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CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign

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Page 1: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

CONTROL of NONLINEAR SYSTEMS

with LIMITED INFORMATION

Daniel Liberzon

Coordinated Science Laboratory andDept. of Electrical & Computer Eng.,Univ. of Illinois at Urbana-Champaign

Page 2: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

0

Control objectives: stabilize to 0 or to a desired set

containing 0, exit D through a specified facet, etc.

CONSTRAINED CONTROL

Constraint: – given

control commands

Page 3: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

LIMITED INFORMATION SCENARIO

– partition of D

– points in D,

Quantizer/encoder:

Control:

for

Page 4: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

MOTIVATION

• Limited communication capacity

• many systems/tasks share network cable or wireless medium

• microsystems with many sensors/actuators on one chip

• Need to minimize information transmission (security)

• Event-driven actuators

• PWM amplifier

• manual car transmission

• stepping motor

Encoder Decoder

QUANTIZER

finite subset

of

Page 5: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

QUANTIZER GEOMETRY

is partitioned into quantization regions

uniform logarithmic arbitrary

Dynamics change at boundaries => hybrid closed-loop system

Chattering on the boundaries is possible (sliding mode)

Page 6: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

QUANTIZATION ERROR and RANGE

is the range, is the quantization error bound

For , the quantizer saturates

Assume such that:

1.

2.

Page 7: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

OBSTRUCTION to STABILIZATION

Assume: fixed,M

Asymptotic stabilization is usually lost

Page 8: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

BASIC QUESTIONS

• What can we say about a given quantized system?

• How can we design the “best” quantizer for stability?

• What can we do with very coarse quantization?

• What are the difficulties for nonlinear systems?

Page 9: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

BASIC QUESTIONS

• What can we say about a given quantized system?

• How can we design the “best” quantizer for stability?

• What can we do with very coarse quantization?

• What are the difficulties for nonlinear systems?• What are the difficulties for nonlinear systems?

Page 10: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

STATE QUANTIZATION: LINEAR SYSTEMS

Quantized control law:

where is quantization error

Closed-loop system:

is asymptotically stable

9 Lyapunov function

Page 11: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

LINEAR SYSTEMS (continued)

Recall:

Previous slide:

Lemma: solutions

that start in

enter in

finite time

Combine:

Page 12: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

NONLINEAR SYSTEMS

For nonlinear systems, GAS such robustness

For linear systems, we saw that if

gives then

automatically gives

when

This is robustness to measurement errors

This is input-to-state stability (ISS) for measurement errors

when

To have the same result, need to assume pos.def. incr. :

Page 13: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

SUMMARY: PERTURBATION APPROACH

1. Design ignoring constraint

2. View as approximation

3. Prove that this still solves the problem

(in a weaker sense)

Issue:

error

Need to give ISS w.r.t. measurement errors

Page 14: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

INPUT QUANTIZATION

where

Control law:

Closed-loop system:

Analysis – same as before

Control law:

where

Need ISS with respect to actuator errors

Closed-loop system:

Page 15: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

BASIC QUESTIONS

• What can we say about a given quantized system?

• How can we design the “best” quantizer for stability?

• What can we do with very coarse quantization?

• What are the difficulties for nonlinear systems?• What are the difficulties for nonlinear systems?

Page 16: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

LOCATIONAL OPTIMIZATION: NAIVE APPROACH

This leads to the problem:

for Also true for nonlinear systemsISS w.r.t. measurement errors

Smaller => smaller

Compare: mailboxes in a city, cellular base stations in a region

Page 17: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

MULTICENTER PROBLEM

Critical points of satisfy

1. is the Voronoi partition :

2.

This is the

center of enclosing sphere of smallest radius

Lloyd algorithm:

Each is the Chebyshev center

(solution of the 1-center problem).

iterate

Page 18: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

LOCATIONAL OPTIMIZATION: REFINED APPROACH

only need thisratio to be smallRevised problem:

. .. ..

.

.

...

.

. ..Logarithmic quantization:

Lower precision far away, higher precision close to 0

Only applicable to linear systems

Page 19: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

WEIGHTED MULTICENTER PROBLEM

This is the center of sphere enclosing

with smallest

Critical points of satisfy

1. is the Voronoi partition as before

2.

Lloyd algorithm – as before

Each is the weighted center

(solution of the weighted 1-center problem)

on not containing 0 (annulus)

Gives 25% decrease in for 2-D example

Page 20: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

DYNAMIC QUANTIZATION

zoom in

After ultimate bound is achieved,recompute partition for smaller region

Zoom out to overcome saturation

Can recover global asymptotic stability

(also applies to input and output quantization)

– zooming variable

Hybrid quantized control: is discrete state

zoom out

Page 21: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

BASIC QUESTIONS

• What can we say about a given quantized system?

• How can we design the “best” quantizer for stability?

• What can we do with very coarse quantization?

• What are the difficulties for nonlinear systems?• What are the difficulties for nonlinear systems?

Page 22: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

ACTIVE PROBING for INFORMATION

PLANT

QUANTIZER

CONTROLLER

dynamic

dynamic

(changes at sampling times)

(time-varying)

Encoder Decoder

very small

Page 23: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

LINEAR SYSTEMS

(Baillieul, Brockett-L, Hespanha et. al., Nair-Evans,

Petersen-Savkin, Tatikonda, and others)

Page 24: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

LINEAR SYSTEMS

sampling times

Zoom out to get initial bound

Example:

Between sampling times, let

Page 25: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

LINEAR SYSTEMS

Consider

• is divided by 3 at the sampling time

Example:

Between sampling times, let

• grows at most by the factor in one period

The norm

Page 26: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

where is stable

0

LINEAR SYSTEMS (continued)

Pick small enough s.t.

sampling frequency vs. open-loop instability

amount of static infoprovided by quantizer

• grows at most by the factor in one period

• is divided by 3 at each sampling time

The norm

Page 27: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

NONLINEAR SYSTEMS

sampling times

Example:

Zoom out to get initial bound

Between samplings

Page 28: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

NONLINEAR SYSTEMS

• is divided by 3 at the sampling time

Let

Example:

Between samplings

• grows at most by the factor in one period

The norm

on a suitable compact region

Page 29: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

Pick small enough s.t.

NONLINEAR SYSTEMS (continued)

• grows at most by the factor in one period

• is divided by 3 at each sampling time

The norm

What properties of guarantee GAS ?

Page 30: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

ROBUSTNESS of the CONTROLLER

ISS w.r.t.

ISS w.r.t. measurement errors – quite restrictive...

ISS w.r.t.

Option 1.

Option 2. Look at the evolution of

Easier to verify (e.g., GES & glob. Lip.)

Page 31: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

RESEARCH DIRECTIONS

• ISS control design

• Locational optimization

• Performance and robustness

• Applications

Page 32: CONTROL of NONLINEAR SYSTEMS with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of

REFERENCES

Brockett & L, 2000 (IEEE TAC)Bullo & L, 2003, L & Hespanha, 2004(http://decision.csl.uiuc.edu/~liberzon)