arXiv subjects

Mehran Mesbahi

Publications and source records attributed to Mehran Mesbahi.

At least 37 records · Page 2Linked to original sources

arXiv2023

Consensus on Lie groups for the Riemannian Center of Mass

In this paper, we develop a consensus algorithm for distributed computation of the Riemannian center of mass (RCM) on Lie Groups. The algorithm is built upon a distributed optimization reformulation that allows developing an intrinsic, distributed (without relying on a consensus subroutine), and a computationally efficient protocol for the RCM computation. The novel idea for developing this fast distributed algorithm is to utilize a Riemannian version of distributed gradient flow combined with a gradient tracking technique. We first guarantee that, under certain conditions, the limit point of our algorithm is the RCM point of interest. We then provide a proof of global convergence in the Euclidean setting, that can be viewed as a "geometric" dynamic consensus that converges to the average from arbitrary initial points. Finally, we proceed to showcase the superior convergence properties of the proposed approach as compared with other classes of consensus optimization-based algorithms for the RCM computation.

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arXiv2023

Optimization-based Constrained Funnel Synthesis for Systems with Lipschitz Nonlinearities via Numerical Optimal Control

This paper presents a funnel synthesis algorithm for computing controlled invariant sets and feedback control gains around a given nominal trajectory for dynamical systems with locally Lipschitz nonlinearities and bounded disturbances. The resulting funnel synthesis problem involves a differential linear matrix inequality (DLMI) whose solution satisfies a Lyapunov condition that implies invariance and attractivity properties. Due to these properties, the proposed method can balance maximization of initial invariant funnel size, i.e., size of the funnel entry, and minimization of the size of the attractive funnel for attenuating the effect of disturbance. To solve the resulting funnel synthesis problem with the DLMI as constraints, we employ a numerical optimal control approach that uses a multiple shooting method to convert the problem into a finite dimensional semidefinite programming problem. This framework does not require piecewise linear system matrices and funnel parameters, which is typically assumed in recent related work. We illustrate the proposed funnel synthesis method with a numerical example.

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arXiv2023

Duality-Based Stochastic Policy Optimization for Estimation with Unknown Noise Covariances

Duality of control and estimation allows mapping recent advances in data-guided control to the estimation setup. This paper formalizes and utilizes such a mapping to consider learning the optimal (steady-state) Kalman gain when process and measurement noise statistics are unknown. Specifically, building on the duality between synthesizing optimal control and estimation gains, the filter design problem is formalized as direct policy learning. In this direction, the duality is used to extend existing theoretical guarantees of direct policy updates for Linear Quadratic Regulator (LQR) to establish global convergence of the Gradient Descent (GD) algorithm for the estimation problem--while addressing subtle differences between the two synthesis problems. Subsequently, a Stochastic Gradient Descent (SGD) approach is adopted to learn the optimal Kalman gain without the knowledge of noise covariances. The results are illustrated via several numerical examples.

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arXiv2022

Towards a Theoretical Foundation of Policy Optimization for Learning Control Policies

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and reinforcement learning. This article surveys some of the recent developments on policy optimization, a gradient-based iterative approach for feedback control synthesis, popularized by successes of reinforcement learning. We take an interdisciplinary perspective in our exposition that connects control theory, reinforcement learning, and large-scale optimization. We review a number of recently-developed theoretical results on the optimization landscape, global convergence, and sample complexity of gradient-based methods for various continuous control problems such as the linear quadratic regulator (LQR), $\mathcal{H}_\infty$ control, risk-sensitive control, linear quadratic Gaussian (LQG) control, and output feedback synthesis. In conjunction with these optimization results, we also discuss how direct policy optimization handles stability and robustness concerns in learning-based control, two main desiderata in control engineering. We conclude the survey by pointing out several challenges and opportunities at the intersection of learning and control.

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arXiv2022

Vector-valued Privacy-Preserving Average Consensus

Achieving average consensus without disclosing sensitive information can be a critical concern for multi-agent coordination. This paper examines privacy-preserving average consensus (PPAC) for vector-valued multi-agent networks. In particular, a set of agents with vector-valued states aim to collaboratively reach an exact average consensus of their initial states, while each agent's initial state cannot be disclosed to other agents. We show that the vector-valued PPAC problem can be solved via associated matrix-weighted networks with the higher-dimensional agent state. Specifically, a novel distributed vector-valued PPAC algorithm is proposed by lifting the agent-state to higher-dimensional space and designing the associated matrix-weighted network with dynamic, low-rank, positive semi-definite coupling matrices to both conceal the vector-valued agent state and guarantee that the multi-agent network asymptotically converges to the average consensus. Essentially, the convergence analysis can be transformed into the average consensus problem on switching matrix-weighted networks. We show that the exact average consensus can be guaranteed and the initial agents' states can be kept private if each agent has at least one "legitimate" neighbor. The algorithm, involving only basic matrix operations, is computationally more efficient than cryptography-based approaches and can be implemented in a fully distributed manner without relying on a third party. Numerical simulation is provided to illustrate the effectiveness of the proposed algorithm.

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arXiv2022

Structural Adaptivity of Directed Networks

Network structure plays a critical role in functionality and performance of network systems. This paper examines structural adaptivity of diffusively coupled, directed multi-agent networks that are subject to diffusion performance. Inspired by the observation that the link redundancy in a network may degrade its diffusion performance, a distributed data-driven neighbor selection framework is proposed to adaptively adjust the network structure for improving the diffusion performance of exogenous influence over the network. Specifically, each agent is allowed to interact with only a specific subset of neighbors while global reachability from exogenous influence to all agents of the network is maintained. Both continuous-time and discrete-time directed networks are examined. For each of the two cases, we first examine the reachability properties encoded in the eigenvectors of perturbed variants of graph Laplacian or SIA matrix associated with directed networks, respectively. Then, an eigenvector-based rule for neighbor selection is proposed to derive a reduced network, on which the diffusion performance is enhanced. Finally, motivated by the necessity of distributed and data-driven implementation of the neighbor selection rule, quantitative connections between eigenvectors of the perturbed graph Laplacian and SIA matrix and relative rate of change in agent state are established, respectively. These connections immediately enable a data-driven inference of the reduced neighbor set for each agent using only locally accessible data. As an immediate extension, we further discuss the distributed data-driven construction of directed spanning trees of directed networks using the proposed neighbor selection framework. Numerical simulations are provided to demonstrate the theoretical results.

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arXiv2022

To charge in-flight or not: an inquiry into parallel-hybrid electric aircraft configurations via optimal control

We examine two configurations for parallel hybrid electric aircraft, one with, and one without, a mechanical connection between the engines and the electric motors. For this two designs, we then review the power allocation problem in the context of aircraft energy management for a 19-seat conceptual Hybrid Electric Aircraft. We then represent the original optimal control problem as a finite-dimensional optimization and validate the second-order sufficient conditions for global optimality of the obtained solution. This is then followed by a sensitivity analysis of the fuel consumption on the initial aircraft weight and flight endurance. Our simulation and theoretical results clarify the limited benefit of charging the battery in-flight for this class of hybrid electric aircraft to reduce $CO_2$ emissions.

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arXiv2022

Vertiport Selection in Hybrid Air-Ground Transportation Networks via Mathematical Programs with Equilibrium Constraints

Urban air mobility is a concept that promotes aerial modes of transport in urban areas. In these areas, the location and capacity of the vertiports--where the travelers embark and disembark the aircraft--not only affect the flight delays of the aircraft, but can also aggravate the congestion of ground vehicles by creating extra ground travel demands. We introduce a mathematical model for selecting the location and capacity of the vertiports that minimizes the traffic congestion in hybrid air-ground transportation networks. Our model is based on a mathematical program with bilinear equilibrium constraints. Furthermore, we show how to compute a global optimal solution of this mathematical program by solving a mixed integer linear program. We demonstrate our results via the Anaheim transportation network model, which contains more than 400 nodes and 900 links.

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arXiv2022

Distributed Neighbor Selection in Multi-agent Networks

Achieving consensus via nearest neighbor rules is an important prerequisite for multi-agent networks to accomplish collective tasks. A common assumption in consensus setup is that each agent interacts with all its neighbors. This paper examines whether network functionality and performance can be maintained-and even enhanced-when agents interact only with a subset of their respective (available) neighbors. As shown in the paper, the answer to this inquiry is affirmative. In this direction, we show that by exploring the monotonicity property of the Laplacian eigenvectors, a neighbor selection rule with guaranteed performance enhancements, can be realized for consensus-type networks. For distributed implementation, a quantitative connection between entries of Laplacian eigenvectors and the "relative rate of change" in the state between neighboring agents is further established; this connection facilitates a distributed algorithm for each agent to identify "favorable" neighbors to interact with. Multi-agent networks with and without external influence are examined, as well as extensions to signed networks. This paper underscores the utility of Laplacian eigenvectors in the context of distributed neighbor selection, providing novel insights into distributed data-driven control of multi-agent systems.

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arXiv2022

On Regularizability and its Application to Online Control of Unstable LTI Systems

Learning, say through direct policy updates, often requires assumptions such as knowing a priori that the initial policy (gain) is stabilizing, or persistently exciting (PE) input-output data, is available. In this paper, we examine online regulation of (possibly unstable) partially unknown linear systems with no prior access to an initial stabilizing controller nor PE input-output data; we instead leverage the knowledge of the input matrix for online regulation. First, we introduce and characterize the notion of "regularizability" for linear systems that gauges the extent by which a system can be regulated in finite-time in contrast to its asymptotic behavior (commonly characterized by stabilizability/controllability). Next, having access only to the input matrix, we propose the Data-Guided Regulation (DGR) synthesis procedure that -- as its name suggests -- regulates the underlying state while also generating informative data that can subsequently be used for data-driven stabilization or system identification. We further improve the computational performance of DGR via a rank-one update and demonstrate its utility in online regulation of the X-29 aircraft.

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arXiv2021

Discrete-Time Linear-Quadratic Regulation via Optimal Transport

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a linear-quadratic regulator problem where the initial and terminal states are distributed according to specified probability densities. A closed-form solution for the optimal transport map in the case of linear-time varying systems is derived, along with an algorithm for computing the optimal map. Two numerical examples pertaining to swarm deployment demonstrate the practical applicability of the model, and performance of the numerical method.

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arXiv2021

Cluster Consensus on Matrix-weighted Switching Networks

This paper examines the cluster consensus problem of multi-agent systems on matrix-weighted switching networks. Necessary and/or sufficient conditions under which cluster consensus can be achieved are obtained and quantitative characterization of the steady-state of the cluster consensus are provided as well. Specifically, if the underlying network switches amongst finite number of networks, a necessary condition for cluster consensus of multi-agent system on switching matrix-weighted networks is firstly presented, it is shown that the steady-state of the system lies in the intersection of the null space of matrix-valued Laplacians corresponding to all switching networks. Second, if the underlying network switches amongst infinite number of networks, the matrix-weighted integral network is employed to provide sufficient conditions for cluster consensus and the quantitative characterization of the corresponding steady-state of the multi-agent system, using null space analysis of matrix-valued Laplacian related of integral network associated with the switching networks. In particular, conditions for the bipartite consensus under the matrix-weighted switching networks are examined. Simulation results are finally provided to demonstrate the theoretical analysis.

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arXiv2021

On Controllability and Persistency of Excitation in Data-Driven Control: Extensions of Willems' Fundamental Lemma

Willems' fundamental lemma asserts that all trajectories of a linear time-invariant system can be obtained from a finite number of measured ones, assuming that controllability and a persistency of excitation condition hold. We show that these two conditions can be relaxed. First, we prove that the controllability condition can be replaced by a condition on the controllable subspace, unobservable subspace, and a certain subspace associated with the measured trajectories. Second, we prove that the persistency of excitation requirement can be relaxed if the degree of a certain minimal polynomial is tightly bounded. Our results show that data-driven predictive control using online data is equivalent to model predictive control, even for uncontrollable systems. Moreover, our results significantly reduce the amount of data needed in identifying homogeneous multi-agent systems.

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arXiv2020

$\mathcal{H}_2$ performance of series-parallel networks: A compositional perspective

We examine the $\mathcal{H}_2$ norm of matrix-weighted leader-follower consensus on series-parallel networks. By using an extension of electrical network theory on matrix-valued resistances, voltages and currents, we show that the computation of the $\mathcal{H}_2$ norm can be performed efficiently by decomposing the network into atomic elements and composition rules. Lastly, we examine the problem of efficiently adapting the matrix-valued edge weights to optimize the $\mathcal{H}_2$ norm of the network.

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arXiv2020

Performance and design of consensus on matrix-weighted and time scaled graphs

In this paper, we consider the $\mathcal{H}_2$-norm of networked systems with multi-time scale consensus dynamics and vector-valued agent states. This allows us to explore how measurement and process noise affect consensus on matrix-weighted graphs by examining edge-state consensus. In particular, we highlight an interesting case where the influences of the weighting and scaling on the $\mathcal{H}_2$ norm can be separated in the design problem. We then consider optimization algorithms for updating the time scale parameters and matrix weights in order to minimize network response to injected noise. Finally, we present an application to formation control for multi-vehicle systems.

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arXiv2020

From noisy data to feedback controllers: non-conservative design via a matrix S-lemma

We propose a new method to obtain feedback controllers of an unknown dynamical system directly from noisy input/state data. The key ingredient of our design is a new matrix S-lemma that will be proven in this paper. We provide both strict and non-strict versions of this S-lemma, that are of interest in their own right. Thereafter, we will apply these results to data-driven control. In particular, we will derive non-conservative design methods for quadratic stabilization, H_2 and H_inf control, all in terms of data-based linear matrix inequalities. In contrast to previous work, the dimensions of our decision variables are independent of the time horizon of the experiment. Our approach thus enables control design from large data sets.

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arXiv2020

Adaptive Traffic Control with Deep Reinforcement Learning: Towards State-of-the-art and Beyond

In this work, we study adaptive data-guided traffic planning and control using Reinforcement Learning (RL). We shift from the plain use of classic methods towards state-of-the-art in deep RL community. We embed several recent techniques in our algorithm that improve the original Deep Q-Networks (DQN) for discrete control and discuss the traffic-related interpretations that follow. We propose a novel DQN-based algorithm for Traffic Control (called TC-DQN+) as a tool for fast and more reliable traffic decision-making. We introduce a new form of reward function which is further discussed using illustrative examples with comparisons to traditional traffic control methods.

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arXiv2020

Deep Learning-based Resource Allocation for Infrastructure Resilience

From an optimization point of view, resource allocation is one of the cornerstones of research for addressing limiting factors commonly arising in applications such as power outages and traffic jams. In this paper, we take a data-driven approach to estimate an optimal nodal restoration sequence for immediate recovery of the infrastructure networks after natural disasters such as earthquakes. We generate data from td-INDP, a high-fidelity simulator of optimal restoration strategies for interdependent networks, and employ deep neural networks to approximate those strategies. Despite the fact that the underlying problem is NP-complete, the restoration sequences obtained by our method are observed to be nearly optimal. In addition, by training multiple models---the so-called estimators---for a variety of resource availability levels, our proposed method balances a trade-off between resource utilization and restoration time. Decision-makers can use our trained models to allocate resources more efficiently after contingencies, and in turn, improve the community resilience. Besides their predictive power, such trained estimators unravel the effect of interdependencies among different nodal functionalities in the restoration strategies. We showcase our methodology by the real-world interdependent infrastructure of Shelby County, TN.

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