arXiv subjects

Marcello Colombino

Publications and source records attributed to Marcello Colombino.

14 recordsLinked to original sources

arXiv2021

A Lyapunov framework for nested dynamical systems on multiple time scales with application to converter-based power systems

In this work, we present a Lyapunov framework for establishing stability with respect to a compact set for a nested interconnection of nonlinear dynamical systems ordered from slow to fast according to their convergence rates, where each of the dynamics are influenced only by the slower dynamics and the successive fastest one. The proposed approach explicitly considers more than two time scales, it does not require modeling multiple time scales via scalar time constants, and provides analytic bounds that make ad-hoc time-scale separation arguments rigorous. Motivated by the technical results, we develop a novel control strategy for a grid-forming power converter that consists of an inner cascaded two-degree of freedom controller and dispatchable virtual oscillator control as a reference model. The resulting closed-loop converter-based AC power system is in the form of a nested system with multiple time scales. We apply our technical results to obtain explicit bounds on the controller set-points, branch powers, and control gains that guarantee almost global asymptotic stability of the multi-converter AC power system with respect to a pre-specified solution of the AC power-flow equations. Finally, we validate the performance of the proposed control structure in a case study using a high-fidelity simulation with detailed hardware validated converter models.

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arXiv2019

Sample Complexity of Power System State Estimation using Matrix Completion

In this paper, we propose an analytical framework to quantify the amount of data samples needed to obtain accurate state estimation in a power system - a problem known as sample complexity analysis in computer science. Motivated by the increasing adoption of distributed energy resources into the distribution-level grids, it becomes imperative to estimate the state of distribution grids in order to ensure stable operation. Traditional power system state estimation techniques mainly focus on the transmission network which involve solving an overdetermined system and eliminating bad data. However, distribution networks are typically underdetermined due to the large number of connection points and high cost of pervasive installation of measurement devices. In this paper, we consider the recently proposed state-estimation method for underdetermined systems that is based on matrix completion. In particular, a constrained matrix completion algorithm was proposed, wherein the standard matrix completion problem is augmented with additional equality constraints representing the physics (namely power-flow constraints). We analyze the sample complexity of this general method by proving an upper bound on the sample complexity that depends directly on the properties of these constraints that can lower number of needed samples as compared to the unconstrained problem. To demonstrate the improvement that the constraints add to distribution state estimation, we test the method on a 141-bus distribution network case study and compare it to the traditional least squares minimization state estimation method.

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arXiv2019

A tractable formulation for multi-period linearized optimal power flow in presence of thermostatically controlled loads

This paper presents a convex reformulation of a nonlinear constrained optimization problem for Markov decision processes, and applies the technical findings to optimal control problems for an ensemble of thermostatically controlled loads (TCLs). The paper further explores the formulation and solution of a (linearized) AC optimal power flow problem when one or more ensembles of TCLs are connected to a power network. In particular, a receding horizon controller is proposed, to simultaneously compute the optimal set-points of distributed energy resources (DERs) in the grid and the optimal switching signal for the TCLs. This formulation takes into account hardware constraints of the DERs, operational constraints of the grid (e.g., voltage limits), comfort of the TCL users, and ancillary services provision at the substation. Numerical results are provided to verify the effectiveness of the proposed methodology.

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arXiv2019

The effect of transmission-line dynamics on grid-forming dispatchable virtual oscillator control

In this work, we analyze the effect of transmission line dynamics on grid-forming control for inverter-based AC power systems. In particular, we investigate a dispatchable virtual oscillator control (dVOC) strategy that was recently proposed in the literature. When the dynamics of the transmission lines are neglected, i.e., if an algebraic model of the transmission network is used, dVOC ensures almost global asymptotic stability of a network of AC power inverters with respect to a pre-specified solution of the AC power-flow equations. While this approximation is typically justified for conventional power systems, the electromagnetic transients of the transmission lines can compromise the stability of an inverter-based power system. In this work, we establish explicit bounds on the controller setpoints, branch powers, and control gains that guarantee almost global asymptotic stability of dVOC in combination with a dynamic model of the transmission network.

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arXiv2019

Towards robustness guarantees for feedback-based optimization

Feedback-based online optimization algorithms have gained traction in recent years because of their simple implementation, their ability to reject disturbances in real time, and their increased robustness to model mismatch. While the robustness properties have been observed both in simulation and experimental results, the theoretical analysis in the literature is mostly limited to nominal conditions. In this work, we propose a framework to systematically assess the robust stability of feedback-based online optimization algorithms. We leverage tools from monotone operator theory, variational inequalities and classical robust control to obtain tractable numerical tests that guarantee robust convergence properties of online algorithms in feedback with a physical system, even in the presence of disturbances and model uncertainty. The results are illustrated via an academic example and a case study of a power distribution system.

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arXiv2019

Optimal Rate of Convergence for Quasi-Stochastic Approximation

The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning (RL), and often an efficient approach to solving (or approximating the solution to) complex optimal control problems. However, in many cases practitioners are unable to apply these techniques because of an inherent high variance. This paper aims to provide a general foundation for "quasi-stochastic approximation," in which all of the processes under consideration are deterministic, much like quasi-Monte-Carlo for variance reduction in simulation. The variance reduction can be substantial, subject to tuning of pertinent parameters in the algorithm. This paper introduces a new coupling argument to establish optimal rate of convergence provided the gain is sufficiently large. These results are established for linear models, and tested also in non-ideal settings. A major application of these general results is a new class of RL algorithms for deterministic state space models. In this setting, the main contribution is a class of algorithms for approximating the value function for a given policy, using a different policy designed to introduce exploration.

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arXiv2018

Global phase and magnitude synchronization of coupled oscillators with application to the control of grid-forming power inverters

In this work, we explore a new approach to synchronization of coupled oscillators. In contrast to the celebrated Kuramoto model we do not work in polar coordinates and do not consider oscillations of fixed magnitude. We propose a synchronizing feedback based on relative state information and local measurements that induces consensus-like dynamics. We show that, under a mild stability condition, the combination of the synchronizing feedback with a decentralized magnitude control law renders the oscillators' almost globally asymptotically stable with respect to set-points for the phase shift, frequency, and magnitude. We apply these result to rigorously solve an open problem in control of inverter-based AC power systems. In this context, the proposed control strategy can be implemented using purely local information, induces a grid-forming behavior, and ensures that a network of AC power inverters is almost globally asymptotically stable with respect to a pre-specified solution of the AC power-flow equations. Moreover, we show that the controller exhibits a droop-like behavior around the standard operating point thus making it backward-compatible with the existing power system operation.

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arXiv2018

Dispatchable Virtual Oscillator Control for Decentralized Inverter-dominated Power Systems: Analysis and Experiments

This paper presents an analysis and experimental validation of dispatchable virtual oscillator control (dVOC) for inverter-dominated power systems. dVOC is a promising decentralized control strategy that requires only local measurements to induce grid-forming behavior with programmable droop characteristics. It is dispatchable i.e., the inverters can vary their power generation via user-defined power set-points and guarantees strong stability. To verify its feasibility, a testbed comprising multiple dVOC-programmed inverters with transmission line impedances is designed. With an embedded synchronization strategy, the dVOC inverters are capable of dynamic synchronization, black start operation, and transient grid voltage regulation with dynamic load sharing, and real-time-programmable droop characteristics for backward compatibility. All these features are experimentally verified.

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arXiv2018

Online Optimization as a Feedback Controller: Stability and Tracking

This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the algorithm is based on continuous-time primal-dual dynamics, properly modified to incorporate feedback from the LTI dynamical system, applied to a proximal augmented Lagrangian function. The resultant closed-loop algorithm tracks the solution of the time-varying optimization problem without requiring knowledge of (time-varying) disturbances in the dynamical system. The analysis leverages integral quadratic constraints to provide linear matrix inequality (LMI) conditions that guarantee global exponential stability and bounded tracking error. Analytical results show that, under a sufficient time-scale separation between the dynamics of the LTI dynamical system and the algorithm, the LMI conditions can be always satisfied. The paper further proposes a modified algorithm that can track an approximate solution trajectory of the constrained optimization problem under less restrictive assumptions. As an illustrative example, the proposed algorithms are showcased for power transmission systems, to compress the time scales between secondary and tertiary control, and allow to simultaneously power re-balancing and tracking of DC optimal power flow points.

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arXiv2017

Structured decentralized control of positive systems with applications to combination drug therapy and leader selection in directed networks

We study a class of structured optimal control problems in which the main diagonal of the dynamic matrix is a linear function of the design variable. While such problems are in general challenging and nonconvex, for positive systems we prove convexity of the $H_2$ and $H_\infty$ optimal control formulations which allow for arbitrary convex constraints and regularization of the control input. Moreover, we establish differentiability of the $H_\infty$ norm when the graph associated with the dynamical generator is weakly connected and develop a customized algorithm for computing the optimal solution even in the absence of differentiability. We apply our results to the problems of leader selection in directed consensus networks and combination drug therapy for HIV treatment. In the context of leader selection, we address the combinatorial challenge by deriving upper and lower bounds on optimal performance. For combination drug therapy, we develop a customized subgradient method for efficient treatment of diseases whose mutation patterns are not connected.

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arXiv2016

On the optimal control problem for a class of monotone bilinear systems

We consider a class of monotone systems in which the control signal multiplies the state. Among other applications, such bilinear systems can be used to model the evolutionary dynamics of HIV in the presence of combination drug therapy. For this class of systems, we formulate an infinite horizon optimal control problem, prove that the optimal control signal is constant over time, and show that it can be computed by solving a finite-dimensional non-smooth convex optimization problem. We provide an explicit expression for the subdifferential set of the objective function and use a subgradient algorithm to design the optimal controller. We further extend our results to characterize the optimal robust controller for systems with uncertain dynamics and show that computing the robust controller is no harder than computing the nominal controller. We illustrate our results with an example motivated by combination drug therapy.

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arXiv2016

Mutually Quadratically Invariant Information Structures in Two-Team Stochastic Dynamic Games

We formulate a two-team linear quadratic stochas- tic dynamic game featuring two opposing teams each with decentralized information structures. We introduce the concept of mutual quadratic invariance (MQI), which, analogously to quadratic invariance in (single team) decentralized control, defines a class of interacting information structures for the two teams under which optimal linear feedback control strate- gies are easy to compute. We show that, for zero-sum two- team dynamic games, structured state feedback Nash (saddle- point) equilibrium strategies can be computed from equivalent structured disturbance feedforward saddle point equilibrium strategies. However, for nonzero-sum games we show via a counterexample that a similar equivalence fails to hold. The results are illustrated with a simple yet rich numerical example that illustrates the importance of the information structure for dynamic games.

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arXiv2015

A Convex Characterization of Robust Stability for Positive and Positively Dominated Linear Systems

We provide convex necessary and sufficient conditions for the robust stability of linear positively dominated systems. In particular we show that the structured singular value is always equal to its convex upper bound for nonnegative matrices and we use this result to derive necessary and sufficient Linear Matrix Inequality (LMI) conditions for robust stability that involve only the system's static gain. We show how this approach can be applied to test the robust stability of the Foschini-Miljanic algorithm for power control in wireless networks in presence of uncertain interference.

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arXiv2014

Decentralized Convergence to Nash Equilibria in Constrained Deterministic Mean Field Control

This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior of the overall population. For such large-scale systems, the theory of aggregative and mean field games has been established and successfully applied in various scientific disciplines. While the existing literature addresses the case of unconstrained agents, we formulate deterministic mean field control problems in the presence of heterogeneous convex constraints for the individual agents, for instance arising from agents with linear dynamics subject to convex state and control constraints. We propose several model-free feedback iterations to compute in a decentralized fashion a mean field Nash equilibrium in the limit of infinite population size. We apply our methods to the constrained linear quadratic deterministic mean field control problem and to the constrained mean field charging control problem for large populations of plug-in electric vehicles.

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