arXiv subjects

Karl Henrik Johansson

Publications and source records attributed to Karl Henrik Johansson.

At least 91 records · Page 5Linked to original sources

arXiv2022

Identification of Linear Systems with Multiplicative Noise from Multiple Trajectory Data

The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system matrices and the covariance matrix of the multiplicative noise. The algorithm does not need prior knowledge of the noise or stability of the system, but requires only independent inputs with pre-designed first and second moments and relatively small trajectory length. The study of identifiability of the noise covariance matrix shows that there exists an equivalent class of matrices that generate the same second-moment dynamic of system states. It is demonstrated how to obtain the equivalent class based on estimates of the noise covariance. Asymptotic consistency of the algorithm is verified under sufficiently exciting inputs and system controllability conditions. Non-asymptotic performance of the algorithm is also analyzed under the assumption that the system is bounded. The analysis provides high-probability bounds vanishing as the number of trajectories grows to infinity. The results are illustrated by numerical simulations.

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arXiv2022

A Scalable Nyquist Stability Criterion with Application to Power System Small-Signal Stability

A decentralized stability criterion is derived for a power system with heterogeneous subsystems. A condition for frequency stability and stability of interarea modes is derived using the generalized Nyquist criterion. The resulting scalable Nyquist stability criterion requires only locally available information and gives a priori stability guarantees for connecting new subsystems to an arbitrarily large network. The method can be applied to a general set of agents. For instance, agents with time-delays, nonminimum phase actuators or even unstable dynamics. The scalable Nyquist criterion makes no distinction between nodes with or without synchronous inertia, making it easy to include converter-interfaced renewable energy in the analysis. The method is validated on a detailed nonlinear power system model with frequency droop provided by hydro governors assisted by wind power.

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arXiv2022

Data-Driven Set-Based Estimation using Matrix Zonotopes with Set Containment Guarantees

We propose a method to perform set-based state estimation of an unknown dynamical linear system using a data-driven set propagation function. Our method comes with set-containment guarantees, making it applicable to safety-critical systems. The method consists of two phases: (1) an offline learning phase where we collect noisy input-output data to determine a function to propagate the state-set ahead in time; and (2) an online estimation phase consisting of a time update and a measurement update. It is assumed that known finite sets bound measurement noise and disturbances, but we assume no knowledge of their statistical properties. These sets are described using zonotopes, allowing efficient propagation and intersection operations. We propose a new approach to compute a set of models consistent with the data and noise-bound, given input-output data in the offline phase. The set of models is utilized in replacing the unknown dynamics in the data-driven set propagation function in the online phase. Then, we propose two approaches to perform the measurement update. Simulations show that the proposed estimator yields state sets comparable in volume to the 3σ confidence bounds obtained by a Kalman filter approach, but with the addition of state set-containment guarantees. We observe that using constrained zonotopes yields smaller sets but with higher computational costs than unconstrained ones.

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arXiv2022

Semantic Communications in Networked Systems: A Data Significance Perspective

We present our vision for a departure from the established way of architecting and assessing communication networks, by incorporating the semantics of information for communications and control in networked systems. We define semantics of information, not as the meaning of the messages, but as their significance, possibly within a real time constraint, relative to the purpose of the data exchange. We argue that research efforts must focus on laying the theoretical foundations of a redesign of the entire process of information generation, transmission and usage in unison by developing: advanced semantic metrics for communications and control systems; an optimal sampling theory combining signal sparsity and semantics, for real-time prediction, reconstruction and control under communication constraints and delays; semantic compressed sensing techniques for decision making and inference directly in the compressed domain; semantic-aware data generation, channel coding, feedback, multiple and random access schemes that reduce the volume of data and the energy consumption, increasing the number of supportable devices.

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arXiv2022

Event-Triggered Distributed Model Predictive Control for Platoon Coordination at Hubs in a Transport System

This paper considers the problem of hub-based platoon coordination for a large-scale transport system, where trucks have individual utility functions to optimize. An event-triggered distributed model predictive control method is proposed to solve the optimal scheduling of waiting times at hubs for individual trucks. In this distributed framework, trucks are allowed to decide their waiting times independently and only limited information is shared between trucks. Both the predicted reward gained from platooning and the predicted cost for waiting at hubs are included in each truck's utility function. The performance of the coordination method is demonstrated in a simulation with one hundred trucks over the Swedish road network.

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arXiv2022

Multi-Fleet Platoon Matching: A Game-Theoretic Approach

We consider the platoon matching problem for a set of trucks with the same origin, but different destinations. It is assumed that the vehicles benefit from traveling in a platoon for instance through reduced fuel consumption. The vehicles belong to different fleet owners and their strategic interaction is modeled as a non-cooperative game where the vehicle actions are their departure times. Each truck has a preferred departure time and its utility function is defined as the difference between its benefit from platooning and the cost of deviating from its preferred departure time. We show that the platoon matching game is an exact potential game. An algorithm based on best response dynamics is proposed for finding a Nash equilibrium of the game. At a Nash equilibrium, vehicles with the same departure time are matched to form a platoon. Finally, the total fuel reduction at the Nash equilibrium is studied and compared with that of a cooperative matching solution where a common utility function for all vehicles is optimized.

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arXiv2021

Verifying Contracts for Perturbed Control Systems using Linear Programming

Verifying specifications for large-scale control systems is of utmost importance, but can be hard in practice as most formal verification methods can not handle high-dimensional dynamics. Contract theory has been proposed as a modular alternative to formal verification in which specifications are defined by assumptions on the inputs to a component and guarantees on its outputs. In this paper, we present linear-programming-based tools for verifying contracts for control systems. We first consider the problem of verifying contracts defined by time-invariant inequalities for unperturbed systems. We use $k$-induction to show that contract verification can be achieved by considering a collection of implications between inequalities, which are then recast as linear programs. We then move our attention to perturbed systems. We present a comparison-based framework, verifying that a perturbed system satisfies a contract by checking that the corresponding unperturbed system satisfies a robustified (and $ε$-approximated) contract. In both cases, we present explicit algorithms for contract verification, proving their correctness and analyzing their complexity. We also demonstrate the verification process for two case studies, one considering a two-vehicle autonomous driving scenario, and one considering formation control of a multi-agent system.

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arXiv2021

Physics-informed Learning for Identification and State Reconstruction of Traffic Density

We consider the problem of traffic density reconstruction using measurements from probe vehicles (PVs) with a low penetration rate. In other words, the number of sensors is small compared to the number of vehicles on the road. The model used assumes noisy measurements and a partially unknown first-order model. All these considerations make the use of machine learning to reconstruct the state the only applicable solution. We first investigate how the identification and reconstruction processes can be merged and how a sparse dataset can still enable a good identification. Secondly, we propose a pre-training procedure that aids the hyperparameter tuning, preventing the gradient descent algorithm from getting stuck at saddle points. Examples using numerical simulations and the SUMO traffic simulator show that the reconstructions are close to the real density in all cases.

math.OC↗

arXiv2021

Data-Driven Reachability Analysis Using Matrix Zonotopes

In this paper, we propose a data-driven reachability analysis approach for unknown system dynamics. Reachability analysis is an essential tool for guaranteeing safety properties. However, most current reachability analysis heavily relies on the existence of a suitable system model, which is often not directly available in practice. We instead propose a data-driven reachability analysis approach from noisy data. More specifically, we first provide an algorithm for over-approximating the reachable set of a linear time-invariant system using matrix zonotopes. Then we introduce an extension for Lipschitz nonlinear systems. We provide theoretical guarantees in both cases. Numerical examples show the potential and applicability of the introduced methods.

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arXiv2021

Variable-Speed Wind Turbine Control Designed for Coordinated Fast Frequency Reserves

Modern power systems present low levels of inertia due to the growing shares of converter-interfaced generation. Consequently, renewable energy sources are increasingly requested to provide frequency support. In addition, due to the inertia loss, the requirements regarding frequency containment reserves (FCR) are becoming tough to meet with traditional units such as hydro, whose non-minimum phase (NMP) characteristic reduces the closed-loop stability margins. The shortcomings of traditional synchronous generation motivates new protocols for fast frequency reserves (FFR). In this work, we design a wind turbine (WT) model useful for FFR. It is shown that the dynamical shortcomings of the WT, in providing steady-power or slow FCR support, are suitably described by a first-order transfer function with a slow NMP zero. The WT model is tested in a 5-machine representation of the Nordic synchronous grid. It is shown that the NMP model is useful for designing a controller that coordinates FFR from wind with slow FCR from hydro turbines. By simulating the disconnection of a 1400 MW importing dc link in a detailed nonlinear model, it is shown that the wind--hydro combination not only satisfies the latest regulations, but also presents a smooth response avoiding overshoot and secondary frequency dips during frequency recovery.

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arXiv2021

Influence of Sensor Feedback Limitations on Power Oscillation Damping and Transient Stability

Fundamental sensor feedback limitations for improving rotor angle stability using local frequency or phase angle measurement are derived. Using a two-machine power system model, it is shown that improved damping of inter-area oscillations must come at the cost of reduced transient stability margins, regardless of the control design method. The control limitations stem from that the excitation of an inter-area mode by external disturbances cannot be estimated with certainty using local frequency information. The results are validated on a modified Kundur four-machine two-area test system where the active power is modulated on an embedded high-voltage dc link. Damping control using local phase angle measurements, unavoidably leads to an increased rotor angle deviation following certain load disturbances. For a highly stressed system, it is shown that this may lead to transient instability. The limitations derived in the paper may motivate the need for wide-area measurements in power oscillation damping control.

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arXiv2021

Suppressing the endemic equilibrium in SIS epidemics: A state dependent approach

This paper considers the susceptible-infected-susceptible (SIS) epidemic model with an underlying network structure among subpopulations and focuses on the effect of social distancing to regulate the epidemic level. We demonstrate that if each subpopulation is informed of its infection rate and reduces interactions accordingly, the fraction of the subpopulation infected can remain below half for all time instants. To this end, we first modify the basic SIS model by introducing a state dependent parameter representing the frequency of interactions between subpopulations. Thereafter, we show that for this modified SIS model, the spectral radius of a suitably-defined matrix being not greater than one causes all the agents, regardless of their initial sickness levels, to converge to the healthy state; assuming non-trivial disease spread, the spectral radius being greater than one leads to the existence of a unique endemic equilibrium, which is also asymptotically stable. Finally, by leveraging the aforementioned results, we show that the fraction of (sub)populations infected never exceeds half.

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arXiv2021

Dynamic Virtual Power Plant Design for Fast Frequency Reserves: Coordinating Hydro and Wind

To ensure frequency stability in future low-inertia power grids, fast ancillary services such as fast frequency reserves (FFR) have been proposed. In this work, the coordination of conventional (slow) frequency containment reserves (FCR) with FFR is treated as a decentralized model matching problem. The design results in a dynamic virtual power plant (DVPP) whose aggregated output fulfills the system operator (SO) requirements in all time scales, while accounting for the capacity and bandwidth limitation of participating devices. This is illustrated in a 5-machine representation of the Nordic synchronous grid. In the Nordic grid, stability issues and bandwidth limitations associated with non-minimum phase zeros of hydropower is a well-known problem. By simulating the disconnection of a 1400 MW importing dc link, it is shown that the proposed DVPP design allows for coordinating fast FFR from wind, with slow FCR from hydro, while respecting dynamic limitations of all participating devices. The SO requirements are fulfilled in a realistic low-inertia scenario without the need to install battery storage or to waste wind energy by curtailing the wind turbines.

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arXiv2021

Remote State Estimation with Smart Sensors over Markov Fading Channels

We consider a fundamental remote state estimation problem of discrete-time linear time-invariant (LTI) systems. A smart sensor forwards its local state estimate to a remote estimator over a time-correlated $M$-state Markov fading channel, where the packet drop probability is time-varying and depends on the current fading channel state. We establish a necessary and sufficient condition for mean-square stability of the remote estimation error covariance as $ρ^2(\mathbf{A})ρ(\mathbf{DM})<1$, where $ρ(\cdot)$ denotes the spectral radius, $\mathbf{A}$ is the state transition matrix of the LTI system, $\mathbf{D}$ is a diagonal matrix containing the packet drop probabilities in different channel states, and $\mathbf{M}$ is the transition probability matrix of the Markov channel states. To derive this result, we propose a novel estimation-cycle based approach, and provide new element-wise bounds of matrix powers. The stability condition is verified by numerical results, and is shown more effective than existing sufficient conditions in the literature. We observe that the stability region in terms of the packet drop probabilities in different channel states can either be convex or concave depending on the transition probability matrix $\mathbf{M}$. Our numerical results suggest that the stability conditions for remote estimation may coincide for setups with a smart sensor and with a conventional one (which sends raw measurements to the remote estimator), though the smart sensor setup achieves a better estimation performance.

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arXiv2021

Generic Variance Bounds on Estimation and Prediction Errors in Time Series Analysis: An Entropy Perspective

In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach. It is seen in general that the error bounds are determined by the conditional entropy of the data point to be estimated or predicted given the side information or past observations. Additionally, we discover that in order to achieve the prediction error bounds asymptotically, the necessary and sufficient condition is that the "innovation" is asymptotically white Gaussian. When restricted to Gaussian processes and 1-step prediction, our bounds are shown to reduce to the Kolmogorov-Szegö formula and Wiener-Masani formula known from linear prediction theory.

cs.IT↗

arXiv2021

Assume/Guarantee Contracts for Dynamical Systems: Theory and Computational Tools

Modern engineering systems include many components of different types and functions. Verifying that these systems satisfy given specifications can be an arduous task, as most formal verification methods are limited to systems of moderate size. Recently, contract theory has been proposed as a modular framework for defining specifications. In this paper, we present a contract theory for discrete-time dynamical control systems relying on assume/guarantee contracts, which prescribe assumptions on the input of the system and guarantees on the output. We then focus on contracts defined by linear constraints, and develop efficient computational tools for verification of satisfaction and refinement based on linear programming. We exemplify these tools in a simulation example, proving a certain safety specification for a two-vehicle autonomous driving setting.

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arXiv2021

Power Injection Attacks in Smart Distribution Grids with Photovoltaics

In order to protect smart distribution grids from intrusions, it is important to understand possible risks and impacts of attacks. We study the worst-case attack strategy of a power injection attack against the physical layer of a smart distribution grid with a high penetration of photovoltaic resources. We derive both the worst attack signal and worst attack location: The worst attack signal is a step function which switches its sign at the final stage, and the worst attack location is the node with the largest impedance to the grid substation. Numerical examples on a European benchmark model verify the developed results. Finally, both theoretical and numerical results are used to discuss feasible defense strategies against power injection attacks.

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arXiv2021

Distributed Design of Robust Kalman Filters over Corrupted Channels

We study distributed filtering for a class of uncertain systems over corrupted communication channels. We propose a distributed robust Kalman filter with stochastic gains, through which upper bounds of the conditional mean square estimation errors are calculated online. We present a robust collective observability condition, under which the mean square error of the distributed filter is proved to be uniformly upper bounded if the network is strongly connected. For better performance, we modify the filer by introducing a switching fusion scheme based on a sliding window. It provides a smaller upper bound of the conditional mean square error. Numerical simulations are provided to validate the theoretical results and show that the filter scales to large networks.

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