Robust and Decentralized Control of Positive Systems: A Convex Approach

This thesis focuses on robust and decentralized control problems for positive systems. We begin by revisiting a classical modeling framework that allows us to model uncertain systems in a systematic way and, using tools from convex analysis, we derive tractable necessary and sufficient conditions for robust stability of uncertain positively dominated systems. These conditions involve only the system’s static gain and can be verified using convex optimization. We illustrate our results by deriving conditions for the robust stability of the Foschini-Miljanic algorithm, with applications to power control for communication systems with uncertain interference matrix. We then derive equivalent necessary and sufficient state-space conditions for the robust stability of positive systems. We use these conditions to show that designing structured controllers that enforce robust stability and close-loop positivity is a tractable problem that can be solved using convex optimization. We further extend our results to a class of systems with sector-bound nonlinearities, proving that the S-Procedure is lossless for positive systems. In the second part of the thesis we study a class of decentralized control problems for positive systems with application to biology and network theory. We show that, despite the structural constraints, these problems are convex both in the nominal and in the robust case and can be solved efficiently using custom descent algorithms. We provide several examples from leader selection in directed networks to robust optimal drug therapy for HIV. In the final part of the thesis we tackle the problem of analyzing the robustness properties of a class of systems that do not fall into the standard modeling framework for uncertain systems. These problems arise naturally in the study of directed networks with uncertain edge weights. Exploiting powerful results from duality theory of linear programming, we show that the problem of assessing robust performance for transportation and consensus networks with respect to the induced L1 and L∞ norms is tractable and can be solved using linear programming. We further extend this result to optimal robust network design in case the weights of a number of edges are left as decision variables.

[1]  Mihailo R. Jovanovic,et al.  An interior point method for growing connected resistive networks , 2015, 2015 American Control Conference (ACC).

[2]  Francesca Parise,et al.  On constrained mean field control for large populations of heterogeneous agents: Decentralized convergence to Nash equilibria , 2015, 2015 European Control Conference (ECC).

[3]  Richard M. Murray,et al.  Reverse engineering combination therapies for evolutionary dynamics of disease: An ℌ∞ approach , 2013, 52nd IEEE Conference on Decision and Control.

[4]  Jorge Cortes,et al.  Distributed Control of Robotic Networks: A Mathematical Approach to Motion Coordination Algorithms , 2009 .

[5]  W. Haddad,et al.  Nonnegative and Compartmental Dynamical Systems , 2010 .

[6]  Y. Ebihara Dual LMI approach to linear positive system analysis , 2012, 2012 12th International Conference on Control, Automation and Systems.

[7]  Javad Lavaei,et al.  Power flow optimization using positive quadratic programming , 2011 .

[8]  Stephen P. Boyd,et al.  Distributed average consensus with least-mean-square deviation , 2007, J. Parallel Distributed Comput..

[9]  Anders Rantzer An Extended Kalman-Yakubovich-Popov Lemma for Positive Systems , 2015 .

[10]  Anders Rantzer,et al.  Control of convex-monotone systems , 2014, 53rd IEEE Conference on Decision and Control.

[11]  Srdjan S. Stankovic,et al.  Decentralized dynamic output feedback for robust stabilization of a class of nonlinear interconnected systems , 2007, Autom..

[12]  Francesca Parise,et al.  Decentralized Convergence to Nash Equilibria in Constrained Mean Field Control. , 2014 .

[13]  Luca Benvenuti,et al.  A tutorial on the positive realization problem , 2004, IEEE Transactions on Automatic Control.

[14]  Francesca Parise,et al.  Mean field constrained charging policy for large populations of Plug-in Electric Vehicles , 2014, 53rd IEEE Conference on Decision and Control.

[15]  Anders Rantzer,et al.  Scalable control of positive systems , 2012, Eur. J. Control.

[16]  J. M. Danskin,et al.  Fictitious play for continuous games , 1954 .

[17]  Marc Teboulle,et al.  A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems , 2009, SIAM J. Imaging Sci..

[18]  A. Rantzer On the Kalman-Yakubovich-Popov lemma , 1996 .

[19]  Marcello Colombino,et al.  Robust stability of a class of interconnected nonlinear positive systems , 2015, 2015 American Control Conference (ACC).

[20]  John C. Doyle,et al.  Guaranteed margins for LQG regulators , 1978 .

[21]  Giacomo Como,et al.  Throughput Optimality and Overload Behavior of Dynamical Flow Networks Under Monotone Distributed Routing , 2013, IEEE Transactions on Control of Network Systems.

[22]  Franco Blanchini,et al.  Convexity of the cost functional in an optimal control problem for a class of positive switched systems , 2014, Autom..

[23]  Annalisa Zappavigna,et al.  Unconditional stability of the Foschini-Miljanic algorithm , 2012, Autom..

[24]  Farid Alizadeh,et al.  Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization , 1995, SIAM J. Optim..

[25]  Petros G. Voulgaris,et al.  A convex characterization of distributed control problems in spatially invariant systems with communication constraints , 2005, Syst. Control. Lett..

[26]  Bassam Bamieh,et al.  Leader selection for optimal network coherence , 2010, 49th IEEE Conference on Decision and Control (CDC).

[27]  Venkat Chandrasekaran,et al.  Regularization for design , 2016, 53rd IEEE Conference on Decision and Control.

[28]  Marcello Colombino,et al.  On the convexity of a class of structured optimal control problems for positive systems , 2016, 2016 European Control Conference (ECC).

[29]  Felix A. Fischer,et al.  On the Rate of Convergence of Fictitious Play , 2010, Theory of Computing Systems.

[30]  Mustapha Ait Rami,et al.  Solvability of static output-feedback stabilization for LTI positive systems , 2011, Syst. Control. Lett..

[31]  Naum Zuselevich Shor,et al.  Minimization Methods for Non-Differentiable Functions , 1985, Springer Series in Computational Mathematics.

[32]  Anders Rantzer,et al.  Distributed control of positive systems , 2011, IEEE Conference on Decision and Control and European Control Conference.

[33]  Mathias Bürger,et al.  On the Robustness of Uncertain Consensus Networks , 2014, IEEE Transactions on Control of Network Systems.

[34]  Fu Lin,et al.  Design of Optimal Sparse Feedback Gains via the Alternating Direction Method of Multipliers , 2011, IEEE Transactions on Automatic Control.

[35]  Amir Ali Ahmadi,et al.  DSOS and SDSOS optimization: LP and SOCP-based alternatives to sum of squares optimization , 2014, 2014 48th Annual Conference on Information Sciences and Systems (CISS).

[36]  John Doyle,et al.  Model validation: a connection between robust control and identification , 1992 .

[37]  Dimitri Peaucelle,et al.  L1 gain analysis of linear positive systems and its application , 2011, IEEE Conference on Decision and Control and European Control Conference.

[38]  Mihailo R. Jovanovic,et al.  Convex synthesis of symmetric modifications to linear systems , 2015, 2015 American Control Conference (ACC).

[39]  Takashi Tanaka,et al.  The Bounded Real Lemma for Internally Positive Systems and H-Infinity Structured Static State Feedback , 2011, IEEE Transactions on Automatic Control.

[40]  S. Rinaldi,et al.  Positive Linear Systems: Theory and Applications , 2000 .

[41]  Stephen P. Boyd,et al.  Proximal Algorithms , 2013, Found. Trends Optim..

[42]  Fu Lin,et al.  Design of Optimal Sparse Interconnection Graphs for Synchronization of Oscillator Networks , 2013, IEEE Transactions on Automatic Control.

[43]  Richard M. Murray,et al.  A scalable formulation for engineering combination therapies for evolutionary dynamics of disease , 2013, 2014 American Control Conference.

[44]  Franco Blanchini,et al.  Discrete‐time control for switched positive systems with application to mitigating viral escape , 2011 .

[45]  Marcello Colombino,et al.  A Convex Characterization of Robust Stability for Positive and Positively Dominated Linear Systems , 2015, IEEE Transactions on Automatic Control.

[46]  Roy S. Smith Model validation for uncertain systems , 1990 .

[47]  Marcello Colombino,et al.  Quadratic two-team games , 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

[48]  Takashi Tanaka,et al.  DC-dominant property of cone-preserving transfer functions , 2013, Syst. Control. Lett..

[49]  Fu Lin,et al.  Algorithms for Leader Selection in Stochastically Forced Consensus Networks , 2013, IEEE Transactions on Automatic Control.

[50]  D. Hinrichsen,et al.  Robust Stability of positive continuous time systems , 1996 .

[51]  Fu Lin,et al.  Identification of sparse communication graphs in consensus networks , 2012, 2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton).

[52]  Richard M. Murray,et al.  Analysis of control systems on symmetric cones , 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

[53]  Arkadi Nemirovski,et al.  Robust solutions of Linear Programming problems contaminated with uncertain data , 2000, Math. Program..

[54]  M. Morari,et al.  Computational complexity of μ calculation , 1993 .

[55]  Naomi Ehrich Leonard,et al.  Joint Centrality Distinguishes Optimal Leaders in Noisy Networks , 2014, IEEE Transactions on Control of Network Systems.

[56]  Anders Rantzer,et al.  Optimizing positively dominated systems , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[57]  J. Doyle,et al.  Minimizing Conservativeness of Robustness Singular Values , 1984 .

[58]  J. Doyle Synthesis of robust controllers and filters , 1983, The 22nd IEEE Conference on Decision and Control.

[59]  Takashi Tanaka,et al.  Symmetric Formulation of the S-Procedure, Kalman–Yakubovich–Popov Lemma and Their Exact Losslessness Conditions , 2013, IEEE Transactions on Automatic Control.

[60]  Andrew Packard,et al.  The complex structured singular value , 1993, Autom..

[61]  Naomi Ehrich Leonard,et al.  Information centrality and optimal leader selection in noisy networks , 2013, 52nd IEEE Conference on Decision and Control.

[62]  Björn Rüffer,et al.  Separable Lyapunov functions for monotone systems , 2013, 52nd IEEE Conference on Decision and Control.

[63]  Giacomo Como,et al.  Stability of monotone dynamical flow networks , 2014, 53rd IEEE Conference on Decision and Control.

[64]  V. Berinde Iterative Approximation of Fixed Points , 2007 .

[65]  G. Stein,et al.  Performance and robustness analysis for structured uncertainty , 1982, 1982 21st IEEE Conference on Decision and Control.

[66]  Hamid Reza Feyzmahdavian,et al.  Delay-independent stability of cone-invariant monotone systems , 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

[67]  M. Safonov Stability margins of diagonally perturbed multivariable feedback systems , 1982 .

[68]  Marcello Colombino,et al.  Convex characterization of robust stability analysis and control synthesis for positive linear systems , 2014, 53rd IEEE Conference on Decision and Control.

[69]  M. Fardad,et al.  Sparsity-promoting optimal control for a class of distributed systems , 2011, Proceedings of the 2011 American Control Conference.

[70]  Erling D. Andersen,et al.  On implementing a primal-dual interior-point method for conic quadratic optimization , 2003, Math. Program..

[71]  Mikhail V. Khlebnikov,et al.  An LMI approach to structured sparse feedback design in linear control systems , 2013, 2013 European Control Conference (ECC).

[72]  John C. Doyle Analysis of Feedback Systems with Structured Uncertainty , 1982 .

[73]  Sanjay Lall,et al.  A Characterization of Convex Problems in Decentralized Control$^ast$ , 2005, IEEE Transactions on Automatic Control.

[74]  Dimitri Peaucelle,et al.  LMI approach to linear positive system analysis and synthesis , 2014, Syst. Control. Lett..

[75]  Masakazu Kojima,et al.  Exact Solutions of Some Nonconvex Quadratic Optimization Problems via SDP and SOCP Relaxations , 2003, Comput. Optim. Appl..

[76]  Anders Rantzer On the Kalman-Yakubovich-Popov Lemma for Positive Systems , 2016, IEEE Trans. Autom. Control..

[77]  Corentin Briat Robust stability and stabilization of uncertain linear positive systems via Integral Linear Constraints : L 1-and L ∞-gains characterization , 2014 .

[78]  J. P. Lasalle Some Extensions of Liapunov's Second Method , 1960 .

[79]  Josef Stoer,et al.  Transformations by diagonal matrices in a normed space , 1962 .

[80]  Sepideh Hassan-Moghaddam,et al.  Topology identification and optimal design of noisy consensus networks , 2015, 1506.03437.

[81]  E. Yaz Linear Matrix Inequalities In System And Control Theory , 1998, Proceedings of the IEEE.

[82]  Radha Poovendran,et al.  A Supermodular Optimization Framework for Leader Selection Under Link Noise in Linear Multi-Agent Systems , 2012, IEEE Transactions on Automatic Control.

[83]  Fernando Paganini,et al.  A Course in Robust Control Theory , 2000 .

[84]  D. Siljak,et al.  Robust stabilization of nonlinear systems: The LMI approach , 2000 .

[85]  Gerard J. Foschini,et al.  A simple distributed autonomous power control algorithm and its convergence , 1993 .

[86]  Joel E. Cohen,et al.  CONVEXITY OF THE DOMINANT EIGENVALUE OF AN ESSENTIALLY NONNEGATIVE MATRIX , 1981 .

[87]  O. Perron Zur Theorie der Matrices , 1907 .