arXiv subjects

Ian R. Manchester

Publications and source records attributed to Ian R. Manchester.

At least 55 records · Page 3Linked to original sources

arXiv2022

Model Predictive Control of Spreading Processes via Sparse Resource Allocation

In this paper, we propose a model predictive control (MPC) method for real-time intervention of spreading processes, such as epidemics and wildfire, over large-scale networks. The goal is to allocate budgeted resources each time step to minimize the risk of an undetected outbreak, i.e. the product of the probability of an outbreak and the impact of that outbreak. By using dynamic programming relaxation, the MPC controller is reformulated as a convex optimization problem, in particular an exponential cone programming. We also provide sufficient conditions for the closed-loop risks to asymptotically decrease and a method to estimate the upper bound of when the risk will monotonically decrease. Numerical results are provided for a wildfire example.

math.OC↗

arXiv2022

Attitude estimation from vector measurements: Necessary and sufficient conditions and convergent observer design

The paper addresses the problem of attitude estimation for rigid bodies using (possibly time-varying) vector measurements, for which we provide a necessary and sufficient condition of distinguishability. Such a condition is shown to be strictly weaker than those previously used for attitude observer design. Thereafter, we show that even for the single vector case the resulting condition is sufficient to design almost globally convergent attitude observers, and two explicit designs are obtained. To overcome the weak excitation issue, the first design employs to make full use of historical information, whereas the second scheme dynamically generates a virtual reference vector, which remains non-collinear to the given vector measurement. Simulation results illustrate the accurate estimation despite noisy measurements.

eess.SY↗

arXiv2022

Learning over All Stabilizing Nonlinear Controllers for a Partially-Observed Linear System

This paper proposes a nonlinear policy architecture for control of partially-observed linear dynamical systems providing built-in closed-loop stability guarantees. The policy is based on a nonlinear version of the Youla parameterization, and augments a known stabilizing linear controller with a nonlinear operator from a recently developed class of dynamic neural network models called the recurrent equilibrium network (REN). We prove that RENs are universal approximators of contracting and Lipschitz nonlinear systems, and subsequently show that the the proposed Youla-REN architecture is a universal approximator of stabilizing nonlinear controllers. The REN architecture simplifies learning since unconstrained optimization can be applied, and we consider both a model-based case where exact gradients are available and reinforcement learning using random search with zeroth-order oracles. In simulation examples our method converges faster to better controllers and is more scalable than existing methods, while guaranteeing stability during learning transients.

eess.SY↗

arXiv2022

Globally convergent visual-feature range estimation with biased inertial measurements

The design of a globally convergent position observer for feature points from visual information is a challenging problem, especially for the case with only inertial measurements and without assumptions of uniform observability, which remained open for a long time. We give a solution to the problem in this paper assuming that only the bearing of a feature point, and biased linear acceleration and rotational velocity of a robot -- all in the body-fixed frame -- are available. Further, in contrast to existing related results, we do not need the value of the gravitational constant either. The proposed approach builds upon the parameter estimation-based observer recently developed in (Ortega et al., Syst. Control Lett., vol.85, 2015) and its extension to matrix Lie groups in our previous work. Conditions on the robot trajectory under which the observer converges are given, and these are strictly weaker than the standard persistency of excitation and uniform complete observability conditions. Finally, as an illustration, we apply the proposed design to the visual inertial navigation problem.

eess.SY↗

arXiv2021

An almost globally convergent observer for visual SLAM without persistent excitation

In this paper we propose a novel observer to solve the problem of visual simultaneous localization and mapping (SLAM), only using the information from a single monocular camera and an inertial measurement unit (IMU). The system state evolves on the manifold $SE(3)\times \mathbb{R}^{3n}$, on which we design dynamic extensions carefully in order to generate an invariant foliation, such that the problem is reformulated into online \emph{constant parameter} identification. Then, following the recently introduced parameter estimation-based observer (PEBO) and the dynamic regressor extension and mixing (DREM) procedure, we provide a new simple solution. A notable merit is that the proposed observer guarantees almost global asymptotic stability requiring neither persistency of excitation nor uniform complete observability, which, however, are widely adopted in most existing works with guaranteed stability.

cs.RO↗

arXiv2021

Youla-REN: Learning Nonlinear Feedback Policies with Robust Stability Guarantees

This paper presents a parameterization of nonlinear controllers for uncertain systems building on a recently developed neural network architecture, called the recurrent equilibrium network (REN), and a nonlinear version of the Youla parameterization. The proposed framework has "built-in" guarantees of stability, i.e., all policies in the search space result in a contracting (globally exponentially stable) closed-loop system. Thus, it requires very mild assumptions on the choice of cost function and the stability property can be generalized to unseen data. Another useful feature of this approach is that policies are parameterized directly without any constraints, which simplifies learning by a broad range of policy-learning methods based on unconstrained optimization (e.g. stochastic gradient descent). We illustrate the proposed approach with a variety of simulation examples.

eess.SY↗

arXiv2021

Multi-Stage Sparse Resource Allocation for Control of Spreading Processes over Networks

In this paper we propose a method for sparse dynamic allocation of resources to bound the risk of spreading processes, such as epidemics and wildfires, using convex optimization and dynamic programming techniques. Here, risk is defined as the risk of an outbreak, i.e. the product of the probability of an outbreak occurring over a time interval and the future impact of that outbreak, and we can allocate budgeted resources each time step to bound or minimize the risk. Our method in particular provides sparsity of resources, which is important due to the large network structures involved with spreading processes and has advantages when resources can not be distributed widely.

eess.SY↗

arXiv2021

Learning Stable Koopman Embeddings

In this paper, we present a new data-driven method for learning stable models of nonlinear systems. Our model lifts the original state space to a higher-dimensional linear manifold using Koopman embeddings. Interestingly, we prove that every discrete-time nonlinear contracting model can be learnt in our framework. Another significant merit of the proposed approach is that it allows for unconstrained optimization over the Koopman embedding and operator jointly while enforcing stability of the model, via a direct parameterization of stable linear systems, greatly simplifying the computations involved. We validate our method on a simulated system and analyze the advantages of our parameterization compared to alternatives.

cs.LG↗

arXiv2021

Contraction-Based Methods for Stable Identification and Robust Machine Learning: a Tutorial

This tutorial paper provides an introduction to recently developed tools for machine learning, especially learning dynamical systems (system identification), with stability and robustness constraints. The main ideas are drawn from contraction analysis and robust control, but adapted to problems in which large-scale models can be learnt with behavioural guarantees. We illustrate the methods with applications in robust image recognition and system identification.

eess.SY↗

arXiv2021

Reduced-Order Nonlinear Observers via Contraction Analysis and Convex Optimization

In this paper, we propose a new approach to design globally convergent reduced-order observers for nonlinear control systems via contraction analysis and convex optimization. Despite the fact that contraction is a concept naturally suitable for state estimation, the existing solutions are either local or relatively conservative when applying to physical systems. To address this, we show that this problem can be translated into an off-line search for a coordinate transformation after which the dynamics is (transversely) contracting. The obtained sufficient condition consists of some easily verifiable differential inequalities, which, on one hand, identify a very general class of "detectable" nonlinear systems, and on the other hand, can be expressed as computationally efficient convex optimization, making the design procedure more systematic. Connections with some well-established approaches and concepts are also clarified in the paper. Finally, we illustrate the proposed method with several numerical and physical examples, including polynomial, mechanical, electromechanical and biochemical systems.

math.OC↗

arXiv2021

Distributed Identification of Contracting and/or Monotone Network Dynamics

This paper proposes methods for identification of large-scale networked systems with guarantees that the resulting model will be contracting -- a strong form of nonlinear stability -- and/or monotone, i.e. order relations between states are preserved. The main challenges that we address are: simultaneously searching for model parameters and a certificate of stability, and scalability to networks with hundreds or thousands of nodes. We propose a model set that admits convex constraints for stability and monotonicity, and has a separable structure that allows distributed identification via the alternating directions method of multipliers (ADMM). The performance and scalability of the approach is illustrated on a variety of linear and non-linear case studies, including a nonlinear traffic network with a 200-dimensional state space.

eess.SY↗

arXiv2021

Minimizing the Risk of Spreading Processes via Surveillance Schedules and Sparse Control

In this paper, we propose an optimization framework that combines surveillance schedules and sparse control to bound the risk of spreading processes such as epidemics and wildfires. Here, risk is considered the risk of an undetected outbreak, i.e. the product of the probability of an outbreak and the impact of that outbreak, and we can bound or minimize the risk by resource allocation and persistent monitoring schedules. The presented framework utilizes the properties of positive systems and convex optimization to provide scalable algorithms for both surveillance and intervention purposes. We demonstrate with different spreading process examples how the method can incorporate different parameters and scenarios such as a vaccination strategy for epidemics and the effect of vegetation, wind and outbreak rate on a wildfire in persistent monitoring scenarios.

eess.SY↗

arXiv2021

Nonlinear parameter-varying state-feedback design for a gyroscope using virtual control contraction metrics

In this paper, we present a virtual control contraction metric (VCCM) based nonlinear parameter-varying (NPV) approach to design a state-feedback controller for a control moment gyroscope (CMG) to track a user-defined trajectory set. This VCCM based nonlinear stabilization and performance synthesis approach, which is similar to linear parameter-varying (LPV) control approaches, allows to achieve exact guarantees of exponential stability and $\mathcal{L}_2$-gain performance on nonlinear systems with respect to all trajectories from the predetermined set, which is not the case with the conventional LPV methods. Simulation and experimental studies conducted in both fully- and under-actuated operating modes of the CMG show effectiveness of this approach compared to standard LPV control methods.

eess.SY↗

arXiv2020

On necessary conditions of tracking control for nonlinear systems via contraction analysis

In this paper we address the problem of tracking control of nonlinear systems via contraction analysis. The necessary conditions of the systems which can achieve universal asymptotic tracking are studied under several different cases. We show the links to the well developed control contraction metric, as well as its invariance under dynamic extension. In terms of these conditions, we identify a differentially detectable output, based on which a simple differential controller for trajectory tracking is designed via damping injection. As illustration we apply to electrostatic microactuators.

eess.SY↗

arXiv2020

Lipschitz Bounded Equilibrium Networks

This paper introduces new parameterizations of equilibrium neural networks, i.e. networks defined by implicit equations. This model class includes standard multilayer and residual networks as special cases. The new parameterization admits a Lipschitz bound during training via unconstrained optimization: no projections or barrier functions are required. Lipschitz bounds are a common proxy for robustness and appear in many generalization bounds. Furthermore, compared to previous works we show well-posedness (existence of solutions) under less restrictive conditions on the network weights and more natural assumptions on the activation functions: that they are monotone and slope restricted. These results are proved by establishing novel connections with convex optimization, operator splitting on non-Euclidean spaces, and contracting neural ODEs. In image classification experiments we show that the Lipschitz bounds are very accurate and improve robustness to adversarial attacks.

cs.LG↗

arXiv2020

A Convex Parameterization of Robust Recurrent Neural Networks

Recurrent neural networks (RNNs) are a class of nonlinear dynamical systems often used to model sequence-to-sequence maps. RNNs have excellent expressive power but lack the stability or robustness guarantees that are necessary for many applications. In this paper, we formulate convex sets of RNNs with stability and robustness guarantees. The guarantees are derived using incremental quadratic constraints and can ensure global exponential stability of all solutions, and bounds on incremental $ \ell_2 $ gain (the Lipschitz constant of the learned sequence-to-sequence mapping). Using an implicit model structure, we construct a parametrization of RNNs that is jointly convex in the model parameters and stability certificate. We prove that this model structure includes all previously-proposed convex sets of stable RNNs as special cases, and also includes all stable linear dynamical systems. We illustrate the utility of the proposed model class in the context of non-linear system identification.

cs.LG↗

arXiv2020

Preserving Privacy of the Influence Structure in Friedkin-Johnsen Systems

The nature of information sharing in common distributed consensus algorithms permits network eavesdroppers to expose sensitive system information. An important parameter within distributed systems, often neglected under the scope of privacy preservation, is the influence structure - the weighting each agent places on the sources of their opinion pool. This paper proposes a local (i.e. computed individually by each agent), time varying mask to prevent the discovery of the influence structure by an external observer with access to the entire information flow, network knowledge and mask formulation. This result is produced through the auxiliary demonstration of the preserved stability of a Friedkin-Johnsen system under a set of generalised conditions. The mask is developed under these constraints and involves perturbing the influence structure by decaying pseudonoise. This paper provides the information matrix of the best influence structure estimate by an eavesdropper lacking a priori knowledge and uses stochastic simulations to analyse the performance of the mask against ranging system hyperparameters.

eess.SY↗

arXiv2020

Initial-Value Privacy of Linear Dynamical Systems

This paper studies initial-value privacy problems of linear dynamical systems. We consider a standard linear time-invariant system with random process and measurement noises. For such a system, eavesdroppers having access to system output trajectories may infer the system initial states, leading to initial-value privacy risks. When a finite number of output trajectories are eavesdropped, we consider a requirement that any guess about the initial values can be plausibly denied. When an infinite number of output trajectories are eavesdropped, we consider a requirement that the initial values should not be uniquely recoverable. In view of these two privacy requirements, we define differential initial-value privacy and intrinsic initial-value privacy, respectively, for the system as metrics of privacy risks. First of all, we prove that the intrinsic initial-value privacy is equivalent to unobservability, while the differential initial-value privacy can be achieved for a privacy budget depending on an extended observability matrix of the system and the covariance of the noises. Next, the inherent network nature of the considered linear system is explored, where each individual state corresponds to a node and the state and output matrices induce interaction and sensing graphs, leading to a network system. Under this network system perspective, we allow the initial states at some nodes to be public, and investigate the resulting intrinsic initial-value privacy of each individual node. We establish necessary and sufficient conditions for such individual node initial-value privacy, and also prove that the intrinsic initial-value privacy of individual nodes is generically determined by the network structure. These results may be extended to linear systems with time-varying dynamics under the same analysis framework.

eess.SY↗