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Decentralized Control of Constrained Linear Systems Via Convex Optimization Methods

Decentralized Control of Constrained Linear Systems Via Convex Optimization Methods PDF Author: Weixuan Lin
Publisher:
ISBN:
Category :
Languages : en
Pages : 189

Book Description
Decentralized control problems naturally arise in the control of large-scale networked systems. Such systems are regulated by a collection of local controllers in a decentralized manner, in the sense that each local controller is required to specify its control input based on its locally accessible sensor measurements. In this dissertation, we consider the decentralized control of discrete-time, linear systems subject to exogenous disturbances and polyhedral constraints on the state and input trajectories. The underlying system is composed of a finite collection of dynamically coupled subsystems, each of which is assumed to have a dedicated local controller. The decentralization of information is expressed according to sparsity constraints on the sensor measurements that each local controller has access to. In its most general form, the decentralized control problem amounts to an infinite-dimensional nonconvex program that is, in general, computationally intractable. The primary difficulty of the decentralized control problem stems from the potential informational coupling between the controllers. Specifically, in problems with nonclassical information structures, the actions taken by one controller can affect the information acquired by other controllers acting on the system. This gives rise to an incentive for controllers to communicate with each other via the actions that they undertake--the so-called signaling incentive. To complicate matters further, there may be hard constraints coupling the actions and local states being regulated by different controllers that must be jointly enforced with limited communication between the local controllers. In this dissertation, we abandon the search for the optimal decentralized control policy, and resort to approximation methods that enable the tractable calculation of feasible decentralized control policies. We first provide methods for the tractable calculation of decentralized control policies that are affinely parameterized in their measurement history. For problems with partially nested information structures, we show that the optimization over such a policy space admits an equivalent reformulation as a semi-infinite convex program. The optimal solution to these semi-inifinite programs can be calculated through the solution of a finite-dimensional conic program. For problems with nonclassical information structures, however, the optimization over such a policy space amounts to a semi-infinite nonconvex program. With the objective of alleviating the nonconvexity in such problems, we propose an approach to decentralized control design in which the information-coupling states are effectively treated as disturbances whose trajectories are constrained to take values in ellipsoidal "contract" sets whose location, scale, and orientation are jointly optimized with the affine decentralized control policy being used to control the system. The resulting problem is a semidefinite program, whose feasible solutions are guaranteed to be feasible for the original decentralized control design problem. Decentralized control policies that are computed according to such convex optimization methods are, in general, suboptimal. We, therefore, provide a method of bounding the suboptimality of feasible decentralized control policies through an information-based convex relaxation. Specifically, we characterize an expansion of the given information structure, which maximizes the optimal value of the decentralized control design problem associated with the expanded information structure, while guaranteeing that the expanded information structure be partially nested. The resulting decentralized control design problem admits an equivalent reformulation as an infinite-dimensional convex program. We construct a further constraint relaxation of this problem via its partial dualization and a restriction to affine dual control policies, which yields a finite-dimensional conic program whose optimal value is a provable lower bound on the minimum cost of the original decentralized control design problem. Finally, we apply our convexd programming approach to control design to the decentralized control of distributed energy resources in radial power distribution systems. We investigate the problem of designing a fully decentralized disturbance-feedback controller that minimizes the expected cost of serving demand, while guaranteeing the satisfaction of individual resource and distribution system voltage constraints. A direct application of our aforementioned control design methods enables both the calculation of affine controllers and the bounding of their suboptimality through the solution of finite-dimensional conic programs. A case study demonstrates that the decentralized affine controller we compute can perform close to optimal.

Decentralized Control of Constrained Linear Systems Via Convex Optimization Methods

Decentralized Control of Constrained Linear Systems Via Convex Optimization Methods PDF Author: Weixuan Lin
Publisher:
ISBN:
Category :
Languages : en
Pages : 189

Book Description
Decentralized control problems naturally arise in the control of large-scale networked systems. Such systems are regulated by a collection of local controllers in a decentralized manner, in the sense that each local controller is required to specify its control input based on its locally accessible sensor measurements. In this dissertation, we consider the decentralized control of discrete-time, linear systems subject to exogenous disturbances and polyhedral constraints on the state and input trajectories. The underlying system is composed of a finite collection of dynamically coupled subsystems, each of which is assumed to have a dedicated local controller. The decentralization of information is expressed according to sparsity constraints on the sensor measurements that each local controller has access to. In its most general form, the decentralized control problem amounts to an infinite-dimensional nonconvex program that is, in general, computationally intractable. The primary difficulty of the decentralized control problem stems from the potential informational coupling between the controllers. Specifically, in problems with nonclassical information structures, the actions taken by one controller can affect the information acquired by other controllers acting on the system. This gives rise to an incentive for controllers to communicate with each other via the actions that they undertake--the so-called signaling incentive. To complicate matters further, there may be hard constraints coupling the actions and local states being regulated by different controllers that must be jointly enforced with limited communication between the local controllers. In this dissertation, we abandon the search for the optimal decentralized control policy, and resort to approximation methods that enable the tractable calculation of feasible decentralized control policies. We first provide methods for the tractable calculation of decentralized control policies that are affinely parameterized in their measurement history. For problems with partially nested information structures, we show that the optimization over such a policy space admits an equivalent reformulation as a semi-infinite convex program. The optimal solution to these semi-inifinite programs can be calculated through the solution of a finite-dimensional conic program. For problems with nonclassical information structures, however, the optimization over such a policy space amounts to a semi-infinite nonconvex program. With the objective of alleviating the nonconvexity in such problems, we propose an approach to decentralized control design in which the information-coupling states are effectively treated as disturbances whose trajectories are constrained to take values in ellipsoidal "contract" sets whose location, scale, and orientation are jointly optimized with the affine decentralized control policy being used to control the system. The resulting problem is a semidefinite program, whose feasible solutions are guaranteed to be feasible for the original decentralized control design problem. Decentralized control policies that are computed according to such convex optimization methods are, in general, suboptimal. We, therefore, provide a method of bounding the suboptimality of feasible decentralized control policies through an information-based convex relaxation. Specifically, we characterize an expansion of the given information structure, which maximizes the optimal value of the decentralized control design problem associated with the expanded information structure, while guaranteeing that the expanded information structure be partially nested. The resulting decentralized control design problem admits an equivalent reformulation as an infinite-dimensional convex program. We construct a further constraint relaxation of this problem via its partial dualization and a restriction to affine dual control policies, which yields a finite-dimensional conic program whose optimal value is a provable lower bound on the minimum cost of the original decentralized control design problem. Finally, we apply our convexd programming approach to control design to the decentralized control of distributed energy resources in radial power distribution systems. We investigate the problem of designing a fully decentralized disturbance-feedback controller that minimizes the expected cost of serving demand, while guaranteeing the satisfaction of individual resource and distribution system voltage constraints. A direct application of our aforementioned control design methods enables both the calculation of affine controllers and the bounding of their suboptimality through the solution of finite-dimensional conic programs. A case study demonstrates that the decentralized affine controller we compute can perform close to optimal.

An Algebraic Geometry Based Approach to Decentralized Control

An Algebraic Geometry Based Approach to Decentralized Control PDF Author: Hyung Sik Shin
Publisher: Stanford University
ISBN:
Category :
Languages : en
Pages : 85

Book Description
Decentralized control has been one of the important problems in systems and control engineering. Computing an optimal decentralized controller for general linear systems, however, is known to be a very challenging task. In particular, designing an optimal decentralized controller in the standard framework of a linear system with quadratic cost and Gaussian noise is well known to be extremely hard even in very simple and small sized problems. Because of this fact, previous work has focused on characterizing several different classes of problems for which an optimal decentralized controller may be efficiently computed. The set of quadratically invariant problems is one of the largest known class of such problems. This dissertation provides a novel, general, and powerful framework for addressing decentralized control by introducing the idea of using rational elimination theory of algebraic geometry. We show that, in certain cases, this approach reduces the set of closed-loop maps of decentralized control to the solution set of a collection of linear equations. We show how to use these linear equations to find an optimal decentralized controller. We also prove that if a system is quadratically invariant then under an appropriate technical condition the resulting elimination set is affine. We further illustrate that our approach can be well applied to a strictly larger class of decentralized control problem than the quadratically invariant one by presenting a simple example: the example shows that there are problems which are not quadratically invariant but for which the resulting elimination description is affine.

Recent Advances in Model Predictive Control

Recent Advances in Model Predictive Control PDF Author: Timm Faulwasser
Publisher: Springer Nature
ISBN: 3030632814
Category : Science
Languages : en
Pages : 250

Book Description
This book focuses on distributed and economic Model Predictive Control (MPC) with applications in different fields. MPC is one of the most successful advanced control methodologies due to the simplicity of the basic idea (measure the current state, predict and optimize the future behavior of the plant to determine an input signal, and repeat this procedure ad infinitum) and its capability to deal with constrained nonlinear multi-input multi-output systems. While the basic idea is simple, the rigorous analysis of the MPC closed loop can be quite involved. Here, distributed means that either the computation is distributed to meet real-time requirements for (very) large-scale systems or that distributed agents act autonomously while being coupled via the constraints and/or the control objective. In the latter case, communication is necessary to maintain feasibility or to recover system-wide optimal performance. The term economic refers to general control tasks and, thus, goes beyond the typically predominant control objective of set-point stabilization. Here, recently developed concepts like (strict) dissipativity of optimal control problems or turnpike properties play a crucial role. The book collects research and survey articles on recent ideas and it provides perspectives on current trends in nonlinear model predictive control. Indeed, the book is the outcome of a series of six workshops funded by the German Research Foundation (DFG) involving early-stage career scientists from different countries and from leading European industry stakeholders.

Convex Methods for Discrete-time Constrained Control

Convex Methods for Discrete-time Constrained Control PDF Author: Nur Syazreen Ahmad
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description
Feedback is used to control systems whose open-loop behaviour is uncertain. Over the last twenty years a mature theory of robust control has been developed for linear multivariable systems in continuous time. But most practical control systems have constraints such as saturation limits on the actuators, which render the closed-loop nonlinear. Most of the modern controllers are also implemented digitally using computers. The study of this research is divided in two directions: the stability analysis of discrete-time Lur'e systems and the synthesis of static discrete-time anti-windup schemes. With respect to stability analysis, the main contributions of this thesis are the derivations of new LMI-based stability criteria for the discrete-time Lur'e systems with monotonic, slope-restricted nonlinearities via the Lyapunov method. The criteria provide convex stability conditions via LMIs, which can be efficiently computed via convex optimization methods. They are also extended to the general case that includes the non-diagonal MIMO nonlinearities. The importance of extending them to the general case is that it can eventually be applied to the stability analysis of several optimization-based controllers such as an input-constrainedmodel predictive control (MPC), which is inherently discrete. With respect to synthesis, the contribution is the convex formulation of a static discrete-time anti-windup scheme via one of the Jury-Lee criteria (a discrete-time counterpart of Popov criterion), which was previously conjectured to be unachievable. The result is also in the form of LMI, and is extended to several existing static anti-windup schemes with open-loop stable plants.

Set-Theoretic Methods in Control

Set-Theoretic Methods in Control PDF Author: Franco Blanchini
Publisher: Birkhäuser
ISBN: 3319179330
Category : Science
Languages : en
Pages : 640

Book Description
The second edition of this monograph describes the set-theoretic approach for the control and analysis of dynamic systems, both from a theoretical and practical standpoint. This approach is linked to fundamental control problems, such as Lyapunov stability analysis and stabilization, optimal control, control under constraints, persistent disturbance rejection, and uncertain systems analysis and synthesis. Completely self-contained, this book provides a solid foundation of mathematical techniques and applications, extensive references to the relevant literature, and numerous avenues for further theoretical study. All the material from the first edition has been updated to reflect the most recent developments in the field, and a new chapter on switching systems has been added. Each chapter contains examples, case studies, and exercises to allow for a better understanding of theoretical concepts by practical application. The mathematical language is kept to the minimum level necessary for the adequate formulation and statement of the main concepts, yet allowing for a detailed exposition of the numerical algorithms for the solution of the proposed problems. Set-Theoretic Methods in Control will appeal to both researchers and practitioners in control engineering and applied mathematics. It is also well-suited as a textbook for graduate students in these areas. Praise for the First Edition "This is an excellent book, full of new ideas and collecting a lot of diverse material related to set-theoretic methods. It can be recommended to a wide control community audience." - B. T. Polyak, Mathematical Reviews "This book is an outstanding monograph of a recent research trend in control. It reflects the vast experience of the authors as well as their noticeable contributions to the development of this field...[It] is highly recommended to PhD students and researchers working in control engineering or applied mathematics. The material can also be used for graduate courses in these areas." - Octavian Pastravanu, Zentralblatt MATH

Applied mechanics reviews

Applied mechanics reviews PDF Author:
Publisher:
ISBN:
Category : Mechanics, Applied
Languages : en
Pages : 400

Book Description


Computational Analysis of Real-time Convex Optimization for Control Systems

Computational Analysis of Real-time Convex Optimization for Control Systems PDF Author: Lawrence Kent McGovern
Publisher:
ISBN:
Category :
Languages : en
Pages : 189

Book Description


Interior-point Polynomial Algorithms in Convex Programming

Interior-point Polynomial Algorithms in Convex Programming PDF Author: Yurii Nesterov
Publisher: SIAM
ISBN: 9781611970791
Category : Mathematics
Languages : en
Pages : 414

Book Description
Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.

Control of Complex Systems

Control of Complex Systems PDF Author: Aleksandar Zecevic
Publisher: Springer Science & Business Media
ISBN: 1441912169
Category : Science
Languages : en
Pages : 233

Book Description
"Control of Complex Systems: Structural Constraints and Uncertainty" focuses on control design under information structure constraints, with a particular emphasis on large-scale systems. The complexity of such systems poses serious computational challenges and severely restricts the types of feedback laws that can be used in practice. This book systematically addresses the main issues, and provides a number of applications that illustrate potential design methods, most which use Linear Matrix Inequalities (LMIs), which have become a popular design tool over the past two decades. Authors Aleksandar I. Zecevic and Dragoslav D. Siljak use their years of experience in the control field to also: Address the issues of large-scale systems as they relate to robust control and linear matrix inequalities Discuss a new approach to applying standard LMI techniques to large-scale systems, combining graphic-theoretic decomposition techniques with appropriate low-rank numerical approximations and dramatically reducing the computational effort Providing numerous examples and a wide variety of applications, ranging from electric power systems and nonlinear circuits to mechanical problems and dynamic Boolean networks "Control of Complex Systems: Structural Constraints and Uncertainty" will appeal to practicing engineers, researchers and students working in control design and other related areas.

Decentralized Control of Linear Dynamical Systems Via Polynomial Matrix Methods

Decentralized Control of Linear Dynamical Systems Via Polynomial Matrix Methods PDF Author: P. Fessas
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description