arXiv subjects

Roy S. Smith

Publications and source records attributed to Roy S. Smith.

At least 73 records · Page 4Linked to original sources

arXiv2020

Performance-Driven Cascade Controller Tuning with Bayesian Optimization

We propose a performance-based autotuning method for cascade control systems, where the parameters of a linear axis drive motion controller from two control loops are tuned jointly. Using Bayesian optimization as all parameters are tuned simultaneously, the method is guaranteed to converge asymptotically to the global optimum of the cost. The data-efficiency and performance of the method are studied numerically for several training configurations and compared numerically to those achieved with classical tuning methods and to the exhaustive evaluation of the cost. On the real system, the tracking performance and robustness against disturbances are compared experimentally to nominal tuning. The numerical study and the experimental data both demonstrate that the proposed automated tuning method is efficient in terms of required tuning iterations, robust to disturbances, and results in improved tracking.

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arXiv2020

Graph-theoretic optimization for edge consensus

We consider network structures that optimize the $\mathcal{H}_2$ norm of weighted, time scaled consensus networks, under a minimal representation of such consensus networks described by the edge Laplacian. We show that a greedy algorithm can be used to find the minimum-$\mathcal{H}_2$ norm spanning tree, as well as how to choose edges to optimize the $\mathcal{H}_2$ norm when edges are added back to a spanning tree. In the case of edge consensus with a measurement model considering all edges in the graph, we show that adding edges between slow nodes in the graph provides the smallest increase in the $\mathcal{H}_2$ norm.

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arXiv2020

Subspace Identification of Linear Time-Periodic Systems with Periodic Inputs

This paper proposes a new methodology for subspace identification of linear time-periodic (LTP) systems with periodic inputs. This method overcomes the issues related to the computation of frequency response of LTP systems by utilizing the frequency response of the time-lifted system with linear time-invariant structure instead. The response is estimated with an ensemble of input-output data with periodic inputs. This allows the frequency-domain subspace identification technique to be extended to LTP systems. The time-aliased periodic impulse response can then be estimated and the order-revealing decomposition of the block-Hankel matrix is formulated. The consistency of the proposed method is proved under mild noise assumptions. Numerical simulation shows that the proposed method performs better than multiple widely-used time-domain subspace identification methods when an ensemble of periodic data is available.

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arXiv2020

Cascade Control: Data-Driven Tuning Approach Based on Bayesian Optimization

Cascaded controller tuning is a multi-step iterative procedure that needs to be performed routinely upon maintenance and modification of mechanical systems. An automated data-driven method for cascaded controller tuning based on Bayesian optimization is proposed. The method is tested on a linear axis drive, modeled using a combination of first principles model and system identification. A custom cost function based on performance indicators derived from system data at different candidate configurations of controller parameters is modeled by a Gaussian process. It is further optimized by minimization of an acquisition function which serves as a sampling criterion to determine the subsequent candidate configuration for experimental trial and improvement of the cost model iteratively, until a minimum according to a termination criterion is found. This results in a data-efficient procedure that can be easily adapted to varying loads or mechanical modifications of the system. The method is further compared to several classical methods for auto-tuning, and demonstrates higher performance according to the defined data-driven performance indicators. The influence of the training data on a cost prior on the number of iterations required to reach optimum is studied, demonstrating the efficiency of the Bayesian optimization tuning method.

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arXiv2020

Distributed Control Design for Heterogeneous Interconnected Systems

This paper presents scalable controller synthesis methods for heterogeneous and partially heterogeneous systems. First, heterogeneous systems composed of different subsystems that are interconnected over a directed graph are considered. Techniques from robust and gain-scheduled controller synthesis are employed, in particular the full-block S-procedure, to deal with the decentralized system part in a nominal condition and with the interconnection part in a multiplier condition. Under some structural assumptions, we can decompose the synthesis conditions into conditions that are the size of the individual subsystems. To solve these decomposed synthesis conditions that are coupled only over neighboring subsystems, we propose a distributed method based on the alternating direction method of multipliers. It only requires nearest-neighbor communication and no central coordination is needed. Then, a new classification of systems is introduced that consists of groups of homogeneous subsystems with different interconnection types. This classification includes heterogeneous systems as the most general and homogeneous systems as the most specific case. Based on this classification, we show how the interconnected system model and the decomposed synthesis conditions can be formulated in a more compact way. The computational scalability of the presented methods with respect to a growing number of subsystems and interconnections is analyzed, and the results are demonstrated in numerical examples.

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arXiv2020

Nonlinear System Identification with Prior Knowledge of the Region of Attraction

We consider the problem of nonlinear system identification when prior knowledge is available on the region of attraction (ROA) of an equilibrium point. We propose an identification method in the form of an optimization problem, minimizing the fitting error and guaranteeing the desired stability property. The problem is approached by joint identification the dynamics and a Lyapunov function verifying the stability property. In this setting, the hypothesis set is a reproducing kernel Hilbert space, and with respect to each point of the given subset of the ROA, the Lie derivative inequality of the Lyapunov function imposes a constraint. The problem is a non-convex infinite-dimensional optimization with infinite number of constraints. To obtain a tractable formulation, only a suitably designed finite subset of the constraints are considered. The resulting problem admits a solution in form of a linear combination of the sections of the kernel and its derivatives. An equivalent optimization problem with a quadratic cost function subject to linear and bilinear constraints is derived. A suitable change of variable gives a convex reformulation of the problem. To reduce the number of hyperparameters, the optimization problem is adapted to the case of diagonal kernels. The method is demonstrate by means of an example.

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arXiv2020

Convex Nonparametric Formulation for Identification of Gradient Flows

In this paper, we develop a nonparametric system identification method for the nonlinear gradient-flow dynamics. In these systems, the vector field is the gradient field of a potential energy function. This fundamental fact about the dynamics of system plays the role of a structural prior knowledge as well as a constraint in the proposed identification method. While the nature of the identification problem is an estimation in the space of functions, we derive an equivalent finite dimensional formulation, which is a convex optimization in form of a quadratic program. This gives scalability of the problem and provides the opportunity for utilizing recently developed large-scale optimization solvers. The central idea in the proposed method is representing the energy function as a difference of two convex functions and estimating these convex functions jointly. Based on necessary and sufficient conditions for function convexity, the identification problem is formulated, and then, the existence, uniqueness and smoothness of the solution is addressed. We also illustrate the method numerically for a demonstrative example.

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arXiv2020

Linear Time-Periodic System Identification with Grouped Atomic Norm Regularization

This paper proposes a new methodology in linear time-periodic (LTP) system identification. In contrast to previous methods that totally separate dynamics at different tag times for identification, the method focuses on imposing appropriate structural constraints on the linear time-invariant (LTI) reformulation of LTP systems. This method adopts a periodically-switched truncated infinite impulse response model for LTP systems, where the structural constraints are interpreted as the requirement to place the poles of the non-truncated models at the same locations for all sub-models. This constraint is imposed by combining the atomic norm regularization framework for LTI systems with the group lasso technique in regression. As a result, the estimated system is both uniform and low-order, which is hard to achieve with other existing estimators. Monte Carlo simulation shows that the grouped atomic norm method does not only show better results compared to other regularized methods, but also outperforms the subspace identification method under high noise levels in terms of model fitting.

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arXiv2019

Stochasticity in Feedback Loops; Great Expectations and Guaranteed Ruin

Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time systems with (almost) arbitrary distributions of the stochastic feedback gain. The state variable in such systems evolves towards a heavy-tailed distribution and exhibits some non-intuitive characteristics. For example, one can use stochastic feedback to stabilise unstable systems where one does not know the sign of the unstable pole or the sign of the system gain. A more dramatic example is an investment scheme which simultaneously yields unbounded expected profit and almost certain bankruptcy to every investor.

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arXiv2019

Robust Adaptive Model Predictive Control with Worst-Case Cost

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is assumed to lie within a bounded set called the feasible system set. Online set-membership identification is used to reduce uncertainty in the impulse response. In the MPC scheme, robust constraints are enforced to ensure constraint satisfaction for all the models in the feasible set. The performance objective is formulated as a worst-case cost with respect to the modeling uncertainties. That is, at each time step an optimization problem is solved in which the control input is optimized for the worst-case plant in the uncertainty set. The performance of the proposed algorithm is compared to an adaptive MPC algorithm from the literature using Monte-Carlo simulations.

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arXiv2019

Region of attraction analysis of nonlinear stochastic systems using Polynomial Chaos Expansion

A method is presented to estimate the region of attraction (ROA) of stochastic systems with finite second moment and uncertainty-dependent equilibria. The approach employs Polynomial Chaos (PC) expansions to represent the stochastic system by a higher-dimensional set of deterministic equations. We first show how the equilibrium point of the deterministic formulation provides the stochastic moments of an uncertainty-dependent equilibrium point of the stochastic system. A connection between the boundedness of the moments of the stochastic system and the Lyapunov stability of its PC expansion is then derived. Defining corresponding notions of a ROA for both system representations, we show how this connection can be leveraged to recover an estimate of the ROA of the stochastic system from the ROA of the PC expanded system. Two optimization programs, obtained from sum-of-squares programming techniques, are provided to compute inner estimates of the ROA. The first optimization program uses the Lyapunov stability arguments to return an estimate of the ROA of the PC expansion. Based on this result and user specifications on the moments for the initial conditions, the second one employs the shown connection to provide the corresponding ROA of the stochastic system. The method is demonstrated by two examples.

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arXiv2019

Nonlinear Control of Quadcopters via Approximate Dynamic Programming

While Approximate Dynamic Programming has successfully been used in many applications involving discrete states and inputs such as playing the games of Tetris or chess, it has not been used in many continuous state and input space applications. In this paper, we combine Approximate Dynamic Programming techniques and apply them to the continuous, non-linear and high dimensional dynamics of a quadcopter vehicle. We use a polynomial approximation of the dynamics and sum-of-squares programming techniques to compute a family of polynomial value function approximations for different tuning parameters. The resulting approximations to the optimal value function are combined in a point-wise maximum approach, which is used to compute the online policy. The success of the method is demonstrated in both simulations and experiments on a quadcopter. The control performance is compared to a linear time-varying Model Predictive Controller. The two methods are then combined to keep the computational benefits of a short horizon MPC and the long term performance benefits of the Approximate Dynamic Programming value function as the terminal cost.

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arXiv2018

Globally Optimal AC Power System Upgrade Planning under Operational Policy Constraints

In order to accommodate the increasing amounts of renewable generation in power distribution systems, system operators are facing the problem of how to upgrade transmission capacities. Since line and transformer upgrades are costly, optimization procedures are used to find the minimal number of up- grades required. The resulting design optimization formulations are generally mixed-integer non-convex problems. Traditional approaches to solving them are usually of a heuristic nature, yielding no bounds on suboptimality or even termination. In contrast, this work combines heuristics, lower-bounding pro- cedures and practical operational policy constraints. The resulting algorithm finds both suboptimal solutions quickly and the global solution determinis- tically by a Branch-and-Bound procedure augmented with lazy cuts.

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arXiv2018

Control of an Architectural Cable Net Geometry

Doubly curved thin concrete shells are very efficient building structures, suitable for light-weight construction because of their high structural stability. In the process of constructing such shells, an efficient innovative flexible formwork that is based on a cable network can be used instead of the costly conventional timber formwork. To guarantee the structural properties of such a shell, the desired form, that is designed and optimized in advance, needs to be precisely achieved. The sensitivity of the flexible cable net formwork to fabrication tolerances and uncertainties makes high accuracy challenging. We propose a new construction method where the form of the cable net structure is measured and controlled in a feedback loop during its construction. Two models based on a force and on an energy approach are reviewed and their equivalence is shown. An efficient control algorithm, which is based on a variant of Sequential Quadratic Programming, and which guarantees feasibility at every iteration, is derived. Based on mild assumptions on the cable net, global convergence to a stationary point is shown. For practical applicability, an extension of the control algorithm for computing sparse input vectors is given. Experimental results on a cable net formwork prototype for a shell roof structure are presented to demonstrate the control performance.

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arXiv2017

Predictive Control of Autonomous Kites in Tow Test Experiments

In this paper we present a model-based control approach for autonomous flight of kites for wind power generation. Predictive models are considered to compensate for delay in the kite dynamics. We apply Model Predictive Control (MPC), with the objective of guiding the kite to follow a figure-of-eight trajectory, in the outer loop of a two level control cascade. The tracking capabilities of the inner-loop controller depend on the operating conditions and are assessed via a frequency domain robustness analysis. We take the limitations of the inner tracking controller into account by encoding them as optimisation constraints in the outer MPC. The method is validated on a kite system in tow test experiments.

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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

A Projected Gradient and Constraint Linearization Method for Nonlinear Model Predictive Control

Projected Gradient Descent denotes a class of iterative methods for solving optimization programs. Its applicability to convex optimization programs has gained significant popularity for its intuitive implementation that involves only simple algebraic operations. In fact, if the projection onto the feasible set is easy to compute, then the method has low complexity. On the other hand, when the problem is nonconvex, e.g. because of nonlinear equality constraints, the projection becomes hard and thus impractical. In this paper, we propose a projected gradient method for Nonlinear Programs (NLPs) that only requires projections onto the linearization of the nonlinear constraints around the current iterate, similarly to Sequential Quadratic Programming (SQP). Although the projection is easier to compute, it makes the intermediate steps unfeasible for the original problem. As a result, the gradient method does not fall either into the projected gradient descent approaches, because the projection is not performed onto the original nonlinear manifold, or into the standard SQP, since second-order information is not used. For nonlinear smooth optimization problems, we analyze the similarities of the proposed method with SQP and assess its local and global convergence to a Karush-Kuhn-Tucker (KKT) point of the original problem. Further, we show that nonlinear Model Predictive Control (MPC) is a promising application of the proposed method, due to the sparsity of the resulting optimization problem. We illustrate the computational efficiency of the proposed method in a numerical example with box constraints on the control input and a quadratic terminal constraint on the state variable.

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arXiv2016

Fast AC Power Flow Optimization using Difference of Convex Functions Programming

An effective means for analyzing the impact of novel operating schemes on power systems is time domain simulation, for example for investigating optimization-based curtailment of renewables to alleviate voltage violations. Traditionally, interior-point methods are used for solving the non-convex AC optimal power flow (OPF) problems arising in this type of simulation. This paper presents an alternative algorithm that better suits the simulation framework, because it can more effectively be warm-started, has linear computational and memory complexity in the problem size per iteration and globally converges to Karush-Kuhn-Tucker (KKT) points with a linear rate if they exist. The algorithm exploits a difference-of-convex-functions reformulation of the OPF problem, which can be performed effectively. Numerical results are presented comparing the method to state-of-the-art OPF solver implementations in MATPOWER, leading to significant speedups compared to the latter.

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