arXiv subjects

S. Shankar Sastry

Publications and source records attributed to S. Shankar Sastry.

At least 73 records · Page 4Linked to original sources

arXiv2015

Model Reduction Near Periodic Orbits of Hybrid Dynamical Systems

We show that, near periodic orbits, a class of hybrid models can be reduced to or approximated by smooth continuous-time dynamical systems. Specifically, near an exponentially stable periodic orbit undergoing isolated transitions in a hybrid dynamical system, nearby executions generically contract superexponentially to a constant-dimensional subsystem. Under a non-degeneracy condition on the rank deficiency of the associated Poincare map, the contraction occurs in finite time regardless of the stability properties of the orbit. Hybrid transitions may be removed from the resulting subsystem via a topological quotient that admits a smooth structure to yield an equivalent smooth dynamical system. We demonstrate reduction of a high-dimensional underactuated mechanical model for terrestrial locomotion, assess structural stability of deadbeat controllers for rhythmic locomotion and manipulation, and derive a normal form for the stability basin of a hybrid oscillator. These applications illustrate the utility of our theoretical results for synthesis and analysis of feedback control laws for rhythmic hybrid behavior.

math.DS↗

arXiv2015

Approximation Algorithms for Optimization of Combinatorial Dynamical Systems

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide computationally tractable solution methods even when the dimension of the system and the number of the binary variables are large. The proposed method employs a linear approximation of the objective function such that the approximate problem is defined over the feasible space of the binary decision variables, which is a discrete set. To define such a linear approximation, we propose two different variation methods: one uses continuous relaxation of the discrete space and the other uses convex combinations of the vector field and running payoff. The approximate problem is a 0-1 linear program, which can be solved by existing polynomial-time exact or approximation algorithms, and does not require the solution of the dynamical system. Furthermore, we characterize a sufficient condition ensuring the approximate solution has a provable suboptimality bound. We show that this condition can be interpreted as the concavity of the objective function. The performance and utility of the proposed algorithms are demonstrated with the ON/OFF control problems of interdependent refrigeration systems.

math.OC↗

arXiv2014

Effects of Risk on Privacy Contracts for Demand-Side Management

As smart meters continue to be deployed around the world collecting unprecedented levels of fine-grained data about consumers, we need to find mechanisms that are fair to both, (1) the electric utility who needs the data to improve their operations, and (2) the consumer who has a valuation of privacy but at the same time benefits from sharing consumption data. In this paper we address this problem by proposing privacy contracts between electric utilities and consumers with the goal of maximizing the social welfare of both. Our mathematical model designs an optimization problem between a population of users that have different valuations on privacy and the costs of operation by the utility. We then show how contracts can change depending on the probability of a privacy breach. This line of research can help inform not only current but also future smart meter collection practices.

math.OC↗

arXiv2014

On the Characterization of Local Nash Equilibria in Continuous Games

We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and second-order conditions ensuring strategies constitute local Nash equilibria. We term points satisfying the sufficient conditions differential Nash equilibria. Further, we provide a sufficient condition (non-degeneracy) guaranteeing differential Nash equilibria are isolated and show that such equilibria are structurally stable. We present tutorial examples to illustrate our results and highlight degeneracies that can arise in continuous games.

math.OC↗

arXiv2014

Reach-Avoid Problems with Time-Varying Dynamics, Targets and Constraints

We consider a reach-avoid differential game, in which one of the players aims to steer the system into a target set without violating a set of state constraints, while the other player tries to prevent the first from succeeding; the system dynamics, target set, and state constraints may all be time-varying. The analysis of this problem plays an important role in collision avoidance, motion planning and aircraft control, among other applications. Previous methods for computing the guaranteed winning initial conditions and strategies for each player have either required augmenting the state vector to include time, or have been limited to problems with either no state constraints or entirely static targets, constraints and dynamics. To incorporate time-varying dynamics, targets and constraints without the need for state augmentation, we propose a modified Hamilton-Jacobi-Isaacs equation in the form of a double-obstacle variational inequality, and prove that the zero sublevel set of its viscosity solution characterizes the capture basin for the target under the state constraints. Through this formulation, our method can compute the capture basin and winning strategies for time-varying games at no additional computational cost with respect to the time-invariant case. We provide an implementation of this method based on well-known numerical schemes and show its convergence through a simple example; we include a second example in which our method substantially outperforms the state augmentation approach.

math.OC↗

arXiv2014

A Learning Based Approach to Control Synthesis of Markov Decision Processes for Linear Temporal Logic Specifications

We propose to synthesize a control policy for a Markov decision process (MDP) such that the resulting traces of the MDP satisfy a linear temporal logic (LTL) property. We construct a product MDP that incorporates a deterministic Rabin automaton generated from the desired LTL property. The reward function of the product MDP is defined from the acceptance condition of the Rabin automaton. This construction allows us to apply techniques from learning theory to the problem of synthesis for LTL specifications even when the transition probabilities are not known a priori. We prove that our method is guaranteed to find a controller that satisfies the LTL property with probability one if such a policy exists, and we suggest empirically with a case study in traffic control that our method produces reasonable control strategies even when the LTL property cannot be satisfied with probability one.

eess.SY↗

arXiv2014

Metrization and Simulation of Controlled Hybrid Systems

The study of controlled hybrid systems requires practical tools for approximation and comparison of system behaviors. Existing approaches to these problems impose undue restrictions on the system's continuous and discrete dynamics. Metrization and simulation of controlled hybrid systems is considered here in a unified framework by constructing a state space metric. The metric is applied to develop a numerical simulation algorithm that converges uniformly, with a known rate of convergence, to orbitally stable executions of controlled hybrid systems, up to and including Zeno events. Benchmark hybrid phenomena illustrate the utility of the proposed tools.

math.OC↗

arXiv2014

Rapid Integration and Calibration of New Sensors Using the Berkeley Aachen Robotics Toolkit (BART)

After the three DARPA Grand Challenge contests many groups around the world have continued to actively research and work toward an autonomous vehicle capable of accomplishing a mission in a given context (e.g. desert, city) while following a set of prescribed rules, but none has been completely successful in uncontrolled environments, a task that many people trivially fulfill every day. We believe that, together with improving the sensors used in cars and the artificial intelligence algorithms used to process the information, the community should focus on the systems engineering aspects of the problem, i.e. the limitations of the car (in terms of space, power, or heat dissipation) and the limitations of the software development cycle. This paper explores these issues and our experiences overcoming them.

cs.SE↗

arXiv2014

Social Game for Building Energy Efficiency: Utility Learning, Simulation, and Analysis

We describe a social game that we designed for encouraging energy efficient behavior amongst building occupants with the aim of reducing overall energy consumption in the building. Occupants vote for their desired lighting level and win points which are used in a lottery based on how far their vote is from the maximum setting. We assume that the occupants are utility maximizers and that their utility functions capture the tradeoff between winning points and their comfort level. We model the occupants as non-cooperative agents in a continuous game and we characterize their play using the Nash equilibrium concept. Using occupant voting data, we parameterize their utility functions and use a convex optimization problem to estimate the parameters. We simulate the game defined by the estimated utility functions and show that the estimated model for occupant behavior is a good predictor of their actual behavior. In addition, we show that due to the social game, there is a significant reduction in energy consumption.

math.OC↗

arXiv2014

Privacy and Customer Segmentation in the Smart Grid

In the electricity grid, networked sensors which record and transmit increasingly high-granularity data are being deployed. In such a setting, privacy concerns are a natural consideration. We present an attack model for privacy breaches, and, using results from estimation theory, derive theoretical results ensuring that an adversary will fail to infer private information with a certain probability, independent of the algorithm used. We show utility companies would benefit from less noisy, higher frequency data, as it would improve various smart grid operations such as load prediction. We provide a method to quantify how smart grid operations improve as a function of higher frequency data. In order to obtain the consumer's valuation of privacy, we design a screening mechanism consisting of a menu of contracts to the energy consumer with varying guarantees of privacy. The screening process is a means to segment customers. Finally, we design insurance contracts using the probability of a privacy breach to be offered by third-party insurance companies.

math.OC↗

arXiv2014

Incentive Design and Utility Learning via Energy Disaggregation

The utility company has many motivations for modifying energy consumption patterns of consumers such as revenue decoupling and demand response programs. We model the utility company--consumer interaction as a principal--agent problem. We present an iterative algorithm for designing incentives while estimating the consumer's utility function. Incentives are designed using the aggregated as well as the disaggregated (device level) consumption data. We simulate the iterative control (incentive design) and estimation (utility learning and disaggregation) process for examples including the design of incentives based on the aggregate consumption data as well as the disaggregated consumption data.

math.DS↗

arXiv2014

Sparse Illumination Learning and Transfer for Single-Sample Face Recognition with Image Corruption and Misalignment

Single-sample face recognition is one of the most challenging problems in face recognition. We propose a novel algorithm to address this problem based on a sparse representation based classification (SRC) framework. The new algorithm is robust to image misalignment and pixel corruption, and is able to reduce required gallery images to one sample per class. To compensate for the missing illumination information traditionally provided by multiple gallery images, a sparse illumination learning and transfer (SILT) technique is introduced. The illumination in SILT is learned by fitting illumination examples of auxiliary face images from one or more additional subjects with a sparsely-used illumination dictionary. By enforcing a sparse representation of the query image in the illumination dictionary, the SILT can effectively recover and transfer the illumination and pose information from the alignment stage to the recognition stage. Our extensive experiments have demonstrated that the new algorithms significantly outperform the state of the art in the single-sample regime and with less restrictions. In particular, the single-sample face alignment accuracy is comparable to that of the well-known Deformable SRC algorithm using multiple gallery images per class. Furthermore, the face recognition accuracy exceeds those of the SRC and Extended SRC algorithms using hand labeled alignment initialization.

cs.CV↗

arXiv2014

Experimental Design for Human-in-the-Loop Driving Simulations

This report describes a new experimental setup for human-in-the-loop simulations. A force feedback simulator with four axis motion has been setup for real-time driving experiments. The simulator will move to simulate the forces a driver feels while driving, which allows for a realistic experience for the driver. This setup allows for flexibility and control for the researcher in a realistic simulation environment. Experiments concerning driver distraction can also be carried out safely in this test bed, in addition to multi-agent experiments. All necessary code to run the simulator, the additional sensors, and the basic processing is available for use.

eess.SY↗

arXiv2013

Blind Identification via Lifting

Blind system identification is known to be an ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output measurements. We phrase this as a constrained rank minimization problem and present a relaxed convex formulation to approximate its solution. To make the problem well posed we assume that the sought input lies in some known linear subspace.

eess.SY↗

arXiv2013

Robust Subspace System Identification via Weighted Nuclear Norm Optimization

Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework to handle outliers. The proposed framework takes the form of a convex optimization problem with an objective that trades off fit, rank and sparsity. As in robust PCA, it can be problematic to find a suitable regularization parameter. We show how the space in which a suitable parameter should be sought can be limited to a bounded open set of the two dimensional parameter space. In practice, this is very useful since it restricts the parameter space that is needed to be surveyed.

eess.SY↗

arXiv2013

Fundamental Limits of Nonintrusive Load Monitoring

Provided an arbitrary nonintrusive load monitoring (NILM) algorithm, we seek bounds on the probability of distinguishing between scenarios, given an aggregate power consumption signal. We introduce a framework for studying a general NILM algorithm, and analyze the theory in the general case. Then, we specialize to the case where the error is Gaussian. In both cases, we are able to derive upper bounds on the probability of distinguishing scenarios. Finally, we apply the results to real data to derive bounds on the probability of distinguishing between scenarios as a function of the measurement noise, the sampling rate, and the device usage.

stat.AP↗

arXiv2013

Scalable Anomaly Detection in Large Homogenous Populations

Anomaly detection in large populations is a challenging but highly relevant problem. The problem is essentially a multi-hypothesis problem, with a hypothesis for every division of the systems into normal and anomal systems. The number of hypothesis grows rapidly with the number of systems and approximate solutions become a necessity for any problems of practical interests. In the current paper we take an optimization approach to this multi-hypothesis problem. We first observe that the problem is equivalent to a non-convex combinatorial optimization problem. We then relax the problem to a convex problem that can be solved distributively on the systems and that stays computationally tractable as the number of systems increase. An interesting property of the proposed method is that it can under certain conditions be shown to give exactly the same result as the combinatorial multi-hypothesis problem and the relaxation is hence tight.

cs.LG↗

arXiv2013

Nonlinear Compressive Particle Filtering

Many systems for which compressive sensing is used today are dynamical. The common approach is to neglect the dynamics and see the problem as a sequence of independent problems. This approach has two disadvantages. Firstly, the temporal dependency in the state could be used to improve the accuracy of the state estimates. Secondly, having an estimate for the state and its support could be used to reduce the computational load of the subsequent step. In the linear Gaussian setting, compressive sensing was recently combined with the Kalman filter to mitigate above disadvantages. In the nonlinear dynamical case, compressive sensing can not be used and, if the state dimension is high, the particle filter would perform poorly. In this paper we combine one of the most novel developments in compressive sensing, nonlinear compressive sensing, with the particle filter. We show that the marriage of the two is essential and that neither the particle filter or nonlinear compressive sensing alone gives a satisfying solution.

eess.SY↗