1. |
- Abdalmoaty, Mohamed R. H., 1986-, et al.
(author)
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Identification of Non-Linear Differential-Algebraic Equation Models with Process Disturbances
- 2021
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In: 2021 60th IEEE Conference on Decision and Control (CDC). - : IEEE. - 9781665436595 - 9781665436588 - 9781665436601 ; , s. 2300-2305
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Conference paper (peer-reviewed)abstract
- Differential-algebraic equations (DAEs) arise naturally as a result of equation-based object-oriented modeling. In many cases, these models contain unknown parameters that have to be estimated using experimental data. However, often the system is subject to unknown disturbances which, if not taken into account in the estimation, can severely affect the model's accuracy. For non-linear state-space models, particle filter methods have been developed to tackle this issue. Unfortunately, applying such methods to non-linear DAEs requires a transformation into a state-space form, which is particularly difficult to obtain for models with process disturbances. In this paper, we propose a simulation-based prediction error method that can be used for non-linear DAEs where disturbances are modeled as continuous-time stochastic processes. To the authors' best knowledge, there are no general methods successfully dealing with parameter estimation for this type of model. One of the challenges in particle filtering methods are random variations in the minimized cost function due to the nature of the algorithm. In our approach, a similar phenomenon occurs and we explicitly consider how to sample the underlying continuous process to mitigate this problem. The method is illustrated numerically on a pendulum example. The results suggest that the method is able to deliver consistent estimates.
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2. |
- Arnström, Daniel, et al.
(author)
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Semi-Explicit Linear MPC Using a Warm-Started Active-Set QP Algorithm with Exact Complexity Guarantees
- 2021
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In: 2021 60TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC). - : IEEE. - 9781665436595 ; , s. 2557-2562
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Conference paper (peer-reviewed)abstract
- We propose a semi-explicit approach for linear MPC in which a dual active-set quadratic programming algorithm is initialized through a pre-computed warm start. By using a recently developed complexity certification method for active-set algorithms for quadratic programming, we show how the computational complexity of the dual active-set algorithm can be determined offline for a given warm start. We also show how these complexity certificates can be used as quality measures when constructing warm starts, enabling the online complexity to be reduced further by iteratively refining the warm start. In addition to showing how the computational complexity of any pre-computed warm start can be determined, we also propose a novel technique for generating warm starts with low overhead, both in terms of computations and memory.
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3. |
- Cianfanelli, Leonardo, et al.
(author)
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Lockdown interventions in SIR models : Is the reproduction number the right control variable?
- 2021
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In: 60th IEEE Conference on Decision and Control, CDC 2021. - 0743-1546 .- 2576-2370. - 9781665436595 ; 2021-December, s. 4254-4259
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Conference paper (peer-reviewed)abstract
- The recent COVID-19 pandemic highlighted the need of non-pharmaceutical interventions in the first stages of a pandemic. Among these, lockdown policies proved unavoidable yet extremely costly from an economic perspective. To better understand the tradeoffs between economic and epidemic costs of lockdown interventions, we here focus on a simple SIR epidemic model and study lockdowns as solutions to an optimal control problem. We first show numerically that the optimal lockdown policy exhibits a phase transition from suppression to mitigation as the time horizon grows, i.e., if the horizon is short the optimal strategy is to impose severe lockdown to avoid diffusion of the infection, whereas if the horizon is long the optimal control steers the system to herd immunity to reduce economic loss. We then consider two alternative policies, motivated by government responses to the COVID19 pandemic, where lockdown levels are selected to either stabilize the reproduction number (i.e., "flatten the curve") or the fraction of infected (i.e., containing the number of hospitalizations). We compute analytically the performance of these two feedback policies and compare them to the optimal control. Interestingly, we show that in the limit of infinite horizon stabilizing the number of infected is preferable to controlling the reproduction number, and in fact yields close to optimal performance.
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4. |
- Coimbatore Anand, Sribalaji, et al.
(author)
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Stealthy Cyber-Attack Design Using Dynamic Programming
- 2021
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In: 2021 60th IEEE Conference On Decision And Control (CDC). - : Institute of Electrical and Electronics Engineers (IEEE). - 9781665436595 ; , s. 3474-3479
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Conference paper (peer-reviewed)abstract
- This paper addresses the issue of data injection attacks on control systems. We consider attacks which aim at maximizing system disruption while staying undetected in the finite horizon. The maximum possible disruption caused by such attacks is formulated as a non-convex optimization problem whose dual problem is a convex semi-definite program. We show that the duality gap is zero using S-lemma. To determine the optimal attack vector, we formulate a soft-constrained optimization problem using the Lagrangian dual function. The framework of dynamic programming for indefinite cost functions is used to solve the soft-constrained optimization problem and determine the attack vector. Using the Karush-Kuhn-Tucker conditions, we also provide necessary and sufficient conditions under which the obtained attack vector is optimal to the primal problem. Finally, we illustrate the results through numerical examples.
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5. |
- Ferizbegovic, Mina, et al.
(author)
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Willems' fundamental lemma based on second-order moments
- 2021
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In: 2021 60TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC). - : Institute of Electrical and Electronics Engineers (IEEE). - 9781665436595 ; , s. 396-401
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Conference paper (peer-reviewed)abstract
- In this paper, we propose variations of Willems' fundamental lemma that utilize second-order moments such as correlation functions in the time domain and power spectra in the frequency domain. We believe that using a formulation with estimated correlation coefficients is suitable for data compression, and possibly can reduce noise. Also, the formulations in the frequency domain can enable modeling of a system in a frequency region of interest.
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6. |
- Fontan, Angela, 1991-, et al.
(author)
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On the properties of Laplacian pseudoinverses
- 2021
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In: 2021 IEEE 60th Conference on Decision and Control (CDC). - : IEEE. - 9781665436595 ; , s. 5538-5543
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Conference paper (peer-reviewed)abstract
- The pseudoinverse of a graph Laplacian is used in many applications and fields, such as for instance in the computation of the effective resistance in electrical networks, in the calculation of the hitting/commuting times for a Markov chain and in continuous-time distributed averaging problems. In this paper we show that the Laplacian pseudoinverse is in general not a Laplacian matrix but rather a signed Laplacian with the property of being an eventually exponentially positive matrix, i.e., of obeying a strong Perron-Frobenius property. We show further that the set of signed Laplacians with this structure (i.e., eventual exponential positivity) is closed with respect to matrix pseudoinversion. This is true even for signed digraphs, and provided that we restrict to Laplacians that are weight balanced also stability is guaranteed.
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7. |
- Gallo, Alexander J., et al.
(author)
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Design of multiplicative watermarking against covert attacks
- 2021
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In: 2021 60th IEEE CConference On Decision And Control (CDC). - : Institute of Electrical and Electronics Engineers (IEEE). - 9781665436595 ; , s. 4176-4181
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Conference paper (peer-reviewed)abstract
- This paper addresses the design of an active cyber-attack detection architecture based on multiplicative watermarking, allowing for detection of covert attacks. We propose an optimal design problem, relying on the so-called output-to-output l(2)-gain, which characterizes the maximum gain between the residual output of a detection scheme and some performance output. Although optimal, this control problem is non-convex. Hence, we propose an algorithm to design the watermarking filters by solving the problem suboptimally via LMIs. We show that, against covert attacks, the output-to-output l(2)-gain is unbounded without watermarking, and we provide a sufficient condition for boundedness in the presence of watermarks.
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8. |
- Ju, Yue, et al.
(author)
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On Asymptotic Distribution of Generalized Cross Validation Hyper-parameter Estimator for Regularized System Identification
- 2021
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In: 2021 60TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC). - : IEEE. - 9781665436595 ; , s. 1598-1602
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Conference paper (peer-reviewed)abstract
- Asymptotic theory is one of the core subjects in system identification theory and often used to assess properties of model estimators. In this paper, we focus on the asymptotic theory for the kernel-based regularized system identification and study the convergence in distribution of the generalized cross validation (GCV) based hyper-parameter estimator. It is shown that the difference between the GCV based hyper-parameter estimator and the optimal hyper-parameter estimator that minimizes the mean square error scaled by 1/root N converges in distribution to a zero mean Gaussian distribution, where N is the sample size and an expression of covariance matrix is obtained. In particular, for the ridge regression case, a closed-form expression of the variance is obtained and shows the influence of the limit of the regression matrix on the asymptotic distribution. For illustration, Monte Carlo numerical simulations are run to test our theoretical results.
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9. |
- Rosales, Antonio, et al.
(author)
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Analysis of Higher Order Sliding Mode Controllers with Boundary Layer Approximation
- 2021
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In: 2021 60th IEEE Conference on Decision and Control (CDC). - : IEEE. - 9781665436595 - 9781665436601 ; , s. 7070-7075
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Conference paper (peer-reviewed)abstract
- The presence of chattering, i.e. high frequency oscillations with finite amplitude, is unavoidable in systems driven by conventional and higher order sliding mode (HOSM) control. A widely used technique to attenuate chattering is the boundary layer (BL) method; it is based on the approximation of discontinuous terms by a saturation function. However, sliding mode control (SMC) systems with BL approximation still presents chattering due to unmodeled dynamics. Amplitude and frequency of chattering can be estimated applying describing function (DF) and harmonic balance (HB) equation techniques. In this paper, HOSM controllers such as Twisting, Nested second order, and Super Twisting (ST) extension to relative degree two, with BL approximation, are analyzed. The effect of the BL value in the parameters of chattering is studied. When the BL value increments, chattering in systems driven by Twisting and Nested may decrease in amplitude, whereas in the case of ST-extension the variation in amplitude and frequency is minimum. Analysis for the case when the derivative in Twisting and ST-extension algorithms is computed via a linear differentiator is also included. Examples and simulations verifying the results are presented.
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10. |
- Skarin, Per, et al.
(author)
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Explicit MPC recovery for cloud control systems
- 2021
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In: 60th IEEE Conference on Decision and Control, CDC 2021. - 0743-1546. - 9781665436595 ; 2021-December, s. 5394-5401
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Conference paper (peer-reviewed)abstract
- We present a strategy for failure resilient cloud control using model predictive control (MPC) extended with explicit recovery. Based on an arbitrary and unmodified device controller, the remotely operated MPC can safely manipulate the network controlled plant through temporary adjustment of an error signal generator. We show ways to implement the reliable cloud controller, relate it to two-degrees-of-freedom control and robust MPC, and determine stability. Simulations illustrate the obtained performance and resilience to failure. In the conclusion, we elaborate on these results and the concept of elastic control.
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