Receding horizon consensus of general linear multi-agent systems with input constraints: An inverse optimality approach

It is desirable but challenging to fulfill system constraints and reach optimal performance in consensus protocol design for practical multi-agent systems (MASs). This paper investigates the optimal consensus problem for general linear MASs subject to control input constraints. Two classes of MASs including subsystems with semi-stable and unstable dynamics are considered. For both classes of MASs without input constraints, the results on designing optimal consensus protocols are first developed by inverse optimality approach. Utilizing the optimal consensus protocols, the receding horizon control (RHC)-based consensus strategies are designed for these two classes of MASs with input constraints. The conditions for assigning the cost functions distributively are derived, based on which the distributed RHC-based consensus frameworks are formulated. Next, the feasibility and consensus properties of the closed-loop systems are analyzed. It is shown that 1) the optimal performance indices under the inverse optimal consensus protocols are coupled with the network topologies and the system matrices of subsystems, but they are different for MASs with semi-stable and unstable subsystems; 2) the unstable modes of subsystems impose more stringent requirements for the parameter design; 3) the designed RHC-based consensus strategies can make the control input constraints fulfilled and ensure consensus for the closed-loop systems in both cases. But for MASs with semi-stable subsystems, the {\em convergent consensus} can be reached. Finally, two examples are provided to verify the effectiveness of the proposed results.

[1]  Lihua Xie,et al.  Network Topology and Communication Data Rate for Consensusability of Discrete-Time Multi-Agent Systems , 2011, IEEE Transactions on Automatic Control.

[2]  Francesco Borrelli,et al.  Distributed LQR Design for Identical Dynamically Decoupled Systems , 2008, IEEE Transactions on Automatic Control.

[3]  Bruno Sinopoli,et al.  Kalman filtering with intermittent observations , 2004, IEEE Transactions on Automatic Control.

[4]  Asuman E. Ozdaglar,et al.  Constrained Consensus and Optimization in Multi-Agent Networks , 2008, IEEE Transactions on Automatic Control.

[5]  Huiping Li,et al.  Robust Distributed Model Predictive Control of Constrained Continuous-Time Nonlinear Systems: A Robustness Constraint Approach , 2014, IEEE Transactions on Automatic Control.

[6]  David Q. Mayne,et al.  Constrained model predictive control: Stability and optimality , 2000, Autom..

[7]  Frank Allgöwer,et al.  Cooperative control of dynamically decoupled systems via distributed model predictive control , 2012 .

[8]  Zhong-Ping Jiang,et al.  A converse Lyapunov theorem for discrete-time systems with disturbances , 2002, Syst. Control. Lett..

[9]  Ji-Feng Zhang,et al.  Necessary and Sufficient Conditions for Consensusability of Linear Multi-Agent Systems , 2010, IEEE Transactions on Automatic Control.

[10]  Frank L. Lewis,et al.  Synchronization of discrete-time multi-agent systems on graphs using Riccati design , 2012, Autom..

[11]  Riccardo Scattolini,et al.  Model Predictive Control Schemes for Consensus in Multi-Agent Systems with Single- and Double-Integrator Dynamics , 2009, IEEE Transactions on Automatic Control.

[12]  William B. Dunbar,et al.  Distributed receding horizon control for multi-vehicle formation stabilization , 2006, Autom..

[13]  Huiping Li,et al.  Distributed receding horizon control of large-scale nonlinear systems: Handling communication delays and disturbances , 2014, Autom..

[14]  Guanrong Chen,et al.  Model predictive flocking control for second-order multi-agent systems with input constraints , 2015, IEEE Transactions on Circuits and Systems I: Regular Papers.

[15]  Frank L. Lewis,et al.  Cooperative Optimal Control for Multi-Agent Systems on Directed Graph Topologies , 2014, IEEE Transactions on Automatic Control.

[16]  Huiping Li,et al.  Receding horizon control based consensus scheme in general linear multi-agent systems , 2014, Autom..

[17]  Wei Ren,et al.  Constrained Consensus in Unbalanced Networks With Communication Delays , 2014, IEEE Transactions on Automatic Control.

[18]  Marios M. Polycarpou,et al.  Cooperative Constrained Control of Distributed Agents With Nonlinear Dynamics and Delayed Information Exchange: A Stabilizing Receding-Horizon Approach , 2008, IEEE Transactions on Automatic Control.

[19]  Jonathan P. How,et al.  Robust distributed model predictive control , 2007, Int. J. Control.

[20]  Victor M. Becerra,et al.  Optimal control , 2008, Scholarpedia.

[21]  Yongcan Cao,et al.  Optimal Linear-Consensus Algorithms: An LQR Perspective , 2010, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[22]  Andrea Gasparri,et al.  Decentralized estimation of Laplacian eigenvalues in multi-agent systems , 2012, Autom..

[23]  Jingyuan Zhan,et al.  Consensus of sampled-data multi-agent networking systems via model predictive control , 2013, Autom..

[24]  Man Ieee Systems,et al.  IEEE transactions on systems, man and cybernetics. Part B, Cybernetics , 1996 .

[25]  Bruno Sinopoli,et al.  Foundations of Control and Estimation Over Lossy Networks , 2007, Proceedings of the IEEE.

[26]  Huiping Li,et al.  On Neighbor Information Utilization in Distributed Receding Horizon Control for Consensus-Seeking , 2016, IEEE Transactions on Cybernetics.

[27]  Luc Moreau,et al.  Stability of multiagent systems with time-dependent communication links , 2005, IEEE Transactions on Automatic Control.

[28]  Huijun Gao,et al.  Synchronization of identical linear dynamic systems subject to input saturation , 2014, Syst. Control. Lett..

[29]  Wassim M. Haddad,et al.  H2 optimal semistable stabilization for linear discrete-time dynamical systems with applications to network consensus , 2007, 2007 46th IEEE Conference on Decision and Control.

[30]  Randal W. Beard,et al.  Consensus seeking in multiagent systems under dynamically changing interaction topologies , 2005, IEEE Transactions on Automatic Control.

[31]  Richard M. Murray,et al.  Consensus problems in networks of agents with switching topology and time-delays , 2004, IEEE Transactions on Automatic Control.

[32]  Karl Henrik Johansson,et al.  On decentralized negotiation of optimal consensus , 2008, Autom..