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Ian R. Petersen

Publications and source records attributed to Ian R. Petersen.

At least 73 records · Page 4Linked to original sources
arXiv2022

Coherent quantum LQG controllers with Luenberger dynamics

This paper is concerned with the coherent quantum linear-quadratic-Gaussian control problem of minimising an infinite-horizon mean square cost for a measurement-free field-mediated interconnection of a quantum plant with a stabilising quantum controller. The plant and the controller are multimode open quantum harmonic oscillators, governed by linear quantum stochastic differential equations and coupled to each other and the external multichannel bosonic fields in the vacuum state. We discuss an interplay between the quantum physical realizability conditions and the Luenberger structure associated with the classical separation principle. This leads to a quadratic constraint on the controller gain matrices, which is formulated in the framework of a swapping transformation for the conjugate positions and momenta in the canonical representation of the controller variables. For the class of coherent quantum controllers with the Luenberger dynamics, we obtain first-order necessary conditions of optimality in the form of algebraic equations, involving a matrix-valued Lagrange multiplier.

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arXiv2022

Competitive Equilibrium for Dynamic Multi-Agent Systems: Social Shaping and Price Trajectories

In this paper, we consider dynamic multi-agent systems (MAS) for decentralized resource allocation. The MAS operates at a competitive equilibrium to ensure supply and demand are balanced. First, we investigate the MAS over a finite horizon. The utility functions of agents are parameterized to incorporate individual preferences. We shape individual preferences through a set of utility functions to guarantee the resource price at a competitive equilibrium remains socially acceptable, i.e., the price is upper-bounded by an affordability threshold. We show this problem is solvable at the conceptual level. Next, we consider quadratic MAS and formulate the associated social shaping problem as a multi-agent linear quadratic regulator (LQR) problem which enables us to propose explicit utility sets using quadratic programming and dynamic programming. Then, a numerical algorithm is presented for calculating a tight range of the preference function parameters which guarantees a socially accepted price. We investigate the properties of a competitive equilibrium over an infinite horizon. Considering general utility functions, we show that under feasibility assumptions, any competitive equilibrium maximizes the social welfare. Then, we prove that for sufficiently small initial conditions, the social welfare maximization solution constitutes a competitive equilibrium with zero price. We also prove for general feasible initial conditions, there exists a time instant after which the optimal price, corresponding to a competitive equilibrium, becomes zero. Finally, we specifically focus on quadratic MAS and propose explicit results.

eess.SY↗
arXiv2022

Measuring decoherence by commutation relations decay for quasilinear quantum stochastic systems

This paper considers a class of open quantum systems with an algebraic structure of dynamic variables, including the Pauli matrices for finite-level systems as a particular case. The Hamiltonian and the operators of coupling of the system to the external bosonic fields depend linearly on the system variables. The fields are represented by quantum Wiener processes which drive the system dynamics in the form of a quasilinear Hudson-Parthasarathy quantum stochastic differential equation whose drift vector and dispersion matrix are affine and linear functions of the system variables. This quasilinearity leads to a tractable evolution of the two-point commutator matrix of the system variables (and their multi-point mixed moments in the case of vacuum input fields) involving time-ordered operator exponentials. The resulting exponential decay in the two-point commutation relations is a manifestation of quantum decoherence, caused by the dissipative system-field interaction and making the system lose specific unitary dynamics features which it would have in isolation from the environment. We quantify the decoherence in terms of the rate of the commutation relations decay and apply system theoretic and matrix analytic techniques, such as algebraic Lyapunov inequalities and spectrum perturbation results, to the study of the asymptotic behaviour of the related Lyapunov exponents in the presence of a small scaling parameter in the system-field coupling. These findings are illustrated for finite-level quantum systems (and their interconnections through a direct energy coupling) with multichannel external fields and the Pauli matrices as internal variables.

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arXiv2022

Social Shaping of Dynamic Multi-Agent Systems over a Finite Horizon

This paper studies self-sustained dynamic multiagent systems (MAS) for decentralized resource allocation operating at a competitive equilibrium over a finite horizon. The utility of resource consumption, along with the income from resource exchange, forms each agent's payoff which is aimed to be maximized. Each utility function is parameterized by individual preferences which can be designed by agents independently. By shaping these preferences and proposing a set of utility functions, we can guarantee that the optimal resource price at the competitive equilibrium always remains socially acceptable, i.e., it never violates a given threshold that indicates affordability. First, we show this problem is solvable at the conceptual level under some convexity assumptions. Then, as a benchmark case, we consider quadratic MAS and formulate the associated social shaping problem as a multi-agent LQR problem which enables us to propose explicit utility sets using quadratic programming and dynamic programming. Finally, a numerical algorithm is presented for calculating the range of the preference function parameters which guarantee a socially accepted price. Some illustrative examples are given to examine the effectiveness of the proposed methods.

eess.SY↗
arXiv2022

Making Nonlinear Systems Negative Imaginary via State Feedback

This paper provides a state feedback stabilization approach for nonlinear systems of relative degree less than or equal to two by rendering them nonlinear negative imaginary (NI) systems. Conditions are provided under which a nonlinear system can be made a nonlinear NI system or a nonlinear output strictly negative imaginary (OSNI) system. Roughly speaking, an affine nonlinear system that has a normal form with relative degree less than or equal to two, after possible output transformation, can be rendered nonlinear NI and nonlinear OSNI. In addition, if the internal dynamics of the normal form are input-to-state stable, then there exists a state feedback input that stabilizes the system. This stabilization result is then extended to achieve stability for systems with a nonlinear NI uncertainty.

eess.SY↗
arXiv2022

Decoherence quantification through commutation relations decay for open quantum harmonic oscillators

This paper is concerned with multimode open quantum harmonic oscillators (OQHOs), described by linear quantum stochastic differential equations with multichannel external bosonic fields. We consider the exponentially fast decay in the two-point commutator matrix of the system variables as a manifestation of quantum decoherence. Such dissipative effects are caused by the interaction of the system with its environment and lead to a loss of specific features of the unitary evolution which the system would have in the case of isolated dynamics. These features are exploited as nonclassical resources in quantum computation and quantum information processing technologies. A system-theoretic definition of decoherence time in terms of the commutator matrix decay is discussed, and an upper bound for it is provided using algebraic Lyapunov inequalities. Employing spectrum perturbation techniques, we investigate the asymptotic behaviour of a related Lyapunov exponent for the oscillator when the system-field coupling is specified by a small coupling strength parameter and a given coupling shape matrix. The invariant quantum state of the system, driven by vacuum fields, in the weak-coupling limit is also studied. We illustrate the results for one- and two-mode oscillators with multichannel external fields and outline their application to a decoherence control problem for a feedback interconnection of OQHOs.

quant-ph↗
arXiv2022

Negative Imaginary State Feedback Equivalence for a Class of Nonlinear Systems

In this paper, we investigate the necessary and sufficient conditions under which a class of nonlinear systems are state feedback equivalent to nonlinear negative imaginary (NI) systems with positive definite storage functions. The nonlinear systems of interest have a normal form of relative degree less than or equal to two. The nonlinearity of the system is restricted with respect to a subset of the state variables, which are the state variables that have external dynamics. Under mild assumptions, such systems are state feedback equivalent to nonlinear NI systems and nonlinear output strictly negative imaginary (OSNI) systems if and only if they are weakly minimum phase. Such a state feedback control approach can also asymptotically stabilize the systems in question against nonlinear OSNI system uncertainties. A numerical example is provided to show the process of the state feedback equivalence control and stabilization of uncertain systems.

eess.SY↗
arXiv2022

Covariance-analytic performance criteria, Hardy-Schatten norms and Wick-like ordering of cascaded systems

This paper is concerned with linear stochastic systems whose output is a stationary Gaussian random process related by an integral operator to a standard Wiener process at the input. We consider a performance criterion which involves the trace of an analytic function of the spectral density of the output process. This class of "covariance-analytic" cost functionals includes the usual mean square and risk-sensitive criteria as particular cases. Due to the presence of the "cost-shaping" analytic function, the performance criterion is related to higher-order Hardy-Schatten norms of the system transfer function. These norms have links with the asymptotic properties of cumulants of finite-horizon quadratic functionals of the system output and satisfy variational inequalities pertaining to system robustness to statistically uncertain inputs. In the case of strictly proper finite-dimensional systems, governed in state space by linear stochastic differential equations, we develop a method for recursively computing the Hardy-Schatten norms through a recently proposed technique of rearranging cascaded linear systems, which resembles the Wick ordering of annihilation and creation operators in quantum mechanics. The resulting computational procedure involves a recurrence sequence of solutions to algebraic Lyapunov equations and represents the covariance-analytic cost as the squared $\mathcal{H}_2$-norm of an auxiliary cascaded system. These results are also compared with an alternative approach which uses higher-order derivatives of stabilising solutions of parameter-dependent algebraic Riccati equations.

math.OC↗
arXiv2022

Robust Fuzzy Q-Learning-Based Strictly Negative Imaginary Tracking Controllers for the Uncertain Quadrotor Systems

Quadrotors are one of the popular unmanned aerial vehicles (UAVs) due to their versatility and simple design. However, the tuning of gains for quadrotor flight controllers can be laborious, and accurately stable control of trajectories can be difficult to maintain under exogenous disturbances and uncertain system parameters. This paper introduces a novel robust and adaptive control synthesis methodology for a quadrotor robot's attitude and altitude stabilization. The developed method is based on the fuzzy reinforcement learning and Strictly Negative Imaginary (SNI) property. The first stage of our control approach is to transform a nonlinear quadrotor system into an equivalent Negative-Imaginary (NI) linear model by means of the feedback linearization (FL) technique. The second phase is to design a control scheme that adapts online the Strictly Negative Imaginary (SNI) controller gains via fuzzy Q-learning, inspired by biological learning. The proposed controller does not require any prior training. The performance of the designed controller is compared with that of a fixed-gain SNI controller, a fuzzy-SNI controller, and a conventional PID controller in a series of numerical simulations. Furthermore, the stability of the proposed controller and the adaptive laws are proofed using the NI theorem.

cs.RO↗
arXiv2022

Global convergence and asymptotic optimality of the heavy ball method for a class of non-convex optimization problems

In this letter we revisit the famous heavy ball method and study its global convergence for a class of non-convex problems with sector-bounded gradient. We characterize the parameters that render the method globally convergent and yield the best $R$-convergence factor. We show that for this family of functions, this convergence factor is superior to the factor obtained from the triple momentum method.

math.OC↗
arXiv2022

Infinite-horizon risk-sensitive performance criteria for translation invariant networks of linear quantum stochastic systems

This paper is concerned with networks of identical linear quantum stochastic systems which interact with each other and external bosonic fields in a translation invariant fashion. The systems are associated with sites of a multidimensional lattice and are governed by coupled linear quantum stochastic differential equations (QSDEs). The block Toeplitz coefficients of these QSDEs are specified by the energy and coupling matrices which quantify the Hamiltonian and coupling operators for the component systems. We discuss the invariant Gaussian quantum state of the network when it satisfies a stability condition and is driven by statistically independent vacuum fields. A quadratic-exponential functional (QEF) is considered as a risk-sensitive performance criterion for a finite fragment of the network over a bounded time interval. This functional involves a quadratic function of dynamic variables of the component systems with a block Toeplitz weighting matrix. Assuming the invariant state, we study the spatio-temporal asymptotic rate of the QEF per unit time and per lattice site in the thermodynamic limit of unboundedly growing time horizons and fragments of the lattice. A spatio-temporal frequency-domain formula is obtained for the QEF rate in terms of two spectral functions associated with the real and imaginary parts of the invariant quantum covariance kernel of the network variables. A homotopy method and asymptotic expansions for evaluating the QEF rate are also discussed.

quant-ph↗
arXiv2022

State-space computation of quadratic-exponential functional rates for linear quantum stochastic systems

This paper is concerned with infinite-horizon growth rates of quadratic-exponential functionals (QEFs) for linear quantum stochastic systems driven by multichannel bosonic fields. Such risk-sensitive performance criteria impose an exponential penalty on the integral of a quadratic function of the system variables, and their minimization improves robustness properties of the system with respect to quantum statistical uncertainties and makes its behaviour more conservative in terms of tail distributions. We use a frequency-domain representation of the QEF growth rate for the invariant Gaussian quantum state of the system with vacuum input fields in order to compute it in state space. The QEF rate is related to a similar functional for a classical stationary Gaussian random process generated by an infinite cascade of linear systems. A truncation of this shaping filter allows the QEF rate to be computed with any accuracy by solving a recurrent sequence of algebraic Lyapunov equations together with an algebraic Riccati equation. The state-space computation of the QEF rate and its comparison with the frequency-domain results are demonstrated by a numerical example for an open quantum harmonic oscillator.

quant-ph↗
arXiv2022

Negative Imaginary Systems Theory for Nonlinear Systems: A Dissipativity Approach

Negative imaginary (NI) systems theory is a well-established system theoretic framework for analysis and design of linear-time-invariant (LTI) control systems. In this paper, we aim to generalize negative imaginary systems theory to a class of nonlinear systems. Based on the time domain interpretation of the NI property for LTI systems, a formal definition in terms of a dissipativity with an appropriate work rate will be used to define the nonlinear negative imaginary (NNI) property for a general nonlinear system. Mechanical systems with force actuators and position sensors are nonlinear negative imaginary according to this new definition. Using Lyapunov stability theory, we seek to establish a nonlinear generalization of the NI robust stability result for positive feedback interconnections of NNI systems. An example of a nonlinear mass-spring-damper system with force as input and displacement of the mass as output will be presented to illustrate the applicability of the NNI stability result. Furthermore, the case of NI systems with free motion will be investigated in the nonlinear domain based on the dissipativity framework of NNI systems.

math.DS↗
arXiv2021

Negative Imaginary State Feedback Equivalence for Systems of Relative Degree One and Relative Degree Two

This paper presents necessary and sufficient conditions under which a linear system of relative degree either one or two is state feedback equivalent to a negative imaginary (NI) system. More precisely, we show for a class of linear time-invariant strictly proper systems, that such a system can be rendered minimal and NI using full state feedback if and only if it is controllable and weakly minimum phase. A strongly strict negative imaginary state feedback equivalence result is also provided. The NI state feedback equivalence result is then applied in a robust stabilization problem for an uncertain system with a strictly negative imaginary uncertainty.

eess.SY↗
arXiv2021

Social Shaping for Transactive Energy Systems

This paper considers the problem of shaping agent utility functions in a transactive energy system to ensure the optimal energy price at a competitive equilibrium is always socially acceptable, that is, below a prescribed threshold. Agents in a distributed energy system aim to maximize their individual payoffs, as a combination of the utility of energy consumption and the income/expenditure from energy exchange. The utility function of each agent is parameterized by individual preference vectors, with the overall system operating at competitive equilibriums. We show the social shaping problem of the proposed transactive energy system is conceptually captured by a set decision problem. The set of agent preferences that guarantees a socially acceptable price is characterized by an implicit algebraic equation for strictly concave and continuously differentiable utility functions. We also present two analytical solutions where tight ranges for the coefficients of linear-quadratic utilities and piece-wise linear utilities are established under which optimal pricing is proven to be always socially acceptable.

eess.SY↗
arXiv2021

Necessary and Sufficient Conditions for State Feedback Equivalence to Negative Imaginary Systems

In this paper, we present necessary and sufficient conditions under which a linear time-invariant (LTI) system is state feedback equivalent to a negative imaginary (NI) system. More precisely, we show that a minimal LTI strictly proper system can be rendered NI using full state feedback if and only if it can be output transformed into a system, which has relative degree less than or equal to two and is weakly minimum phase. We also considered the problems of state feedback equivalence to output strictly negative imaginary systems and strongly strict negative imaginary systems. Then we apply the NI state feedback equivalence result to robustly stabilize an uncertain system with strictly negative imaginary uncertainty. An example is provided to illustrate the proposed results, for the purpose of stabilizing an uncertain system.

eess.SY↗
arXiv2021

Two-stage Estimation for Quantum Detector Tomography: Error Analysis, Numerical and Experimental Results

Quantum detector tomography is a fundamental technique for calibrating quantum devices and performing quantum engineering tasks. In this paper, a novel quantum detector tomography method is proposed. First, a series of different probe states are used to generate measurement data. Then, using constrained linear regression estimation, a stage-1 estimation of the detector is obtained. Finally, the positive semidefinite requirement is added to guarantee a physical stage-2 estimation. This Two-stage Estimation (TSE) method has computational complexity $O(nd^2M)$, where $n$ is the number of $d$-dimensional detector matrices and $M$ is the number of different probe states. An error upper bound is established, and optimization on the coherent probe states is investigated. We perform simulation and a quantum optical experiment to testify the effectiveness of the TSE method.

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