No Arabic abstract
We consider optimization problems for (networked) systems, where we minimize a cost that includes a known time-varying function associated with the systems outputs and an unknown function of the inputs. We focus on a data-based online projected gradient algorithm where: i) the input-output map of the system is replaced by measurements of the output whenever available (thus leading to a closed-loop setup); and ii) the unknown function is learned based on functional evaluations that may occur infrequently. Accordingly, the feedback-based online algorithm operates in a regime with inexact gradient knowledge and with random updates. We show that the online algorithm generates points that are within a bounded error from the optimal solution of the problem; in particular, we provide error bounds in expectation and in high-probability, where the latter is given when the gradient error follows a sub-Weibull distribution and when missing measurements are modeled as Bernoulli random variables. We also provide results in terms of input-to-state stability in expectation and in probability. Numerical results are presented in the context of a demand response task in power systems.
This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the individuals preferences, which are unknown, subject to time-varying constraints that capture physical or operational limits of the network. To this end, the paper develops a distributed online optimization algorithm with concurrent learning of the cost functions. The cost functions are learned on-the-fly based on the users feedback (provided at irregular intervals) by leveraging tools from shape-constrained Gaussian Processes. The online algorithm is based on a primal-dual method, and acts effectively in a closed-loop fashion where: i) users feedback is utilized to estimate the cost, and ii) measurements from the network are utilized in the algorithmic steps to bypass the need for sensing of (unknown) exogenous inputs of the network. The performance of the algorithm is analyzed in terms of dynamic network regret and constraint violation. Numerical examples are presented in the context of real-time optimization of distributed energy resources.
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available methods critically rely on a precise knowledge of the system dynamics (thus requiring off-line system identification and model refinement). To this aim, in this paper we first show that the steady-state transfer function of a linear system can be computed directly from control experiments, bypassing explicit model identification. Then, we leverage the estimated transfer function to design a controller -- which is inspired by stochastic gradient descent methods -- that regulates the system to the solution of the prescribed optimization problem. A distinguishing feature of our methods is that they do not require any knowledge of the system dynamics, disturbance terms, or their distributions. Our technical analysis combines concepts and tools from behavioral system theory, stochastic optimization with decision-dependent distributions, and stability analysis. We illustrate the applicability of the framework on a case study for mobility-on-demand ride service scheduling in Manhattan, NY.
Robust control is a core approach for controlling systems with performance guarantees that are robust to modeling error, and is widely used in real-world systems. However, current robust control approaches can only handle small system uncertainty, and thus require significant effort in system identification prior to controller design. We present an online approach that robustly controls a nonlinear system under large model uncertainty. Our approach is based on decomposing the problem into two sub-problems, robust control design (which assumes small model uncertainty) and chasing consistent models, which can be solved using existing tools from control theory and online learning, respectively. We provide a learning convergence analysis that yields a finite mistake bound on the number of times performance requirements are not met and can provide strong safety guarantees, by bounding the worst-case state deviation. To the best of our knowledge, this is the first approach for online robust control of nonlinear systems with such learning theoretic and safety guarantees. We also show how to instantiate this framework for general robotic systems, demonstrating the practicality of our approach.
Networked robotic systems, such as connected vehicle platoons, can improve the safety and efficiency of transportation networks by allowing for high-speed coordination. To enable such coordination, these systems rely on networked communications. This can make them susceptible to cyber attacks. Though security methods such as encryption or specially designed network topologies can increase the difficulty of successfully executing such an attack, these techniques are unable to guarantee secure communication against an attacker. More troublingly, these security methods are unable to ensure that individual agents are able to detect attacks that alter the content of specific messages. To ensure resilient behavior under such attacks, this paper formulates a networked linear time-varying version of dynamic watermarking in which each agent generates and adds a private excitation to the input of its corresponding robotic subsystem. This paper demonstrates that such a method can enable each agent in a networked robotic system to detect cyber attacks. By altering measurements sent between vehicles, this paper illustrates that an attacker can create unstable behavior within a platoon. By utilizing the dynamic watermarking method proposed in this paper, the attack is detected, allowing the vehicles in the platoon to gracefully degrade to a non-communicative control strategy that maintains safety across a variety of scenarios.
This work is concerned with the design and effects of the synchronization gains on the synchronization problem for a class of networked distributed parameter systems. The networked systems, assumed to be described by the same evolution equation in a Hilbert space, differ in their initial conditions. The proposed synchronization controllers aim at achieving both the control objective and the synchronization objective. To enhance the synchronization, as measured by the norm of the pairwise state difference of the networked systems, an adaptation of the gains is proposed. An alternative design arrives at constant gains that are optimized with respect to an appropriate measure of synchronization. A subsequent formulation casts the control and synchronization design problem into an optimal control problem for the aggregate systems. An extensive numerical study examines the various aspects of the optimization and adaptation of the gains on the control and synchronization of networked 1D parabolic differential equations.