arXiv subjects

Karl Henrik Johansson

Publications and source records attributed to Karl Henrik Johansson.

At least 163 records · Page 9Linked to original sources

arXiv2015

Network Synchronization with Nonlinear Dynamics and Switching Interactions

This paper considers the synchronization problem for networks of coupled nonlinear dynamical systems under switching communication topologies. Two types of nonlinear agent dynamics are considered. The first one is non-expansive dynamics (stable dynamics with a convex Lyapunov function $φ(\cdot)$) and the second one is dynamics that satisfies a global Lipschitz condition. For the non-expansive case, we show that various forms of joint connectivity for communication graphs are sufficient for networks to achieve global asymptotic $φ$-synchronization. We also show that $φ$-synchronization leads to state synchronization provided that certain additional conditions are satisfied. For the globally Lipschitz case, unlike the non-expansive case, joint connectivity alone is not sufficient for achieving synchronization. A sufficient condition for reaching global exponential synchronization is established in terms of the relationship between the global Lipschitz constant and the network parameters. We also extend the results to leader-follower networks.

eess.SY↗

arXiv2015

Consensus over Random Graph Processes: Network Borel-Cantelli Lemmas for Almost Sure Convergence

Distributed consensus computation over random graph processes is considered. The random graph process is defined as a sequence of random variables which take values from the set of all possible digraphs over the node set. At each time step, every node updates its state based on a Bernoulli trial, independent in time and among different nodes: either averaging among the neighbor set generated by the random graph, or sticking with its current state. Connectivity-independence and arc-independence are introduced to capture the fundamental influence of the random graphs on the consensus convergence. Necessary and/or sufficient conditions are presented on the success probabilities of the Bernoulli trials for the network to reach a global almost sure consensus, with some sharp threshold established revealing a consensus zero-one law. Convergence rates are established by lower and upper bounds of the $ε$-computation time. We also generalize the concepts of connectivity/arc independence to their analogues from the $*$-mixing point of view, so that our results apply to a very wide class of graphical models, including the majority of random graph models in the literature, e.g., Erdős-Rényi, gossiping, and Markovian random graphs. We show that under $*$-mixing, our convergence analysis continues to hold and the corresponding almost sure consensus conditions are established. Finally, we further investigate almost sure finite-time convergence of random gossiping algorithms, and prove that the Bernoulli trials play a key role in ensuring finite-time convergence. These results add to the understanding of the interplay between random graphs, random computations, and convergence probability for distributed information processing.

cs.DC↗

arXiv2015

Multi-agent Systems with Compasses

This paper investigates agreement protocols over cooperative and cooperative--antagonistic multi-agent networks with coupled continuous-time nonlinear dynamics. To guarantee convergence for such systems, it is common in the literature to assume that the vector field of each agent is pointing inside the convex hull formed by the states of the agent and its neighbors, given that the relative states between each agent and its neighbors are available. This convexity condition is relaxed in this paper, as we show that it is enough that the vector field belongs to a strict tangent cone based on a local supporting hyperrectangle. The new condition has the natural physical interpretation of requiring shared reference directions in addition to the available local relative states. Such shared reference directions can be further interpreted as if each agent holds a magnetic compass indicating the orientations of a global frame. It is proven that the cooperative multi-agent system achieves exponential state agreement if and only if the time-varying interaction graph is uniformly jointly quasi-strongly connected. Cooperative--antagonistic multi-agent systems are also considered. For these systems, the relation has a negative sign for arcs corresponding to antagonistic interactions. State agreement may not be achieved, but instead it is shown that all the agents' states asymptotically converge, and their limits agree componentwise in absolute values if and in general only if the time-varying interaction graph is uniformly jointly strongly connected.

cs.MA↗

arXiv2015

Reaching a Quantum Consensus: Master Equations that Generate Symmetrization and Synchronization

In this paper, we propose and study a master-equation based approach to drive a quantum network with $n$ qubits to a consensus (symmetric) state introduced by Mazzarella et al. The state evolution of the quantum network is described by a Lindblad master equation with the Lindblad terms generated by continuous-time swapping operators, which also introduce an underlying interaction graph. We establish a graphical method that bridges the proposed quantum consensus scheme and classical consensus dynamics by studying an induced graph (with $2^{2n}$ nodes) of the quantum interaction graph (with $n$ qubits). A fundamental connection is then shown that quantum consensus over the quantum graph is equivalent to componentwise classical consensus over the induced graph, which allows various existing works on classical consensus to be applicable to the quantum setting. Some basic scaling and structural properties of the quantum induced graph are established via combinatorial analysis. Necessary and sufficient conditions for exponential and asymptotic quantum consensus are obtained, respectively, for switching quantum interaction graphs. As a quantum analogue of classical synchronization of coupled oscillators, quantum synchronization conditions are also presented, in which the reduced states of all qubits tend to a common trajectory.

quant-ph↗

arXiv2015

Multiple Loop Self-Triggered Model Predictive Control for Network Scheduling and Control

We present an algorithm for controlling and scheduling multiple linear time-invariant processes on a shared bandwidth limited communication network using adaptive sampling intervals. The controller is centralized and computes at every sampling instant not only the new control command for a process, but also decides the time interval to wait until taking the next sample. The approach relies on model predictive control ideas, where the cost function penalizes the state and control effort as well as the time interval until the next sample is taken. The latter is introduced in order to generate an adaptive sampling scheme for the overall system such that the sampling time increases as the norm of the system state goes to zero. The paper presents a method for synthesizing such a predictive controller and gives explicit sufficient conditions for when it is stabilizing. Further explicit conditions are given which guarantee conflict free transmissions on the network. It is shown that the optimization problem may be solved off-line and that the controller can be implemented as a lookup table of state feedback gains. Simulation studies which compare the proposed algorithm to periodic sampling illustrate potential performance gains.

eess.SY↗

arXiv2015

An Improved Stability Condition for Kalman Filtering with Bounded Markovian Packet Losses

In this paper, we consider the peak-covariance stability of Kalman filtering subject to packet losses. The length of consecutive packet losses is governed by a time-homogeneous finite-state Markov chain. We establish a sufficient condition for peak-covariance stability and show that this stability check can be recast as a linear matrix inequality (LMI) feasibility problem. Comparing with the literature, the stability condition given in this paper is invariant with respect to similarity state transformations; moreover, our condition is proved to be less conservative than the existing results. Numerical examples are provided to demonstrate the effectiveness of our result.

eess.SY↗

arXiv2014

Kalman Filtering over Gilbert-Elliott Channels: Stability Conditions and the Critical Curve

This paper investigates the stability of Kalman filtering over Gilbert-Elliott channels where random packet drop follows a time-homogeneous two-state Markov chain whose state transition is determined by a pair of failure and recovery rates. First of all, we establish a relaxed condition guaranteeing peak-covariance stability described by an inequality in terms of the spectral radius of the system matrix and transition probabilities of the Markov chain. We further show that that condition can be interpreted using a linear matrix inequality feasibility problem. Next, we prove that the peak-covariance stability implies mean-square stability, if the system matrix has no defective eigenvalues on the unit circle. This connection between the two stability notions holds for any random packet drop process. We prove that there exists a critical curve in the failure-recovery rate plane, below which the Kalman filter is mean-square stable and no longer mean-square stable above, via a coupling method in stochastic processes. Finally, a lower bound for this critical failure rate is obtained making use of the relationship we establish between the two stability criteria, based on an approximate relaxation of the system matrix.

eess.SY↗

arXiv2014

Consensus in multi-agent systems with non-periodic sampled-data exchange and uncertain network topology

In this paper consensus in second-order multi-agent systems with a non-periodic sampled-data exchange among agents is investigated. The sampling is random with bounded inter-sampling intervals. It is assumed that each agent has exact knowledge of its own state at any time instant. The considered local interaction rule is PD-type. Sufficient conditions for stability of the consensus protocol to a time-invariant value are derived based on LMIs. Such conditions only require the knowledge of the connectivity of the graph modeling the network topology. Numerical simulations are presented to corroborate the theoretical results.

eess.SY↗

arXiv2014

Consensus in multi-agent systems with second-order dynamics and non-periodic sampled-data exchange

In this paper consensus in second-order multi-agent systems with a non-periodic sampled-data exchange among agents is investigated. The sampling is random with bounded inter-sampling intervals. It is assumed that each agent has exact knowledge of its own state at all times. The considered local interaction rule is PD-type. The characterization of the convergence properties exploits a Lyapunov-Krasovskii functional method, sufficient conditions for stability of the consensus protocol to a time-invariant value are derived. Numerical simulations are presented to corroborate the theoretical results.

eess.SY↗

arXiv2014

Model reduction of networked passive systems through clustering

In this paper, a model reduction procedure for a network of interconnected identical passive subsystems is presented. Here, rather than performing model reduction on the subsystems, adjacent subsystems are clustered, leading to a reduced-order networked system that allows for a convenient physical interpretation. The identification of the subsystems to be clustered is performed through controllability and observability analysis of an associated edge system and it is shown that the property of synchronization (i.e., the convergence of trajectories of the subsystems to each other) is preserved during reduction. The results are illustrated by means of an example.

eess.SY↗

arXiv2014

Distributed Blind Calibration via Output Synchronization in Lossy Sensor Networks

In this paper a novel distributed algorithm for blind macro calibration in sensor networks based on output synchronization is proposed. The algorithm is formulated as a set of gradient-type recursions for estimating parameters of sensor calibration functions, starting from local criteria defined as weighted sums of mean square differences between the outputs of neighboring sensors. It is proved, on the basis of an originally developed methodology for treating higher-order consensus (or output synchronization) schemes, that the algorithm achieves asymptotic agreement for sensor gains and offsets, in the mean square sense and with probability one. In the case of additive measurement noise, additive inter-agent communication noise, and communication outages, a modification of the original algorithm based on instrumental variables is proposed. It is proved using stochastic approximation arguments that the modified algorithm achieves asymptotic consensus for sensor gains and offsets, in the mean square sense and with probability one. Special attention is paid to the situation when a subset of sensors in the network remains with fixed characteristics. Illustrative simulation examples are provided.

eess.SY↗

arXiv2013

Modeling IEEE 802.15.4 Networks over Fading Channels

Although the performance of the medium access control (MAC) of the IEEE 802.15.4 has been investigated under the assumption of ideal wireless channel, the understanding of the cross-layer dynamics between MAC and physical layer is an open problem when the wireless channel exhibits path loss, multi-path fading, and shadowing. The analysis of MAC and wireless channel interaction is essential for consistent performance prediction, correct design and optimization of the protocols. In this paper, a novel approach to analytical modeling of these interactions is proposed. The analysis considers simultaneously a composite channel fading, interference generated by multiple terminals, the effects induced by hidden terminals, and the MAC reduced carrier sensing capabilities. Depending on the MAC parameters and physical layer thresholds, it is shown that the MAC performance indicators over fading channels can be far from those derived under ideal channel assumptions. As novel results, we show to what extent the presence of fading may be beneficial for the overall network performance by reducing the multiple access interference, and how this can be used to drive joint selection of MAC and physical layer parameters.

cs.NI↗

arXiv2013

Efficient Computations of a Security Index for False Data Attacks in Power Networks

The resilience of Supervisory Control and Data Acquisition (SCADA) systems for electric power networks for certain cyber-attacks is considered. We analyze the vulnerability of the measurement system to false data attack on communicated measurements. The vulnerability analysis problem is shown to be NP-hard, meaning that unless $P = NP$ there is no polynomial time algorithm to analyze the vulnerability of the system. Nevertheless, we identify situations, such as the full measurement case, where it can be solved efficiently. In such cases, we show indeed that the problem can be cast as a generalization of the minimum cut problem involving costly nodes. We further show that it can be reformulated as a standard minimum cut problem (without costly nodes) on a modified graph of proportional size. An important consequence of this result is that our approach provides the first exact efficient algorithm for the vulnerability analysis problem under the full measurement assumption. Furthermore, our approach also provides an efficient heuristic algorithm for the general NP-hard problem. Our results are illustrated by numerical studies on benchmark systems including the IEEE 118-bus system.

math.OC↗

arXiv2012

Distributed Optimization: Convergence Conditions from a Dynamical System Perspective

This paper explores the fundamental properties of distributed minimization of a sum of functions with each function only known to one node, and a pre-specified level of node knowledge and computational capacity. We define the optimization information each node receives from its objective function, the neighboring information each node receives from its neighbors, and the computational capacity each node can take advantage of in controlling its state. It is proven that there exist a neighboring information way and a control law that guarantee global optimal consensus if and only if the solution sets of the local objective functions admit a nonempty intersection set for fixed strongly connected graphs. Then we show that for any tolerated error, we can find a control law that guarantees global optimal consensus within this error for fixed, bidirectional, and connected graphs under mild conditions. For time-varying graphs, we show that optimal consensus can always be achieved as long as the graph is uniformly jointly strongly connected and the nonempty intersection condition holds. The results illustrate that nonempty intersection for the local optimal solution sets is a critical condition for successful distributed optimization for a large class of algorithms.

eess.SY↗

arXiv2012

On the Exact Solution to a Smart Grid Cyber-Security Analysis Problem

This paper considers a smart grid cyber-security problem analyzing the vulnerabilities of electric power networks to false data attacks. The analysis problem is related to a constrained cardinality minimization problem. The main result shows that an $l_1$ relaxation technique provides an exact optimal solution to this cardinality minimization problem. The proposed result is based on a polyhedral combinatorics argument. It is different from well-known results based on mutual coherence and restricted isometry property. The results are illustrated on benchmarks including the IEEE 118-bus and 300-bus systems.

math.OC↗

arXiv2012

Finite-time and Asymptotic Convergence of Distributed Averaging and Maximizing Algorithms

In this paper, we formulate and investigate a generalized consensus algorithm which makes an attempt to unify distributed averaging and maximizing algorithms considered in the literature. Each node iteratively updates its state as a time-varying weighted average of its own state, the minimal state, and the maximal state of its neighbors. We prove that finite-time consensus is almost impossible for averaging under this uniform model. Both time-dependent and state-dependent graphs are considered, and various necessary and/or sufficient conditions are presented on the consensus convergence. For time-dependent graphs, we show that quasi-strong connectivity is critical for averaging, as is strong connectivity for maximizing. For state-dependent graphs defined by a $μ$-nearest-neighbor rule, where each node interacts with its $μ$ nearest smaller neighbors and the $μ$ nearest larger neighbors, we show that $μ+1$ is a critical threshold on the total number of nodes for the transit from finite-time to asymptotic convergence for averaging, in the absence of node self-confidence. The threshold is $2μ$ if each node chooses to connect only to neighbors with unique values. Numerical examples illustrate the tightness of the conditions. The results characterize some fundamental similarities and differences between distributed averaging and maximizing algorithms.

cs.DC↗

arXiv2012

How Agreement and Disagreement Evolve over Random Dynamic Networks

The dynamics of an agreement protocol interacting with a disagreement process over a common random network is considered. The model can represent the spreading of true and false information over a communication network, the propagation of faults in a large-scale control system, or the development of trust and mistrust in a society. At each time instance and with a given probability, a pair of network nodes are selected to interact. At random each of the nodes then updates its state towards the state of the other node (attraction), away from the other node (repulsion), or sticks to its current state (neglect). Agreement convergence and disagreement divergence results are obtained for various strengths of the updates for both symmetric and asymmetric update rules. Impossibility theorems show that a specific level of attraction is required for almost sure asymptotic agreement and a specific level of repulsion is required for almost sure asymptotic disagreement. A series of sufficient and/or necessary conditions are then established for agreement convergence or disagreement divergence. In particular, under symmetric updates, a critical convergence measure in the attraction and repulsion update strength is found, in the sense that the asymptotic property of the network state evolution transits from agreement convergence to disagreement divergence when this measure goes from negative to positive. The result can be interpreted as a tight bound on how much bad action needs to be injected in a dynamic network in order to consistently steer its overall behavior away from consensus.

cs.SI↗

arXiv2012

An Approximate Projected Consensus Algorithm for Computing Intersection of Convex Sets

In this paper, we propose an approximate projected consensus algorithm for a network to cooperatively compute the intersection of convex sets. Instead of assuming the exact convex projection proposed in the literature, we allow each node to compute an approximate projection and communicate it to its neighbors. The communication graph is directed and time-varying. Nodes update their states by weighted averaging. Projection accuracy conditions are presented for the considered algorithm. They indicate how much projection accuracy is required to ensure global consensus to a point in the intersection set when the communication graph is uniformly jointly strongly connected. We show that $π/4$ is a critical angle error of the projection approximation to ensure a bounded state. A numerical example indicates that this approximate projected consensus algorithm may achieve better performance than the exact projected consensus algorithm in some cases.

eess.SY↗