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A. Stephen Morse

Publications and source records attributed to A. Stephen Morse.

At least 19 recordsLinked to original sources

On Determining the Convergence Rate of an Infinite Product of Stochastic Matrices

By a convergent set is meant a set of stochastic matrices where every infinite product of matrices from every compact subset converges to a rank one matrix. Well-known examples include the set of all scrambling matrices, the set of all stochastic matrices with all diagonal entries positive and a rooted graph, the set of all Sarymsakov matrices, and the set of doubly stochastic matrices with positive diagonal entries and a weakly connected graph. It is known that every infinite product from each compact set of every convergent set converges to its limit exponentially fast, but not much is known about the rate of convergence when not all matrices involved are scrambling matrices. This paper deals with bounding the rate of convergence in convergent sets using submultiplicative seminorms. It is shown that only in some convergent sets all matrices are contractions in the same seminorm, and in particular that this method cannot be used to determine the convergence rate for the class of matrices with positive diagonal entries and a rooted graph. As a second contribution, it is shown that for every compact convergent set and every submultiplicative seminorm, there is a finite number $k$ such that all products of $k$ matrices from the set are contractions in the seminorm. Finally, several open questions are posed for future research.

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Consensus Seminorms and their Applications

Consensus is a well-studied problem in distributed sensing, computation and control, yet deriving useful and easily computable bounds on the rate of convergence to consensus remains a challenge. This paper discusses the use of seminorms for this goal. A previously suggested family of seminorms is revisited, and an error made in their original presentation is corrected, where it was claimed that the a certain seminorm is equal to the well-known coefficient of ergodicity. Next, a wider family of seminorms is introduced, and it is shown that contraction in any of these seminorms guarantees convergence at an exponential rate of infinite products of matrices, generalizing known results on stochastic matrices to the class of matrices whose row sums are all equal one. Finally, it is shown that such seminorms cannot be used to bound the rate of convergence of classes larger than the well-known class of scrambling matrices.

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Split-Spectrum Based Distributed State Estimation for Linear Systems

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the state of a continuous and multi-channel linear system whose sensed outputs are distributed across a fixed multi-agent network. The estimator is then extended to non-stationary networks whose graphs switch according to a switching signal. The estimator is guaranteed to solve the problem, provided a network-widely shared high gain condition achieving a form of spectrum separation is satisfied. As an alternative to sharing a common gain across the network, a fully distributed version of the estimator is also studied in which each agent adaptively adjusts a local gain, though the practicality of this approach is subject to a robustness issue common to adaptive control. A discrete-time version of the distributed state estimation problem is also studied, and a corresponding estimator based again on spectrum separation, but not high gain, is proposed for time-varying networks. For each scenario, it is explained how to construct the estimator so that the state estimation errors in the local estimators all converge to zero exponentially fast at a fixed but arbitrarily chosen rate, provided the network's graph is strongly connected for all time. The proposed estimators are inherently resilient to abrupt changes in the number of agents and communication links in the inter-agent communication graph upon which the algorithms depend, provided the network is redundantly strongly connected and redundantly jointly observable.

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Distributed Feedback Control of Multi-Channel Linear Systems

In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any pre-specified convergence rate using a time-invariant distributed linear control. As an illustration of how this finding can be used to deal with certain distributed tracking problems, a solution is given to a distributed set-point control problem for a continuous-time, multi-channel linear system in which each and every agent with access to the system is able to independently adjust its scalar-valued, controlled output to any desired set-point value. To better understand the constraints on controller design, the distributed control problem is recast as a classical decentralized control problem. Armed with the tools of decentralized control, including the notion of a "fixed spectrum", it is possible to show quite surprisingly that if the only information each agent is allowed to share with its neighbors is its measured output, then distributed stabilization in some cases is impossible. Using well-known decentralized control concepts, lower bounds are derived on the dimensions of the shared sub-states of local controllers which, if satisfied, guarantee that there will be no fixed closed-loop system eigenvalues to contend with. The decentralized control perspective also enables one to assert that without imposing a partitioning constraint, the closed-loop spectrum of any jointly controllable, jointly observable multi-channel linear system with a strongly connected neighbor graph, can be freely assigned with distributed feedback control. It is also explained why in the face of finite delays, exponential stabilization at any prescribed convergence rate can still be achieved with distributed control, at least for discrete-time multi-channel linear systems.

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Modeling the Co-evolution of Climate Impact and Population Behavior: A Mean-Field Analysis

Motivated by the climate crisis that is currently ravaging the planet, we propose and analyze a novel framework for the evolution of anthropogenic climate impact in which the evolution of human environmental behavior and environmental impact is coupled. Our framework includes a human decision-making process that captures social influence, government policy interventions, and the cost of environmentally-friendly behavior, modeled within a game-theoretic paradigm. By taking a mean-field approach in the limit of large populations, we derive the equilibria and their local stability characteristics. Subsequently, we study global convergence, whereby we show that the system converges to a periodic solution for almost all initial conditions. Numerical simulations confirm our findings and suggest that, before the system reaches such a periodic solution, the level of environmental impact might become dangerously high, calling for the design of optimal control strategies to influence the system trajectory.

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Reaching a Consensus with Limited Information

In its simplest form the well known consensus problem for a networked family of autonomous agents is to devise a set of protocols or update rules, one for each agent, which can enable all of the agents to adjust or tune their "agreement variable" to the same value by utilizing real-time information obtained from their "neighbors" within the network. The aim of this paper is to study the problem of achieving a consensus in the face of limited information transfer between agents. By this it is meant that instead of each agent receiving an agreement variable or real-valued state vector from each of its neighbors, it receives a linear function of each state instead. The specific problem of interest is formulated and provably correct algorithms are developed for a number of special cases of the problem.

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A Hybrid Observer for Estimating the State of a Distributed Linear System

A hybrid observer is described for estimating the state of a system of the form dot x=Ax, y_i=C_ix, i=1,...,m. The system's state x is simultaneously estimated by m agents assuming agent i senses y_i and receives appropriately defined data from its neighbors. Neighbor relations are characterized by a time-varying directed graph N(t). Agent i updates its estimate x_i of x at event times t_{i1},t_{i2} ... using a local continuous-time linear observer and a local parameter estimator which iterates q times during each event time interval [t_{i(s-1)},t_{is}), s>=1, to obtain an estimate of x(t_{is}). Subject to the assumptions that N(t) is strongly connected, and the system is jointly observable, it is possible to design parameters so that x_i converges to x with a pre-assigned rate. This result holds when agents communicate asynchronously with the assumption that N(t) changes slowly. Exponential convergence is also assured if the event time sequence of the agents are slightly different, although only if the system being observed is exponentially stable; this limitation however, is a robustness issue shared by all open loop state estimators with small modeling errors. The result also holds facing abrupt changes in the number of vertices and arcs in the inter-agent communication graph upon which the algorithm depends.

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A Distributed Observer for a Continuous-Time Linear System with time-varying network

A simply structured distributed observer is described for estimating the state of a continuous-time, jointly observable, input-free, linear system whose sensed outputs are distributed across a time-varying network. It is explained how to design a gain $g$ in the observer so that their state estimation errors all converge exponentially fast to zero at a fixed, but arbitrarily chosen rate provided the network's graph is strongly connected for all time. A linear inequality for $g$ is provided when the network's graph is switching according to a switching signal with a dwell time or an average dwell time, respectively. It has also been shown the existence of $g$ when the stochastic matrix of the network's graph is chosen to be doubly stochastic under arbitrarily switching signals. This is accomplished by exploiting several well-known properties of invariant subspaces and properties of perturbed systems.

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Structural Completeness of a Multi-channel Linear System with Dependent Parameters

It is well known that the "fixed spectrum" {i.e., the set of fixed modes} of a multi-channel linear system plays a central role in the stabilization of such a system with decentralized control. A parameterized multi-channel linear system is said to be "structurally complete" if it has no fixed spectrum for almost all parameter values. Necessary and sufficient algebraic conditions are presented for a multi-channel linear system with dependent parameters to be structurally complete. An equivalent graphical condition is also given for a certain type of parameterization.

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A Graphical Characterization of Structurally Controllable Linear Systems with Dependent Parameters

One version of the concept of structural controllability defined for single-input systems by Lin and subsequently generalized to multi-input systems by others, states that a parameterized matrix pair $(A, B)$ whose nonzero entries are distinct parameters, is structurally controllable if values can be assigned to the parameters which cause the resulting matrix pair to be controllable. In this paper the concept of structural controllability is broadened to allow for the possibility that a parameter may appear in more than one location in the pair $(A, B)$. Subject to a certain condition on the parameterization called the "binary assumption", an explicit graph-theoretic characterization of such matrix pairs is derived.

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A Distributed Observer for a Discrete-Time Linear System

A simply structured distributed observer is described for estimating the state of a discrete-time, jointly observable, input-free, linear system whose sensed outputs are distributed across a time-varying network. It is explained how to construct the local estimators which comprise the observer so that their state estimation errors all converge exponentially fast to zero at a fixed, but arbitrarily chosen rate provided the network's graph is strongly connected for all time. This is accomplished by exploiting several well-known properties of invariant subspaces plus several kinds of suitably defined matrix norms.

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The Power Allocation Game on Dynamic Networks: Subgame Perfection

In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not applicable to games involving both cooperative and noncooperative scenarios (e.g., "games on signed graphs"). With the purpose of equilibrium selection, the power allocation game developed in \cite{allocation}, which is a static, resource allocation game on signed graphs, will be reformulated into an extensive form. Results about the subgame perfect Nash equilibria in the extensive-form game will be given. This appears to be the first time that subgame perfection based on time-varying graphs is used for equilibrium selection in network games. This idea of subgame perfection proposed in the paper may be extrapolated to other network games, which will be illustrated with a simple example of congestion games.

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The Power Allocation Game on A Network: Computation Issue

In this paper two algorithms with the goal of generating the equilibrium set of the power allocation game first developed in \cite{allocation} are proposed. Based on the first algorithm, the geometric property of the pure strategy Nash equilibrium set will be proven to be a collection of convex polytopes. The second, simulation-based, algorithm is developed to overcome the shortcoming of the first algorithm in terms of generating the equilibrium set efficiently and then making policy-relevant predictions based on the set. The second algorithm will be usefully applied to a real-world case study, which draws on the current crisis between North Korea and certain key players including the US and China.

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The Power Allocation Game on A Network: Balanced Equilibrium

This paper studies a special kind of equilibrium termed as "balanced equilibrium" which arises in the power allocation game defined in \cite{allocation}. In equilibrium, each country in antagonism has to use all of its own power to counteract received threats, and the "threats" made to each adversary just balance out the threats received from that adversary. This paper establishes conditions on different types of networked international environments in order for this equilibrium to exist. The paper also links the existence of this type of equilibrium on structurally balanced graphs to the Hall's Maximum Matching problem and the Max Flow problem.

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The Power Allocation Game on A Network: A Paradox

The well-known Braess paradox in congestion games states that adding an additional road to a transportation network may increase the total travel time, and consequently decrease the overall efficiency. Motivated by this, this paper presents a paradox in a similar spirit emerging from another distributed resource allocation game on networks, namely the power allocation game between countries developed in \cite{allocation}. The paradox is that by having additional friends may actually decrease a country's total welfare in equilibrium. Conditions for this paradox to occur as well as some price of anarchy results are also derived.

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Countries' Survival in Networked International Environments

This paper applies a recently developed power allocation game in Li and Morse (2017) to study the countries' survival problem in networked international environments. In the game, countries strategically allocate their power to support the survival of themselves and their friends and to oppose that of their foes, where by a country's survival is meant when the country's total support equals or exceeds its total threats. This paper establishes conditions that characterize different types of networked international environments in which a country may survive, such as when all the antagonism among countries makes up a complete or bipartite graph.

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A Distributed, Dynamical System View of Finite, Static Games

This paper contains a reformulation of any $n$-player finite, static game into a framework of distributed, dynamical system based on agents' payoff-based deviations. The reformulation generalizes the method employed in the second part of the study of countries' relation formation problem in Li and Morse (2017) to the case of any finite, static game. In the paper two deviation rules are provided and possible applications of this framework are discussed.

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