arXiv subjects

James Anderson

Publications and source records attributed to James Anderson.

At least 73 records · Page 4Linked to original sources

arXiv2020

Safety-Critical Control Synthesis for network systems with Control Barrier Functions and Assume-Guarantee Contracts

This paper aims at the safety-critical control synthesis of network systems such that the satisfaction of the safety constraints can be guaranteed. To handle the large state dimension of such systems, an assume-guarantee contract is used to break the large synthesis problem into smaller subproblems. Parameterized signal temporal logic (pSTL) is used to formally describe the behaviors of the subsystems, which we use as the template for the contract. We show that robust control invariant sets (RCIs) for the subsystems can be composed to form a robust control invariant set for the whole network system under a valid assume-guarantee contract. An epigraph algorithm is proposed to solve for a contract that is valid, ---an approach that has linear complexity for sparse networks, which leads to a robust control invariant set for the whole network system. Implemented with control barrier function (CBF), the state of each subsystem is guaranteed to stay within the safe set. Furthermore, we propose a contingency tube Model Predictive Control approach based on the RCI, which is capable of handling severe contingencies, including topology changes of the network. A power grid example is used to demonstrate the proposed method. The simulation result includes both set point control and contingency recovery, and the safety constraint is always satisfied.

eess.SY↗

arXiv2020

Explicit Distributed and Localized Model Predictive Control via System Level Synthesis

An explicit Model Predictive Control algorithm for large-scale structured linear systems is presented. We base our results on Distributed and Localized Model Predictive Control (DLMPC), a closed-loop model predictive control scheme based on the System Level Synthesis (SLS) framework wherein only local state and model information needs to be exchanged between subsystems for the computation and implementation of control actions. We provide an explicit solution for each of the subproblems resulting from the distributed MPC scheme. We show that given the separability of the problem, the explicit solution is only divided into three regions per state and input instantiation, making the point location problem very efficient. Moreover, given the locality constraints, the subproblems are of much smaller dimension than the full problem, which significantly reduces the computational overhead of explicit solutions. We conclude with numerical simulations to demonstrate the computational advantages of our method, in which we show a large improvement in runtime per MPC iteration as compared with the results of computing the optimization with a solver online.

math.OC↗

arXiv2020

Worst-Case Sensitivity of DC Optimal Power Flow Problems

In this paper we consider the problem of analyzing the effect a change in the load vector can have on the optimal power generation in a DC power flow model. The methodology is based upon the recently introduced concept of the $\mathcal{OPF}$ operator. It is shown that for general network topologies computing the worst-case sensitivities is computationally intractable. However, we show that certain problems involving the $\mathcal{OPF}$ operator can be equivalently converted to a graphical discrete optimization problem. Using the discrete formulation, we provide a decomposition algorithm that reduces the computational cost of computing the worst-case sensitivity. A 27-bus numerical example is used to illustrate our results.

math.OC↗

arXiv2020

The Optimal Power Flow Operator: Theory and Computation

Optimal power flow problems (OPFs) are mathematical programs used to determine how to distribute power over networks subject to network operation constraints and the physics of power flows. In this work, we take the view of treating an OPF problem as an operator which maps user demand to generated power, and allow the network parameters (such as generator and power flow limits) to take values in some admissible set. The contributions of this paper are to formalize this operator theoretic approach, define and characterize restricted parameter sets under which the mapping has a singleton output, independent binding constraints, and is differentiable. In contrast to related results in the optimization literature, we do not rely on introducing auxiliary slack variables. Indeed, our approach provides results that have a clear interpretation with respect to the power network under study. We further provide a closed-form expression for the Jacobian matrix of the OPF operator and describe how various derivatives can be computed using a recently proposed scheme based on homogenous self-dual embedding. Our framework of treating a mathematical program as an operator allows us to pose sensitivity and robustness questions from a completely different mathematical perspective and provide new insights into well studied problems.

math.OC↗

arXiv2019

System Level Synthesis with State and Input Constraints

This paper addresses the problem of designing distributed controllers with state and input constraints in the System Level Synthesis (SLS) framework. Using robust optimization, we show how state and actuation constraints can be incorporated into the SLS structure. Moreover, we show that the dual variable associated with the constraint has the same sparsity pattern as the SLS parametrization, and therefore the computation distributes using a simple primal-dual algorithm. We provide a stability analysis for SLS design with input saturation under the Internal Model Control (IMC) framework. We show that the closed-loop system with saturation is stable if the controller has a gain less than one. In addition, a saturation compensation scheme that incorporates the saturation information is proposed which improves the naive SLS design under saturation.

eess.SY↗

arXiv2019

System Level Synthesis

This article surveys the System Level Synthesis framework, which presents a novel perspective on constrained robust and optimal controller synthesis for linear systems. We show how SLS shifts the controller synthesis task from the design of a controller to the design of the entire closed loop system, and highlight the benefits of this approach in terms of scalability and transparency. We emphasize two particular applications of SLS, namely large-scale distributed optimal control and robust control. In the case of distributed control, we show how SLS allows for localized controllers to be computed, extending robust and optimal control methods to large-scale systems under practical and realistic assumptions. In the case of robust control, we show how SLS allows for novel design methodologies that, for the first time, quantify the degradation in performance of a robust controller due to model uncertainty -- such transparency is key in allowing robust control methods to interact, in a principled way, with modern techniques from machine learning and statistical inference. Throughout, we emphasize practical and efficient computational solutions, and demonstrate our methods on easy to understand case studies.

math.OC↗

arXiv2019

Differential Privacy of Aggregated DC Optimal Power Flow Data

We consider the problem of privately releasing aggregated network statistics obtained from solving a DC optimal power flow (OPF) problem. It is shown that the mechanism that determines the noise distribution parameters are linked to the topology of the power system and the monotonicity of the network. We derive a measure of "almost" monotonicity and show how it can be used in conjunction with a linear program in order to release aggregated OPF data using the differential privacy framework.

cs.CR↗

arXiv2019

Sparsity Preserving Discretization With Error Bounds

Typically when designing distributed controllers it is assumed that the state-space model of the plant consists of sparse matrices. However, in the discrete-time setting, if one begins with a continuous-time model, the discretization process annihilates any sparsity in the model. In this work we propose a discretization procedure that maintains the sparsity of the continuous-time model. We show that this discretization out-performs a simple truncation method in terms of its ability to approximate the "ground truth" model. Leveraging results from numerical analysis we are also able to upper-bound the error between the dense discretization and our method. Furthermore, we show that in a robust control setting we can design a distributed controller on the approximate (sparse) model that stabilizes the dense ground truth model.

math.OC↗

arXiv2018

Compositional Set Invariance in Network Systems with Assume-Guarantee Contracts

This paper presents an assume-guarantee reasoning approach to the computation of robust invariant sets for network systems. Parameterized signal temporal logic (pSTL) is used to formally describe the behaviors of the subsystems, which we use as the template for the contract. We show that set invariance can be proved with a valid assume-guarantee contract by reasoning about individual subsystems. If a valid assume-guarantee contract with monotonic pSTL template is known, it can be further refined by value iteration. When such a contract is not known, an epigraph method is proposed to solve for a contract that is valid, ---an approach that has linear complexity for a sparse network. A microgrid example is used to demonstrate the proposed method. The simulation result shows that together with control barrier functions, the states of all the subsystems can be bounded inside the individual robust invariant sets.

eess.SY↗

arXiv2017

Distance to the Nearest Stable Metzler Matrix

This paper considers the non-convex problem of finding the nearest Metzler matrix to a given possibly unstable matrix. Linear systems whose state vector evolves according to a Metzler matrix have many desirable properties in analysis and control with regard to scalability. This motivates the question, how close (in the Frobenius norm of coefficients) to the nearest Metzler matrix are we? Dropping the Metzler constraint, this problem has recently been studied using the theory of dissipative Hamiltonian (DH) systems, which provide a helpful characterization of the feasible set of stable matrices. This work uses the DH theory to provide a block coordinate descent algorithm consisting of a quadratic program with favourable structural properties and a semidefinite program for which recent diagonal dominance results can be used to improve tractability.

math.OC↗

arXiv2016

Delineating Parameter Unidentifiabilities in Complex Models

Scientists use mathematical modelling to understand and predict the properties of complex physical systems. In highly parameterised models there often exist relationships between parameters over which model predictions are identical, or nearly so. These are known as structural or practical unidentifiabilities, respectively. They are hard to diagnose and make reliable parameter estimation from data impossible. They furthermore imply the existence of an underlying model simplification. We describe a scalable method for detecting unidentifiabilities, and the functional relations defining them, for generic models. This allows for model simplification, and appreciation of which parameters (or functions thereof) cannot be estimated from data. Our algorithm can identify features such as redundant mechanisms and fast timescale subsystems, as well as the regimes in which such approximations are valid. We base our algorithm on a novel quantification of regional parametric sensitivity: multiscale sloppiness. Traditionally, the link between parametric sensitivity and the conditioning of the parameter estimation problem is made locally, through the Fisher Information Matrix. This is valid in the regime of infinitesimal measurement uncertainty. We demonstrate the duality between multiscale sloppiness and the geometry of confidence regions surrounding parameter estimates made where measurement uncertainty is non-negligible. Further theoretical relationships are provided linking multiscale sloppiness to the Likelihood-ratio test. From this, we show that a local sensitivity analysis (as typically done) is insufficient for determining the reliability of parameter estimation, even with simple (non)linear systems. Our algorithm provides a tractable alternative. We finally apply our methods to a large-scale, benchmark Systems Biology model of NF-$κ$B, uncovering previously unknown unidentifiabilities.

physics.data-an↗

arXiv2016

Region of Attraction Estimation Using Invariant Sets and Rational Lyapunov Functions

This work addresses the problem of estimating the region of attraction (RA) of equilibrium points of nonlinear dynamical systems. The estimates we provide are given by positively invariant sets which are not necessarily defined by level sets of a Lyapunov function. Moreover, we present conditions for the existence of Lyapunov functions linked to the positively invariant set formulation we propose. Connections to fundamental results on estimates of the RA are presented and support the search of Lyapunov functions of a rational nature. We then restrict our attention to systems governed by polynomial vector fields and provide an algorithm that is guaranteed to enlarge the estimate of the RA at each iteration.

math.OC↗

arXiv2016

On Existence of Solutions to Structured Lyapunov Inequalities

In this paper, we derive sufficient conditions on drift matrices under which block-diagonal solutions to Lyapunov inequalities exist. The motivation for the problem comes from a recently proposed basis pursuit algorithm. In particular, this algorithm can provide approximate solutions to optimisation programmes with constraints involving Lyapunov inequalities using linear or second order cone programming. This algorithm requires an initial feasible point, which we aim to provide in this paper. Our existence conditions are based on the so-called $\mathcal{H}$ matrices. We also establish a link between $\mathcal{H}$ matrices and an application of a small gain theorem to the drift matrix. We finally show how to construct these solutions in some cases without solving the full Lyapunov inequality.

math.OC↗

arXiv2015

Structured Projection-Based Model Reduction with Application to Stochastic Biochemical Networks

The Chemical Master Equation (CME) is well known to provide the highest resolution models of a biochemical reaction network. Unfortunately, even simulating the CME can be a challenging task. For this reason more simple approximations to the CME have been proposed. In this work we focus on one such model, the Linear Noise Approximation. Specifically, we consider implications of a recently proposed LNA time-scale separation method. We show that the reduced order LNA converges to the full order model in the mean square sense. Using this as motivation we derive a network structure preserving reduction algorithm based on structured projections. We present convex optimisation algorithms that describe how such projections can be computed and we discuss when structured solutions exits. We also show that for a certain class of systems, structured projections can be found using basic linear algebra and no optimisation is necessary. The algorithms are then applied to a linearised stochastic LNA model of the yeast glycolysis pathway.

math.OC↗

arXiv2015

Bounds for Input- and State-to-Output Properties of Uncertain Linear Systems

We consider the effect of parametric uncertainty on properties of Linear Time Invariant systems. Traditional approaches to this problem determine the worst-case gains of the system over the uncertainty set. Whilst such approaches are computationally tractable, the upper bound obtained is not necessarily informative in terms of assessing the influence of the parameters on the system performance. We present theoretical results that lead to simple, convex algorithms producing parametric bounds on the $\mathcal{L}_2$-induced input-to-output and state-to-output gains as a function of the uncertain parameters. These bounds provide quantitative information about how the uncertainty affects the system.

math.OC↗

arXiv2014

On Projection-Based Model Reduction of Biochemical Networks-- Part II: The Stochastic Case

In this paper, we consider the problem of model order reduction of stochastic biochemical networks. In particular, we reduce the order of (the number of equations in) the Linear Noise Approximation of the Chemical Master Equation, which is often used to describe biochemical networks. In contrast to other biochemical network reduction methods, the presented one is projection-based. Projection-based methods are powerful tools, but the cost of their use is the loss of physical interpretation of the nodes in the network. In order alleviate this drawback, we employ structured projectors, which means that some nodes in the network will keep their physical interpretation. For many models in engineering, finding structured projectors is not always feasible; however, in the context of biochemical networks it is much more likely as the networks are often (almost) monotonic. To summarise, the method can serve as a trade-off between approximation quality and physical interpretation, which is illustrated on numerical examples.

math.OC↗

arXiv2014

On Projection-Based Model Reduction of Biochemical Networks-- Part I: The Deterministic Case

This paper addresses the problem of model reduction for dynamical system models that describe biochemical reaction networks. Inherent in such models are properties such as stability, positivity and network structure. Ideally these properties should be preserved by model reduction procedures, although traditional projection based approaches struggle to do this. We propose a projection based model reduction algorithm which uses generalised block diagonal Gramians to preserve structure and positivity. Two algorithms are presented, one provides more accurate reduced order models, the second provides easier to simulate reduced order models. The results are illustrated through numerical examples.

math.OC↗

arXiv2013

High-Angular-Resolution and High-Sensitivity Science Enabled by Beamformed ALMA

An international consortium is presently constructing a beamformer for the Atacama Large Millimeter/submillimeter Array (ALMA) in Chile that will be available as a facility instrument. The beamformer will aggregate the entire collecting area of the array into a single, very large aperture. The extraordinary sensitivity of phased ALMA, combined with the extremely fine angular resolution available on baselines to the Northern Hemisphere, will enable transformational new very long baseline interferometry (VLBI) observations in Bands 6 and 7 (1.3 and 0.8 mm) and provide substantial improvements to existing VLBI arrays in Bands 1 and 3 (7 and 3 mm). The ALMA beamformer will have impact on a variety of scientific topics, including accretion and outflow processes around black holes in active galactic nuclei (AGN), tests of general relativity near black holes, jet launch and collimation from AGN and microquasars, pulsar and magnetar emission processes, the chemical history of the universe and the evolution of fundamental constants across cosmic time, maser science, and astrometry.

astro-ph.IM↗