a large number (N) of vehicles. We then show how to ameliorate this loss of stability by small amounts of "mistuning", i.e., changing the controller gains from their nominal values. We prove that with arbitrary small amounts of mistuning, the asymptotic behavior of the least stable closed loop eigenvalue can be improved to O(1/N). All the conclusions drawn from analysis of the PDE model are corroborated via numerical calculations of the state-space platoon model.

Robust Stability and Stabilization of Fractional-Order Interval Systems: An LMI Approach

Abstract: This technical note presents necessary and sufficient conditions for the stability and stabilization of fractional-order interval systems. The results are obtained in terms of linear matrix inequalities. Two illustrative examples are given to show that our results are effective and less conservative for checking the robust stability and designing the stabilizing controller for fractional-order interval systems.

Attitude Tracking and Disturbance Rejection of Rigid Spacecraft by Adaptive Control

Abstract: In this technical note, we deal with the attitude tracking and disturbance rejection problem of spacecraft for a class of persistent disturbances with unbounded energy which include the sinusoidal disturbance as a special case. The approach involves the integration of techniques from robust control, adaptive control, and robust output regulation theory.

A Control Approach for Thrust-Propelled Underactuated Vehicles and its Application to VTOL Drones

Abstract: A control approach is proposed for a class of underactuated vehicles in order to stabilize reference trajectories either in thrust direction, velocity, or position. The basic modeling assumption is that the vehicle is pro-pulsed via a thrust force along a single body-fixed direction and that it has full torque actuation for attitude control (i.e., a typical actuation structure for aircrafts, vertical take-off and landing (VTOL) vehicles, submarines, etc.). Additional assumptions on the external forces applied to the vehicle are also introduced for the sake of control design and stability analyses. They are best satisfied for vehicles which are subjected to an external force field (e.g., gravity) and whose shape induces lift forces with limited amplitude, unlike airplanes but as in the case of many VTOL drones. The interactions of the vehicle with the surrounding fluid are often difficult to model precisely whereas they may significantly influence and perturb its motion. By using a standard Lyapunov-based approach, novel nonlinear feedback control laws are proposed to compensate for modeling errors and perform robustly against such perturbations. Simulation results illustrating these properties on a realistic model of a VTOL drone subjected to wind gusts are reported.

The Spring Loaded Inverted Pendulum as the Hybrid Zero Dynamics of an Asymmetric Hopper

Abstract: A hybrid controller that induces provably stable running gaits on an asymmetric spring loaded inverted pendulum (ASLIP) is developed. The controller acts on two levels. On the first level, continuous within-stride control asymptotically imposes a (virtual) holonomic constraint corresponding to a desired torso posture, and creates an invariant surface on which the two-degree-of-freedom restriction dynamics of the closed-loop system (i.e., the hybrid zero dynamics) is diffeomorphic to the center-of-mass dynamics of a spring loaded inverted pendulum (SLIP). On the second level, event-based control stabilizes the closed-loop hybrid system along a periodic orbit of the SLIP dynamics. The controller's performance is discussed through comparison with a second control law that creates a one-degree-of-freedom non-compliant hybrid zero dynamics. Both controllers induce identical steady-state behaviors (i.e., periodic solutions). Under transient conditions, however, the controller inducing a compliant hybrid zero dynamics based on the SLIP accommodates significantly larger disturbances, with less actuator effort, and without violation of the unilateral ground force constraints.

A Unified Framework for Design and Analysis of Networked and Quantized Control Systems

Abstract: We generalize and unify a range of recent results in quantized control systems (QCS) and networked control systems (NCS) literature and provide a unified framework for controller design for control systems with quantization and time scheduling via an emulation-like approach. A crucial step in our proofs is finding an appropriate Lyapunov function for the quantization/time-scheduling protocol which verifies its uniform global exponential stability (UGES). We construct Lyapunov functions for several representative protocols that are commonly found in the literature, as well as some new protocols not considered previously. Our approach is flexible and amenable to further extensions which are briefly discussed.