Electrical and Electronic Engineering - Research Publications

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    Exploiting homogeneity for the optimal control of discrete-time systems: Application to value iteration
    Granzotto, M ; Postoyan, R ; Busoniu, L ; Nesic, D ; Daafouz, J (IEEE, 2021)
    To investigate solutions of (near-)optimal control problems, we extend and exploit a notion of homogeneity recently proposed in the literature for discrete-time systems. Assuming the plant dynamics is homogeneous, we first derive a scaling property of its solutions along rays provided the sequence of inputs is suitably modified. We then consider homogeneous cost functions and reveal how the optimal value function scales along rays. This result can be used to construct (near-)optimal inputs on the whole state space by only solving the original problem on a given compact manifold of a smaller dimension. Compared to the related works of the literature, we impose no conditions on the homogeneity degrees. We demonstrate the strength of this new result by presenting a new approximate scheme for value iteration, which is one of the pillars of dynamic programming. The new algorithm provides guaranteed lower and upper estimates of the true value function at any iteration and has several appealing features in terms of reduced computation. A numerical case study is provided to illustrate the proposed algorithm.
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    When to stop value iteration: stability and near-optimality versus computation
    Granzotto, M ; Postoyan, R ; Nešić, D ; Buşoniu, L ; Daafouz, J ( 2020-11-19)
    Value iteration (VI) is a ubiquitous algorithm for optimal control, planning, and reinforcement learning schemes. Under the right assumptions, VI is a vital tool to generate inputs with desirable properties for the controlled system, like optimality and Lyapunov stability. As VI usually requires an infinite number of iterations to solve general nonlinear optimal control problems, a key question is when to terminate the algorithm to produce a “good” solution, with a measurable impact on optimality and stability guarantees. By carefully analysing VI under general stabilizability and detectability properties, we provide explicit and novel relationships of the stopping criterion’s impact on near-optimality, stability and performance, thus allowing to tune these desirable properties against the induced computational cost. The considered class of stopping criteria encompasses those encountered in the control, dynamic programming and reinforcement learning literature and it allows considering new ones, which may be useful to further reduce the computational cost while endowing and satisfying stability and near-optimality properties. We therefore lay a foundation to endow machine learning schemes based on VI with stability and performance guarantees, while reducing computational complexity.
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    Active Learning for Linear Parameter-Varying System Identification
    Chin, R ; Maass, AI ; Ulapane, N ; Manzie, C ; Shames, I ; Nešić, D ; Rowe, JE ; Nakada, H ( 2020-05-02)
    Active learning is proposed for selection of the next operating points in the design of experiments, for identifying linear parameter-varying systems. We extend existing approaches found in literature to multiple-input multiple-output systems with a multivariate scheduling parameter. Our approach is based on exploiting the probabilistic features of Gaussian process regression to quantify the overall model uncertainty across locally identified models. This results in a flexible framework which accommodates for various techniques to be applied for estimation of local linear models and their corresponding uncertainty. We perform active learning in application to the identification of a diesel engine air-path model, and demonstrate that measures of model uncertainty can be successfully reduced using the proposed framework.
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    Tracking and regret bounds for online zeroth-order Euclidean and Riemannian optimisation
    Maass, AI ; Manzie, C ; Nesic, D ; Manton, JH ; Shames, I ( 2020-10-01)
    We study numerical optimisation algorithms that use zeroth-order information to minimise time-varying geodesically-convex cost functions on Riemannian manifolds. In the Euclidean setting, zeroth-order algorithms have received a lot of attention in both the time-varying and time-invariant cases. However, the extension to Riemannian manifolds is much less developed. We focus on Hadamard manifolds, which are a special class of Riemannian manifolds with global nonpositive curvature that offer convenient grounds for the generalisation of convexity notions. Specifically, we derive bounds on the expected instantaneous tracking error, and we provide algorithm parameter values that minimise the algorithm’s performance. Our results illustrate how the manifold geometry in terms of the sectional curvature affects these bounds. Additionally, we provide dynamic regret bounds for this online optimisation setting. To the best of our knowledge, these are the first regret bounds even for the Euclidean version of the problem. Lastly, via numerical simulations, we demonstrate the applicability of our algorithm on an online Karcher mean problem.
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    On the Latency, Rate and Reliability Tradeoff in Wireless Networked Control Systems for IIoT
    Liu, W ; Nair, G ; Li, Y ; Nesic, D ; Vucetic, B ; Poor, HV ( 2020-07-01)
    Wireless networked control systems (WNCSs) provide a key enabling technique for Industry Internet of Things (IIoT). However, in the literature of WNCSs, most of the research focuses on the control perspective, and has considered oversimplified models of wireless communications which do not capture the key parameters of a practical wireless communication system, such as latency, data rate and reliability. In this paper, we focus on a WNCS, where a controller transmits quantized and encoded control codewords to a remote actuator through a wireless channel, and adopt a detailed model of the wireless communication system, which jointly considers the inter-related communication parameters. We derive the stability region of the WNCS. If and only if the tuple of the communication parameters lies in the region, the average cost function, i.e., a performance metric of the WNCS, is bounded. We further obtain a necessary and sufficient condition under which the stability region is n-bounded, where n is the control codeword blocklength. We also analyze the average cost function of the WNCS. Such analysis is non-trivial because the finite-bit control-signal quantizer introduces a non-linear and discontinuous quantization function which makes the performance analysis very difficult. We derive tight upper and lower bounds on the average cost function in terms of latency, data rate and reliability. Our analytical results provide important insights into the design of the optimal parameters to minimize the average cost within the stability region.
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    On Joint Reconstruction of State and Input-Output Injection Attacks for Nonlinear Systems
    Yang, T ; Murguia, C ; Lv, C ; Nesic, D ; Huang, C ( 2021-03-08)
    We address the problem of robust state reconstruction for discrete-time nonlinear systems when the actuators and sensors are injected with (potentially unbounded) attack signals. Exploiting redundancy in sensors and actuators and using a bank of unknown input observers (UIOs), we propose an observer-based estimator capable of providing asymptotic estimates of the system state and attack signals under the condition that the numbers of sensors and actuators under attack are sufficiently small. Using the proposed estimator, we provide methods for isolating the compromised actuators and sensors. Numerical examples are provided to demonstrate the effectiveness of our methods.
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    Finite-horizon discounted optimal control: stability and performance
    Granzotto, M ; Postoyan, R ; Busoniu, L ; Nesic, D ; Daafouz, J (Institute of Electrical and Electronics Engineers (IEEE), 2021)
    Motivated by (approximate) dynamic programming and model predictive control problems, we analyse the stability of deterministic nonlinear discrete-time systems whose inputs minimize a discounted finite-horizon cost. We assume that the system satisfies stabilizability and detectability properties with respect to the stage cost. Then, a Lyapunov function for the closed-loop system is constructed and a uniform semiglobal stability property is ensured, where the adjustable parameters are both the discount factor and the horizon length, which corresponds to the number of iterations for dynamic programming algorithms like value iteration. Stronger stability properties such as global exponential stability are also provided by strengthening the initial assumptions. We give bounds on the discount factor and the horizon length under which stability holds. In addition, we provide new relationships between the optimal value functions of the discounted, undiscounted, infinite-horizon and finite-horizon costs respectively, which appear to be very different from those available in the literature.
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    Asynchronous Distributed Optimization via Dual Decomposition and Block Coordinate Subgradient Methods
    Lin, Y ; Shames, I ; Nesic, D (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 2021-09)
    In this article, we study the problem of minimizing the sum of potentially nondifferentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the behavior of an asynchronous algorithm based on dual decomposition and block coordinate subgradient methods under assumptions weaker than those used in the literature. At the same time, we allow different agents to use local stepsizes with no global coordination. Sufficient conditions are provided for almost sure convergence to the solution of the optimization problem. Under additional assumptions, we establish a sublinear convergence rate that, in turn, can be strengthened to the linear convergence rate if the problem is strongly convex and has Lipschitz gradients. We also extend available results in the literature by allowing multiple and potentially overlapping blocks to be updated at the same time with nonuniform and potentially time-varying probabilities assigned to different blocks. A numerical example is provided to illustrate the effectiveness of the algorithm.
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    Observing the Slow States of General Singularly Perturbed Systems
    Deghat, M ; Nesic, D ; Teel, AR ; Manzie, C (IEEE, 2020)
    This paper studies the behaviour of observers for the slow states of a general singularly perturbed system - that is a singularly perturbed system which has boundary-layer solutions that do not necessarily converge to a slow manifold. The solutions of the boundary-layer system are allowed to exhibit persistent (e.g. oscillatory) steady-state behaviour which are averaged to obtain the dynamics of the approximate slow system. It is shown that if an observer has certain properties such as asymptotic stability of its error dynamics on average, then it is practically asymptotically stable for the original singularly perturbed system.
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    Determination of the electrical impedance of neural tissue from its microscopic cellular constituents
    Monfared, O ; Tahayori, B ; Freestone, D ; Nesic, D ; Grayden, DB ; Meffin, H (IOP Publishing, 2020-02-01)
    The electrical properties of neural tissue are important in a range of different applications in biomedical engineering and basic science. These properties are characterized by the electrical admittivity of the tissue, which is the inverse of the specific tissue impedance. Objective. Here we derived analytical expressions for the admittivity of various models of neural tissue from the underlying electrical and morphological properties of the constituent cells. Approach. Three models are considered: parallel bundles of fibers, fibers contained in stacked laminae and fibers crossing each other randomly in all three-dimensional directions. Main results. An important and novel aspect that emerges from considering the underlying cellular composition of the tissue is that the resulting admittivity has both spatial and temporal frequency dependence, a property not shared with conventional conductivity-based descriptions. The frequency dependence of the admittivity results in non-trivial spatiotemporal filtering of electrical signals in the tissue models. These effects are illustrated by considering the example of pulsatile stimulation with a point source electrode. It is shown how changing temporal parameters of a current pulse, such as pulse duration, alters the spatial profile of the extracellular potential. In a second example, it is shown how the degree of electrical anisotropy can change as a function of the distance from the electrode, despite the underlying structurally homogeneity of the tissue. These effects are discussed in terms of different current pathways through the intra- and extra-cellular spaces, and how these relate to near- and far-field limits for the admittivity (which reduce to descriptions in terms of a simple conductivity). Significance. The results highlight the complexity of the electrical properties of neural tissue and provide mathematical methods to model this complexity.