arXiv subjects

Soummya Kar

Publications and source records attributed to Soummya Kar.

At least 145 records · Page 8Linked to original sources

arXiv2016

Information Flow for Security in Control Systems

This paper considers the development of information flow analyses to support resilient design and active detection of adversaries in cyber physical systems (CPS). The area of CPS security, though well studied, suffers from fragmentation. In this paper, we consider control systems as an abstraction of CPS. Here, we extend the notion of information flow analysis, a well established set of methods developed in software security, to obtain a unified framework that captures and extends system theoretic results in control system security. In particular, we propose the Kullback Liebler (KL) divergence as a causal measure of information flow, which quantifies the effect of adversarial inputs on sensor outputs. We show that the proposed measure characterizes the resilience of control systems to specific attack strategies by relating the KL divergence to optimal detection techniques. We then relate information flows to stealthy attack scenarios where an adversary can bypass detection. Finally, this article examines active detection mechanisms where a defender intelligently manipulates control inputs or the system itself in order to elicit information flows from an attacker's malicious behavior. In all previous cases, we demonstrate an ability to investigate and extend existing results by utilizing the proposed information flow analyses.

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arXiv2016

Energy Efficient Distributed Coding for Data Collection in a Noisy Sparse Network

We consider the problem of data collection in a two-layer network consisting of (1) links between $N$ distributed agents and a remote sink node; (2) a sparse network formed by these distributed agents. We study the effect of inter-agent communications on the overall energy consumption. Despite the sparse connections between agents, we provide an in-network coding scheme that reduces the overall energy consumption by a factor of $Θ(\log N)$ compared to a naive scheme which neglects inter-agent communications. By providing lower bounds on both the energy consumption and the sparseness (number of links) of the network, we show that are energy-optimal except for a factor of $Θ(\log\log N)$. The proposed scheme extends a previous work of Gallager on noisy broadcasting from a complete graph to a sparse graph, while bringing in new techniques from error control coding and noisy circuits.

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arXiv2015

Distributed Bayesian Quickest Change Detection in Sensor Networks via Two-layer Large Deviation Analysis

We propose a distributed Bayesian quickest change detection algorithm for sensor networks, based on a random gossip inter-sensor communication structure. Without a control or fusion center, each sensor executes its local change detection procedure in a parallel and distributed fashion, interacting with its neighbor sensors via random inter-sensor communications to propagate information. By modeling the information propagation dynamics in the network as a Markov process, two-layer large deviation analysis is presented to analyze the performance of the proposed algorithm. The first-layer analysis shows that the relation between the probability of false alarm and the conditional averaged detection delay satisfies the large deviation principle, implying that the probability of false alarm according to a rare event decays to zero at an exponentially fast rate when the conditional averaged detection decay increases, where the Kullback-Leibler information number is established as a crucial factor. The second-layer analysis shows that the probability of the rare event that not all observations are available at a sensor decays to zero at an exponentially fast rate when the averaged number of communications increases, where the large deviation upper and lower bounds for this rate are also derived, based on which we show that the performance of the distributed algorithm converges exponentially fast to that of the centralized one, by proving that the defined distributed Kullback-Leibler information number converges to the centralized Kullback-Leibler information number.

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arXiv2015

Learning-Based Distributed Detection-Estimation in Sensor Networks with Unknown Sensor Defects

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation at each node randomly falls into one of two modes: a valid or an invalid observation mode. Specifically, mode one corresponds to the desired signal plus noise observation mode (\emph{valid}), and mode two corresponds to the pure noise mode (\emph{invalid}) due to node defect or damage. With no prior information on such local sensing modes, we introduce a learning-based distributed procedure, called the mixed detection-estimation (MDE) algorithm, based on iterative closed-loop interactions between mode learning (detection) and target estimation. The online learning step re-assesses the validity of the local observations at each iteration, thus refining the ongoing estimation update process. The convergence of the MDE algorithm is established analytically. Asymptotic analysis shows that, in the high signal-to-noise ratio (SNR) regime, the MDE estimation error converges to that of an ideal (centralized) estimator with perfect information about the node sensing modes. This is in contrast to the estimation performance of a naive average consensus based distributed estimator (without mode learning), whose estimation error blows up with an increasing SNR.

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arXiv2015

Static Output Feedback: On Essential Feasible Information Patterns

In this paper, for linear time-invariant plants, where a collection of possible inputs and outputs are known a priori, we address the problem of determining the communication between outputs and inputs, i.e., information patterns, such that desired control objectives of the closed-loop system (for instance, stabilizability) through static output feedback may be ensured. We address this problem in the structural system theoretic context. To this end, given a specified structural pattern (locations of zeros/non-zeros) of the plant matrices, we introduce the concept of essential information patterns, i.e., communication patterns between outputs and inputs that satisfy the following conditions: (i) ensure arbitrary spectrum assignment of the closed-loop system, using static output feedback constrained to the information pattern, for almost all possible plant instances with the specified structural pattern; and (ii) any communication failure precludes the resulting information pattern from attaining the pole placement objective in (i). Subsequently, we study the problem of determining essential information patterns. First, we provide several necessary and sufficient conditions to verify whether a specified information pattern is essential or not. Further, we show that such conditions can be verified by resorting to algorithms with polynomial complexity (in the dimensions of the state, input and output). Although such verification can be performed efficiently, it is shown that the problem of determining essential information patterns is in general NP-hard. The main results of the paper are illustrated through examples.

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arXiv2015

Distributed Sequential Detection for Gaussian Shift-in-Mean Hypothesis Testing

This paper studies the problem of sequential Gaussian shift-in-mean hypothesis testing in a distributed multi-agent network. A sequential probability ratio test (SPRT) type algorithm in a distributed framework of the \emph{consensus}+\emph{innovations} form is proposed, in which the agents update their decision statistics by simultaneously processing latest observations (innovations) sensed sequentially over time and information obtained from neighboring agents (consensus). For each pre-specified set of type I and type II error probabilities, local decision parameters are derived which ensure that the algorithm achieves the desired error performance and terminates in finite time almost surely (a.s.) at each network agent. Large deviation exponents for the tail probabilities of the agent stopping time distributions are obtained and it is shown that asymptotically (in the number of agents or in the high signal-to-noise-ratio regime) these exponents associated with the distributed algorithm approach that of the optimal centralized detector. The expected stopping time for the proposed algorithm at each network agent is evaluated and is benchmarked with respect to the optimal centralized algorithm. The efficiency of the proposed algorithm in the sense of the expected stopping times is characterized in terms of network connectivity. Finally, simulation studies are presented which illustrate and verify the analytical findings.

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arXiv2015

Distributed Verification of Structural Controllability for Linear Time-Invariant Systems

Motivated by the development and deployment of large-scale dynamical systems, often composed of geographically distributed smaller subsystems, we address the problem of verifying their controllability in a distributed manner. In this work we study controllability in the structural system theoretic sense, structural controllability. In other words, instead of focusing on a specific numerical system realization, we provide guarantees for equivalence classes of linear time-invariant systems on the basis of their structural sparsity patterns, i.e., location of zero/nonzero entries in the plant matrices. To this end, we first propose several necessary and/or sufficient conditions to ensure structural controllability of the overall system, on the basis of the structural patterns of the subsystems and their interconnections. The proposed verification criteria are shown to be efficiently implementable (i.e., with polynomial time complexity in the number of the state variables and inputs) in two important subclasses of interconnected dynamical systems: similar (i.e., every subsystem has the same structure), and serial (i.e., every subsystem outputs to at most one other subsystem). Secondly, we provide a distributed algorithm to verify structural controllability for interconnected dynamical systems. The proposed distributed algorithm is efficient and implementable at the subsystem level; the algorithm is iterative, based on communication among (physically) interconnected subsystems, and requires only local model and interconnection knowledge at each subsystem.

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arXiv2015

From Weak Learning to Strong Learning in Fictitious Play Type Algorithms

The paper studies the highly prototypical Fictitious Play (FP) algorithm, as well as a broad class of learning processes based on best-response dynamics, that we refer to as FP-type algorithms. A well-known shortcoming of FP is that, while players may learn an equilibrium strategy in some abstract sense, there are no guarantees that the period-by-period strategies generated by the algorithm actually converge to equilibrium themselves. This issue is fundamentally related to the discontinuous nature of the best response correspondence and is inherited by many FP-type algorithms. Not only does it cause problems in the interpretation of such algorithms as a mechanism for economic and social learning, but it also greatly diminishes the practical value of these algorithms for use in distributed control. We refer to forms of learning in which players learn equilibria in some abstract sense only (to be defined more precisely in the paper) as weak learning, and we refer to forms of learning where players' period-by-period strategies converge to equilibrium as strong learning. An approach is presented for modifying an FP-type algorithm that achieves weak learning in order to construct a variant that achieves strong learning. Theoretical convergence results are proved.

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arXiv2015

On Robustness Properties in Empirical Centroid Fictitious Play

Empirical Centroid Fictitious Play (ECFP) is a generalization of the well-known Fictitious Play (FP) algorithm designed for implementation in large-scale games. In ECFP, the set of players is subdivided into equivalence classes with players in the same class possessing similar properties. Players choose a next-stage action by tracking and responding to aggregate statistics related to each equivalence class. This setup alleviates the difficult task of tracking and responding to the statistical behavior of every individual player, as is the case in traditional FP. Aside from ECFP, many useful modifications have been proposed to classical FP, e.g., rules allowing for network-based implementation, increased computational efficiency, and stronger forms of learning. Such modifications tend to be of great practical value; however, their effectiveness relies heavily on two fundamental properties of FP: robustness to alterations in the empirical distribution step size process, and robustness to best-response perturbations. The main contribution of the paper is to show that similar robustness properties also hold for the ECFP algorithm. This result serves as a first step in enabling practical modifications to ECFP, similar to those already developed for FP.

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arXiv2015

Minimum Cost Constrained Input-Output and Control Configuration Co-Design Problem: A Structural Systems Approach

In this paper, we study the minimal cost constrained input-output (I/O) and control configuration co-design problem. Given a linear time-invariant plant, where a collection of possible inputs and outputs is known a priori, we aim to determine the collection of inputs, outputs and communication among them incurring in the minimum cost, such that desired control performance, measured in terms of arbitrary pole-placement capability of the closed-loop system, is ensured. We show that this problem is NP-hard in general (in the size of the state space). However, the subclass of problems, in which the dynamic matrix is irreducible, is shown to be polynomially solvable and the corresponding algorithm is presented. In addition, under the same assumption, the same algorithm can be used to solve the minimal cost constrained I/O selection problem, and the minimal cost control configuration selection problem, individually. In order to illustrate the main results of this paper, some simulations are also provided.

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arXiv2015

Risk-limiting Economic Dispatch for Electricity Markets with Flexible Ramping Products

The expected increase in the penetration of renewables in the approaching decade urges the electricity market to introduce new products - in particular, flexible ramping products - to accommodate the renewables' variability and intermittency. CAISO and MISO are leading the design of the new products. However, it is not clear how such products may affect the electricity market. In this paper, we are specifically interested in assessing how the new products distort the optimal energy dispatch by comparing with the case without such products. The distortion may impose additional cost, which we term as the "distortion cost". Using a functional approach, we establish the relationship between the distortion cost and the key parameters of the new products, i.e., the up and down flexible ramping requirements. Such relationship yields a novel routine to efficiently construct the functions, which makes it possible to efficiently perform the minimal distortion cost energy dispatch while guaranteeing a given supply reliability level. Both theoretical analysis and simulation results suggest that smartly selecting the parameters may substantially reduce the distortion cost. We believe our approach can assist the ISOs with utilizing the ramping capacities in the system at the minimal distortion cost.

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arXiv2015

Minimum Cost Input/Output Design for Large Scale Linear Structural Systems

In this paper, we provide optimal solutions to two different (but related) input/output design problems involving large-scale linear dynamical systems, where the cost associated to each directly actuated/measured state variable can take different values, but is independent of the labeled input/output variable. Under these conditions, we first aim to determine and characterize the input/output placement that incurs in the minimum cost while ensuring that the resulting placement achieves structural controllability/observability. Further, we address a constrained variant of the above problem, in which we seek to determine the minimum cost placement configuration, among all possible input/output placement configurations that ensures structural controllability/observability, with the lowest number of directly actuated/measured state variables. We show that both problems can be solved efficiently, i.e., using algorithms with polynomial time complexity in the number of the state variables. Finally, we illustrate the obtained results with an example.

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arXiv2015

Distributed Kalman Filtering over Massive Data Sets: Analysis Through Large Deviations of Random Riccati Equations

This paper studies the convergence of the estimation error process and the characterization of the corresponding invariant measure in distributed Kalman filtering for potentially unstable and large linear dynamic systems. A gossip network protocol termed Modified Gossip Interactive Kalman Filtering (M-GIKF) is proposed, where sensors exchange their filtered states (estimates and error covariances) and propagate their observations via inter-sensor communications of rate $\overlineγ$; $\overlineγ$ is defined as the averaged number of inter-sensor message passages per signal evolution epoch. The filtered states are interpreted as stochastic particles swapped through local interaction. The paper shows that the conditional estimation error covariance sequence at each sensor under M-GIKF evolves as a random Riccati equation (RRE) with Markov modulated switching. By formulating the RRE as a random dynamical system, it is shown that the network achieves weak consensus, i.e., the conditional estimation error covariance at a randomly selected sensor converges weakly (in distribution) to a unique invariant measure. Further, it is proved that as $\overlineγ \rightarrow \infty$ this invariant measure satisfies the Large Deviation (LD) upper and lower bounds, implying that this measure converges exponentially fast (in probability) to the Dirac measure $δ_{P^*}$, where $P^*$ is the stable error covariance of the centralized (Kalman) filtering setup. The LD results answer a fundamental question on how to quantify the rate at which the distributed scheme approaches the centralized performance as the inter-sensor communication rate increases.

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arXiv2014

On the Complexity of the Constrained Input Selection Problem for Structural Linear Systems

This paper studies the problem of, given the structure of a linear-time invariant system and a set of possible inputs, finding the smallest subset of input vectors that ensures system's structural controllability. We refer to this problem as the minimum constrained input selection (minCIS) problem, since the selection has to be performed on an initial given set of possible inputs. We prove that the minCIS problem is NP-hard, which addresses a recent open question of whether there exist polynomial algorithms (in the size of the system plant matrices) that solve the minCIS problem. To this end, we show that the associated decision problem, to be referred to as the CIS, of determining whether a subset (of a given collection of inputs) with a prescribed cardinality exists that ensures structural controllability, is NP-complete. Further, we explore in detail practically important subclasses of the minCIS obtained by introducing more specific assumptions either on the system dynamics or the input set instances for which systematic solution methods are provided by constructing explicit reductions to well known computational problems. The analytical findings are illustrated through examples in multi-agent leader-follower type control problems.

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arXiv2014

Empirical Centroid Fictitious Play: An Approach For Distributed Learning In Multi-Agent Games

The paper is concerned with distributed learning in large-scale games. The well-known fictitious play (FP) algorithm is addressed, which, despite theoretical convergence results, might be impractical to implement in large-scale settings due to intense computation and communication requirements. An adaptation of the FP algorithm, designated as the empirical centroid fictitious play (ECFP), is presented. In ECFP players respond to the centroid of all players' actions rather than track and respond to the individual actions of every player. Convergence of the ECFP algorithm in terms of average empirical frequency (a notion made precise in the paper) to a subset of the Nash equilibria is proven under the assumption that the game is a potential game with permutation invariant potential function. A more general formulation of ECFP is then given (which subsumes FP as a special case) and convergence results are given for the class of potential games. Furthermore, a distributed formulation of the ECFP algorithm is presented, in which, players endowed with a (possibly sparse) preassigned communication graph, engage in local, non-strategic information exchange to eventually agree on a common equilibrium. Convergence results are proven for the distributed ECFP algorithm.

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arXiv2014

Distributed Approach for DC Optimal Power Flow Calculations

The trend in the electric power system is to move towards increased amounts of distributed resources which suggests a transition from the current highly centralized to a more distributed control structure. In this paper, we propose a method which enables a fully distributed solution of the DC Optimal Power Flow problem (DC-OPF), i.e. the generation settings which minimize cost while supplying the load and ensuring that all line flows are below their limits are determined in a distributed fashion. The approach consists of a distributed procedure that aims at solving the first order optimality conditions in which individual bus optimization variables are iteratively updated through simple local computations and information is exchanged with neighboring entities. In particular, the update for a specific bus consists of a term which takes into account the coupling between the neighboring Lagrange multiplier variables and a local innovation term that enforces the demand/supply balance. The buses exchange information on the current update of their multipliers and the bus angle with their neighboring buses. An analytical proof is given that the proposed method converges to the optimal solution of the DC-OPF. Also, the performance is evaluated using the IEEE Reliability Test System as a test case.

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arXiv2014

A Framework for Structural Input/Output and Control Configuration Selection in Large-Scale Systems

This paper addresses problems on the structural design of control systems taking explicitly into consideration the possible application to large-scale systems. We provide an efficient and unified framework to solve the following major minimization problems: (i) selection of the minimum number of manipulated/measured variables to achieve structural controllability/observability of the system, and (ii) selection of the minimum number of feedback interconnections between measured and manipulated variables such that the closed-loop system has no structurally fixed modes. Contrary to what would be expected, we show that it is possible to obtain a global solution for each of the aforementioned minimization problems using polynomial complexity algorithms in the number of the state variables of the system. In addition, we provide several new graph-theoretic characterizations of structural systems concepts, which, in turn, enable us to characterize all possible solutions to the above problems.

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arXiv2014

Enhanced Secondary Frequency Control via Distributed Peer-to-Peer Communication

Distributed generation resources have become significantly more prevalent in the electric power system over the past few years. This warrants reconsideration on how the coordination of generation resources is achieved. In this paper, we particularly focus on secondary frequency control and how to enhance it by exploiting peer-to-peer communication among the resources. We design a control framework based on a consensus-plus-global-innovation approach, which guarantees bringing the frequency back to its nominal value. The control signals of the distributed resources are updated in response to a global innovation corresponding to the ACE signal, and additional information exchanged via communication among neighboring resources. We show that such a distributed control scheme can be very well approximated by a PI controller and can stabilize the system. Moreover, since our control scheme takes advantage of both the ACE signal and peer-to-peer communication, simulation results demonstrate that our control scheme can stabilize the system significantly faster than the AGC framework. Also, an important feature of our scheme is that it performs $cε$-close to the centralized optimal economic dispatch, where $c$ is a positive constant depending only on the cost parameters and the communication topology and $ε$ denotes the maximum rate of change of overall system.

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